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 introduces the Hull Moving Average (HMA) as an approach to making a moving average respond more quickly to price while retaining a smooth curve. It gives the construction: take a weighted moving average of twice the half-period weighted moving…
The document describes a chart indicator for identifying Ross Hook continuation setups after a 1-2-3 reversal structure. It detects pivot highs and lows over a configurable lookback, tracks the resulting swing sequence, and checks for bullish…
This comparison explains how Lumibot and QuantConnect LEAN differ as algorithmic trading frameworks. Lumibot is presented as a Python-first library in which strategies use ordinary Python classes, broker and data adapters, and can combine deterministic rules…
The document describes a stock screen that selects shares with an amplitude above one and a daily maximum decline between four and five percent, restricted to observations from 2021. It presents the screen as a way to identify volatile stocks after a marked…
This brief document shows part of an adviser’s position-opening logic for GBP/CHF. It compares two MACD-related series on consecutive bars and checks that both are on the same side of zero. When both are positive and the first series crosses above the…
This article describes a Chinese stock screen requiring turnover between 3% and 12%, three consecutive declining sessions, and a nonempty name for an outstanding convertible bond associated with the stock. The author frames the bond link as potentially…
This China equity strategy ranks stocks cross-sectionally using circulating market capitalization and earnings per share, combining the rankings into a total score and sorting from low to high. It excludes special-treatment and suspended stocks, requires…
This article describes a Chinese equity screen combining daily price range, large-order net volume, and recent price performance. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and at least…
This indicator transforms the Relative Strength Index by placing it within a Bollinger-style band calculated from the RSI itself. It first computes RSI from closing prices, then calculates an exponential moving average of that RSI and bands two standard…
DoubleEnsemble is an ensemble framework for financial prediction that addresses noisy training data and large feature sets. It combines two procedures: it uses each sample’s learning trajectory during training to identify influential examples and adjust…
ColorZZ modifies the FastZZ indicator by coloring each ZigZag segment according to how its range compares with the range of the preceding segment. Five thresholds map increasing relative sizes to red, gold, lime, aqua, and blue, with blue reserved for the…
The document is a QuantStats tear sheet comparing a credit-spread strategy with SPY over January 4–22, 2026. It reports that the strategy had a slightly negative total return and annualized return, a small maximum drawdown, and negative Sharpe and Sortino…
The document describes a Chinese equity screen for companies categorized in the metaverse industry. It combines a volume ratio between 1.5 and 6 with a rising KDJ K value, then adds a price-to-book ceiling of 2. The article also sketches how to calculate…
This Chinese-language post describes a stock selection rule focused on the metaverse industry. It combines a price condition involving the five-day moving average with a comparison of first-level bid and ask volume, selecting shares where bid volume exceeds…
The Relative Trend Index (RTI) is presented as a normalized indicator for gauging price position and trend strength. The described calculation estimates standard deviation over a short window, adds and subtracts that value from closing price to form upper…
This Chinese equity screen selects main board stocks whose MACD is above zero, whose price has risen by more than 1% for the day, and whose stated 2019 dividend ratio exceeds 25%. The post gives indicator and Python examples and describes the conditions as a…
This Chinese stock screen combines metaverse concept membership with a rising 30-day moving average and a stock code beginning with 60, a filter associated with Shanghai-listed shares. The accompanying examples describe how to identify concept membership,…
This Chinese equity screening idea combines three filters: membership in the metaverse concept, positive net buying attributed to major investors during the auction, and classification in the beverage and alcohol import-export industry. The article frames…
This note describes an A-share stock screen that combines a daily range filter, a newly formed KDJ crossover, and exclusion of stocks classified as belonging to the STAR Market. The range condition requires the high-low span to exceed 1% of the low. For the…
This note explains R-squared as a measure of how much variation in a dependent series is explained by a fitted linear relationship. It presents an indicator that computes the squared correlation between a rolling sequence of prices and a time index,…
This note outlines a Chinese A-share screening rule combining daily price range, exchange prefix, stock status, trading-day filters, and a limit-up-related condition. It targets stocks whose high-to-low range exceeds 1%, whose codes begin with 60, and whose…
The proposed China A-share screen selects stocks associated with the metaverse theme, a custom curved price pattern, and exclusions for stocks that hit the daily limit on the previous day. Its expanded criteria also require a price change between negative…
This expert advisor monitors open positions across symbols and adjusts their stop losses as profit thresholds are reached. It supports up to three staged thresholds, each paired with a stop level to move to, and can optionally close one third of a position…
The document presents four functions for translating between chart pixel coordinates and market data: horizontal position to time, vertical position to price, and the inverse conversions. The time calculations use bar spacing, the chart’s first visible bar,…