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.
4,328 documents
This post proposes a technical screen for Chinese A-share stocks. It selects shares with RSI below 65, seven consecutive sessions in which the close is no higher than the open, and a KDJ stochastic K reading below 20. The accompanying code sketch describes…
This document describes an automated trading system that seeks trades when price diverges from either the Relative Strength Index or Commodity Channel Index. It lists configurable indicator thresholds and a bar-count setting for waiting for a divergence,…
This guide explains how to connect Hummingbot to GRVT, a self-custodial perpetual futures venue with central limit order book matching, and outlines its authentication, funding, fee, instrument, and order settings. It also walks through using Hummingbot’s…
This strategy uses the highest and lowest prices over a configurable number of recent bars to choose a trade direction. If the current bar sets the lookback high, it opens a buy; otherwise, it opens a sell. The premise is that prices often revisit recent…
The document outlines an automated trading system for MetaTrader 5 that uses RSI thresholds to identify mean-reversion entries. Its default overbought and oversold levels are 80 and 20, and it detects threshold crossings as signals. An open position is…
This indicator adapts a single-state Kalman filter using Kaufman’s Efficiency Ratio (ER). Each bar’s ER scales process noise between configured bounds: high efficiency increases the Kalman gain so the estimate follows directional price action more closely,…
The article introduces a customizable stock-selection strategy built around five rules, primarily seeking stocks that have fallen sharply and then stabilized, with some rules intended to identify possible rallies. It contrasts rule-based coding, where…
The post describes a stock screen requiring price amplitude above 1, current volume above 10,000 lots, an opening above the prior close, and a specified daily decline between 4% and 5%. Its rationale is to find active, liquid stocks that open positively…
This indicator description presents a Commodity Channel Index variant that can smooth its input prices with a selectable average before calculating CCI. Available average types include simple, exponential, smoothed, and linear weighted. The stated aim is to…
This chart indicator plots two sets of Fibonacci retracement levels using rolling highs and lows. The short-term range uses the highest high and lowest low over configurable lookbacks, with defaults of 50 bars for each. The long-term range uses separate…
This Chinese-language post describes an equity screening rule based on daily amplitude above 1%, a closing price of 18.5 yuan, and a KDJ K value below 20. It interprets the KDJ threshold as an oversold condition and suggests ranking qualifying stocks by…
This module implements analytical trading calculations for an Ornstein–Uhlenbeck mean-reverting process, following a published statistical-arbitrage model. Given an entry threshold, an exit threshold, and transaction costs, it computes expected trade length,…
This Chinese stock-selection idea filters for stocks with turnover between 3% and 12%, displayed buy-one volume greater than sell-one volume, and a rounded price pattern in which a decline is followed by a rebound. The stated rationale is that turnover and…
This report examines two style-allocation ideas for Chinese equities: rotating between value and growth using value spread, and reducing market exposure to systematic risk through low-beta investing. It argues that value spread tends to revert toward its…
This experiment describes a directional strategy for the APE-BUSD perpetual futures market that combines Bollinger Band position with the MACD line and histogram. It takes a long signal when %BB is below 0.2, the MACD histogram is positive, and the MACD line…
The document describes a modified Aroon oscillator intended to react more quickly to trend changes while smoothing noise. It starts from the difference between Aroon Up and Aroon Down, applies an exponential moving average, and tests a range of gain values…
This screen looks for metaverse-related stocks whose turnover is between 3% and 12% and whose candles have closed down for seven consecutive sessions. The document describes the setup as a way to find companies in the metaverse theme after a sustained…
This system combines the direction of an X-day average of closing prices with price comparisons over two lookback intervals. A buy setup requires the average to be higher than it was Y days earlier, while the latest close is below its level Y days earlier…
This note describes a short-term A-share screen combining amplitude above 1, rising bottoms, and a morning-star candlestick pattern. Its formula references a sequence of open and close prices, while the sample implementation also checks a low KDJ reading.…
This Chinese-language post outlines an equity screen requiring price amplitude above one, a measure described as afternoon large-order net inflow, and seven consecutive sessions with closes below the preceding close. It then says to choose the strongest…
This Chinese-language post describes an A-share selection rule combining three conditions: price amplitude above one, a dividend payout ratio above 25% for 2019, and the current session’s low below the previous session’s low. It presents higher amplitude as…
Hurst Bands plot percentage-based levels around a central moving average of median price. The center uses a simple moving average over half the selected period, and three configurable deviation values define inner, outer, and extreme bands above and below…
This post proposes screening Chinese stocks for a large daily amplitude, a prior-day condition labeled as main-force control, and a current low below the previous day’s low. The rationale is to find volatile stocks with presumed large-player support that…
This screen selects Chinese equities with a daily high-low range above 1%, a low price between 4% and 5% below the previous close, and turnover between 3% and 12%. The author interprets the range as a sign of elevated volatility, the steep decline as a…