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.
8,851 documents
This proposed A-share stock screen combines turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a bullish weekly-bar condition. The accompanying explanation treats the weekly bar as a way to identify upward…
This post proposes screening for stocks with at least five overlapping moving averages, upward-diverging averages on the current day, and at least two limit-up sessions within 500 days. It frames aligned averages as a sign that short- and long-term trends…
This post describes a stock screen framed around overlapping moving averages and a 20-day average above the 120-day average. Its example strategy calculates 5-, 10-, 20-, and 60-day moving averages, then selects a stock when the 5-day average is above the…
The Corrected Average, also called the Optimal Moving Average, is described as a moving-average filter that adjusts its response to volatility. Its central rule is that the time series must move beyond a volatility-dependent threshold before the indicator…
This stock screen combines three stated filters: at least five moving averages should converge, the share price is specified as 18.5 yuan, and the 20-day moving average should exceed the 120-day average. The article frames convergence as possible evidence of…
The proposed A-share screen combines a 20-day moving average above the 120-day average with a reported position-growth measure above 5% and previous-day actual turnover between 3% and 28%. The article interprets the moving-average relationship as a favorable…
BvsB is a trend-following indicator that combines Bears Power and Bulls Power, with one series inverted. The description proposes opening a position when the two lines intersect and reading sustained convergence as a sign that the prevailing trend is…
A Kagi chart tracks price direction, typically using closing prices while disregarding time intervals and volume. The line extends as prices continue in their current direction. When price reverses by more than a chosen minimum amount, the chart turns and…
This stock screen combines three conditions: the share price’s 20-day moving average must be above its 120-day moving average, the stock must have been listed for more than 20 days, and today’s buying-volume share must exceed 5%. The document presents this…
This indicator description explains a ZigZag channel whose threshold moves with the Parabolic SAR instead of remaining fixed. It draws an analogy to trailing stops: as the Parabolic SAR level changes, the channel boundary adjusts, potentially tracking…
This indicator description presents a trader aid that combines two moving averages with the Relative Strength Index. It displays arrow signals intended to suggest when a pullback within the day’s prevailing trend may be ending, helping inform trading…
This note presents a Chinese equity screen that ranks stocks by capital strength, keeps those with positive institutional activity, and requires the 20-day moving average to exceed the 120-day average. The moving-average comparison is intended to represent a…
This note outlines a Chinese equity screen combining RSI, free-float market capitalization, and a weekly moving-average trend signal. It selects stocks with RSI below 65, free-float market value between 5 billion and 10 billion yuan, and a weekly close…
This Chinese stock screen targets companies associated with the metaverse concept whose trend indicators are rising. Its stated conditions are an upward-sloping 30-day moving average and an upward expansion in the gap between the 5-day and 10-day averages.…
This indicator adjusts a simple moving average’s period to the chart timeframe, aiming to represent a comparable span of market activity across charts. The examples scale the lookback to the number of bars in a year or trading session: monthly and weekly…
This document introduces a multitimeframe version of the Donchian Channel, an indicator developed by Richard Donchian. For a selected lookback of n periods, the channel’s upper boundary is the highest high and its lower boundary is the lowest low. The space…
This short indicator description introduces a semaphore signal based on crossings between a conventional moving average and Kaufman’s Adaptive Moving Average (AMA). It identifies the indicator as an MQL4 work and notes that the original version was published…
This note describes Extrem_N, a simple price indicator that compares the current bar’s high and low with those from a user-selected number of bars earlier. A lower current low is treated as evidence of a downtrend, while a higher current high is treated as…
This example implements a Dual Thrust breakout strategy on a futures contract using daily bars. It calculates a range from the prior five completed sessions: the larger of the highest high minus the lowest close, or the highest close minus the lowest low.…
This strategy uses a 5-period exponential moving average crossing a 20-period simple moving average to trigger long or short signals. For a long setup, the crossover candle’s close and the preceding wave low define two reference points; for a short setup,…
This document describes a basic automated trading strategy built around the intersection of two moving averages. When the averages cross, the expert advisor opens a position in the corresponding upward or downward direction. A reverse intersection closes the…
This Expert Advisor uses closing-bar arrows from the SilverTrend_Signal indicator to open positions. It scales an existing position when the most recent deal’s profit points exceed a threshold set in the EA inputs. A trade comment records the scale count…
This brief description identifies Olivier Seban’s SuperTrend indicator and names its three inputs: a calculation period, a shift that offsets the indicator line from price in points, and an optional trend filter. It gives a basic map of the indicator’s…
This entry introduces the Butterworth filter, also known as a maximally flat filter, as a way to smooth a price series. Its stated aim is to reduce short-term noise while preserving a clearer indication of price direction. The included example initializes…