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.
29,558 documents
Last ZZ50 is a rule-based trading approach built around the two most recent ZigZag segments, labeled AB and BC. It places pending orders at the midpoint of each segment: an order associated with AB is intended to enter in the direction of the trend indicated…
This screen looks for stocks with an intraday range above 1%, at least one limit-up event in the prior 25 days, and a current decline from the session high of 4% to 5%. The article frames the range as a volatility signal, the recent limit-up as evidence of…
This stock screen selects shares with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and total shares of at least 200 million. Its stated aim is to combine a technical condition with company size and liquidity-related…
This stock-selection method filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a positive 10-day return below 35%. The article describes the added 10-day return band as a way to focus on recent upward movement while…
This stock screen combines an intraday amplitude threshold, a high ranking for net large-order volume, and an RSI below 65. The accompanying explanation presents the range as a volatility filter, large-order flow as a proxy for capital movement, and RSI as a…
This Chinese A-share stock screen combines daily turnover between 3% and 12%, membership in a robotics concept group, float market value below a stated ceiling, and a shareholder concentration condition. The proposed rationale is to find actively traded…
This asynchronous example implements a futures grid around a chosen starting price. It creates multiple long and short trigger levels using repeated percentage steps, assigns a trade size to each level, and starts a watcher task for every grid interval. A…
The article explains why a high win rate alone does not ensure long-run profits. Traders may close winners too early and let losing positions grow, so the size of gains and losses matters alongside their probabilities. It also argues that trading systems…
This opinion piece challenges the idea that quantitative trading is uniformly harmful to retail investors. It contrasts high-frequency approaches, which it says may use speed and securities lending to affect momentum-driven trades, with lower-frequency…
This proposed equity screen combines capital-flow strength with a robotics theme, a small free-float market capitalization, and a historical dividend payout ratio above a stated threshold. Its rationale is that strong flows may indicate investor interest,…
The document describes a modular MetaTrader expert advisor organized around the ICT Daily Bias method. It identifies bullish, bearish, or revising market bias across timeframes as the directional input for trades. A risk-management component supports daily,…
This note proposes screening Chinese A-share stocks in the metaverse sector using an early-session price condition and enterprise classification. The described rule caps the 9:25 a.m. gain at 6% and adds a selected enterprise type, with high-tech and…
This article outlines a daily stock backtest framework in which a natural-language screening query selects entries. The example framework also allows a maximum number of holdings, a holding-period exit, and optional take-profit and stop-loss thresholds.…
This stock-selection proposal filters for amplitude above 1, weekly MACD above zero, and turnover between 2% and 9%. It combines a price-range condition and a weekly trend measure with turnover as a proxy for trading activity and liquidity. The document…
This stock screen combines three technical conditions: amplitude above 1, MACD above the zero line, and a newly formed KDJ golden cross. The document interprets amplitude as a sign of price movement, positive MACD as evidence of a favorable trend, and the…
The EA described combines the Adaptive Moving Average (AMA) and Relative Strength Index (RSI) in a two-stage signal. For a buy example, RSI must first fall below a configurable level of 30, and price must then cross above AMA within a configurable number of…
This short forum exchange discusses how to construct market risk-control indicators, particularly for broad-market timing. It says such approaches commonly use an index together with custom technical indicators, such as MACD, to guide decisions. It also…
This document presents a Chinese stock screen focused on companies associated with the metaverse and robotics themes. It filters for a volume ratio within a specified range and limits circulating market capitalization, describing the volume condition as a…
This variant combines a selectable moving average with Average True Range bands to display trend direction and potential support or resistance areas. The described defaults use an exponential moving average over 100 periods, a 10-period ATR, and a multiplier…
The document briefly introduces the Ulcer Index as a measure related to price volatility and possible drawdowns or recoveries over a selected period. It names three configurable inputs: the calculation period, an inverse-calculation option, and the price…
This strategy forms a quality score from four accounting measures: accruals, cash flow relative to earnings, debt relative to assets, and return on equity. It favors firms with lower accruals and leverage and higher cash flow and profitability. Stocks are…
This stock screening post selects companies with daily turnover between 3% and 12%, circulating share float at or below 5.5 billion shares, and a positive price-to-earnings ratio. The stated rationale is to find actively traded stocks with a relatively…
This stock selection post combines a 14-period RSI below 65 with a price high equal to the highest high over the past two sessions. It further narrows candidates to companies with market capitalization at or below 10 billion and positive profitability…
This Chinese stock selection post proposes screening for shares with daily turnover between 3% and 12%, a positive product of the day’s price change and net flow attributed to very large orders, and a listing age exceeding a stated threshold. Its explanation…