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 document describes an XRSI histogram indicator that can notify users when several types of signal occur: a histogram crossing zero, a change in its direction, a move through an overbought or oversold threshold, or an exit from one of those zones. The…
The document briefly identifies an idea credited to Eugene and MQL5 code authored by Vladimir Karputov: analyze open, high, low, and close values on bars numbered 0 through 3. This implies comparing OHLC data for the current bar and the three preceding bars,…
This short-term Chinese stock screen combines a daily price-amplitude threshold, a 15-minute MACD histogram that remains below zero while becoming less negative, and a ratio using the prior day’s turnover, current auction volume, and prior-day volume. The…
This Chinese-market stock screen combines three filters: ranking among the top 100 stocks by volume ratio, previous-day turnover above 3% and no more than 28%, and at least two limit-up sessions during the prior 500 days. The post interprets high relative…
KWAN_RDP is described as a two-color histogram oscillator built from the iDeMarker, iMFI, and iMomentum indicators. Its calculation combines the current readings of the three indicators, scales the product of DeMarker and MFI by 100, divides by Momentum, and…
This document presents an A-share screening rule combining daily price movement, a specified share price, and a long-term trend filter. The stated criteria are amplitude above 1, a share price of 18.5 yuan, and the previous day's close above the 250-day…
This brief describes a stock-screening idea for Chinese A-shares. It first limits the universe to stocks whose codes begin with 60 or 00 and removes ST-designated stocks. It then selects candidates using a MACD bullish crossover, a moving-average bullish…
The Trend Checker indicator displays directional readings across as many as eight user-selected lookback periods. For each active row, it compares a chosen price value on the current bar with that value from the specified number of bars earlier. A higher…
The proposed screen selects Shanghai-listed shares whose intraday range exceeds a threshold and that recorded three consecutive limit-up sessions through the previous trading day. The document presents the streak as a sign of market attention and strong…
The document explains tick volume as a proxy for intraday trading activity, especially in futures markets where reported contract volume may arrive with a delay. It counts the number of deals or ticks within a chosen interval, making it available sooner than…
The document describes a configurable expert advisor for scalping multiple currency pairs. It uses RSI, the Stochastic Oscillator, and Bollinger Bands, either separately or in combination, and offers trend-following and countertrend interpretations of…
This stock-selection rule combines a 14-period RSI below 65 with three consecutive down candles and a range-contraction condition. The accompanying formulas define down candles by closes below opens. The additional price condition requires the current high…
The document explains how to translate two Tongdaxin indicator functions into BigQuant operations. A crossover, described as one series moving above another, can be expressed with a conditional filter and shifted values. The example applies this to a bullish…
This user report describes a discrepancy in Chinese stock prices around corporate actions. The author says that prices derived from a platform’s close and adjustment factor did not match prices shown by two brokerage or financial-data applications for Ping…
This indicator method marks potential supply and demand areas from a base candle followed by a large directional candle. The breakout body must meet an ATR-based threshold; overlapping zones of the same type are discarded. A demand zone is removed after a…
This note describes a Chinese A-share stock screen that combines daily amplitude above 1%, a ranking by large-order net volume, and a positive 10-day return below 35%. It presents the criteria as a way to find active stocks with recent gains, aiming at…
This Chinese stock-screening proposal looks for shares with at least five moving averages clustered together, a price below 12, and a 9:25 a.m. gain below 6%. The document associates clustered averages with a stable or clearly defined trend, the price filter…
This Chinese equity screen combines amplitude above 1 with a top-five ranking by the day’s auction amount and a 20-day moving average above the 120-day moving average. The final stated selection logic also requires the previous day’s return to be positive.…
This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…
This Chinese stock-screening proposal combines three signals: amplitude above 1, a change in an institutional net-volume measure, and a reported control indicator above 21%. It says to select qualifying shares after the market opens. The rationale is that…
This strategy proposes shorting the DAX on a four-hour chart when price is above the 50-period exponential moving average but the most recent close is below the preceding close. It applies calendar and session filters: it excludes specified months, restricts…
This Chinese A-share screening idea combines a relative strength index threshold, a price-change and large-order-flow condition, and a Bollinger Band location. It selects stocks with RSI below 65, a positive product of percentage change and a measure of net…
This post outlines a stock screen using an increase-in-position ratio above 5%, a close above the prior day’s low, and a moving-average trend filter. The rationale is that rising reported buying activity and a recovery above the previous session’s low may…
This post proposes selecting Chinese stocks whose MACD is above zero, that meet an unspecified company-type criterion, and that recorded a limit-up event within the previous 25 days. Positive net profit also appears in the cited screening formula and…