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.
16,761 documents
The trading system uses the XRVI oscillator and its signal line to generate trades. A signal is formed when the two lines cross, with the decision made at bar close. The document identifies a test on XAUUSD using four-hour bars for 2011 and says the…
The proposed screen selects Chinese stocks associated with the robotics theme, with circulating market value below 10 billion yuan and turnover within a stated 3%–12% band. It also requires the opening price to lie between the 10-day moving average and 3%…
The document proposes a stock screen based on how closely five moving averages align and where the current closing price sits within its recent 30-day high-low range. It suggests interpreting alignment above 0.8 or below 0.2 alongside an upward or downward…
This document describes an Expert Advisor that generates a trade signal when a bar closes and the direction of the third-generation XMA moving average changes. It notes that the corresponding compiled indicator must be available to the trading terminal for…
This document presents a mainland China stock selection screen combining three conditions: MACD above its zero line, a daily gain greater than 1%, and at least two limit-up sessions in the past 500 days. It restricts the universe to main-board stocks. The…
This screening idea combines a historical fundamental condition with two technical filters: a 2019 dividend payout ratio above 25%, RSI below 65, and a shrinking MACD histogram on a 15-minute chart. The post presents the combination as a way to consider both…
This Expert Advisor uses the RD-TrendTrigger oscillator to enter trades at the close of a bar. Its configurable entry mode can trigger when the oscillator changes direction or when it breaks user-defined upper and lower thresholds. The stated default levels…
The indicator combines two simple moving averages with two triple exponential moving averages calculated from different price inputs, including open and close. It presents the resulting movement in a separate histogram window, coloring rising and falling…
This brief description outlines an Expert Advisor that trades from a single indicator called Beginner. A deal signal is generated at the close of a bar when a colored point appears. The EA can add the indicator to the active chart itself, provided the…
This post describes a stock screen combining three conditions: at least five moving averages converge, the ticker begins with 60, and the quoted 9:25 gain is below 6%. It interprets convergence as a sign of relative price stability and the opening-price…
This stock screen ranks candidates by capital intensity, using measures such as turnover and trading value, and requires turnover above 8% on the prior day plus more than two limit-up sessions within the preceding ten days. The rationale is to find actively…
This description explains a EUR/USD expert advisor that compares opening prices from two bars at configurable shifts. When the difference exceeds a direction-specific threshold, it opens a long or short position. It includes configurable take-profit and…
This post describes a short-term A-share stock screen based on daily price amplitude above 1%, ranking by net large-order volume, and a reference to 2021 market conditions. It frames amplitude and large-order flow as measures of trading activity and…
This proposed A-share screen looks for stocks with at least five clustered moving averages, previous-day turnover above 8%, and a ten-day return above zero but below 35%. It also presents an expanded version adding valuation filters—price-to-earnings below…
This note proposes a historical stock screen based on five moving averages (5, 10, 20, 30, and 60 days), average turnover over 20 days between 2% and 9%, and the year 2021. Its stated final selection logic adds market capitalization above 1 billion yuan and…
This proposed A-share screen looks for stocks with at least five overlapping moving averages, a 20-day average above the 120-day average, and a 9:25 gain below 6%. The note interprets moving-average overlap as a period of relative price stability and the…
This A-share screening rule combines three conditions: intraday amplitude above 1, more than two limit-up sessions within the past ten days, and a 9:25 gain below 6%. The note frames recent limit-up frequency as a sign of short-term trading interest, while…
The i-AnyRange indicator measures the high and low reached between two user-selected times during a trading day, then plots those values as horizontal levels. Its configurable inputs include the start and end times, how many days of ranges to calculate, and…
This proposed stock screen selects normally operating companies whose 30-day moving average is rising and whose price has at least five overlapping moving averages. The article interprets overlapping averages as a period of relative stability and a rising…
The strategy selects equities with an RSI below 65, 2021 revenue greater than 2018 revenue by a ratio above 1.1, and positive net profit in the first quarter of 2021. It then proposes taking the first N qualifying stocks and holding them for one year. The…
This document describes an Expert Advisor that trades from the StepMA_NRTR indicator. A signal is generated at a bar’s close when the indicator displays a color point. The system depends on a compiled indicator file and mentions a supporting trade library…
This daily CAC 40 strategy takes the opposite side of a signal from a three-line-break reversal indicator: it buys when the indicator signals a sell and sells short when it signals a buy. It only enters when the prior daily candle has a small body relative…
The Choppy Market Index (CMI) is presented as a 0–100 indicator for assessing whether price action is more consistent with a trend or an unstable, choppy market. The article describes using a moving average of CMI together with the indicator histogram: lower…
This essay outlines common reasons a promising backtest may fail in live trading. It recommends checking calculations when returns look implausibly strong, including comparing the account’s initial and current states to derive profit and loss. It also warns…