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 stock-selection rule screens for securities with a 14-period RSI below 65, greater volume at the best bid than at the best ask, and a positive daily price change. The document interprets the RSI condition as a way to identify relatively weak or…
This document outlines operational rules for an automated strategy associated with Bollinger Bands, although it does not specify the precise band conditions that trigger a buy or sell. The system evaluates signals on a new bar and allows the number of open…
This indicator combines a Stochastic Oscillator with Bollinger Band width to flag flat market conditions. It treats a narrowing Bollinger range as evidence of a flat state, with the band’s half-width compared against a configurable threshold. During the…
This indicator combines a volatility squeeze measure with a separate reading of trend direction and strength. A squeeze is identified when the Bollinger Bands sit inside the Keltner Channel, which the description treats as a sideways phase. The histogram…
The document describes a basic signal based on a closing price moving beyond the upper or lower Bollinger Band. Such a breach can be interpreted in two different ways: as evidence of a reversal or as the start of a trend. The proposed use is to display…
This indicator calculates conventional pivot levels from the prior period’s high, low, and close, with selectable daily, weekly, monthly, or four-hour periods. It uses the resulting range to plot a central pivot, three resistance levels, three support…
The document proposes a stock-selection screen for Chinese A-shares. It combines daily price amplitude above one percent, a historical filter for 2021, and an auction-price return between negative two and positive five percent. The selected names form a…
This stock-selection example combines three technical filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and a weekly close crossing above its 30-week moving average. The proposed rationale is to find shares with a large trading…
This document compares several common rate-of-change measures: raw momentum, percentage change, and ratio forms. It gives the corresponding formulas and maps several variants to names used in TA-Lib, TradeStation, and MetaStock. These definitions help…
The document explains the Gann HiLo Activator as a trend-following indicator attributed to Robert Krausz. It compares the close with moving averages of prior highs and lows, using a three-period lookback in the supplied version. When price is above the…
This Chinese-language post proposes an A-share stock screen that combines a technical condition with earnings growth and dividends. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20%…
The document describes a Kalman Filter indicator intended to smooth price noise and extract an underlying trend. It distinguishes this recursive approach from filters that rely on a history of observations: each update uses the prior state estimate and its…
The document introduces the Psychological Index as an overbought and oversold indicator, noting that it was described in Futures Magazine in June 2000. Its calculation starts by marking each period as an up day when the close is higher than the preceding…
This repository overview introduces a collection of systematic trading approaches, including moving-average momentum, cointegration-based pairs trading, candlestick signals, and an opening-range breakout. It also points to projects in options, portfolio…
The FinRL data layer is presented as a unified processor for accessing market data from multiple APIs, cleaning it, and extracting features. Users specify a date range, stock list, interval, and other parameters. The document distinguishes missing…
This indicator displays the opening price level of a candlestick from a user-selected higher timeframe on the chart. The timeframe is an input parameter, with twelve-hour candles shown as the default in the provided setting. The idea is to make a…
The proposed stock screen combines three conditions: intraday amplitude above one percent, positive price-to-earnings ratio, and a shrinking negative MACD histogram on a 15-minute chart. The article interprets the amplitude filter as a way to find more…
TDSGlobal is described as an Expert Advisor that combines MACD, OsMA, and Williams Percent Range (WPR) indicators. It is configured for daily charts and four currency pairs: USDCHF, GBPUSD, USDJPY, and EURUSD. The document identifies the idea’s collector…
This document describes a trend indicator derived from previously published work and updated with user-requested changes. The listed improvements include terminal, email, and push alerts, independent controls for each alert type, a simpler color scheme, an…
This document describes a chart indicator that displays weekly and monthly price levels. Users can set the calculation lookback in days and customize the color, line width, and line style separately for weekly and monthly levels. A further setting chooses…
This document describes a Chinese stock screen that combines three conditions: daily price amplitude above 1%, a reversal or engulfing-style candle, and shortening green MACD histogram bars on a 15-minute chart. It presents the combination as a way to narrow…
This stock screen combines a daily price-range condition, a moving-average trend signal, and a minimum market-value filter. It seeks shares whose daily high-low range exceeds 1% of the previous close, whose five-period average crosses above the ten-period…
This technical stock screen targets shares in the metaverse sector when several bullish signals coincide. Its stated conditions include a MACD crossover, a five-day moving average crossing above both the ten-day and twenty-day averages, and the five-day…
This stock screen combines a turnover filter, a streak of declining closes, and evidence of a sharp rise within a recent lookback period. It selects shares with turnover between 3% and 12%, closes no higher than the prior close for seven consecutive…