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.
4,713 documents
The Trading Activity Index gauges whether an instrument is unusually busy or quiet relative to its own recent history. It starts with price multiplied by volume, averages that dollar-volume measure over a short formation window, then applies a logarithm to…
This document describes a short-term A-share stock screen based on three conditions: daily amplitude above one percent, a claim of main-force control on the previous day, and a high price that is the highest across a two-day window. The post presents these…
This document outlines an A-share stock screen combining daily price range, company size, profitability, and recent limit-up activity. Its stated selection idea looks for stocks with a price range above one percent, market capitalization below 10 billion…
This Chinese-language post discusses connecting BigQuant research with Guojin Securities’ QMT platform for automated live trading. Its concrete example is a stock strategy that first processes daily data to select a watchlist, then monitors those names and…
This article describes a Chinese equity screening idea for companies associated with the metaverse. It selects stocks that recorded at least one limit-up session during the preceding 25 days, have market capitalization below 10 billion yuan, and show…
The document explains the head and shoulders top and its inverse as chart patterns that may mark a change in trend. A top forms after an advance with three peaks and a highest middle peak; an inverse pattern forms after a decline with three troughs and a…
This strategy combines daily mid-level filters with gap-related price comparisons to generate one long or short trade during the 9:00 AM bar. It calculates the midpoint of the prior day and the midpoint of the highest high and lowest low across configurable…
This brief strategy outline defines an Asian session range from 1:00 AM to 5:00 AM GMT, then looks for an entry at the London or New York open. The proposed entry is at a 60% Fibonacci retracement, with a stop below the 80% level and a stated profit target…
This script draws horizontal lines at the highest and lowest prices found over user-selected lookback windows. Users can choose whether to show upper lines for highs, lower lines for lows, or both, and can configure the number of bars considered for hourly,…
This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…
This article explains a Dual Thrust trend-following method and its application to a basket of nickel, rebar, and coking coal futures. It defines a range from historical highs, lows, and closes, then sets upper and lower breakout thresholds around the current…
The article proposes screening Chinese equities by ranking capital-flow strength, limiting the tradable share count to at most 5.5 billion shares, and requiring more than two daily limit-up moves within the prior ten days. It interprets strong flows and…
This brief indicator description presents the Positive Volume Index (PVI) as a tool for spotting trends early and preparing for a possible breakout. It displays a smoothed PVI alongside an exponential moving average, giving the reader two plotted series for…
This document describes a smoothed Larry Williams %R oscillator displayed as a histogram in a symmetric range from -50 to +50. It presents two coloring modes: one highlights breaks beyond overbought or oversold levels, while the other marks changes in the…
This Expert Advisor implements a Bill Williams style trend entry by placing pending orders around fractal breakouts. It places a stop at the Alligator Lips level and sets profit targets at Fibonacci extensions. The first order is described as twice the size…
The document presents an RSI price action breakout indicator as a supporting signal for trading strategies. It recommends using the indicator to filter scalping setups on one- or five-minute charts, or to confirm swing trades on hourly charts. It does not…
This Expert Advisor description outlines a bar-driven pending-order strategy. When there are no open positions or pending stop orders, it places a buy stop and a sell stop at a configured distance from price. If neither order is triggered by the next bar,…
MaksiGen_Channels is described as an indicator that measures a price range during a configurable first time window, then draws that channel across two later session intervals. The sample settings define the range window and subsequent periods by start and…
This proposed stock screen combines three signals: at least five moving averages converging, more than two limit-up days within ten days, and a shrinking MACD histogram on a 15-minute chart. The article interprets moving-average convergence as relative…
This article argues for entering strong, rising stocks instead of trying to buy after declines. Its proposed triggers are a break above a consolidation range or a shift from a gradual rise into faster gains, marked by the first large-volume bullish candle.…
The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…
The document outlines a Chinese A-share screening idea focused on metaverse stocks with prior-day turnover above 8% and excluding specially treated stocks. Its proposed limit-up pattern looks for activity before 10 a.m. and checks successive five-minute bars…
This document describes a Chinese equity screening rule combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and recent price-limit activity. It selects stocks with turnover between 3% and 12%, profit growth above…
The Trend Levels indicator uses the highest high and lowest low over a configurable lookback period to identify potential changes in direction. A new period high sets an uptrend state, while a new period low sets a downtrend state; arrows mark those…