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
The Pollan indicator combines the Commodity Channel Index and Relative Strength Index by comparing their values across a fixed window of historical bars. It forms two oppositely oriented series from the CCI–RSI and RSI–CCI differences, with a coefficient…
The document proposes screening Chinese stocks for a turnover rate between 3% and 12%, a ten-day gain above zero and below 35%, and a listing age greater than one year. It says to run the screen before 10 a.m. The stated rationale is to combine trading…
The document explains TWR as a candle-reconstruction indicator: it uses the previous bar’s color and the current bar’s close while disregarding other price information, then redraws the candle chart around closing prices. In its color convention, red marks a…
This short description outlines an Expert Advisor built to demonstrate a trading system using a ZigZag Fibonacci indicator. The indicator places Fibonacci levels and stores their corresponding price values in buffers, allowing an expert program to retrieve…
The document describes a short-term Chinese stock screen combining price range, recent trading activity, current volume, and a positive opening gap. Its stated criteria are amplitude above one, previous-day actual turnover between 3% and 28%, current volume…
The post proposes a stock screen combining a daily high-low range threshold, rising price lows, and return on equity above 15% for five consecutive years. Its rationale is to pair a technical sign of improving price support with a record of strong…
Ang_Zad_C_HTF is a MetaTrader 5 indicator variant that lets the user choose the timeframe used for its oscillator through an input parameter. The example defaults to a four-hour chart period. The space between the oscillator and its signal line is filled…
This equity screen combines a daily turnover range of 3% to 12%, year-over-year net profit growth greater than 20% and no more than 100%, and a candlestick pattern described as a morning star. The post presents formula and Python examples for applying these…
This post outlines an A-share screen using three technical conditions: daily price amplitude above a threshold, a positive but capped return over ten sessions, and a weekly crossover in which the five-week moving average rises above the ten-week average. The…
This Chinese equity screening example selects stocks whose daily high-low range exceeds 1% of the previous close, requires at least two prior limit-up events over a 500-day lookback, and ranks qualifying names by the current day’s opening-auction amount,…
This note describes two MetaTrader 5 indicator variants that display JFatlCandle output either in a separate chart window or over the main price chart. Both provide an input to choose the timeframe used for the indicator, with a four-hour period shown as the…
This proposed Chinese equity screen combines daily amplitude above 1 with a scaled activity measure: prior-day turnover multiplied by the ratio of current opening-auction volume to prior-day volume, constrained to a stated range of 0.5 to 2. The original…
This screening idea combines daily amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and prior-day turnover above 8%. The author interprets the range condition as a way to find volatile stocks, the shrinking negative histogram as…
This note describes a Chinese equity screen combining daily amplitude above 1, volume above 10,000 lots, a higher open than the prior close, and the sign of the product of daily return and net large-order volume. A positive product is presented as a…
This stock screen combines a turnover-rate range of 3% to 12% with a reversal condition and a pattern labeled a Morning Star. The accompanying indicator logic adds a large intraday range relative to the previous close, declining short-, medium-, and…
This stock-selection approach combines three conditions: daily price amplitude above 1, prior-day trading value above 60 million, and a high that is the highest across two days. The accompanying explanation treats range as a sign of activity, turnover value…
Skyscraper is described as an NRTR-type trend indicator with an additional middle line. Its inputs include an ATR period, a sensitivity factor, a setting that controls how the middle line approaches the outer lines, and a choice between calculating from…
The document outlines a Chinese equity screening idea that combines a price-range threshold, rising recent lows, and a recent sequence of limit-up sessions. It presents these conditions as a way to find stocks showing both an improving price base and strong…
The document describes John Ehlers’s recursive median oscillator, which combines a median filter with recursive smoothing and a high-pass filter. The median of a short window of closing prices reduces the influence of extreme observations that can distort…
This A-share screening proposal looks for stocks with a daily range above 1%, a positive but limited 10-day gain, and a current session low below the prior session’s low. The post interprets the range and return filters as signs of recent strength, while the…
This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…
This Chinese stock-screening post combines three filters: rank stocks by a measure of capital inflow, require weekly MACD to be above its zero line, and keep stocks whose ten-day gain is positive but below 35%. The author frames the filters as a way to find…
This indicator plots a conventional RSI of closing prices alongside an RSI calculated from a multi-vote On-Balance Volume series. The OBV component assigns directional votes based on changes in the high, close, and low, averages those votes, weights them by…
This Chinese equity screening method combines daily amplitude above 1, a weekly crossover of the five-period moving average above the ten-period average, and a positive change in the KDJ K value. The article presents the conditions as a way to identify…