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 article defines a bounce number as the count of price touches at the two boundaries of a range before price reaches a take-profit level. It proposes measuring these counts across a symbol’s historical price data to inform lot sizing or the number of…
This screening rule combines three conditions: price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of Beijing-listed shares. The text interprets amplitude as a way to find more volatile stocks and…
The post presents a Chinese equity screening rule combining a positive MACD reading, filters intended to exclude financially troubled or specially treated companies, and a minimum prior-day trading activity threshold. Its rationale is to pair a technical…
This article explains how to assess a systematic futures model through test design and several complementary performance measures. It recommends testing across multiple instruments and long historical periods, and including commissions and slippage. The…
This article proposes studying Chinese A-share stocks during days when the broader market falls sharply. It suggests identifying historical selloff days, then examining two setups: stocks that close at the daily upper price limit despite the market decline,…
This document summarizes two external research papers. The first concerns allocating capital among private fund strategies within a fund-of-funds portfolio, using multi-objective linear programming to derive allocation weights. The second examines the ratio…
This article explains random forests and decision trees, then applies a random forest regressor to short-horizon Chinese stock selection. It describes bootstrap sampling, random feature selection, averaging tree predictions, tree pruning, regression split…
The post describes a daily stock screen for main board shares with turnover between 3% and 12%, a daily gain above 1%, and positive return. It frames the turnover band as a way to focus on trading activity and the gain and return filters as profitability…
The document explains the Acceleration/Deceleration Oscillator (AC) as the Awesome Oscillator (AO) minus a five-period simple moving average of AO. AO itself is calculated as the five-period simple moving average of median price minus its 34-period simple…
This short explanation describes a variation on the stochastic oscillator, a momentum measure that compares price with its range over a chosen lookback period. It notes that the oscillator’s responsiveness can be adjusted by changing that period or by…
This post presents a stock selection concept combining a price-amplitude condition, a low K-line-related threshold, and a prior-day appearance on China’s Dragon and Tiger List, a disclosure of notable trading activity. It interprets the listing as a sign of…
This post outlines a China-listed equity screen limited to the metaverse theme. It seeks stocks with three technical indicators crossing upward at the same time and positive net buying by large orders during the opening auction. MACD and its signal line are…
This Chinese-language post describes a stock screening rule that ranks shares by volume ratio, then filters for a ten-day gain above zero but below 35 and a circulating market value no greater than 5.5 billion shares’ worth, as worded in the source. It…
This document describes settings for an Expert Advisor and mentions tester reports for EUR/USD across a long historical period, with and without lot increases. It says stop-loss and take-profit levels are applied after a position opens, and a retry parameter…
The document presents a Chinese equity screening rule that requires MACD to be above zero, the reported external-to-internal trading volume ratio to exceed 1.3, and the 20-day moving average to be above the 120-day average. Stocks passing all three filters…
This document describes a chart indicator for MetaTrader 4 and 5 that displays an instrument’s percentage change relative to a daily close. It can also show weekly and monthly changes, with separate text and directional arrows whose colors indicate positive,…
The document describes why quantitative investors use machine learning to analyze large datasets, forecast market direction, and select portfolios. It highlights the ability of these methods to represent nonlinear relationships and process data efficiently,…
This indicator displays a table of moving-average values across earlier bars, along with sequential value changes and distances in points. Its inputs allow users to compare moving averages with one another or with bar prices such as open, high, low, and…
This document presents a chart indicator for marking selected Ichimoku events directly on the price chart. It calculates the Tenkan-sen, Kijun-sen, and the two Senkou spans, then uses symbols to identify periods when Tenkan-sen and Kijun-sen remain equal for…
The document describes an indicator that monitors candles against a channel and can issue alerts when price breaks through it. Alerts may be delivered by email or push notification, making the tool a way to monitor potential breakout events without watching…
The document describes a stock selection rule combining daily price amplitude, a weekly moving-average crossover, and the presence of an outstanding convertible bond. Its stated rationale is to consider both price trend and volatility alongside a…
This Chinese A-share screening proposal selects stocks with RSI below 65, a circulating market value from 5 billion to 10 billion yuan, and positive institutional activity. The article frames the filters as a combination of a short-term technical measure,…
This Chinese A-share screening proposal filters for stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and ranks candidates by large-order net buying. Its stated rationale is to identify actively traded stocks with positive large-order…
This note explains a CCI indicator display that classifies the indicator’s direction and position relative to overbought and oversold thresholds. Its settings include the CCI period, both thresholds, and separate buy and sell entry levels. The indicator uses…