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 code describes a volatility-sensitive adjustment to trading forecasts. It calculates daily percentage volatility, compares it with a rolling ten-year average, and converts the normalized volatility observations into quantile ranks. A multiplier…
This swing strategy looks for alignment among three stochastic measures with short, medium, and longer lookbacks. It enters long when the measures are ordered upward and their relative spread exceeds a threshold, provided either shorter-cycle momentum is…
This stock selection rule combines four daily conditions: price range relative to the close, at least two limit-up moves within a rolling 500-day window, current volume above 10,000 lots, and an opening price above the prior close. The document describes…
The document explains an extended Moving Slope Rate of Change indicator. The basic MSROC estimates price slope from a least-squares line rather than using the direct price change of conventional rate of change. The text says this smoothing reduces false…
This post describes a stock screen combining daily price amplitude above 1, positive institutional money flow, and a 10-day return greater than zero but below 35%. Its example indicator logic aggregates positive net institutional flow across five periods,…
This post outlines a Chinese A-share screening rule using three conditions: current trading volume above 10,000 lots, an opening price above the prior close, and a positive 10-day return below 35%. It presents the volume condition as a proxy for stronger…
The document describes an indicator intended to estimate a slower-changing reference value for the market than the observed price or a moving average. Its direction is linked to the relationship between price and the indicator: it rises when price is above…
VolatilityMA is a moving average intended to help identify trade direction. It calculates an average of a chosen price series while adapting the averaging length to changes in normalized price variability. The description says the lookback resets to its…
This stock selection idea combines membership in the metaverse concept group with two technical conditions: the close is above the prior day’s low, and the KDJ indicator has just produced a bullish K-over-D cross while its J value is rising. The document…
This A-share stock screen combines a technical condition, a fundamental filter, and a short-term activity measure. It selects stocks with RSI below 65, parent-company net profit growth above 20% and at most 100%, and a turnover-based measure between 0.5 and…
This indicator converts closing prices into rolling standardized deviations from their recent averages, then smooths the results across three lookback horizons. The supplied periods are 180, 60, and 20 observations. Each series subtracts its lookback average…
The indicator applies Cardwell’s RSI range concept to classify market regimes. It combines price relative to a 50-period simple moving average with RSI(14) membership in a bull band of 40–80 or a bear band of 20–60; otherwise the state is neutral. The…
This indicator describes a pullback measure built around a short moving average of median price. It subtracts that average from the current median price, then scales the difference by average daily range to normalize the reading for recent price movement.…
This stock-selection rule screens for Chinese equities with a 14-period RSI below 65, a circulating market value between 50 and 100 billion, and a current low below the previous day's low. The accompanying explanation presents RSI as a gauge of overbought or…
This document describes a MetaTrader indicator that displays how much time remains before the current candle closes. Users can adjust its display color, size, and chart corner, and can optionally show server time. The third version adds an audible alert when…
The document describes a short-term stock selection screen for companies classified in the Chinese metaverse theme. It combines three technical conditions—MACD signal-line crossover, a short moving-average crossover, and an additional MACD-related…
This short description presents Ultra Trend as a standalone indicator for MetaTrader 5 that can operate across supported chart timeframes. It highlights three special timeframe choices: the second higher timeframe, the third higher timeframe, and an…
This proposed Chinese A-share screen starts with stocks in the metaverse theme, then selects for an opening gain below 6% and a circulating share count no greater than 5.5 billion. The article’s final version adds a price-to-earnings ratio below 60. It…
This guide explains how to turn a trading idea into a Freqtrade strategy, from generating a template to defining indicators, entry and exit signals, stop losses, and optional position adjustments. It describes how Freqtrade represents candle data in pandas…
This document describes a Chinese stock screen that ranks shares by volume ratio, retains those with a 20-day moving average above the 120-day average, and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation treats…
This document outlines a stock-selection screen using three characteristics: position increases above five percent, upward divergence among moving averages, and a dividend ratio above twenty-five percent in 2019. Its explanation associates position increases…
This document describes a Chinese A-share stock screen combining a daily price-range threshold, a newly formed KDJ crossover, and positive large-order net volume over three consecutive days. It presents the conditions as a way to find volatile stocks with…
This Chinese equity screen combines three short-term price conditions: amplitude above 1, a positive ten-day gain below 35, and more than two limit-up days within ten days. The document describes amplitude as a measure of price fluctuation, uses the gain…
This stock selection approach combines three price conditions: daily amplitude above 1, upward-diverging moving averages, and at least one limit-up event during the prior 25 trading days. It aims to find volatile stocks with recent strong price action and an…