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 note proposes screening Chinese stocks with positive but limited returns over the prior ten days, a report of main-fund control on the previous day, and at least five converging moving averages. It then revises the screen to use six moving-average…
This stock screen selects equities with turnover in a stated range, a prior-day appearance on a market trading activity list, and upward-moving averages. The detailed conditions also require a listing history exceeding one year, a close above its ten-day…
This stock-selection idea combines three filters: price amplitude above a stated threshold, actual turnover from the prior day within a specified range, and exclusion of stocks that closed at the daily upper price limit on the previous day. The document…
This brief description covers a higher-timeframe version of a volume-weighted moving average cloud indicator. Its main feature is a user-selectable chart period, with four-hour data shown as the default example. The description implies that the indicator can…
This Chinese stock-selection article proposes combining an RSI reading below 65 with seven consecutive sessions in which the close is below the open, followed by a strong upward move on elevated volume. It describes the final condition as a close near the…
The document describes a Chinese A-share screening rule for stocks associated with the metaverse theme. It combines a price condition relative to the 250-day moving average with a fixed closing-price condition. The prose refers to the prior day’s price being…
This post describes a stock screen for Shenzhen main-board shares using a price-to-earnings range of 0 to 29.01, a price-to-book range of 0 to 3.11, a 2019 dividend payout ratio above 25%, and an amplitude condition above 1. It frames the filters as a…
This brief forum exchange answers a question about where log messages go during a backtest when using the BacktestingEngine. The questioner observes that the engine stores messages in a logs collection and asks how to access them. The reply says the messages…
This post proposes a Chinese stock screen combining three conditions: at least five moving averages converge, the prior day’s turnover exceeds 8%, and the 30-day moving average is rising. The author interprets convergence as relatively stable prices, high…
This report examines three connected areas of China’s technology sector: 5G communications, artificial intelligence, and semiconductor chips. It presents 5G as infrastructure for faster data transfer and connected devices, AI as an application area that…
Daily BreakPoint is described as a breakout strategy that enters when price moves beyond the prior daily bar by a specified number of points. Its inputs include the breakout distance, minimum and maximum sizes for the last bar, stop loss, take profit, and…
This page records a live Binance futures robot identified as using a martingale strategy and running across numerous trading pairs. It presents a dashboard snapshot with account and strategy figures, including reported return, drawdown, win rate, fees,…
Binario is an Expert Advisor that calculates exponential moving averages of the same period using high and low prices. The description says these averages adjust the system’s settings, but do not generate buy or sell signals. Instead, the EA alternates long…
The document introduces a version of the fractal dimension indicator attributed to Mark Jurik. It describes the indicator as a tool for assessing whether price changes appear to be trending or ranging, rather than predicting whether prices will rise or fall.…
This index timing method fits a quadratic function to a local segment of a historical price series, using either closing prices or the average of opening and closing prices. It treats the slope at the newest fitted point as an indicator of whether the series…
This document describes an Expert Advisor that trades from signals produced by the iRSISign indicator. A signal is generated when the indicator displays a colored icon at a bar’s close. The strategy therefore uses the indicator’s signal as its entry trigger;…
This indicator overlays two kinds of bands calculated from log-transformed closing prices. The statistical bands use a rolling average and standard deviation, similar in spirit to Bollinger Bands. The regression bands use a rolling ordinary least squares…
The document describes a convertible-bond setup that enters after a V-shaped recovery when price rises through the left shoulder of the pattern, above its right shoulder. The right shoulder must be at least 3.5 points above the V’s low. The trader then uses…
The proposed A-share screen selects stocks whose price amplitude exceeds 1, excludes Beijing-listed shares, and requires the stock to have appeared on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity. The post frames amplitude…
This short-term stock selection method combines three conditions: price amplitude above 1, yesterday’s turnover multiplied by today’s opening-auction volume divided by yesterday’s volume between 0.5 and 2, and an outside-to-inside volume ratio above 1.3. The…
The document outlines an equity screening rule combining a daily high-low range greater than one percent of the prior close, weekly MACD above zero, and exclusion of stocks that hit the daily upper price limit on the previous day. It presents these…
The discussion addresses whether a VeighNa strategy continues trading after the market closes and reopens the next day. The question assumes the trading interface remains open and asks whether the platform will automatically log in and resume the prior…
The document explains a market-making setting in which a bot replaces filled orders as soon as it has no active orders. During a sustained price move, repeatedly refreshing both sides can lead the bot to keep buying into a decline or selling into a rise,…
The document describes a Chinese A-share stock screen combining price amplitude above 1%, a circulating share count no greater than 5.5 billion, and auction-period price movement accompanied by large and extra-large buy-flow volume above the stated…