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.
31,205 documents
This overview presents basic ways to assess broad equity-market conditions and limit portfolio exposure during potential declines. It describes moving-average crossovers as timing signals, with a shorter average crossing above a longer one treated as bullish…
This note describes a Chinese equity screen combining a daily price-range threshold, an indicator that a company has an outstanding convertible bond, and positive large-order net volume over three consecutive days. The accompanying formula expresses the…
The indicator measures how far the current close sits above or below the intraday volume-weighted average price, expressed in units of a calculated standard deviation. VWAP resets each trading day. Once a minimum number of bars has elapsed, the…
This A-share stock selection approach looks for MACD above zero, a rising DEA line, and at least two limit-up events during the previous 500 days. It treats positive MACD and an improving signal line as evidence of strength, while repeated limit-ups identify…
This Chinese A-share screening idea combines three conditions: MACD is above zero, parent-company net profit growth is above 20% and no more than 100%, and the stock has reached the daily limit-up at least twice in the prior 500 days. The intended rationale…
The post proposes a Chinese stock watchlist screen for companies associated with beverage or alcohol imports and exports. It combines daily price amplitude above 1% with at least one limit-up event in a recent window. The accompanying indicator and Python…
The post describes a Chinese equity screen requiring daily amplitude above 1%, a positive 10-day return below 35%, and at least one daily gain of 10% or more during the preceding 25 trading days. It frames these conditions as a way to find volatile stocks…
This example describes a five-minute long-only strategy built from moving averages, Heikin-Ashi candles, and RSI. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the faster average, and the candle is positive.…
This stock-selection idea screens for shares with turnover between 3% and 12%, three consecutive declining sessions, and positive net institutional money flow. It frames the pattern as a way to find stocks that have pulled back while attracting institutional…
The document describes an Expert Advisor based on a direction-changing moving average. A trading signal is generated when a bar closes and the moving average changes direction. The indicator is supplied as a compiled file that must be placed in the…
The document outlines a Chinese stock-selection idea that combines membership in the metaverse industry with a rounded price pattern and a measure built from price change and net volume attributed to very large orders. Its example implementation further…
The document describes a Triple Exponential Moving Average band indicator as an alternative to Bollinger Bands. It places a TEMA-based center line closer to price movement and describes its upper and lower boundaries as evenly positioned around that line. It…
This stock-selection idea focuses on the metaverse sector and filters for an opening price less than six percent above the prior close, along with a current-day low below the previous day’s low. The article supplies formula and Python examples for applying…
PLdot is a simple price indicator calculated as a three-period simple moving average of typical price. Typical price for each bar is the average of its high, low, and close, so the indicator smooths this combined measure rather than using closing prices…
This document introduces John Ehlers’ Voss Predictive Filter, an indicator intended to identify cyclical turning points with signals that may appear earlier than those from other indicators. Its calculation first applies a band-pass filter to price changes,…
This note describes a Chinese stock screen combining three conditions: at least five moving averages converge, the 30-day average is rising, and free float is no more than 5.5 billion shares. The intended rationale is to find stocks with aligned or…
This Chinese equity screen selects shares priced below 12 yuan whose MACD is above zero, while excluding shares that hit a limit-up on the previous day. The note frames positive MACD as a technical entry condition and the prior-day exclusion as a way to…
This stock-selection note combines a metaverse-industry filter with two price-trend conditions: the 30-day moving average must be rising, and the share price must be above its five-day moving average. Its sample implementation also ranks qualifying shares by…
This Chinese stock-selection note describes a screen for shares with amplitude above one, excluding special-treatment stocks, and requiring that the prior session was not a limit-up day. It also invokes a named “five-step limit-up” method, but does not…
The article proposes a Chinese equity screening rule that ranks stocks by trading heat, then filters for an RSI below 65 and at least one limit-up session during 2021. Its code example retrieves daily data, computes a 14-period RSI, checks for a qualifying…
The document describes a volatility channel indicator attributed to Larry Williams. It defines an upper and lower channel boundary using rolling extremes over a configurable period. The upper boundary takes the highest value of a transformed price series,…
This product description outlines a trading bot designed for Martingale-style trading. It lists stop loss, take profit, and trailing stop functions measured in points, plus user-defined high and low price levels. Entry can be based on tick volume for a…
This note describes a stock screen requiring daily price amplitude above 1, MACD above its zero line, and a positive price-to-earnings ratio. The conditions aim to combine elevated price movement, a bullish technical signal, and a company reporting positive…
This note presents a China A-share selection screen focused on metaverse-related stocks. Its final criteria combine a volume ratio between 1.5 and 6, turnover above 3%, a prior close above the 10-day moving average, an opening price below the prior close, a…