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 proposes a Chinese stock screen combining market capitalization below 10 billion yuan, no reported losses, a convertible-bond-related name field, and at least five moving averages that converge. It suggests using 5-, 10-, 20-, 50-, and 200-day…
The document addresses a screening condition that combines a stock closing above a rolling maximum with a recent limit-up requirement. The questioner reports that the combined filters return no candidates even though individual conditions seem to identify…
The document describes an indicator that expresses average true range (ATR) as a percentage of an instrument’s price. Showing typical candle movement in percentage terms is intended to make volatility easier to compare across symbols with different price…
The document describes a Chinese equity screen that combines a daily price range threshold, current trading volume above 10,000 lots, a high opening price, and at least one limit-up event within the preceding 25 days. It presents these conditions as a way to…
This Chinese equity screen combines an RSI threshold below 65, a product of price change and a large-order flow measure, and membership in the metaverse theme. The article presents the components as technical, capital-flow, and market-theme filters. It…
This Chinese equity screen combines amplitude above 1, exclusion of stocks marked ST, selection before 10 a.m., a five-session closing-price high, and positive return. Its sample implementation estimates amplitude from the day’s high and low relative to the…
This document describes a forex Expert Advisor that trades breakouts around a smoothed-candle indicator. A trade signal is evaluated when a bar closes: the breakout level must be above the indicator candle’s high or below its low. The page refers to a…
This Chinese equity screen combines three short-term signals: daily amplitude above 1%, net inflow from large orders in the afternoon, and a three-session limit-up streak ending the previous day. It interprets amplitude as evidence of price movement,…
This document is a dated overview of trading-fee arrangements at cryptocurrency exchanges, grouped into domestic and international sections. It distinguishes fixed-rate charges from maker-taker schedules and includes spot and futures fee references. For some…
The document explains Renko charts, which draw equal-sized boxes only after price moves by at least a chosen threshold. It describes a version that builds its boxes from minute closing prices regardless of the display chart's timeframe. The stated aim is to…
This indicator description explains a method for estimating the relative strength of a chosen currency from closing prices across seven currency pairs containing that currency. A zero reference line represents the average over a configurable period, and a…
This document describes a Chinese A-share screening rule that combines turnover, a newly formed KDJ bullish crossover, and a rising-trend condition. Its stated turnover band is 3% to 12%. The referenced formula also checks volume trend and a positive…
This proposed Chinese stock screen combines a price-amplitude threshold, a top-five ranking by the day’s auction amount, and a focus on companies associated with the metaverse theme. The article frames the first two conditions as ways to find active stocks…
This article proposes screening Chinese-listed stocks by combining moving-average conditions, a share-concentration threshold, a market-cap ceiling, and a requirement that the company not be loss-making. It presents moving-average alignment as a way to…
This proposed A-share stock screen combines a price-range condition, three consecutive daily limit-up moves ending the previous day, and a company-type filter. Its rationale is that larger price movement may indicate active trading and repeated limit-ups may…
This document explains an indicator that draws horizontal levels at round prices around the current close. Two configurable intervals define major and minor levels, expressed in points or pips and scaled using the instrument’s point size. A separate setting…
The document explains backtesting as the simulation of a strategy on historical market data to assess returns, risk, and stability. It outlines a workflow from obtaining and checking data, coding rules, and setting dates, capital, fees, and slippage through…
The article introduces trend following as buying when prices rise and selling when they weaken, then reviews five indicators that may inform such decisions: moving averages, Bollinger Bands, MACD, RSI, and On-Balance Volume. It describes using price relative…
The document describes a Chinese equity screening rule that combines three signals: more than two limit-up sessions in the past ten trading days, positive institutional activity, and a latest-day position increase share above 5%. It interprets these…
This Chinese equity screen combines a daily amplitude threshold, a reversal or engulfing-style candle pattern, sustained return on equity, and a valuation check against the industry average. The refined rules specify a pattern within the most recent three…
This stock-selection screen combines a positive MACD reading, positive trailing earnings, and appearance on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity in Chinese equities. The stated routine runs before each trading…
This document describes an indicator that turns unusually long candle wicks into supply and demand zones. It measures each upper and lower wick relative to price, scales the measurement against the largest wick in a rolling window, and uses a threshold to…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a flagged rounded or arc-shaped price pattern. It supplies equivalent screening…
The report argues that ranking fund managers can reduce redundant information when one manager oversees several similar funds. It proposes tracking manager style across market capitalization, value versus growth, industry concentration, individual-stock…