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 stock-selection rule combines a daily range filter with company size, profitability, and share-float criteria. It starts with stocks whose intraday high-low range exceeds 1% of the prior close, market value is at most 10 billion yuan, net profit…
This post presents a Chinese equity selection rule for metaverse-related stocks. It specifies a volume ratio above 1.5 and below 6, along with more than two limit-up days during the prior ten days. The final proposed screen also restricts market…
The post describes a Chinese equity screen for companies associated with the metaverse theme. It selects stocks with a volume ratio between 1.5 and 6 and more than two limit-up days within ten days; its final version also adds a market-cap ceiling below 5…
The document identifies the Relative Strength Index as an indicator developed by John Welles Wilder Jr. and describes it as following the treatment in his 1978 book. It says the implementation uses a revised equation intended to reduce computational work…
ChannelAnt is a moving-average-based channel indicator built around a central balance line and surrounding lines that serve as potential support or resistance depending on the balance line’s position. For Forex channel construction, the description cites…
This Expert Advisor describes a level-based strategy that opens a buy when price crosses a support level under specified bar-close and prior-bar conditions; sell entries use the opposite conditions. It places stop loss and take profit orders at support or…
This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse industry, positive institutional flow, and an opening price near the 10-day moving average. Its example formula defines “near” as an opening price…
The document describes a linear regression line indicator designed to be applied to data from another indicator in MetaTrader 5, rather than only to ordinary price series. It explains the practical motivation: a regression channel drawn as chart objects must…
The document describes a Chinese equity screening rule combining price movement, trading activity, and liquidity. It selects stocks with daily amplitude above 1, a product of the previous day's turnover rate and the ratio of today's opening auction volume to…
This document describes a higher-timeframe version of an RSI Histogram oscillator. A user can choose the indicator’s calculation or display period through an input setting, with a four-hour period shown as the default. The indicator depends on a separate RSI…
This stock screen selects companies that listed in 2021, have turnover between 3% and 12%, and meet a chosen company-type category, such as state-owned, private, or high-tech. The accompanying Python example filters listing-year and turnover-related fields,…
This Expert Advisor trades signals from the SuperWoodiesCCI indicator. It opens a trade when the indicator crosses the zero level, with the signal evaluated after the bar closes. The advisor can add the indicator to the chart automatically, using the same…
The document defines a fair value gap as a price imbalance across a three-candle pattern, within the framework of ICT-style smart money concepts. For a bullish pattern, it identifies a gap of at least one point between the first candle’s high and the third…
This Chinese stock screen selects shares with turnover between 3% and 12%, a prior-day appearance on the market’s top-trader list, and a price below 12 yuan. Its final description adds a requirement that a company has been listed for more than a year.…
The document describes a Chinese equity selection rule combining three conditions: turnover between 3% and 12%, seven consecutive sessions of falling closing prices, and positive net buying by major participants in the opening auction. It includes example…
The document describes smoothing a DeMarker indicator series by filtering higher-order harmonics in its spectrum. It presents this as a general technique that can also be applied to other indicator outputs. The stated advantage is very low latency, making…
The document describes an equity screen requiring daily price amplitude above 1%, turnover above 2% and at most 9%, and company scale of at least 200 million yuan. It frames these filters as a way to select stocks with meaningful price movement and trading…
The document explains a futures workflow that separates continuous, adjusted data used to generate signals from actual contract prices used for trading. Adjusted front-month continuous prices can make historical trends and indicators more consistent across…
The document presents an equity screening rule that selects stocks with MACD above zero, upward-spreading moving averages, and a concentration measure greater than 70%. It describes the MACD condition as a sign of an upward market state and the…
MaRsi-Trigger is an indicator that classifies an asset into three states: rising, falling, or flat. It encodes those states as plus one, minus one, and zero, respectively. Its signals combine two moving averages with two RSI oscillators that use different…
This Chinese-language post describes a stock screen combining three signals: a trading range greater than the stated threshold, at least one daily gain of 10% or more during the prior 25 sessions, and a limit-up event in the preceding 25 days. It frames the…
This post presents an equity selection rule combining three signals: RSI below 65, positive large-order net inflow in the afternoon, and a shortening positive MACD histogram on a 15-minute interval. It also shows illustrative indicator and Python…
This post describes a mainland China equity screen for non-ST main-board stocks. It selects shares with turnover between 3% and 12%, a daily gain above 1%, and a price below 12 yuan. The accompanying indicator and Python examples show ways to express filters…
This stock screen selects shares with a market capitalization of at least 200 million, a 14-period RSI below 65, and a 20-day moving average above the 120-day moving average. The moving-average relationship is used as a short-term-versus-longer-term trend…