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.
79,386 documents
This indicator description presents an adaptation of a double-smoothed Wilder exponential moving average. It adds a volatility-ratio mode to adjust the average and a correction method attributed in the source to Alexander Uhl. The suggested use is similar to…
The indicator described here combines readings from seven HighsLowsSignal indicators calculated on different timeframes. It displays a separate line for each component, with line color reflecting the direction of that indicator’s most recent signal. The…
This Chinese-language post describes a stock screen combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a concentration measure below 20%. The stated rationale is to find stocks…
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…
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 stock-selection screen targets companies in China’s metaverse sector that recorded at least one limit-up session within the prior 25 trading days and whose opening price is less than 6% above the previous close. The post frames the recent limit-up as…
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 guide describes ways to organize AI agents inside a trading strategy, from a single analyst to specialist research teams, opposing bull and bear views, and sequential debate. It distinguishes deterministic strategies, agent-led decisions, and hybrid…
The article tests whether a convolutional neural network can classify stock direction from chart-like images generated from OHLC data. Each sample uses 32 time steps, normalized to a 128-by-128 binary image: groups of columns mark open, high-low range, and…
This forum post raises an implementation question about deploying BigQuant StockRanker models for live trading through a brokerage server. The author believes StockRanker includes a gradient boosting decision tree model and asks whether deployment transfers…
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 report describes a CTA approach for Chinese stock index futures that combines weekday return patterns with intraday effects. Its analysis notes higher return probabilities overnight and during the first half hour after the open, and different weekday…
This post presents a simple Chinese equity screen that selects stocks associated with the metaverse theme, with a positive return condition and a share price below a stated threshold. It describes the intended criteria in plain language and gives example…
This developer note explains two ways to inspect and work with a trading bot’s strategy tests. It says historical candles collected for backtesting are stored in SQLite files, which can be opened in a database browser to examine the available market data.…
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 document describes a tick-data compressor that stores changes in bid, ask, and time rather than repeating full tick records. Small price and time changes can fit into a compact representation, while larger differences use additional bytes. It also offers…