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
The document introduces R-Breaker as a futures strategy that combines breakout entries with reversal signals. It describes calculating daily pivot, resistance, and support levels from the previous session’s high, low, and close, then using those levels to…
This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…
This automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…
The document describes an indicator that plots the high and low of the previous day, week, and month as reference levels for trading. Its distinctive design anchors each line at the bar where the relevant extreme occurred, conveying the level’s age and how…
This note describes a stock screening rule that combines a positive MACD reading, a company or concept filter, and a stochastic K value below 20. The intended logic is to select shares with an upward trend signal while looking for an oversold condition that…
The document describes two strategies using an adaptive baseline and volatility bands. For momentum breakouts, it calls for a candle close beyond an outer band and a baseline color indicating the same direction; the trade is held until the baseline changes…
This document describes an RSI divergence indicator that draws RSI in a separate pane and marks detected divergences both there and on the price chart. Its inputs include the calculation period, applied price, overbought and oversold thresholds, and separate…
This stock-selection proposal screens listed Shenzhen stocks using a turnover range of 3% to 12%, positive price-to-earnings ratios below 29.01, price-to-book ratios below 3.11, and a reversal-style price shape. Its reference implementation represents that…
This document describes a channel indicator for identifying potential countertrend entries. It calculates the highest and lowest prices over a configurable lookback range, uses their midpoint as the channel center, and plots a simple moving average of…
This stock-selection rule combines valuation filters with short-term technical signals. It screens Shenzhen main-board shares for positive price-to-earnings and price-to-book ratios below stated upper bounds, RSI below 65, and a shrinking negative MACD…
This Chinese stock-selection note proposes screening for shares with turnover between 3% and 12%, three consecutive declining sessions, and circulating market capitalization above 10 billion yuan. It frames the filters as a combination of trading activity,…
The Damiani Volameter is presented as a filter for identifying whether market conditions are trending or ranging. It compares a volatility meter with a threshold: the document says a green line above the black line indicates a trend, while the reverse…
This proposed Chinese mainland equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain above 1%, and turnover between 3% and 12%. The accompanying examples show how to calculate RSI and daily returns, filter for listed shares…
This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…
This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…
This article introduces trend following, mean reversion, arbitrage, and high-frequency trading, then argues that trend following is the most accessible of these approaches for individual A-share investors. It describes trend following as entering in the…
This note describes an A-share stock screen focused on the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, a reversal-pattern measure above 0.5, and market capitalization between 1 billion and 10 billion yuan. The article…
This A-share screening method combines three price-based conditions: RSI below 65, seven consecutive sessions with down candles, and a positive gain below 35% over the latest 10 sessions. The document explains the intent as filtering for stocks that have not…
This report examines whether price momentum signals behave differently according to which types of traders account for trading volume. It divides A-share participants into retail, medium, large, and institutional groups based on order size, then compares…
This note describes a Chinese equity screen that combines a metaverse theme, positive institutional activity, a lower daily low than the previous session, and a 30-day RSI below 30. The intended rationale is to find themed stocks with institutional interest…
K’s reversal indicator combines Bollinger Bands with MACD to identify possible countertrend entries. The buy setup looks for price below the lower band while MACD crosses above its signal line; the sell setup mirrors this above the upper band with MACD…
This post describes a stock selection screen that combines a turnover range of 3% to 12%, a K value below 20, and a sequence of seven declining sessions. The stated idea is to find stocks that have fallen for several days, potentially identifying a turning…
The document describes a TDI indicator displayed as a trend index line, a direction line, and a directional histogram. Its calculation uses a configurable period and applied price. The histogram indicates the favored trade direction: upward for buying and…
This indicator rescales each candlestick around its opening price, displaying the open at zero and the high, low, and close as offsets from the open. Candle direction is marked with different colors. It also calculates thresholds at positive and negative…