Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
79,386 documents
This document describes adapting a semaphore-style indicator based on the DeMarker oscillator so it can notify a trader when its buy or sell signal buffers contain a signal. The alert logic checks a selected bar, tracks a counter, and can issue a sound…
This post outlines a short-term Chinese stock screen that requires amplitude above 1, ranks stocks by the day’s auction amount, keeps the top five, and requires the closing price to exceed the previous day’s low. The suggested interpretation is that elevated…
This document describes a Chinese stock screen using daily price movement and convertible bond information. It selects stocks with an amplitude above 1, a nonempty name for outstanding convertible debt, and a daily return between negative 5% and positive…
This document proposes a daily pre-open stock screen centered on MACD being above the zero line, then ranks qualifying names by a measure of individual-stock attention. It also includes a listing-age filter, described as favoring companies that have been…
This document outlines a Chinese equity screen for stocks classified in the metaverse theme. Its stated conditions include a positive return, a threshold on the product of price change and very large order net volume relative to a volume benchmark, and a…
This document describes a Chinese equity screen that combines a prior-session price range above 1%, a circulating share count no greater than 5.5 billion, and best-level buy volume greater than sell volume. It presents the conjunction of these filters as a…
This document describes an Expert Advisor that combines an indicator signal from three timeframes: M1, M5, and H1. The H1 indicator value selects the permitted position direction, either buying or selling. The two shorter timeframes then provide entry…
This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…
This document describes a Chinese stock screen combining intraday amplitude above 1, a named morning-star candlestick condition, and a 9:25 price gain below 6%. It presents the combination as a way to find active stocks with potential upside while limiting…
This discussion addresses how to use factors from BigQuant's factor library as model features. The question asks whether a factor identifier can be used directly or whether users must copy its expression, and whether factors associated with a brokerage are…
The document describes two ways to construct a Lagrange polynomial in an indicator tool. One option detects local maxima and minima automatically and uses those points as the basis for the polynomial. The other builds the polynomial from points chosen by the…
This short description introduces an indicator that uses the X2MA moving average as the price series for an iSAR, or parabolic SAR, calculation. The stated aim is to smooth the parabolic indicator through the moving average, with the intention of making its…
The document describes a stock screen that combines three criteria: turnover between 3% and 12%, membership in a beverage and liquor import/export category, and a circulating share count no greater than 5.5 billion. It presents the screen as a way to narrow…
This brief technical note discusses implementing an exponential moving average (EMA) in a trading indicator. It focuses on execution speed and code reuse, noting that the calculation is relatively simple and that an implementation without nested loops should…
This note proposes screening Chinese stocks using several short-term conditions: daily amplitude above 1, a three-session limit-up sequence on the previous day, exclusion of ST-designated stocks, and selection before 10 a.m. It also invokes a five-session…
This note describes a Chinese equity screen that ranks stocks by turnover ratio and keeps the top 100, then applies an opening-price condition: the stock was at its price limit at 9:15 and its gain by 9:25 is below 6%. It presents the conditions as a way to…
Backtesting feeds a strategy’s rules with historical market data, turns the resulting signals into trades, and aggregates their profit and loss. The document presents four uses: screening candidate strategies, modeling market and execution conditions, tuning…
This document outlines a Chinese equity screen that ranks by a capital-strength measure, such as turnover or volume ratio, and selects stocks with more than two limit-up sessions in ten days and a 20-day moving average above the 120-day average. The…
This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12%, a reversal pattern, and at least one limit-up event during the prior month. Its stated rationale is to identify recently popular stocks while using…
This article introduces Granger causality and transfer entropy as ways to study directional predictive relationships in time series. Granger causality tests whether a source series improves forecasts of a target beyond the target’s own history, commonly…
This Chinese-language forum post asks how to import tick data into vn.py for backtesting when the graphical import interface appears to support only minute-level or coarser data. The author considers loading records into the database with custom code and…
This indicator description presents large and small trigger lines as a visual aid for reading market direction alongside an existing trading strategy. It frames the large lines as a proxy for the broader or higher-timeframe trend and the small lines as a…
This Expert Advisor description explains how to configure separate long and short trading systems around changes in the color of the XDidi Index Cloud indicator. Each side has its own magic number, position sizing settings, and entry and exit switches,…
This Chinese equity screening proposal combines moving-average clustering with recent and historical limit-up activity. Its initial description looks for overlap among the 5-, 10-, 20-, 60-, and 120-day averages, more than two limit-up days in the last ten…