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.
12,140 documents
This proposed Chinese stock screening rule combines a positive MACD reading, a share price below 12 yuan, and large-order net volume above 0.05 for at least three consecutive trading days. The screen is intended to run before each trading session. The…
This introductory guide surveys algorithmic trading, from the history and terminology of financial markets to the roles of quants, traders, and market makers. It describes common benefits of automation, such as speed and scalability, alongside constraints…
BullsBearsSign is described as a semaphore-style signal indicator built around the BullsBears indicator algorithm. A semaphore indicator presents trading signals on a chart, while this document identifies the underlying algorithm family but does not explain…
This custom oscillator combines ZigZag-based price bounds with a stochastic-style calculation. It smooths the resulting value to form a zero-lag line and a slower signal line, then compares oscillator turning points with recent price extremes to mark…
The post proposes a technical screen for equities using three conditions: a 14-period RSI below 65, three consecutive declining sessions, and weekly MACD above zero. It presents the combination as a way to avoid stocks that have recently risen sharply while…
ExVol measures the difference between the summed bodies of rising and falling candlesticks over a chosen interval, expressed in points. A zero reading represents balance between the two groups. The described interpretation is that an upward crossing of zero…
MyThermometer combines several directional readings into a single trend score. Its components compare the close with the midpoint of the daily high-low range, use a Heikin Ashi open-close relationship, measure bullish and bearish strength against recent…
This indicator uses a Color_QEMA_Envelopes_Digit_System channel to signal trend and candle direction. While price remains inside the gray channel, the indicator’s description gives no additional signal interpretation. When price moves outside the channel,…
This document describes a Chinese equity screen combining three conditions: an amplitude above 1, institutional participation above 30% over a 15-day period, and a price change between -5% and 2.6%. The proposed rationale is to find stocks with substantial…
This post describes a Chinese equity selection rule that combines a daily turnover range, a positive product of the day’s price change and large-order net flow, and a rising short-term moving average. The intended logic is to select stocks with active…
This stock screen combines three technical conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and growth in the KDJ K value. The document interprets these as filters for active stocks, possible momentum shifts, and…
This Chinese-language strategy note describes a stock screen that ranks shares by volume ratio and keeps the top 100, then applies a comparison involving listing date and the 20-day and 120-day moving averages. It interprets a higher volume ratio as stronger…
This Chinese equity screening recipe combines three price conditions: a 14-period RSI below 65, a high equal to the highest high of the latest two days, and a positive 10-day return below 35%. The article describes the approach as a way to find stocks with…
This Chinese-market stock screen combines three filters: daily amplitude above a threshold, a positive but capped ten-day return, and a bounded activity measure. The activity measure multiplies the prior day's turnover rate by the ratio of today's…
The document describes a one-minute EUR/USD strategy that combines SuperTrend, Parabolic SAR, MACD-derived momentum, and range-related filters. It enters after a sufficiently long Parabolic SAR run changes direction, with additional conditions intended to…
This proposed Chinese equity screen combines recent price strength with valuation and a momentum indicator. It selects stocks with more than two limit-up days during the previous ten days, a positive price-to-earnings measure, and RSI below 65. The article…
This Chinese-language example proposes screening stocks in the metaverse theme using two conditions: price above its five-day moving average and a high rank for net large-order volume. The moving-average condition selects stocks trading above a short-term…
This stock screen combines three conditions: the price range exceeds an ATR-based threshold, the stock has recorded at least one daily gain of 10% or more in the past 25 trading days, and its 10-day return is above zero but below 35%. The article provides…
This short-term A-share screen selects stocks with turnover between 3% and 12%, a positive ten-day gain below 35%, and a current daily low below the previous day’s low. The article describes the combination as a way to identify shares with recent strength…
This stock-selection proposal combines three filters: membership in the metaverse theme, a positive institutional-flow measure, and at least one limit-up event during the prior month. It presents the screen as a way to find thematic shares showing both…
This A-share screening proposal focuses on companies classified in the metaverse theme, with circulating share count no greater than 5.5 billion and at least two limit-up sessions during the prior 500 trading days. The article frames the recent limit-up…
This note describes a daily A-share screening rule applied at the 9:25 opening auction. It selects stocks whose MACD is above zero, whose price-to-earnings ratio is positive, and whose opening price is less than 6% above the prior close. The article…
This Chinese equity selection rule looks for stocks with a stated price range greater than one, that did not close at the daily price limit on the previous day, and that show simultaneous bullish technical crossovers. The formula reference mentions a short…
This Chinese equity screen selects stocks whose MACD is above zero, whose best bid volume exceeds best ask volume, and whose return over the recent ten days is positive but below 35%. The article gives a basic implementation outline that scans listed shares,…