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
The document describes an indicator that calculates the Pearson correlation between a chart symbol and a user-selected second symbol. The user can configure the comparison period and applied price, along with minimum and maximum correlation settings that…
The indicator marks the Asian, London, and New York session ranges, then watches the completed session highs and lows for liquidity sweeps. A sweep occurs when price moves beyond a range boundary and closes back inside it. The document interprets a high…
This proposed equity screen looks for stocks with daily amplitude above one percent, excludes Beijing-listed shares, and applies a condition described as a rising bottom. The post presents formula examples using a 60-day lookback and suggests that the setup…
This stock-selection proposal combines three technical conditions: daily amplitude above one percent, weekly MACD above zero, and alignment among at least five moving averages. It frames the range and MACD conditions as signs of strength and direction, while…
Fundamental quantitative investing applies statistical methods and algorithms to company accounts, industry information, and macroeconomic data to rank stocks by estimated value or quality. The document describes analyzing profitability, financial strength,…
The paper examines how five emotions expressed on Sina Weibo—anger, disgust, fear, joy, and sadness—relate to Chinese stock returns. It uses machine learning to classify posts and wavelet analysis to study how the relationship changes over time and across…
This competition entry modifies a Deep Alpha convolutional neural network by supplying five time slices for each of 98 factors, rather than using a single slice. The network structure and most parameters remain close to the original model because training…
This article describes a way to send alerts when a strategy’s position changes, using FMZ Mylanguage together with its JavaScript enhancement feature. The example strategy uses Williams %R and a moving average to generate long and short signals. The article…
This report examines changes in concentrated holdings among Chinese active equity funds using quarterly disclosures and a daily estimate of fund exposure to a core group of crowded stocks. It compares the core group’s holdings over time, separates changes in…
This indicator derives trading signals from the XMACD histogram and offers three configurable signal triggers: a change in histogram direction, a change in signal-line direction, or a crossing between the histogram and signal line. It displays the result as…
This Chinese A-share screening idea combines three conditions: a positive ten-day return below 35%, a 14-period RSI below 65, and positive main-fund net inflow on the previous day. The accompanying description frames the return band and RSI as technical…
This indicator colors price bars according to movement direction measured against a user-specified point threshold. When price moves against the current direction, the bar color becomes progressively less saturated at three rollback levels: one quarter, one…
This document introduces the Percentage Price Oscillator, an indicator calculated as the difference between a fast and a slow exponential moving average divided by the slow average. Expressing the spread relative to the slow average makes the oscillator a…
This document describes a stock screen that combines market activity, reported earnings growth, and recent attention. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, and a listing on the…
This document describes a Chinese equity screening rule combining trading activity, order-book depth, and price position within Bollinger Bands. It selects listed stocks with turnover between 3% and 12%, greater buy-one than sell-one volume, and a close…
This MT5 indicator summarizes closed-deal history from the trading account and displays the results in a chart panel. It reads deals through the terminal’s history functions, aggregates them over a configurable lookback period, and refreshes on a timer. It…
This Chinese equity screening idea selects stocks whose daily high-to-low range is at least 1%, requires a nonempty name for an outstanding convertible bond, and ranks candidates by the day’s auction amount to retain the top five. The stated rationale is to…
This description introduces an Expert Advisor that automates buy and sell orders using the Moving Average Convergence Divergence indicator. It characterizes MACD as a momentum oscillator formed from the difference between two price moving averages, and notes…
This short description outlines a symmetric breakout rule. It buys or covers a short position when price moves above the high of a chosen number of prior bars, and sells short when price falls below the low of that lookback window. The lookback length is…
The article describes an integrated order flow imbalance factor built from changes in bid and ask quantities across five limit order book levels. It explains how each level’s imbalance can be normalized by typical depth, then combined with principal…
This document describes an A-share stock screen combining RSI below 65, MACD above zero, and a factor multiplying the price change by a measure derived from turnover and very large orders. It frames RSI as a filter on short-term weakness, positive MACD as an…
This document outlines a daily, pre-open A-share screen requiring MACD above zero, a share price below 12, and prior-session actual turnover between 3% and 28%. It presents the positive MACD reading as a trend filter and turnover as a measure of trading…
This document presents a short-term A-share screen with three conditions: amplitude above 1, the current low below the previous session’s low, and a ten-day return greater than zero but below 35. The text interprets the range and lower low as signs of…
This document describes an A-share screen combining RSI below 65, seven consecutive sessions in which the close is below the open, and prior-day auction turnover above 0.26. The rationale is that RSI may avoid overbought stocks, a run of down days indicates…