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 Beginner_HTF_Signal indicator displays the trend direction or trade direction produced by the Beginner indicator at a chosen bar. A right-facing arrow marks continuation of the existing trend, while a diagonal arrow marks a change and points in the…
The note presents a stock screen combining amplitude above one, rising lows, and at least five converging moving averages. It describes the convergence condition as a way to identify stocks with steadier price behavior, alongside a rising price base. The…
This post describes a simple equity screen using three conditions: a closing price below 12, daily high-low range above 1% of the previous close, and a 30-day moving average that rose from the prior day. The stated rationale is to combine comparatively low…
This Chinese-language post presents an equity screening rule for stocks associated with robotics. It combines a turnover-rate band of 3% to 12%, a stated circulating market-cap ceiling below 10 billion yuan, and a high ranking by large-order net flow. Its…
This strategy combines a two-period RSI with five- and 200-period moving averages. The 200-period average sets the directional filter: consider longs when the prior close is above it, and shorts when the prior close is below it. RSI extremes then signal a…
This post discusses portfolio risk measurement and argues that return volatility and Value at Risk do not capture losses beyond their usual thresholds. It proposes Expected Shortfall, also called ES, to measure extreme losses in the tail beyond a confidence…
The document describes an indicator that combines a smoothed Heiken Ashi volatility measure with averaged volume. Its stated construction uses the volatility step without rounding and multiplies it by averaged volumes. Inputs allow the user to select a…
This indicator displays the open, high, low, close, and time for a bar selected on the chart symbol. The user can choose a bar by clicking it, entering its index, or adjusting the displayed bar and timeframe with chart controls. The indicator can also…
TATR is presented as a simplified average true range measure focused on tick data. For standard bars, true range is the largest of the high–low range and the absolute gaps between the current high or low and the previous close. For tick data, the document…
This personal account follows the author’s early crypto trading and quantitative strategy development, with examples from volatile market episodes involving leveraged contracts, meme tokens, and failed projects. The main practical lesson is that strategies…
The Open Oscillator tracks how the current open relates to the highest and lowest open prices in a chosen lookback range. It derives two values from those extremes and the current open, then smooths each with an exponential moving average to create signal…
This proposed mainland Chinese stock screen targets non-ST main-board shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It adds a five-day limit-up style condition, described through checks of future…
The document describes the classic Keltner Channel indicator, attributed to Chester Keltner and dated to 1960. It explains that the channel has a central moving average of typical prices, calculated from the high, low, and close, with upper and lower…
This proposed stock screen selects non-Beijing A-shares with amplitude above one and ranks candidates by the day’s opening-auction amount, keeping the top five. Its rationale is that large amplitude may identify stocks with greater price movement, while high…
This entry introduces two overseas research topics: persistent bias in analyst expectations and holiday effects in stock markets. The first paper is described as examining habitual distortions in conventional analyst expectation factors and developing a…
This document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines positive net buying attributed to major participants during the opening auction with afternoon large-order net inflows. The accompanying indicator…
This indicator displays trend information by combining seven JFatlSpeed readings from different timeframes. Each reading is represented by its own line: the line changes to dark lime when that oscillator rises and to pink when it falls. Colored dots mark…
This document presents a Chinese stock screen requiring a prior-day appearance on the Longhubang trading activity list, a price amplitude above 1, and circulating market value above 200 million yuan. It describes amplitude as a measure of short-term movement…
This document describes a Chinese equity screen combining a turnover-rate range of 3% to 12%, a stock code beginning with 60, and seven consecutive daily declines during 2021. It provides formula and Python examples that operationalize those conditions,…
This stock-screening note proposes selecting shares in the metaverse industry when the current opening price is near the ten-day moving average and the prior day’s 9:15 matching price was at the daily limit-down level. It frames the average-price condition…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
This Chinese-language strategy note describes a daily stock screen combining a 14-period RSI below 65, three consecutive bearish sessions, and turnover between 2% and 9%. It presents the conditions as a way to pair a momentum oscillator and recent price…
This stock screen looks for shares with MACD above zero, upward movement in short-term moving averages, and turnover within a stated range. The technical indicators are meant to identify upward conditions, while the turnover filter aims to exclude stocks…
This stock selection example combines a positive MACD reading and rising, diverging daily moving averages with filters for Shenzhen Main Board companies. It restricts price-to-earnings and price-to-book ratios to stated ranges, then suggests sorting…