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 describes a semaphore-style trading indicator built from the VolatilityQuality indicator algorithm. It identifies the indicator’s general basis and notes that it relies on classes from a smoothing library, which must be available in the…
This MetaTrader indicator colors candles according to their relationship with a moving average. It supports simple, exponential, smoothed, weighted, and triangular methods, along with standard period, shift, method, and price inputs. The instructions…
This document describes a Chinese equity screen combining three conditions: a price-range measure above a stated threshold, a 2019 dividend-related ratio above a stated threshold, and a rising weekly moving average. The moving-average condition is further…
The author recounts using Kelly-style position sizing, mathematical optimization, historical backtests, and a neural network to investigate trading systems. The discussion first explains why a positive win rate alone does not prevent ruin: bet size and…
This A-share screening idea combines an RSI below a stated ceiling with three consecutive bearish sessions and recent consecutive limit-up activity. Its premise is to identify stocks showing short-term price weakness while retaining signs of strong market…
This intraday DAX strategy applies an opening-range breakout on one-minute data. It records the high and low of the two-hour morning range, then places stop entries above or below those levels after the range ends. The rules restrict entry to before a stated…
This A-share screening rule combines a minimum price range, a cap on the 9:25 opening indication, and a rising 30-day moving average. The stated rationale is to seek stocks with some recent movement while avoiding an unusually large opening gain, then use…
This post outlines a Chinese equity screening rule combining unusually large daily range, a close between the middle and upper Bollinger bands, and more than two limit-up sessions within ten days. It presents the screen as a way to identify volatile stocks…
This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…
This post shares a tick-driven script intended to send alerts when a bar crosses above a 200-period moving average after price was below it, with CCI above a threshold. It checks multiple crypto symbols and timeframes, waits for a new bar, then logs a…
This description outlines an expert advisor that combines a Harami candlestick pattern with fast and slow moving averages. It is presented for major forex pairs and Nasdaq stocks on four-hour and daily charts, and includes settings for trade size, stop loss,…
This note describes a Chinese equity screen combining circulating market capitalization of at least 10 billion yuan, a prior-day high-to-low ratio above 1, and a limit-up event during 2021. It frames the criteria as a way to find larger, volatile stocks with…
This stock-selection proposal combines metaverse classification, robot-related concept membership, turnover activity, a circulating-market-capitalization ceiling, and a limit on recent price appreciation. The final stated screen requires yesterday’s turnover…
This Chinese stock-screening note proposes combining price amplitude, robot-sector membership, and circulating market capitalization. Its final revised rule selects robot-related shares with amplitude above 1% and float capitalization between 10 billion and…
The article proposes screening Chinese A-share stocks for membership in the metaverse sector, a circulating market capitalization above 10 billion yuan, and a rounded or arc-shaped price pattern. It describes the visual pattern as an intuitive selection…
This example describes an expert advisor that uses Heiken Ashi candles on two timeframes to signal entries. Its bullish condition looks for a current candle with a rising close and open at the low, preceded by another rising candle whose open is not at the…
The linear regression slope oscillator measures the slope of a linear model fitted to price over a selected period. Its sole configurable parameter is the calculation period. Rising indicator values are described as indicating an uptrend, while falling…
This Chinese stock-selection example screens for shares with daily amplitude above 1, upward-diverging moving averages, and an opening price near the 10-day moving average. The accompanying Python example calculates amplitude relative to the previous close,…
The Cauchy difference indicator compares the arithmetic mean and geometric mean of a bar’s price. It first represents each bar with the average of its open, high, low, and close prices, then uses a configurable period for the indicator calculation. The…
This indicator marks a chosen intraday session on historical charts, drawing a rectangle from that session’s high to its low. The user can set the session start and end times, including sessions that cross midnight. Across a selected lookback, it reports the…
The post describes a premarket stock screen combining a positive MACD reading, a price below the stated threshold, and a prior-day 9:15 matching price at the limit-down level. It frames the conditions as a way to combine a technical signal, a low share…
This note introduces the Average Directional Index (ADX), an indicator calculated from high, low, and close prices over a chosen lookback length. It outlines the intermediate calculations: true range, positive and negative directional movement, and the…
This short description explains the Ehlers Center of Gravity indicator as a weighted position of prices within an observation window: each price is weighted by its position, and the sum is normalized by the window's total price. The described implementation…
This Chinese-language post describes a stock selection screen that combines an RSI threshold below 65, membership in a beverage and alcohol import-export industry category, and a bullish alignment of three moving averages. It gives illustrative indicator…