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
AnchoredMomentum_x10 displays the state of the AnchoredMomentum oscillator across ten timeframes. It uses the most recently closed bar from each timeframe, so the display reflects completed-bar readings rather than values that may change during an unfinished…
This article describes a daily stock screen combining RSI below 65, first-level bid volume greater than ask volume, and a MACD condition from an earlier session. Its code examples also include a daily price-gain filter above 2%, so the implemented screen has…
This note describes a trend indicator based on the correlation between a security’s price history and an idealized straight-line trend. The underlying approach, attributed to John Ehlers, is intended to identify the beginning of trends and recognize when…
This document outlines an equity screen that selects stocks with RSI below 65 and circulating market capitalization between 5 billion and 10 billion yuan, then ranks qualifying names by a money-flow measure. The accompanying example also filters out certain…
The document proposes a screen for Chinese stocks associated with the metaverse theme. It selects names that appeared on the prior day’s trading leaderboard and have a positive measure of institutional activity. The rationale is to combine a popular market…
This document presents a Chinese A-share stock screen that combines a price range condition, a K-line-related threshold, and a close above the previous day’s low. It gives versions of the selection logic in platform formula form and Python, with the Python…
The document describes a chart indicator built around a five-fold exponential moving average. It displays the latest indicator value as a price label and allows the plotted levels to be rounded to a user-selected number of digits. The rounding setting is an…
This proposed equity screen combines three technical conditions: daily amplitude above 1, a rising price floor, and a ratio based on the previous day’s turnover multiplied by today’s auction volume relative to the previous day’s volume. The ratio must fall…
This stock-screening idea combines a metaverse theme with a rising 30-day moving average and previous-day auction turnover above 0.26. The moving-average condition is intended to identify an upward price trend, while elevated auction turnover is used as a…
Leading_Signal is a MetaTrader indicator that presents trend and signal information in a separate, narrow chart window. It renders the current trend as a straight line in one of two colors and marks signals with colored stars. Its calculations use values…
The Edge Index is presented as a way to rank mean-reversion candidates, including rebounds and closes below the lower Bollinger Band. It combines three stochastic readings, each measuring the close relative to the high-low range over a different lookback…
This MetaTrader 5 example demonstrates an EMA crossover Expert Advisor designed to illustrate implementation practices rather than a trading edge. It evaluates signals on closed bars and acts on a new bar, closing an existing position and opening in the…
This expert advisor generates buy and sell signals from overbought and oversold readings across the M15, H1, and H4 timeframes. It compares two ways to set those thresholds. The conventional approach uses fixed RSI levels of 70 and 30. The alternative places…
This indicator estimates volatility by finding the highest and lowest prices over a user-selected lookback period. It calculates their difference in points, then averages that range and displays the result in a separate chart window. The documented default…
The post proposes a stock screen that combines daily price amplitude above a threshold, a newly formed KDJ crossover, and a dividend ratio above a threshold based on 2019 data. It frames amplitude as a volatility filter, the crossover as a momentum or timing…
The article introduces algorithmic trading as a way to automate rule based strategies and reduce some burdens of manual trading. It describes bots as tools for applying predefined entry and exit conditions across markets, including trend following,…
This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, an external-to-internal trading volume ratio above 1.3, a robotics concept classification, and circulating market capitalization below 10 billion yuan. It also…
The HighestLowestRange indicator is presented as a histogram that marks entry into overbought and oversold zones with color changes. Its first bar in a newly entered zone receives a brighter color when the move follows an opposite trend, drawing attention to…
This Chinese equity screen focuses on stocks classified in the metaverse industry. It selects shares whose opening price falls within five percent above or below the 10-day simple moving average of closing prices, and whose current low is below the previous…
This Chinese equity screen combines trading activity, reported profit growth, volume, and opening price. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, current volume above 10,000 lots,…
This indicator builds a trend measure by comparing each close with a simple moving average, using a period shown as 30. It increments a running score when the close is above the average and decrements it otherwise. A second moving average is then calculated…
MultiVote OBV modifies standard On Balance Volume by using changes in the high, low, and close rather than relying on closing-price direction alone. For each bar, it assigns a positive vote when a price component rises from its previous value and a negative…
The document describes a multi-day strategy for DAX contracts for difference using hourly signals. A QQE indicator supplies long and short triggers, while a Universal indicator acts as a directional filter. Separate month-specific multipliers scale long and…
This post describes a Chinese equity strategy centered on buying leading stocks as they rise, alongside a separate strategy based on money flow. It says the approaches were used in simulated trading and reports that the money flow strategy had been traded…