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.
4,328 documents
This document presents a daily stock-selection screen based on three price conditions: an intraday range greater than 1%, a reversal or engulfing-style candle pattern, and a daily return between -5% and 2.6%. It characterizes the idea as a possible…
The document explains a Fisher Transform oscillator for price data. It first scales prices using a recent high-low range, smooths and bounds the normalized value, then applies a logarithmic transform and recursive blending. This process is intended to make…
This stock selection rule combines a turnover range of 3% to 12%, three consecutive declining sessions, and a reported control ratio above 21%. The article frames the high control ratio as a sign of concentrated holdings or buying by large investors, while…
This article proposes a defensive equity strategy that seeks oversold rebounds or bounces after a pullback. It draws inspiration from research on money-flow factors, including inflow, outflow, net institutional flow, and opening net flow, and proposes…
This Chinese stock-screening note describes selecting shares with daily turnover between 3% and 12%, three consecutive declining sessions, and prior-day opening-auction turnover above 0.26. The proposed idea combines a recent price weakness pattern with…
IREA is an automated countertrend strategy based on the idea that unusually large price moves may be followed by movement in the opposite direction. It uses an InverseReaction indicator and enters against the shock on the next bar, provided the bar size…
This post describes a technical stock screen combining three conditions: daily price amplitude above a stated threshold, the opening price near the ten-day moving average, and a pattern described as seven consecutive down days. The accompanying examples…
The Dynamic Momentum Index adapts the length of its calculation to changes in an asset’s volatility. Unlike the RSI’s fixed lookback, it shortens its period when volatility rises, making readings respond more quickly to price changes. The document describes…
The indicator estimates volatility using ATR, a Parkinson high-low estimator, or close-to-close return variation, then ranks the current reading against a rolling history as a percentile. Thresholds divide that percentile into five regimes, from unusually…
This indicator uses the Money Flow Index (MFI) to flag possible price reversals. Its premise is that price may turn after the MFI’s rate of change slows and reverses, particularly when the fast MFI is in an overbought or oversold area. The indicator can mark…
The document describes a Chinese stock screen combining price range, large-order net volume ranking, and a daily maximum decline bounded between 4% and 5%. The rationale is to identify stocks under short-term pressure that might rebound, with a ranking based…
The document describes a signal engine for detecting when price approaches a channel boundary and then reverses away from the extreme. It distinguishes this two-stage condition from treating mere proximity as an entry signal. A state machine applies…
This stock selection post describes a technical screen for main board shares. It combines an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a current session gain greater than 1%. The proposed interpretation is…
TMACD Divergence is an indicator that searches for divergences involving a Triangular Moving Average Convergence/Divergence oscillator and displays the detected patterns. Its configurable inputs are the fast moving-average period, the slow moving-average…
This document describes a stock-selection rule based on three conditions: RSI below 65, seven consecutive bearish daily candles, and a listing age greater than a chosen number of years. It presents the screen as a way to identify established companies after…
The article reviews evidence that individual investors often buy after prices fall and sell after they rise, while more financially sophisticated groups may show more momentum-oriented trading. It discusses several possible explanations: investors’ beliefs…
This code describes a mean-reversion strategy for the spread between Dalian Commodity Exchange coke and coking coal futures. It calculates a weighted value spread using contract prices, contract multipliers, and a specified leg ratio, then estimates the…
This indicator combines a Laguerre RSI with a Laguerre filter signal line, keeping the calculation within a single indicator family. It can also display a no-trade zone intended to flag ranging markets where trading may be better avoided. A configurable…
This indicator plots a moving average of the difference between closing and low prices, normalized relative to Average True Range. It displays overbought and oversold thresholds in a separate chart window. Its inputs let the user choose the calculation…
R-Breaker uses the previous session’s high, low, and close to calculate six reference levels for the current session. The document contrasts this setup with conventional pivot points and describes a hybrid approach: reversal trades are considered when price…
This indicator builds a rolling volume profile from completed bars and adjusts price-bin width using Average True Range. It limits the number of bins, identifies the Point of Control as the highest-volume bin, and expands from it to calculate the Value Area.…
This indicator note explains a WaveTrend oscillator port and describes two proposed crossover signals: a bearish signal when the oscillator crosses below its signal line while above the overbought band, and a bullish signal when it crosses above the signal…
The document outlines a rule-based strategy for the Tianhong ChiNext ETF, using recent closing prices to create a reference price and comparing the current price and volume with that reference. It describes buying after a large decline and selling after a…
The document proposes a Chinese equity screening rule combining three chart conditions: price amplitude above a threshold, a rounded price pattern, and three consecutive declining closes. It interprets the amplitude condition as a way to find active stocks,…