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 article describes five technical patterns that it presents as warnings of a possible stock market top: an accelerating large bullish candle, a shooting star, a high-wave candle, a hanging-man candle, and high-volume sideways trading after a rally. It…
This brief MetaTrader 5 indicator note describes a higher-timeframe version of the Psychological indicator. Users can select the chart period through an input parameter, with the example set to a four-hour timeframe. The indicator therefore lets a trader…
This article presents an equity screen combining three conditions: price range greater than one, return on equity above 15% in each of the prior five years, and turnover between 3% and 12%. It frames the filters as a way to find companies with sustained…
This short forum exchange addresses intermittent connections between VeighNa version 4.1.0 and CTP. A user says the connection details are identical across attempts, and a reply points to environment-specific operating hours as a possible factor. It further…
The document gives parameter settings for a EURGBP strategy that plots a channel over a specified bar period and uses an operating time window and a stop loss scaled to channel width. It reports a five-minute historical test spanning 2006 to 2009, with 2,523…
The document describes a Chinese equity screening idea that combines three filters: membership in the metaverse concept group, a positive institutional-flow signal, and an upward or positive DEA reading. It frames the first filter as a sector selection, the…
This report summary explains a framework for estimating returns from IPO subscriptions in China, in the context of the first companies listing after the ChiNext registration reform. It identifies three drivers of subscription returns: the amount raised, the…
This short description presents RoundPrice-Ext as an indicator for confirming potential market-entry signals. It identifies Tartan as the author and notes that the indicator was first implemented in MQL4 and published in 2007. Beyond that, it does not…
This Chinese-language post describes an A-share screening idea: select stocks associated with the metaverse industry that appeared on the previous day's trading-record list and had at least one limit-up event during the prior month. It frames the combination…
This document introduces a volatility indicator intended to distinguish quieter from more volatile market conditions. It motivates the approach by noting that standard deviations can measure variation, but fixed thresholds may not provide useful boundaries…
This document outlines an expert advisor (EA) template for applying user-defined long and short entry signals while managing open trades. Users supply entry logic through separate signal functions. The template is described as placing one buy or sell order…
This podcast summary introduces Superstate's approach to representing traditional financial assets on a blockchain. Its featured product, USTB, is described as a tokenized short-term US government bond product. The discussion centers on using blockchain to…
This document describes a version of the AltrTrend Signal indicator with an input that lets users select the timeframe used by the indicator. It gives a four-hour period as the example setting, allowing the indicator to be configured for a period different…
This document describes a version of the TSI_WPR indicator that lets a user choose the chart period it uses through an input parameter. The example setting is a four-hour period, so the indicator can be applied on a chart while drawing from a selected…
The document proposes a Chinese equity screen for stocks classified in the metaverse industry. It selects names with a volume ratio above 1.5 and below 6, and a price increase under 6% at 9:25. The stated rationale is to combine elevated but bounded trading…
This Chinese-language article introduces order flow toxicity through the market microstructure problem of information asymmetry. Informed traders may profit at liquidity providers’ expense; if this adverse selection becomes severe, market makers may withdraw…
The proposed screen selects stocks associated with the metaverse theme when the prior day’s actual turnover is between 3% and 28%, and the current day’s position increase share exceeds 5%. The article interprets the turnover band as a possible sign of…
This Chinese-language article introduces a customizable stock-selection strategy on a quantitative trading platform. It describes combining five selection rules, mainly intended to find stocks that have fallen sharply and begun to stabilize, with some rules…
The Notches indicator connects successive highs that rise and successive lows that fall. Its description uses the relative lengths of these line sequences to suggest possible entry points: in an uptrend, the high-based lines are said to be shorter, while in…
This Chinese stock-selection post proposes screening for companies in the metaverse sector with a circulating share count at or below 5.5 billion shares, while excluding stocks that reached the daily limit-up on the previous session. Its rationale combines a…
This FAQ describes the scope and practical use of an educational financial reinforcement learning library. It covers supported data sources, feature inputs such as sentiment, training options, reward functions, hyperparameter tuning, and algorithm choices.…
This stock selection rule screens for Shanghai-listed shares whose daily trading range exceeds one percent and that did not close at the daily limit-up on the prior session. The document frames the range condition as a way to find more volatile candidates…
This brief indicator description presents a possible price reversal signal based on a moving average line. It suggests that a turn in the indicator may warn that price direction could change, but gives no entry rules, exit rules, or method for confirming a…
This proposed stock screen combines price volatility, a recent large daily gain, and large-order net inflows. It calls for an amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and big-order net quantity above 0.05 for…