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 screen combines three filters: companies with market capitalization below 10 billion yuan and no reported losses, stocks whose largest decline for the day falls between 4% and 5%, and a ranking by capital-flow strength from high to low. The accompanying…
The indicator presents Stochastic oscillator readings from ten timeframes together in a color-coded display. For each timeframe, it uses the latest closed bar: pink marks a reading below the oversold threshold, green marks one above the overbought threshold,…
The document describes a technical indicator that identifies fractal points using a configurable number of bars on each side of a central candlestick. Its single setting controls that window size, allowing the same method to detect patterns such as 1-by-1 or…
The document describes an Expert Advisor that trades signals from the TSI DeMarker trend indicator. It generates a signal at bar close when the indicator cloud changes color. The setup depends on installing the compiled indicator in the trading terminal’s…
The post presents a stock selection rule combining RSI below 65, displayed best-bid volume greater than best-ask volume, and exclusion of stocks that hit the prior day’s upper price limit. Its example code adds a positive daily price-change condition, so the…
Band Protocol is described as a blockchain service that brings external data to decentralized applications. Validators collect and verify information requested by applications, then relay it through the protocol’s blockchain so transactions can be publicly…
This Chinese stock-selection post combines a daily amplitude threshold with a ratio involving the previous day’s turnover and the current opening-auction volume relative to the prior day’s volume. It also describes selecting stocks when three moving…
This Expert Advisor uses a color change in the Chaikin Volatility Stochastic indicator as its trading signal. It evaluates the signal when a bar closes and opens a trade when the indicator’s cloud changes color. The required compiled indicator must be…
This indicator description outlines a configurable version of the True Strength Index (TSI). It applies successive moving-average smoothing to a rate-of-change series, then divides that smoothed directional measure by a similarly smoothed series of absolute…
The Damiani Volatmeter is presented as an indicator for distinguishing trending conditions from flat or quiet markets. Its settings include two lookback periods called viscosity and sedimentation, a threshold, an optional lag suppressor, and the price series…
This Chinese-language research summary describes equity industry-rotation models for cyclical sectors, non-cyclical sectors, and the full market. It ranks industries using composite scores built from different factor groups: historical and expected…
The ms-Candle Index estimates the direction and strength of each price bar using its range, body, and possible gaps. It is presented as a continuation of an earlier candle indicator, motivated by the limits of judging direction from open and close prices…
The document presents a Chinese stock-selection screen that filters for price amplitude above one percent, excludes Beijing-listed A shares, and keeps stocks with turnover between three and twelve percent. It frames amplitude and turnover as rough measures…
This document describes a variation of the Relative Strength Index that can apply a moving average to its input before calculating the indicator. The available smoothing choices are simple, exponential, smoothed, and weighted moving averages. Setting the…
The document explains how to launch a selected strategy or crypto basket with real funds through OctoBot Cloud. The user chooses real trading, connects an exchange account using an API key, and starts the bot. OctoBot may first rebalance USD-linked assets…
This article outlines an A-share screening method that combines three conditions: convergence around five moving averages, a turnover measure within a specified band, and at least two limit-up events in the prior 500 days. The averages named are the 5-, 10-,…
This article describes an A-share stock screen focused on Shenzhen main-board companies in the metaverse sector. It combines price-to-earnings and price-to-book ranges with a volume ratio above 1.5 and below 6, then adds a relative-strength ranking cutoff in…
This Chinese equity screening proposal targets stocks in the metaverse theme with a positive return, excludes special-treatment shares, and adds a “five-step limit-up” pattern intended to identify candidates with potential momentum. The document describes…
This Chinese equity screening proposal combines three conditions: daily price amplitude above 1%, a dividend ratio above 25% for 2019, and a 15-minute MACD histogram that is shortening while below zero. The rationale is to find volatile shares with a history…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
This note describes a Chinese equity screen combining a relative strength index below 65 with revenue in 2021 more than 1.1 times revenue in 2018. It further limits the universe to companies valued below 10 billion yuan and excludes loss-making firms. The…
This proposed equity screen focuses on stocks classified in the metaverse industry. It selects names where KDJ has just formed a bullish crossover, ranks the qualifying stocks by capital inflow from highest to lowest, and takes the top 20. The post describes…
This proposed China A-share screen selects stocks whose MACD value is above zero, then sorts candidates by individual-stock popularity and applies a price ceiling of less than 12. It is intended to run after each daily close. The document explains MACD as a…
This post describes a scheduling problem in a daily China-stock simulation: a strategy launched at 5 a.m. after a weekend or holiday may use the previous calendar day as both its start and end date. Because that date has no market session, the run fails. The…