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 Freqtrade strategy combines a 14-period Relative Strength Index with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters a long position when RSI is below 30 and the close is below the lower band, treating…
This proposed equity screen looks for stocks with turnover between 3% and 12%, three consecutive declining sessions, and a high product of price change and very large order net volume. The article frames the setup as a possible rebound candidate: the…
This proposed Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a recent seven-day low condition. The post presents the combination as a way to find active stocks amid a…
This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…
This proposal screens Chinese stocks using three conditions: daily high-low amplitude above 1%, a reversal or “wrap-up” pattern, and a 2019 dividend ratio above 25%. Its indicator reference defines the amplitude threshold as a one-percent range and describes…
This indicator is designed to compare two instruments for a convergence trade. It plots an averaged line for each instrument and a third line that represents the distance between them, with colors distinguishing divergence from convergence. The suggested…
This document describes an expert advisor that trades around Bollinger Bands. Its stated rule is contrarian: a downward break below the lower band triggers a buy, while a break above the upper band triggers a sell. An update says entries are placed after a…
This post describes an equity selection screen that combines an RSI below 65 with seven consecutive declining sessions and excludes stocks that hit the daily price limit on the prior day. Its rationale is to identify recently weak stocks while avoiding those…
This post proposes screening equities for turnover within a specified range, seven consecutive down days, and a rising-bottom price pattern. It frames the combination as a way to examine stocks after a decline while looking for a possible base or rebound.…
The document describes a daily stock screen based on three conditions: a high-to-low range greater than one percent, a reversal or engulfing-style pattern, and a close above the previous day’s low. It presents these conditions as a way to find stocks whose…
ColorMFI_X20_Cloud is a chart indicator that adds adjustable background shading to overbought and oversold regions. Its inputs define five reference levels around the middle of the indicator range, including upper and lower thresholds and more extreme…
This Freqtrade strategy combines two Commodity Channel Index readings with Chaikin Money Flow and Money Flow Index conditions to identify long entries and exits. It calculates these indicators on the input candles and adds moving averages from a resampled…
This study examines how stock volatility relates to reversal and other factor returns in China’s A-share market, controlling for market capitalization and industry effects. It reports that stocks with weaker past returns tended to outperform later across…
This research summary reports tests of 23 alpha factors across seven categories in the Hang Seng Composite and Stock Connect universes. It says valuation, profitability, and growth factors were significant, with information coefficients around 3%. A…
The document proposes screening Chinese metaverse-related stocks for a positive daily close-to-close return while the session low falls between 4% and 5% below the previous close. This combines a positive closing result with a substantial intraday decline,…
The document describes a Chinese equity screen that selects beverage manufacturing stocks with daily turnover between 3% and 12% and a reversal or engulfing-style pattern. Its rationale is that turnover may indicate trading activity while the pattern may…
This Chinese equity screening rule combines a turnover filter with a recent price pattern and listing-year condition. It selects stocks with turnover between 3% and 12%, listed in 2021, whose closing prices have fallen for three consecutive days. The post…
This indicator applies Ehlers’ inverse Fisher transform to several RSI variants, including regular RSI, Cutler’s RSI, Haris’ RSI, Rapid RSI, RSX, and Slow RSI. The stated aim is to emphasize oscillator extremes, making overbought and oversold conditions more…
The Congestion Index is presented as a way to characterize whether a market is trending or moving sideways. Its stated construction compares the market’s percentage change over a selected lookback period with the extreme price range over that period. The…
This Chinese-language post outlines a stock screen combining daily amplitude, a reversal-style pattern, and market capitalization above a stated threshold. It describes the goal as finding shares with larger price movement and a possible reversal while…
This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…
The document presents a framework for trading a mean-reverting portfolio, often formed by holding one asset and shorting another. It models portfolio value with an Ornstein–Uhlenbeck process, estimates the long-run mean, reversion speed, and volatility by…
This brief BigQuant assignment proposes a contrarian stock strategy based on the idea that unusually low trading activity may accompany a price low. It buys the five stocks with the lowest turnover and holds them for five days, seeking a reversal. The…
This Chinese stock selection proposal looks for shares with turnover between 3% and 12%, seven consecutive down days, and a Morning Star candlestick signal. Its rationale is to search for a possible rebound after a sustained short-term decline. The document…