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 stock-selection screen combines a positive MACD reading, positive trailing earnings, and appearance on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity in Chinese equities. The stated routine runs before each trading…
This document describes an indicator that turns unusually long candle wicks into supply and demand zones. It measures each upper and lower wick relative to price, scales the measurement against the largest wick in a rolling window, and uses a threshold to…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a flagged rounded or arc-shaped price pattern. It supplies equivalent screening…
The document explains how to configure and launch V2 strategies in Hummingbot. Configurable scripts can be started from YAML configuration, while controllers are loaded through a wrapper script that can list one or more controller configurations. Controllers…
The document compares Bollinger Bands and MACD by explaining their calculations and common interpretations. Bollinger Bands use a moving average as a middle line and place upper and lower bands at a chosen number of standard deviations from it. The text…
The post proposes a Chinese stock screen combining at least five overlapping moving averages, a stated concentration filter below 20%, and a 2019 dividend ratio above 25%. It frames moving-average overlap as a possible sign of an emerging or established…
This indicator applies Bollinger-style calculations to confirmed swing highs and lows. BarsBefore and BarsAfter define the neighboring bars used to recognize a fractal; the selected fractal prices are then averaged over a configurable period, with bands…
This document explains an indicator that marks potential support and resistance around historical swing highs and lows. It detects pivots over a configurable lookback, defines each zone using either the candle wick area or its full range, and tracks price…
This article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converge, the stock has recorded more than two limit-up days within ten days, and its outstanding convertible-bond name is nonempty. It…
This document identifies an indicator that displays a Fisher transformation as a histogram and includes two averages as signal lines. It names the author and notes that the indicator was originally written in MQL4 before being published in the MQL5 Code…
This document describes an indicator that calculates pivot levels from the TRIX oscillator rather than from price. TRIX itself remains calculated on the chart’s current timeframe, while a separately selected timeframe sets the boundaries used to calculate…
This post describes a simple Chinese A-share selection rule: rank stocks by descending fund strength, keep the five with the largest auction trading value for the day, and require the 20-day moving average to exceed the 120-day average. The author interprets…
This note describes a Chinese A-share screen for stocks whose codes begin with 60, whose turnover falls between 3% and 12%, and whose reported daily control ratio exceeds 21%. The accompanying rationale treats the control ratio as a liquidity-related…
This Chinese equity screening idea combines three conditions: daily price range above one percent, at least two limit-up events within the preceding 500 days, and a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s opening-auction…
This document describes an Expert Advisor that trades signals from an AbsolutelyNoLagLwma range-channel indicator. It enters when a bar closes after price breaks through the channel, then closes the position once its holding time reaches a preset limit. The…
This stock selection rule filters for equities whose daily high-low range exceeds 1%, whose turnover is greater than 2% and less than 9%, and whose closing price is above its five-day moving average. The document presents the combination as a way to find…
This indicator identifies bullish and bearish fair value gaps from three-bar price relationships, then monitors whether price later moves back through the gap. A gap is retained only when its size exceeds a threshold scaled by average true range, making the…
This stock screen combines a turnover range of 3% to 12% with a rising DEA condition and alignment among at least five moving averages. It aims to find actively traded equities with upward momentum and a consistent trend structure. The document gives…
This Chinese A-share screening proposal combines three conditions: at least two limit-up sessions within a 500-day lookback, a shortening MACD histogram on 15-minute bars, and RSI below 65. It frames the historical limit-up count as a way to include stocks…
The document describes a MetaTrader 5 variant of the XEnvelopes indicator that adds a selectable chart timeframe through an input parameter. The supplied example sets the timeframe to four hours, indicating that users can choose the period from which the…
The document presents a two-sided trading strategy based on crossovers between short and long moving averages of RSI. A downward crossover opens a long position and closes a short; an upward crossover closes a long and opens a short. The example uses a…
The document describes an equity screen combining daily amplitude above 1, RSI below 65, and seven consecutive declining sessions. It presents the conditions as a way to find volatile, weak stocks that might rebound, then suggests ranking selected stocks by…
This trading system uses changes in an RSI histogram to generate entries at bar close. A signal occurs when the histogram changes from neutral gray to red or lime, which the description associates with the RSI entering an overbought or oversold zone. The…
This summary describes a style-neutral, multi-factor stock selection system for Chinese A-shares built from short-horizon price and volume behavior. The report develops nearly 200 trading-oriented alpha factors using daily stock data, aiming to capture the…