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 indicator identifies flag and pennant formations, which are commonly interpreted as pauses after a strong price move before the earlier trend resumes. It uses linear regression to detect the trend and a channel to identify the intervening consolidation.…
This Expert Advisor uses the Parabolic SAR to determine a candidate trade direction, but only when ADX is below a chosen threshold. It then adjusts direction according to the previous trade: after a winning trade, it may enter in that trade’s direction;…
This stock-selection rule looks for companies associated with the metaverse concept, with a rising 30-day moving average and at least two limit-up events during the prior 500 days. It is intended to combine a rising price trend with a history of strong…
This note proposes a simple ratio as a way to track changes in market volatility. It describes comparing a sum of price differences with an average based on summed price differences. The formula is stated informally, without defining the sampling window, the…
This note describes a weighted moving average whose price weights follow a parabolic curve. A power parameter controls the weighting pattern, extending the basic idea of a linear weighted moving average. The document explains two special settings: power zero…
The document describes a stock screen combining price amplitude, a market-concentration measure, and a 15-minute MACD histogram that is getting shorter. It interprets high amplitude as a way to find actively moving stocks, the concentration filter as a way…
This Chinese-language post describes an equity screening rule that combines a daily high-low range threshold, five consecutive years of return on equity above 15%, and a KDJ indicator condition below 20. The intended combination is a technical filter…
This stock selection example combines a daily price range filter with a calendar-year condition and a rising Commodity Channel Index (CCI) pattern. It first looks for a high-to-low range exceeding one percent of the previous close, restricts observations to…
This document describes a stock screen intended to find possible trend changes. It looks for equities whose moving averages converge, using at least five averages as the selection condition, and also imposes a limit on the indicated pre-open gain. The…
This indicator adds a trend-strength display to a smoothed Derivative indicator. It measures the indicator’s standard deviation and marks the moving average with colored dots that reflect the current trend direction. Two thresholds divide the display into…
This stock selection rule combines a 14-period RSI below 65, price above its five-day moving average, and a reversal pattern. The article’s final formulation calls for three consecutive bearish candles followed by a bullish candle. It presents indicator…
The document describes an Expert Advisor that trades a trend signal from the AML moving average. A trade signal is generated at the close of a bar when the indicator changes direction while retaining its color. The example applies the method to XAUUSD on a…
This document outlines a Chinese equity screen based on an intraday amplitude threshold, exclusion of ST-designated stocks, a five-day high condition described as a limit-up method, and at least two limit-up events over a 500-day lookback. It supplies a…
This document presents a Chinese equity selection rule requiring MACD above zero, the current high to match a two-day high, and more than two limit-up events within ten days. It explains these conditions as indicators of positive momentum, a nearby price…
This document describes a Chinese equity screening idea that combines turnover between 3% and 12%, at least one limit-up event in the prior 25 days, a concentration condition, and a minimum market-cap filter. Its stated rationale is to find stocks with…
This proposed equity screen looks for main-board stocks with turnover between 3% and 12%, a daily gain above 1%, and at least one day with a gain of 10% or more during the prior 25 trading days. The document frames a large recent daily move as a sign of…
This stock-selection proposal combines three filters: daily price amplitude of at least 1%, turnover between 2% and 9%, and a ratio of buying-side to selling-side volume above 1.3. The author presents amplitude and turnover as measures of price activity and…
This stock screen targets companies in the metaverse industry that had a limit-up event within the prior 25 days and have a rising DEA indicator. It proposes running the selection before 10 a.m. and choosing stocks for that day. The document includes a brief…
This note describes selecting stocks with turnover between 3% and 12%, a rising DEA measure, and a 2021 listing date. The proposed rationale is to combine a band of trading activity with a trend signal, while restricting the universe to recently listed…
This note presents a stock screen combining a daily price range of at least one percent, a volume ratio between 1.5 and 6, and a positive daily MACD condition. The accompanying indicator formula adds a transition check: the prior MACD is below zero while the…
This note describes an A-share stock screen using RSI below 65, prior-day auction turnover above 0.26, and evidence of trading activity during 2021. It also gives an example implementation that filters circulating market value, calculates RSI from daily…
The document outlines an equity screening rule that looks for stocks with amplitude above one, rising bottoms, and a high equal to the highest level across two days. It adds a trend filter requiring the close to remain above its 60-day simple moving average,…
The indicator combines Kaufman’s Adaptive Moving Average with a statistical filter intended to suppress small changes. The adaptive average varies its smoothing speed according to price movement: it responds more quickly in directional conditions and more…
The document proposes a daily Chinese A-share screening rule using three conditions: MACD above its zero line, share price below 12 yuan, and the opening price within five percent of the 10-day simple moving average. It says the screen is run before 10 a.m.…