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
The document describes a chart indicator that plots the autocorrelation function for a signal. Autocorrelation compares a signal with a shifted copy of itself, showing how their relationship changes as the time lag varies. In market analysis, such a plot can…
The post proposes screening Chinese stocks for robot-concept membership, turnover between 3% and 12%, circulating market value below 10 billion yuan, and a daily control ratio above 21. The stated idea is to combine thematic exposure and smaller float value…
This post describes a Chinese A-share stock screen combining a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, while excluding stocks associated with Beijing. The stated rationale is to combine a technical condition…
This post describes a Chinese equity selection rule that screens for companies classified in the metaverse sector, with prior-day actual turnover between 3% and 28%, and a nonempty name for an outstanding convertible bond. The stated interpretation is that…
The document describes a technical indicator that applies Gaussian smoothing to price data to form dynamic support and resistance levels. It presents the output as a price channel that traders can use to monitor changing levels across market timeframes. The…
This proposed A-share screen combines a daily price-move condition, the presence of a nonempty name for an outstanding convertible bond, and turnover between 3% and 12%. The article presents the combination as a way to find stocks with movement and moderate…
This document outlines a Chinese A-share screening idea focused on companies in the metaverse sector. It combines a circulating-share limit of no more than 5.5 billion shares with a “rising bottom” price pattern: after a rise and pullback, the stock forms a…
This proposed Chinese stock screen combines a turnover range of three to twelve percent, a reversal pattern described as a rebound after a decline, and at least five overlapping moving averages. The rationale is that clustered averages may indicate a…
The proposed A-share selection rule filters for stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then selects stocks using the previous day's turnover multiplied by the ratio of current auction…
The document proposes an Ichimoku-based classifier for market regime and trade setup. It compares price with the cloud and checks whether the current and forward clouds share the same direction. It assigns positive or negative values to bullish or bearish…
The document describes an Expert Advisor that takes trade signals from a CMO-based cloud indicator. It opens a position when a bar closes and the indicator cloud changes to the opposite color. The supplied description identifies the indicator file required…
This indicator measures the current candle’s open, high, low, and close relative to the close from 60 bars earlier. It expresses each log price change on a scale adjusted by average true range, framing the result as a way to compare recent movement with…
This post outlines a stock selection screen that ranks shares by trading activity and market attention, while requiring the 30-day moving average to trend upward. It suggests using turnover or trading value to gauge capital activity, and market…
The document summarizes a study of stock price movement prediction in China’s A-share market. It describes combining five data types: historical trading data, technical indicators, company announcements, news, and Baidu search activity. The researchers…
The screening idea selects stocks priced below 12 yuan whose 30-day moving average is rising and whose price is near at least five moving averages. It frames the overlap of averages as a possible sign of support and upside potential. The stated selection…
The document describes an Expert Advisor that trades signals from the SSL indicator. It checks for a color change when a bar closes and uses that change to form a trade signal. The example setup tests EURUSD on an eight-hour timeframe during 2015. The stated…
This document describes a Chinese equities screen using a daily turnover rate between 3% and 12%, a positive product of price change and large-order net flow, and return on equity above 15% in each of the prior five years. It presents the rule as a…
This post describes an equity screen for stocks in the metaverse theme. It selects names whose latest price is above the 250-day moving average and whose 20-day moving average is above the 120-day moving average. The first condition places price above a…
The document presents a Chinese equities screening rule combining daily price range, a low KDJ reading, and a recent three-session limit-up streak. Its stated aim is to find volatile stocks whose indicator reading is low while they remain active short-term…
This post proposes screening equities for a daily price range of at least one unit, strong return on equity across five years, and a three-candle morning star pattern. The described pattern consists of an advancing candle, a small indecisive or lower candle,…
This document describes an Expert Advisor that trades when the TriXCandle indicator changes candle color. It generates a signal after a bar closes, so the decision is based on a completed candle rather than an intrabar color change. The advisor depends on a…
This Chinese-language post outlines an equity screen that combines daily price movement with company profitability and a short-term price trend. Its initial rules require a price range of at least one unit, return on equity above 15% for five consecutive…
This brief indicator note describes a version of HLCrossSigForWPR that lets the user choose the timeframe used by the indicator. The supplied default is a four-hour period, while the input can be changed to another supported timeframe. This allows the…
This Chinese stock-screening post combines a price-amplitude filter with a measure based on the prior day’s turnover and the ratio of current auction volume to prior volume. It selects stocks where that combined measure falls between 0.5 and 2, and which…