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.
8,851 documents
The document describes a Chinese stock screen that selects shares with a daily high-low range above 1%, turnover between 2% and 9%, and a 30-day moving average that is rising versus the prior day. It presents these conditions as a technical filter intended…
The document presents a recursive smoother that updates an initial price series toward the current close by a fixed fraction of the difference. It initializes a chain of intermediate values from median price, then propagates smoothing through the chain so…
The document explains the SSL indicator, which builds a channel from two moving averages with matching periods: one calculated from highs and the other from lows. When price moves beyond a channel boundary, the indicator signals a possible trend change and…
This Chinese stock-selection rule combines three conditions: daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and yesterday’s turnover rate above a stated level. The crossover is intended to…
This trading system enters when a colored arrow from the Chandelier Exit indicator appears at bar close. It follows the indicator’s trend signal and can increase the volume of an open position when the latest deal’s profit exceeds a user-set threshold. The…
The document describes a trend-strength indicator that uses changes in a smoothed relative strength index to judge whether price movement has become significant enough to count as a trend. Its stated aim is to distinguish meaningful directional movement from…
This stock-selection recipe combines a moving-average condition, an opening-price filter, and a revenue growth test. It targets Chinese equities whose 5-, 10-, 20-, 30-, and 60-day moving averages are described as overlapping, whose 9:25 a.m. gain is below…
This stock screen combines a 14-period RSI ceiling, a minimum listing history of one year, and a condition that the 20-day moving average is above the 120-day average. It aims to find stocks whose longer trend is rising while their recent price action is not…
This brief note describes a modified FRAMA indicator that adds floating levels to help identify trend direction. Its motivation is to avoid relying on the slope of FRAMA alone, which the author says can generate false signals, particularly when the fractal…
This Chinese stock screen selects companies associated with the metaverse theme whose volume ratio is above 1.5 and below 6, with price above a long-term moving average. The article’s initial description uses the 250-day average, while its final proposed…
The document presents an implementation of a Dual Thrust style breakout system. On a new bar, it calculates a range from the larger of the recent high-to-low-close and close-high-to-low ranges, then places upper and lower trigger rails around the bar’s open…
The article offers three discretionary rules for stock traders: favor stocks that have previously produced gains for the trader, concentrate research on a small number of names, and use price trends to guide holding and exit decisions. Its most explicit…
This description outlines an Expert Advisor that checks for signals when a new bar appears. Its displayed decision rules open a long position when the fast moving average is above both the normal and slow averages and two Parabolic SAR readings are below the…
This document outlines a basic directional system for EUR/USD on a two-hour chart. It opens a long position after a bullish candle whose body exceeds twice the ATR, and opens a short after a bearish candle whose body exceeds the same threshold. A position…
This expert advisor combines ADX and MACD to identify trade entries. It looks for the MACD main and signal lines to move in the same direction over a configurable number of bars: upward movement supports buys, while downward movement supports sells. The main…
This A-share screening rule combines a minimum price range, a cap on the 9:25 opening indication, and a rising 30-day moving average. The stated rationale is to seek stocks with some recent movement while avoiding an unusually large opening gain, then use…
This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…
The linear regression slope oscillator measures the slope of a linear model fitted to price over a selected period. Its sole configurable parameter is the calculation period. Rising indicator values are described as indicating an uptrend, while falling…
This note introduces the Average Directional Index (ADX), an indicator calculated from high, low, and close prices over a chosen lookback length. It outlines the intermediate calculations: true range, positive and negative directional movement, and the…
This Chinese-language overview groups trading systems into trend-following, countertrend oscillation, swing, arbitrage and hedging, and intraday categories. It names examples built around moving averages, breakouts, oscillators, chart patterns, spreads, and…
MARSICD is described as a trend indicator built from two RSI oscillators, whose periods can be varied. The author says its combined display resembles aspects of ADX and MACD and should be interpreted in a similar way. The listed settings control the two RSI…
This trading-system description uses the XFatlXSatlCloud indicator to signal a change in trend direction. A trade signal is generated at bar close when the indicator cloud changes color. The document concerns an Expert Advisor setup, requiring the compiled…
This note describes a simple Chinese equity screen based on price movement and a short-term moving average. It selects stocks with amplitude above 1, a price below 20, and the stock’s average price above its five-day moving average. The article also provides…
This overview explains the Keltner Channel as a volatility-based band around a moving average. In the described classic version, the center line is a 10-day simple moving average of typical price, and the outer lines are formed by adding or subtracting a…