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 post describes screening for shares with an intraday range above a threshold, high current trading volume, a higher opening price, and signs of institutional buying. Its rationale is that active trading and a strong open may…
This document proposes a forex indicator inspired by the physics formula for linear momentum: mass multiplied by velocity. It maps mass to trade volume or tick volume, preferring tick volume because it is easier to obtain than total market-wide traded…
This document describes an Expert Advisor that uses the XMACandles indicator to generate trades. A signal occurs when a bar closes and the indicator’s candle color changes. Running the advisor requires the compiled indicator, and an auxiliary library is…
DeltaForce is described as an indicator that displays two histograms in a single window to show how overbought or oversold a financial asset may be. The document identifies the tool’s intended reading but does not explain its calculation, input settings,…
This document describes a chart-based implementation of John Ehlers’s Universal indicator. It combines a filtered, normalized oscillator with a moving average price baseline, an average true range channel, and configurable overbought and oversold boundaries.…
This indicator measures historical seasonality by grouping monthly price changes by calendar month, using data from a chosen starting year and month through the present. For each month, it reports the average open-to-close return, a normalized rank relative…
This Chinese stock-screening strategy combines three filters: daily amplitude above 1%, weekly MACD above its zero line, and a ratio between yesterday’s turnover rate and today’s auction activity within a stated band. The article frames the filters as a way…
This post proposes a stock screen using three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and a positive weekly candle with volume above the prior week. The weekly condition therefore combines price direction with a…
This post describes a daily stock screen for Shenzhen Main Board listings. It selects stocks with price amplitude above one, excludes stocks that closed at the daily limit-up on the prior session, and applies positive price-to-earnings and price-to-book…
The document describes a reusable class for smoothing an array of double-precision values with a classical moving-average approach. The user supplies an input array, a smoothing period, and the array dimension; initialization prepares the required arrays,…
The proposed screen selects stocks whose price is near five moving averages, that were not limit-up stocks the previous day, and whose indicated price at 9:25 is less than 6% above the prior close. The article suggests that clustered averages may represent a…
This stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event during the previous 25 days, and a weekly price crossing a 30-week moving average. The article interprets high amplitude and a recent limit-up as signs…
The RJT Matches indicator is described as a visual aid for assessing trend strength and possible turning points. It draws each match as a line connecting one bar’s opening price with the following bar’s closing price. The inclinations of individual lines,…
This brief indicator description presents a smoothed KRI oscillator in color-histogram form. It identifies two moving-average components used in the implementation and points to a separate discussion of averaging price series for intermediate calculations.…
This stock screen combines a price-range threshold, a geographic exclusion, and a moving-average trend filter. It removes Beijing-listed stocks, selects shares whose high-to-low range exceeds one percent, and seeks an upward short-term trend using moving…
This A-share screening method combines a relative strength index threshold with order-book volume and simultaneous bullish crossovers. It selects stocks with RSI below 65, bid-side volume greater than ask-side volume, and bullish conditions across MACD, KDJ,…
This note outlines an equity screen for stocks with a daily high-low range of at least 1% of the low, relative volume between 1.5 and 6 times its five-day average, and no limit-up close on the prior day. Its final stated selection rule also requires the…
This strategy combines a valuation screen with price, volume, and trend signals. It favors stocks with low price-to-book ratios, a new 60-day high, short moving-average crossovers in sequence, a daily volume increase relative to the prior day, and a positive…
This document describes a historical A-share selection rule combining daily turnover, the opening price relative to the 10-day moving average, and a calendar filter. It selects stocks with turnover between 3% and 12% whose open is within 5% of the 10-day…
This post outlines a Chinese A-share stock screen combining turnover between 3% and 12%, a rising DEA signal, and a previous closing price above the 250-day moving average. The filters combine trading activity with a technical momentum and trend check. The…
The document presents a Chinese stock screening idea combining a MACD condition, money flow strength ranking, and a focus on stocks that performed well during 2021. Its final stated logic adds a market capitalization floor of 10 billion yuan. The…
The document outlines an expert advisor that uses the Commodity Channel Index, ZigZag, and Impulse indicators. Its configurable inputs include initial position size, stop loss, take profit, trailing stop and step, a shared averaging period for Impulse and…
This note describes a Laguerre RSI variation that uses Average True Range (ATR) to adapt its calculation period rather than keeping that period fixed. The intended effect is greater responsiveness when volatility is high and smoother readings when volatility…
This indicator presents crossings of the XCCI_Candle_Vol oscillator’s zero line as candle-style signals. It uses color labels to distinguish the signal and can issue audio alerts when a candle crosses the zero level. Two settings control the total number of…