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.
79,386 documents
The document outlines the construction of the Klinger Oscillator, a volume-oriented technical indicator attributed to Stephen Klinger. It first calculates typical price from the high, low, and close. Turnover is then assigned a positive or negative sign…
The post asks how to define groups for a learning-to-rank model in a stock selection setting. In ranking algorithms, each group contains observations that should be ranked against one another; the author proposes grouping stock samples by trading date so…
This document describes a trading-platform indicator for displaying statistics from closed trades. Users can optionally filter the history by a trade's magic number, allowing results to be isolated by strategy or identifier. A magic number can be entered…
The document describes a Chinese stock selection rule that looks for turnover rates from 3% to 12%, an outside-volume to inside-volume ratio above 1.3, and a weekly MACD condition above zero. Its accompanying formula and Python example also require a Friday…
This document describes an indicator that displays Heiken Ashi candlesticks in a separate chart subwindow. The separate pane is intended to let traders inspect the candles without placing them over the main price chart. It also allows customization of candle…
This document describes a MetaTrader indicator that identifies bullish and bearish pinbar candlestick patterns using price action, without relying on standard technical indicators. It marks bullish patterns below their candles and bearish patterns above…
This note describes a pivot-point indicator that adds four ways to calculate the central pivot from the previous session’s high, low, and close, with some variants also incorporating the current open or giving the previous close additional weight. These…
This brief entry describes a technical indicator intended to display the relative power of bullish and bearish market forces. It identifies the indicator as an MQL4-origin work later associated with a MetaTrader 5 implementation, and notes that the…
This Chinese stock-screening post describes selecting shares with an amplitude above 1, ranking them by the day’s auction amount, and retaining the top five that show a rounded-base pattern. It interprets the pattern as a possible precursor to an upward…
The document describes a higher-timeframe variant of the iAnchMom indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default example. This makes it possible to consult…
The document presents a historical stock screen requiring daily price amplitude above 1%, a trading date in 2021, and a positive MACD value. It describes amplitude as a measure of price movement and MACD as a trend signal, and provides formula and Python…
The document describes a stock screen for main-board companies with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a positive price-to-earnings ratio. It frames the turnover and size ranges as initial…
This Chinese equities screen combines three stated criteria: at least five moving averages converging, a rising 30-day average, and a circulating market capitalization above 10 billion yuan. The post interprets average convergence as possible alignment of…
This document describes an alert-enabled signal indicator built around the classic Money Flow Index. It marks signals when the oscillator exits overbought or oversold territory, then adds configurable sound alerts, email messages, and mobile push…
This proposed A-share screen selects stocks with amplitude above 1%, a nonempty name for an outstanding convertible bond, and a date in 2021. The stated rationale is to combine a volatility condition with a convertible-bond-related company filter and a…
This proposed A-share stock screen combines three conditions: daily amplitude above 1%, MACD above its zero line, and a product of price change and a large-order net-volume measure above a threshold. Its rationale is to combine a volatility filter, a…
This stock selection note combines three conditions: a stated price amplitude threshold, a nonempty name for an outstanding convertible bond, and a bullish MACD crossover in which DIFF moves above DEA. The proposed rationale is to combine price movement,…
The Balance of Power indicator, attributed to Igor Livshin, estimates the relative ability of buyers and sellers to push prices toward their extremes. The page says this implementation follows the indicator as described in an article published in Stocks and…
This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12%, a ratio of external to internal trading volume above 1.3, and a turnover-adjusted comparison of current auction volume with the prior session’s volume between 0.5…
This documentation explains spot trading commissions as the combination of standard, tax, and special rates. It distinguishes account commission queries, which report current rates for a symbol and include maker, taker, buyer, and seller components, from…
This Chinese stock selection post proposes screening for shares that had more than two limit-up closes within the prior ten days, have RSI below 65, and meet a condition labeled as the start of a major uptrend. The stated formula checks whether the 30-day…
This QuantConnect example describes a monthly currency carry strategy. It ranks a universe of currency futures by associated central bank or interbank rates, goes long the three highest-rate currencies, and shorts the three lowest-rate currencies. Unused…
This Chinese stock screen selects companies classified under the metaverse theme when the opening price is near the ten-day moving average and the twenty-day moving average is above the one-hundred-twenty-day average. The moving-average relationship is…
This stock screen targets companies associated with robotics, limits candidates by turnover and circulating market capitalization, and adds a Bollinger Band price condition. The stated rationale is to use trading activity and company size as preliminary…