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 brief note lists four candidate low-frequency factors based on daily price behavior over a rolling window: the close’s relative position or spread within the period, the relative index of the period high, the relative index of the period low, and the…
The document explains a QQE variant that smooths RSI and builds adaptive trailing bands from the volatility of the smoothed RSI. The band distance is scaled by a configurable factor, while upper and lower threshold zones mark stronger positive or negative…
This screening approach ranks stocks by relative volume and keeps the top group, then filters for a close between the Bollinger middle line and upper band and a rising 30-day moving average. The post interprets relative volume as a sign of capital activity,…
This stock screen combines a metaverse theme filter with two price conditions: the close must be above the previous session’s low and between the Bollinger middle line and upper band. The post presents the range as a sign of upward price strength and…
This stock-selection example combines a 14-period RSI below 65 with MACD above its zero line, alongside a reference to the year 2021. The stated rationale is to seek stocks with relatively moderate RSI readings and positive trend momentum. The document…
The document describes a modular MetaTrader expert advisor organized around the ICT Daily Bias method. It identifies bullish, bearish, or revising market bias across timeframes as the directional input for trades. A risk-management component supports daily,…
This note outlines a short-term stock screen combining four conditions: RSI below 65, external volume divided by internal volume above 1.3, current volume above 10,000 lots, and an opening price above the prior close. It presents the ratio as a possible sign…
This note proposes screening Chinese A-share stocks in the metaverse sector using an early-session price condition and enterprise classification. The described rule caps the 9:25 a.m. gain at 6% and adds a selected enterprise type, with high-tech and…
This note describes a Chinese A-share screening rule for stocks in the metaverse sector. It combines a 9:25 a.m. price-gain ceiling of 6% with an RSI reading below 65, aiming to identify stocks with limited early-session gains and a moderate momentum…
This Chinese equity screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and positive net buying attributed to major participants during the opening auction. The article presents the combination as…
This indicator method looks for divergence by fitting linear regression channels to price and to an oscillator, using RSI as the example. It compares the slopes of the two channels: when they differ, the indicator changes the color of the channel's middle…
This note describes a Chinese A-share screen requiring a daily high-low range above 1% of the previous close, a ticker beginning with 60, and a prior-day 9:15 auction match price at the limit-down level. It interprets the range as a volatility filter and the…
This stock-selection proposal filters for amplitude above 1, weekly MACD above zero, and turnover between 2% and 9%. It combines a price-range condition and a weekly trend measure with turnover as a proxy for trading activity and liquidity. The document…
The Donchian Ultimate indicator extends the classic channel, which tracks recent price extremes, with adjustable periods, bar shifts, and five ways to calculate its upper and lower boundaries. It can display a higher-timeframe channel on a lower-timeframe…
This stock screen combines three technical conditions: amplitude above 1, MACD above the zero line, and a newly formed KDJ golden cross. The document interprets amplitude as a sign of price movement, positive MACD as evidence of a favorable trend, and the…
The indicator uses a 40-period Williams %R oscillator with reference levels at -25, -50, and -75. It marks a bullish cycle when the oscillator crosses above the midpoint and a bearish cycle when it crosses below. Crossings through the outer levels generate…
This indicator plots daily pivot, support, and resistance levels from the previous day’s high, low, and close. It calculates the central pivot as the average of those three prices, then offsets support and resistance levels by 38.2%, 50%, 61.8%, and 100% of…
True Range Bands are described as an alternative to Bollinger Bands that uses Average True Range. The document identifies the indicator as originally written in MQL4 and later presented for MetaTrader 5, where it relies on a smoothing-algorithm library. It…
The EA described combines the Adaptive Moving Average (AMA) and Relative Strength Index (RSI) in a two-stage signal. For a buy example, RSI must first fall below a configurable level of 30, and price must then cross above AMA within a configurable number of…
This short MT4 expert-advisor note explains how Boolean buy and sell conditions can be passed into a Direction function. Its example checks whether Bollinger Band status indicates a valid green or red state, then uses those conditions to set the canBuy and…
This document describes a chart indicator that marks the Sydney, Tokyo, London, and New York trading sessions. Users can set each session’s start and end hours and choose its display color. Other controls set the session area height, whether session names…
This note describes a momentum-oriented stock screen with four conditions: amplitude above 1%, MACD crossing above zero, current volume above 10,000 lots, and an opening price above the previous session’s high. The proposed rationale is that a volatile move,…
This Chinese stock-screening note proposes selecting shares with daily price amplitude above 1%, a closing price of exactly 18.5 yuan, and a float of no more than 5.5 billion shares. It presents the screen as a way to find active, volatile stocks with…
This short forum exchange discusses how to construct market risk-control indicators, particularly for broad-market timing. It says such approaches commonly use an index together with custom technical indicators, such as MACD, to guide decisions. It also…