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 document describes a Chinese equity selection rule combining a daily range filter, afternoon large-order net inflow, and a score based on price change multiplied by a large-order volume measure. It ranks candidates by the resulting score and selects the…
The document explains a Donchian Percentage oscillator that expresses the closing price as a percentage of its position between the channel’s lower and upper bounds. The bounds are the lowest low and highest high over a configurable lookback period. A…
This page organizes a beginner-oriented quantitative trading curriculum and links to lessons and example strategy projects. The listed foundations include Python, pandas analysis, historical and financial data access, visualization, and DataFrame plotting.…
This brief description outlines a trading expert advisor that uses mean reversion, price-action boundaries, and a moving average to orient trades with the broader trend. It also says the tool exposes settings such as lookback periods, RSI thresholds, and pip…
This Chinese stock-screening strategy combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and positive net buying by major participants during the opening auction. The article presents a screening expression and a Python…
The document presents an intraday CAC 40 strategy on 15-minute bars. At 09:30, it takes a long position if a MACD calculated over a window scaled to represent 14 hours is rising, or a short position if the MACD is falling. It closes positions at 21:45 and…
This document outlines an automated forex system that enters a trade when the STLMCandle indicator changes color at a bar close. A transition between blue-green and orange triggers a deal in the corresponding direction. The post identifies the required…
This Chinese-language post describes a short-term stock screen using three conditions: a 14-period RSI below 65, first-level buy volume greater than first-level sell volume, and prior-day trading value above 60 million. It frames the RSI as a price-condition…
This market newsletter combines digital-asset developments with indicators and market commentary from October 2024. It reports growth in OpenEden’s tokenized U.S. Treasury vault, contrasts Bitcoin and Ethereum ETF assets and flows, and describes a recovery…
The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…
The document describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and a six-period RSI below 65. It gives example implementations in…
This Chinese stock-screening idea selects shares with an amplitude measure above one, upward separation in short-term moving averages, and an auction-period price change between minus two and five percent. The stated rationale is to combine evidence of…
This Chinese market stock screen combines a technical momentum or condition filter with trading-flow and valuation criteria. It selects Shenzhen main-board stocks with RSI below 65, positive product of percentage price change and net super-large-order…
This five-minute crypto strategy combines entry conditions drawn from two named Bollinger Band approaches. One setup looks for a sharp downward move below a 40-period lower band, with price change, candle tail, and closing-price conditions used to qualify…
This indicator plots price levels associated with earlier Parabolic SAR switches, aiming to reveal areas where price may reverse or where a trader may reassess a position. Its settings are described as optimized especially for hourly and four-hour charts,…
The document describes a linear regression channel indicator that adds independent support and resistance lines to a standard regression channel. These additional lines can extend across a large portion of the price amplitude and can cross independently on…
This stock-screening idea combines a relative strength index below a stated threshold with three consecutive down sessions and a moving-average crossover. The written description specifies a weekly five-period average crossing above a ten-period average,…
The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…
This document describes a forex Expert Advisor that combines MACD and Stochastic indicators. It limits entries to one position per bar and uses three configurable time windows to determine when entries may occur. Its settings include an option to disable…
This short response outlines basic risk controls at both the individual-stock and broad-market levels. For a stock position, it suggests monitoring profit and loss and using risk indicators to trigger an exit, with moving-average crossovers and a multi-day…
The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…
This article outlines an equity screen requiring amplitude above 1 and MACD above the zero line, with additional consideration of company characteristics. It interprets elevated amplitude as evidence of volatility and positive MACD as a buy signal, then…
The document describes a currency-strength indicator that estimates the relative strength of a currency from closing prices of seven pairs containing that currency. To analyze a pair, it says to place the base currency’s strength curve and then the quote…
This article describes a China A-share screening rule for Shenzhen main-board stocks. It combines amplitude above 1 with rising lows, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It provides example implementations in…