This strategy selects liquid U.S.-listed stocks above a minimum price and enters when a stock’s closing price reaches or exceeds its previous highest close. It holds qualifying positions in an equally weighted portfolio, adjusts allocations daily, and uses a…
Knowledge library
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.
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31,205 documents
The Market Mode indicator adapts John Ehlers’ phase-based approach to classify market conditions. It applies a filter to the midpoint of each bar, smooths the resulting oscillator, and compares it with adaptive upper and lower thresholds. A move above the…
This analysis classifies bars by whether their highs and lows rise or fall relative to prior bars, then splits each configuration by candle color. The resulting eight groups cover rising-range and falling-range patterns, wider-range engulfing bars, and…
This post outlines a Chinese equity screen for stocks in the metaverse sector. Its stated filters include a recent limit-up event, an opening gain below six percent relative to the prior close, and a MACD condition described as below zero two days earlier.…
This indicator description defines a moving average built from Heiken Ashi candle values. It exposes two settings: the calculation period and the averaging method. First, it calculates a moving average of the Heiken Ashi close; it then applies the same…
This note proposes selecting stocks with MACD above zero, a favorable but undefined company-quality characteristic, and a positive price-to-earnings ratio. The rationale combines a technical trend signal with a basic profitability screen: positive MACD is…
This stock-selection note describes a screen combining a 3%–12% turnover range, a rising DEA condition, and three consecutive limit-up sessions. The accompanying indicator formula expresses the trend filter through moving-average relationships, while the…
This stock screen combines a daily price-range condition, a dividend-yield threshold tied to 2019, and a weekly MACD condition above zero. The stated logic seeks shares with some recent price movement, a high historical dividend yield, and positive…
This indicator measures weekend price gaps for a selected instrument and timeframe to assess whether fading a gap may be viable. It divides observations into recent gaps, the last twelve months, and the full available history. For each period, it reports gap…
The document outlines a Chinese stock screen using three filters: a daily price-change measure greater than one percent, a listing age exceeding one year, and a closing price below 12 yuan. It presents the filters as a way to find active, established,…
The document describes a Chinese equity screen that ranks stocks in the metaverse industry by the day’s auction value and keeps the top five, subject to a condition labeled as an emerging strong uptrend. It presents the trend condition as a way to identify…
This Expert Advisor trades changes in the direction shown by the ColorJJRSX indicator. It opens a position when the indicator changes color at a bar close, then can close the position once its holding time exceeds a configured limit. The holding-time exit is…
The proposed stock screen selects companies in the metaverse sector whose closing price is above its five-day moving average, then ranks candidates by opening-auction amount and keeps the top five. The document presents this as a way to combine a sector…
The Elliott Wave Oscillator is presented as a tool to help confirm an Elliott wave count made by the trader. It does not identify or count waves automatically. The indicator uses differently colored bars to make possible trend changes easier to notice and…
This Chinese equity screening proposal selects non-ST stocks before 10 a.m. using a range threshold, a five-session closing-high condition, and an external-to-internal trading volume ratio above 1.3. It presents the setup as a way to find active shares with…
This Expert Advisor trades signals from the Fisher_org_v1_Sign indicator. A signal is taken when a colored indicator icon appears at a bar close, so decisions are made using completed bars. The EA requires the compiled indicator file to be installed in the…
This article outlines a machine-learning stock selection strategy intended to find shares that may rebound after declines while limiting drawdowns during weak market conditions. It targets China’s small and medium-sized board, chosen for its activity and…
This document outlines an A-share screen that combines membership in the metaverse theme, a share price above its 250-day moving average, and a revenue comparison requiring the 2021 figure to exceed the 2018 figure by a stated threshold. The theme identifies…
This document describes a rule-based A-share stock screen combining a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and a close between Bollinger Bands’ middle and upper lines. It frames turnover as a liquidity filter, the crossover as an…
The document presents a custom trend indicator that combines STE with a three-bar trailing stop associated with Larry Williams. Its stated aim is to anticipate directional changes and make larger trends easier to follow than with the author's earlier…
This document describes an Expert Advisor that trades signals from an RSIOMA histogram. Depending on its selected mode, a signal is evaluated at bar close when the histogram breaks support or resistance, changes direction, or crosses its signal line. An…
The document describes a simple Chinese A-share screen that selects stocks with turnover rates between 3% and 12%, excludes Beijing-listed shares, and requires a share price below a stated threshold. Its rationale is that the turnover band may identify…
This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…
This indicator combines a Laguerre-filtered RSI with a parameter that adapts to a fractal energy calculation. The energy measure adjusts the filter’s gamma sensitivity, while the resulting oscillator is displayed alongside it. The description identifies the…