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 Chinese equities screening rule combines three filters: turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a buy-side to sell-side volume ratio above 1.3. The article presents turnover as a measure of trading…
This document explains a chart indicator that displays signals from ChandelExitSign on a chosen timeframe. A right-pointing arrow represents continuation of the existing trend; a diagonal arrow marks a change and indicates trade direction. Arrow colors…
This brief description introduces an indicator formed by applying the Inverse Fisher Transform to a nonlag-smoothed RSX oscillator. It notes that RSX is presented as a smoother alternative to RSI and that nonlag smoothing can be turned off by setting its…
This short note describes an indicator that applies the Inverse Fisher Transform to a nonlag-smoothed version of RSX, a momentum oscillator related to RSI. It characterizes RSX as smoother than RSI and says the nonlag smoothing can be disabled by setting its…
This Expert Advisor combines a trend strength filter, a pullback trigger, and volatility-scaled exits. It requires ADX to be above a threshold and rising on closed bars. A pullback event is defined by the price-to-EMA distance, measured in ATR units,…
This Chinese-language post presents a stock screening idea based on three conditions: amplitude above 1, a K-line value below 20, and the opening price near the 10-day moving average. It then gives a more detailed indicator example using a curved-line…
This document describes a Chinese stock screening rule that selects shares with daily amplitude above 1%, a listing history longer than one year, and a volume ratio between 1.5 and 6. It explains the intended rationale: larger ranges may indicate active…
This strategy combines a short and medium exponential moving average crossover with a trend filter from a longer resampled timeframe. It enters long when the short average crosses above the medium average, provided the close is above the longer-timeframe…
This document describes a reversible trading system based on crossings between the positive and negative Vortex indicator lines. A crossing identifies a potential direction, while the system waits for price to confirm the signal by breaking the high or low…
This Chinese stock-selection strategy combines three filters: daily amplitude above 1, an opening price near the ten-day moving average, and parent-attributable net profit growth above 20% and no more than 100%. The note interprets the amplitude as a sign of…
This note describes a Chinese equity screen requiring RSI below 65, circulating market value between 5 and 10 billion yuan, and a ratio of external to internal trading above 1.3. It presents the combination as a way to blend a short-term momentum or…
This Chinese stock-selection note proposes screening for shares with price movement above a stated amplitude threshold, a high control indicator, and rising lows intended to signal a potential bottom reversal. Its refined version adds volume above the…
This document describes an MQL5 Expert Advisor that records closed positions to a CSV alongside market indicators sampled at both entry and exit. The recorded context includes RSI, Stochastic, price distance from two exponential moving averages, Bollinger…
This document describes a chart indicator that overlays the DeMarker oscillator with a moving average. It identifies the plotted lines and shows default overbought and oversold levels as the boundaries of a channel. The listed inputs let users set the…
This post outlines a Chinese stock screen combining a metaverse concept label, an upward-sloping 30-day moving average, and a ranking based on large-order net fund flows. It frames the approach as a way to identify strong stocks for short- to medium-term…
This OctoBot Script documentation page explains how to add charts to a strategy execution report through a plotting function. It describes naming a plotted indicator and supplying optional data for axes, labels, display mode, chart placement, color, and a…
This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…
This Chinese-language post describes an equity screening idea that combines a turnover range of 3% to 12%, three consecutive down sessions, and a shortening negative MACD histogram on a 15-minute timeframe. The intended signal is that selling momentum may be…
This proposed Chinese stock screen combines three conditions: price amplitude above 1%, institutional participation above 25% over 15 days, and best bid volume greater than best ask volume. The document interprets these as elevated price movement,…
This proposed A-share screen looks for stocks with price amplitude above 1%, prior-day turnover value above 60 million, and three consecutive limit-up sessions as of the previous day. The rationale is that large price swings and substantial trading activity…
The document defines a Turkish lira basket index as the equally weighted average of the USDTRY and EURTRY exchange rates. It presents the index as a line in a separate chart window and describes two optional, customizable moving averages applied to a…
This stock-selection post proposes screening for shares with an amplitude above 1, an upward-diverging short-term moving-average condition, and a daily return between -5% and 2.6%. The rationale is that a large range reflects activity, rising averages…
This note describes three technical indicators for low-frequency analysis. The BBI is the average of simple moving averages over 3, 6, 12, and 24 days. A second measure, labeled DMI moving-average difference, takes the 10-day moving average minus the 50-day…
This indicator presents volatility estimates for several lookback lags: 3, 4, 5, 6, 8, 10, and 13. A bold red line summarizes volatility across these periods, while separate colored lines show the estimate for each lag. The indicator includes a…