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
This indicator modifies SuperTrend by grouping recent ATR observations into low, medium, and high volatility regimes with a three-cluster K-Means procedure. It initializes cluster centers from percentiles of the ATR range over a training window, repeatedly…
The document briefly describes an indicator that draws three Bollinger Band channels around a moving average as a colored cloud. It can show the latest band values as price labels and round those values to a user-selected number of digits. The stated digit…
This document outlines a Chinese equity screening rule that combines daily price amplitude, a minimum circulating market capitalization, and ranking by large-order net volume. Its stated rationale is to focus on stocks with meaningful price movement,…
This document describes a chart indicator that combines ZigZag swing points with projected support and resistance levels and labels for higher highs, higher lows, lower highs, and lower lows. It detects pivot highs and lows over a configurable lookback,…
This document describes a stock screen using a daily high-low range of at least 1%, relative volume between 1.5 and 6 times a five-day average, a share price below 12, and a price-to-book ratio below 3. The stated intent is to find shares with noticeable…
The article presents a stock grid method that divides a chosen price interval into a finite number of levels. As price falls, the trader divides remaining cash among lower grid levels; as price rises, remaining shares are divided among upper levels. It…
This document describes the William Blau Stochastic Momentum indicator and its configurable inputs: lookback period, three smoothing periods, and the applied price. It first finds the midpoint of the highest and lowest prices across the lookback window, then…
This document outlines a stock screen combining a daily price range above 1%, a closing price below 20, and afternoon large-order net inflows. It presents these as filters for volatility, lower-priced shares, and recent buying interest. The proposed…
This tutorial explains how a JavaScript template on the FMZ platform can add custom modules to a visual Blockly strategy editor. It describes the module definition fields, including the block type, displayed label, input arguments, generated code, output…
This post presents a stock-selection idea combining three filters: RSI below 65, a favorable company-type classification, and more than two limit-up sessions within a ten-day window. The author frames repeated limit-ups as a way to identify stocks attracting…
This post describes a Chinese stock screening rule that combines a daily high-low price range of at least one unit, return on equity above 15% in each of the past five years, and membership in the beverage and alcohol import-export industry. It outlines the…
This post proposes screening stocks whose codes begin with 60, whose turnover rate falls within a stated range, and whose relationship between the prior day’s turnover and current auction volume relative to prior volume falls within a specified band. The…
The post describes a screen for Chinese stocks associated with the metaverse theme, with circulating market value above a stated threshold and a cap on the gain early in the trading session. It provides formula and Python examples for identifying theme…
This post proposes a stock-selection screen that combines MACD above its zero line, upward separation of short moving averages, and a signal described as the start of a major advance. It illustrates calculations for MACD, moving averages, and KDJ, then…
The discussion explains how a VeighNa portfolio strategy handles its own position state. The strategy position data is stored in the portfolio strategy data JSON file and read when the strategy starts, so saved values can initialize the strategy’s internal…
This Chinese equity screening idea combines intraday range, a morning-star style candlestick condition, and positive afternoon net buying by large orders. The article frames the range as a volatility measure, the candle pattern as technical evidence, and…
The document introduces a ZigZag indicator that displays its values as fractal labels. It notes that these labels repaint in a manner similar to the turning-point extremes of the original ZigZag. The material is a brief feature description rather than a…
Trinity Impulse is a directional indicator built from the Commodity Channel Index and a weighted average of the Force Index, both calculated using a price that gives the close extra weight. It returns a positive reading when the two measures are sufficiently…
The document describes a Chinese equity screen for stocks with turnover between 3% and 12%, listing year 2021, and recent institutional buying. It presents these filters as a way to combine trading activity and listing vintage with signals inferred from…
This research summary describes a Barra-style risk model for Hong Kong stocks. It combines market and accounting data with Hang Seng industry groups and ten style exposures, including size, beta, momentum, volatility, value, liquidity, profitability, growth,…
The article develops a relative-value framework for Chinese rebar and iron ore futures. Because iron ore is a major steelmaking input, their prices are linked, but the author argues that simple steel-margin formulas can be distorted by coke prices,…
The article proposes a Chinese equity screening rule using three conditions: a prior-day price range above a threshold, a positive reading for a “main force control” measure, and prior-day auction turnover above a stated cutoff. It presents the combination…
The document describes an indicator that combines a smoothed line chart with tick volume to represent market direction. Its stated purpose is to reduce the visual impact of short, noisy price movements compared with a basic line chart. The smoothing amount…
The note explains how corporate actions such as stock splits, bonus shares, or ex-dividend adjustments can change a stock’s quoted price and share count without representing an equivalent loss in economic value. A backtest that compares unadjusted prices…