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.
29,558 documents
This indicator is designed to identify when to place pending orders using the ColorMETRO_XRSX oscillator. A fast gray oscillator line is monitored against a channel bounded by thick blue and red lines. The suggested trigger occurs when the fast line moves…
This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…
This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of…
The document argues that trading systems should be written so that changes to strategy logic require only localized code edits. It illustrates this with an R-Breaker example: if backtesting suggests that holding positions overnight adds risk without enough…
This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…
This strategy pairs a set-and-forget approach with anti-Martingale position sizing. The stated idea is to place pending buy-stop and sell-stop orders at specified levels, then increase position size as trades move favorably or after a win. It is presented as…
This strategy trades CHF/USD once a week, on Monday, using the opening price of the 9:00 Belarus-time hourly candle and the previous hour's typical price, calculated from its high, low, and close. It buys when the new candle opens above that reference and…
This note describes a short-term reversal strategy attributed to Larry Connors. For a long entry, price must be above its 200-period simple moving average and the two-period RSI must fall below 5; the position exits when price rises above its five-period…
This note proposes screening Chinese stocks after the open using positive MACD, a circulating share count no greater than 5.5 billion, and a ranking by individual-stock popularity. Its indicator example calculates MACD from 12- and 26-period exponential…
This note describes a Chinese-equity screen for metaverse stocks. It ranks candidates by today’s opening-auction value, selects the top five, and requires yesterday’s auction turnover rate to exceed 0.26. The stated rationale is that auction activity and…
This Chinese equity screen selects stocks classified in the metaverse industry when the opening price is near the ten-day moving average and the KDJ indicator has just crossed upward. The document explains that the moving average supplies a price reference…
This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, three consecutive declining sessions, and afternoon net inflows from large orders. It presents the screen as a way to combine price action, trading activity, and…
This Expert Advisor uses a price-extreme channel to generate trades. By default, a close above the upper channel boundary opens a long position, while a close below the lower boundary opens a short position. It checks signals on each new bar, closes opposing…
This ProRealTime indicator identifies support and resistance areas by grouping historical price pivots into price bands. Its settings control the pivot lookback, whether pivots use highs and lows or open and close values, the maximum band width, the number…
The document presents Follow-the-Leader, a factor-based method for constructing a smaller portfolio that tracks a broad equity index. Instead of selecting stocks only by index weight or correlation with index returns, the method estimates the number of…
This document describes an automated trading system that uses a Trend Intensity Index oscillator. A signal is generated at the close of a bar when the indicator moves into an overbought or oversold zone, shown by a change in its color. The system is…
The document outlines a Chinese A-share screening idea combining daily price amplitude above a threshold, a measure of controlling-shareholder activity, and a weekly moving-average crossover. It presents the filters as a way to find stocks with upward…
The document describes an expert advisor that uses Bollinger Bands and RSI thresholds to generate trades. Its listed settings include an eight-period RSI, a high threshold of 90 for selling near the upper band, and a low threshold of 10 for buying near the…
This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…
This Expert Advisor uses the Parabolic SAR to determine a candidate trade direction, but only when ADX is below a chosen threshold. It then adjusts direction according to the previous trade: after a winning trade, it may enter in that trade’s direction;…
The document describes a stock screen combining price amplitude, a market-concentration measure, and a 15-minute MACD histogram that is getting shorter. It interprets high amplitude as a way to find actively moving stocks, the concentration filter as a way…
This research overview outlines a framework for constructing high-frequency equity factors from Level 2 market data. It recommends reducing tick or intraday observations into daily measures, then transforming those measures over time with operations such as…
This Chinese-language post describes an equity screening rule that combines a daily high-low range threshold, five consecutive years of return on equity above 15%, and a KDJ indicator condition below 20. The intended combination is a technical filter…
This document describes a Chinese equity screening idea that combines turnover between 3% and 12%, at least one limit-up event in the prior 25 days, a concentration condition, and a minimum market-cap filter. Its stated rationale is to find stocks with…