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 presents an adapted Bollinger Bands Stops indicator for MetaTrader 5. It describes configurable calculation choices, including the type of moving average and a deviation sample correction, alongside alert and multi-timeframe options. The…
This document presents a three-condition MACD setup intended to filter ordinary signal-line crossovers. For a buy signal, the MACD line first crosses below its signal line, then crosses below zero, and later crosses back above the signal line. For a sell…
This Chinese stock-screening proposal combines three conditions: at least five moving averages converge, a concentration measure is below 20%, and the 30-day moving average is rising. The author interprets convergence as a possible support or resistance…
The document describes an expert advisor that uses the ColorXDerivative indicator. It generates a signal when a bar closes and the oscillator changes direction, making the direction change the system’s stated trigger. The advisor depends on the compiled…
This stock-selection screen combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading activity list known as the 龙虎榜, and a 9:25 a.m. gain below 6%. The stated rationale is to seek volatile, actively traded…
The document outlines a basic architecture for an expert advisor that combines multiple strategies. It proposes using an object for each strategy, with moving average groups as an example: one configured for weekly data and another for the current chart…
AIS Extremum estimates whether a bar’s high may have reached a local maximum or its low a local minimum. It first gathers statistics from historical price movements, then compares current market conditions with those observations and signals when its…
This article proposes a Chinese A-share stock screen combining MACD above zero, a signal interpreted as large-investor control on the prior day, and at least one limit-up event within the previous month. It describes these conditions as proxies for an upward…
This meetup listing raises two quantitative research questions: why factors with strong information coefficients and information ratios may produce weaker Sharpe ratios, and why combining individually strong Sharpe-ratio factors can reduce portfolio…
The document introduces a chart indicator called Precision Trend. It describes the indicator as similar to existing tools but with enough differences to be treated as a distinct version. Its stated purpose is to help identify trends by coloring chart bars…
This note outlines a Chinese equity screen for stocks classified in the metaverse sector, using a condition that the opening price at 9:25 be less than six percent above the previous close during 2021. It includes a sector-category rule and provides example…
The document introduces a moving-average indicator calculated using a Gaussian algorithm. It identifies the indicator's author and notes that an earlier implementation was published as MQL4 code in 2008. The material is a brief description of the calculation…
This note describes a Chinese stock screen combining a morning-star candlestick pattern, a daily price range threshold, and a newly formed KDJ bullish crossover. Its indicator reference further conditions the crossover on a low prior J reading. The…
This note proposes screening Chinese stocks for daily amplitude above 1, an opening price near the ten-day moving average, and a weekly trend condition described as crossing above a 30-week moving average. The stated interpretation is that proximity to the…
This Chinese stock-selection post describes screening stocks in the metaverse theme using a short-term price condition and an opening-auction signal. Its prose says to select stocks whose average price is above the five-day moving average and whose prior-day…
This document outlines a Chinese A-share stock screen combining price trends and valuation. It selects Shenzhen main-board stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0 to 3.11, requires the 30-day moving average to be…
The document describes a forex and stock trading EA that uses the DeMarker indicator and changes position size after losses. A user can configure the multiplier or lot-size increments, trading hours, trade limits, stop-loss and take-profit distances, and a…
This post describes a Chinese A-share screening idea based on intraday amplitude, a ratio combining the prior day’s turnover with current auction volume relative to prior volume, and an earlier session’s actual turnover range. It presents the intended ratio…
This forum exchange explains how to guide an AI assistant when generating VeighNa CTA strategy code. It recommends supplying a focused set of references instead of the entire codebase: the CTA base class, the ArrayManager indicator API, and one or two…
This Chinese-language post proposes a stock screen combining intraday amplitude above 1%, exclusion of special-treatment stocks, a five-session closing-price high condition described as a five-step limit-up approach, and a prior close above the 250-day…
Cronex_Impulse_MACD_HTF is a version of the Cronex Impulse MACD indicator that lets the user select the timeframe used for its calculations through an input parameter. The example setting uses a four-hour timeframe. The description is about configuring the…
TrendlessAGSign is described as a semaphore-style indicator that generates signals when the TrendlessAG oscillator breaks through its zero line. The document identifies the signal mechanism, but does not specify whether upward and downward crossings have…
This strategy uses a short moving average and a long moving average to generate entry and exit signals. It buys when the 10-period average crosses above the 240-period average, allocating 80% of available cash, and sells the entire position when the short…
This indicator description outlines a trend-following approach using a fast and a slow moving average. A bullish signal occurs when the fast average crosses above the slow one, while a bearish signal occurs when it crosses below. Users can choose the…