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
The indicator displays the direction or trade signal produced by a separate METRO stochastic signal indicator, calculated on a selected timeframe. A round symbol denotes continuation of the current trend at the chosen bar, while a directional arrow marks a…
This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…
This note describes a Chinese stock screen that combines price and volume conditions. It seeks shares with amplitude above 1, a rising price bottom, current trading volume above 10,000 lots, and an opening price more than 3 percent above the previous close.…
This note outlines a Chinese equity screen for companies associated with the metaverse theme. It looks for a limit-up session within the preceding 25 trading days and a current control ratio above 21 percent. The stated rationale is to combine a recent…
This research review examines momentum in Chinese equities and compares several ways to measure it. It reports that simple one-year returns, with a recent period excluded, did not predict returns reliably across the full A-share market in the tested sample.…
This note describes a short-term Chinese stock screen combining price movement with recent momentum. It selects shares with an amplitude above 1, a positive but limited ten-day gain, and three consecutive limit-up sessions on the previous day. The…
This research summary examines the difference between monthly stock and industry behavior in Chinese equities: individual stocks are described as showing reversal, while industry indices show momentum. It proposes an industry-momentum factor based on the…
This product guide describes a strategy-design workflow for OctoBot. It separates strategy review from creation: the viewer presents performance metrics and trade details for analyzing and comparing runs, while the creator walks users through market…
This post outlines an A-share stock screen using daily amplitude, opening-auction price and order-flow signals, and recent returns. Its stated criteria include amplitude above 1, a positive but less than 35% ten-day gain, and a threshold for large or…
This post describes a Chinese A-share screening rule that combines daily price movement, company size, profitability, and opening-auction turnover. It selects stocks with an absolute daily price change above 1%, market capitalization no greater than 10…
This brief indicator description explains a chart overlay that plots straight price channels from three timeframes on a single chart. It also draws each channel’s upper and lower boundaries, using line widths to distinguish the timeframes. A related version…
This Chinese-language post describes an equity screen requiring a daily price range threshold, company scale above a stated minimum, and the 20-day moving average above the 120-day moving average. It frames the moving-average relationship as a trend filter…
This Chinese-language post outlines a stock screen combining a large daily trading range, at least one strong single-day gain within a recent 25-session window, and a specified share-price level. It also sketches formula and Python implementations, though…
This indicator adapts the RSI calculation by first comparing the close with a configurable moving average of a selected price series. Positive and negative differences are separated into gain and loss inputs, then each side is smoothed with a configurable…
This stock-screening proposal combines a metaverse industry filter with a rounded-price-shape setup and a rise in trading volume. Its reference conditions include turnover within a specified band, price and moving-average relationships over recent periods, a…
This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…
This stock-selection rule combines a 14-period RSI below 65, three consecutive declining sessions, and positive Chaikin Money Flow over 14 periods. The proposed interpretation is that recent weakness may leave room for a rebound while positive money flow…
This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…
The Bollinger Bandit combines moving-average bands with a directional filter. It considers long entries when price is below the upper band and the close is higher than it was 30 days earlier; short entries use the corresponding lower-band condition and a…
This post proposes an A-share stock screen that combines three conditions: daily amplitude above one, the opening price near the 10-day moving average, and a positive institutional-flow measure. Its examples define “near” as within five percent of the…
This post describes an A-share screening rule that combines daily price movement, trading range, and a measure of large-order net flow. The stated criteria are an amplitude above one, a share price of 18.5 yuan, and a product of price change and very large…
This event description focuses on why quantitative strategy results in backtests can differ from live trading performance, a concern it identifies specifically for Chinese A-share strategies. It presents the topic as a practical challenge for traders and…
This article recommends a three-part process for improving trading discipline: record each trade’s rationale, timing, size, planned risk and reward, and emotional state; review those records regularly for rule violations and emotional decisions; then analyze…
The document introduces stationarity as a time series property in which statistical characteristics remain stable over time, then contrasts it with nonstationary series whose means can drift. It explains that a stationary series may tend to return toward its…