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
This essay argues that trend following depends on choosing operational rules rather than discovering one universally correct definition of trend. It gives moving-average alignment and the Turtle system’s breakout rule—an upward break above a 20-day high,…
This Chinese stock-screening article describes combining three conditions: at least five moving averages clustered near the closing price, a rising indication for the current day, and the 20-day moving average above the 120-day average. The averages named…
This indicator uses crosses between two adaptive exponential moving averages based on Cuttlers RSI to generate trading signals. The document suggests reading a change in the plotted color as the signal, since the color reflects a cross between the averages.…
This brief description presents a variation on the Parabolic SAR indicator. Instead of using market high and low prices in the SAR calculation, it substitutes values from a moving average. Under this construction, the indicator’s direction changes when its…
The document introduces tactical asset allocation (TAA) as a systematic, relatively low-frequency approach to adjusting a diversified portfolio. It contrasts TAA with both buy-and-hold investing and short-term trading, and describes potential benefits such…
This indicator study compares three exit rules applied to the same Turtle-style Donchian breakout entries: an ATR trailing stop, a shorter exit channel, and a fixed profit target. Entries occur when a closed bar first crosses beyond the previous channel;…
This indicator derives a source signal for each bar by dividing the close-minus-open difference by the high-minus-low range. Its green oscillator aggregates those signed values over a period and divides their sum by the sum of their absolute values, then…
This Chinese stock-screening post combines four filters: strong capital-flow readings, exclusion of ST-designated stocks, a “five-limit-up” method, and a 20-day moving average above the 120-day average. It frames these conditions as a way to find stocks with…
This stock screen combines a rising 30-day moving average with two measures intended to represent buying activity: a daily increase in holdings above 5% and the ratio of external to internal trading volume above 1.3. The document interprets a higher…
This stock screen combines a rising 30-day moving average with a measure of trading activity. It ranks candidates by a proposed capital-strength measure: yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume.…
This Chinese equity screening rule combines a short-term trend filter with an opening-auction activity measure. It selects stocks whose 20-day moving average is above the 120-day average, then ranks funding strength using yesterday’s turnover rate relative…
The proposed screen selects stocks whose 20-day moving average is above the 120-day moving average, then requires prior-day trading value above 60 million yuan. The moving-average relationship is used as a medium-term trend filter, while the trading-value…
This note proposes a Chinese equity screening idea based on five moving averages: 20, 30, 60, 90, and 120 days. It treats convergence of the averages as a possible buy signal, reasoning that it may reflect agreement about short- and medium-term direction. It…
This document presents a historical stock selection rule for Chinese equities: select stocks in 2021 whose 20-day moving average is above the 120-day moving average and whose daily range exceeds 1% of the previous close. The moving average comparison serves…
This stock-screening approach combines price position relative to five moving averages, turnover, and trend. The stated final rules require the closing price to be above the 5-, 10-, 20-, 60-, and 120-day averages, turnover between 2% and 9%, and a rising…
This note describes an A-share stock screen that looks for at least five overlapping moving averages, excludes Beijing-listed shares, and requires the 20-day moving average to be above the 120-day moving average. The overlap condition is presented as a sign…
This stock screen combines two conditions: yesterday’s closing price was above its 250-day moving average, and today’s position-increase ratio exceeded 5%. The document interprets the long-term average as a sign of price strength and support, and the…
This stock selection idea combines two filters: yesterday’s trading value must exceed 60 million, and the 30-day moving average must be rising. The document interprets higher trading value as a sign of active market participation and a rising average as…
This Expert Advisor uses one of two CCIT3 indicator variants to generate directional trades. It opens a buy after the indicator crosses above zero and a sell after it crosses below zero, using the previous bar’s value for the signal. The indicator…
This screening recipe combines three market-based conditions: daily amplitude above a threshold, a large-order net-volume measure meeting a stated cutoff, and an upward 30-day moving-average trend. The article describes the mix as a way to consider price…
This stock selection recipe combines a price trend filter with valuation and trading-range conditions. It screens Shenzhen main-board stocks for a 20-day moving average above the 120-day average, price-to-earnings and price-to-book ratios within stated…
This brief description introduces an indicator that classifies market conditions as trending or flat. Its display uses pink bars for trends, gray bars for flat conditions, and violet bars to mark a transition between the two states. The document gives no…
ADX Cross Hull Style is presented as a trend indicator that displays ADX signals as chart arrows. The note recommends using it alongside other tools: Bollinger Bands to help confirm a correction, and moving-average or momentum-style indicators to assess…
BrakeParb is described as a simple trend indicator displayed in the form of NRTR, with use compared to Parabolic SAR. The document identifies the indicator's author and notes that an earlier MQL4 implementation was published in 2012. This provides a basic…