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.
31,205 documents
This post presents an A-share screening idea that combines a price-range threshold, a rising short-term moving-average condition, and a circulating market capitalization between 5 and 10 billion yuan. The stated rationale is to find mid-sized companies with…
This discussion explains why a stock-selection template that lists close divided by the adjustment factor may not produce that calculated feature in its results. The reported output shows the two inputs as separate columns, suggesting the expression was not…
The screen targets Chinese-listed stocks categorized in the metaverse theme, excludes special-treatment shares, and requires price to be above its five-day moving average. It is intended to run before 10 a.m. and adds a short-term pattern described as a…
The Squize_MA indicator displays where two moving averages with different averaging periods intersect, alongside horizontal price limits. Its trading premise is that a breakout beyond those flat limits may signal conditions for a sustained trend. The…
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.…
The document describes a stock screen requiring turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and inclusion on the prior day’s Dragon and Tiger List, a record of stocks attracting notable market attention. The turnover…
This stock selection approach screens for securities with an RSI below 65, a stated circulating market capitalization range of 5 to 10 billion yuan, and at least seven consecutive declining sessions. It combines a momentum oscillator, company size, and…
The document explains how executed trades and resting orders provide different views of Bitcoin markets. Trade volume shows what has already happened, while order book depth aggregates buy and sell interest at unexecuted price levels. A depth chart gives a…
The document explains the double exponential moving average as a way to reduce the lag of a conventional moving average. It describes constructing DEMA from an exponential moving average and a second exponential average applied to the first, then combining…
The document introduces the ZeroLAG moving average as an attempt to reduce the delay associated with conventional moving averages. It says the indicator was described in a technical analysis journal in April 2000 and characterizes it as having substantially…
This indicator highlights candlesticks whose price changes exceed user-set thresholds, showing both percentage and broker-point values. It can measure change from the bar's open to close or from the previous close to the current close, and lets the user…
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…
This note proposes placing stocks in a watchlist when their amplitude exceeds 1%, they had at least one limit-up event during the preceding 25 days, and prior-day turnover exceeds 60 million. The rationale is that a recent limit-up may indicate market…
This note describes a daily stock screen that combines amplitude above 1, a change in a measure labeled institutional buying, and a positive return. Its final rules define amplitude using a platform-specific indicator, institutional activity through the…
This Chinese stock-screening note proposes selecting shares with daily amplitude above 1%, prior-day turnover above 60 million, and five moving averages that coincide. It presents the screen as a way to find active stocks with relatively flat trends, then…
The article outlines an equity screen combining price amplitude above a stated threshold, rising lows as a sign of an improving base, and a ranking by stock or industry attention. It includes example formula logic and Python-like pseudocode, with the latter…
This discussion explains how to calculate the number of consecutive days since a moving average golden cross using BigQuant’s DAI functions. The suggested approach counts consecutive observations for which the golden-cross condition is false, including the…
This note describes a custom Williams Percent Range indicator for use with an expert advisor. Its purpose is to expose the plotted line color, line width, and two threshold levels as input settings, so the indicator display can match the EA’s trading rules…
Pipsover 2 is described as an updated expert advisor that adds trailing-stop and break-even handling. Its stated sequence is to attempt to move a position to break-even first, then allow trailing-stop management. The break-even setting also serves as the…
This proposed equity screen selects companies with price amplitude above one percent, market capitalization within 10 billion, positive average net profit, and a current low below the previous session’s low. The article’s example code extends those…
This Chinese stock-selection proposal combines three filters: price amplitude above one, a rounded chart pattern, and a nonempty name for outstanding convertible bonds. A referenced indicator formula expresses the amplitude and chart-shape conditions, while…
The document describes a chart indicator called Precision Trend. It presents the tool as a trend indicator with some differences from other existing indicators, although it does not explain those differences or provide the calculation method. In the…
This stock-selection method screens companies in the metaverse industry using three simultaneous bullish crossovers: MACD above its signal line, the 5-day moving average above the 10-day average, and the 5-day average above the 20-day average. It also…
This stock-selection example combines three filters: RSI below 65, revenue in 2021 more than 1.1 times its 2018 level, and an opening price within 6% of the prior close. It proposes selecting the first N qualifying stocks and holding them for one year. The…