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 document presents a China A-share screen centered on turnover between 3% and 12%, a seven-day declining-price condition, current volume above 10,000 lots, and an opening price above the previous close. Its final proposed version adds market…
This Chinese-language post proposes screening stocks using three conditions: a large daily price range, prior-day turnover within a specified band, and a reversal candle pattern. It presents the combination as a way to find stocks with substantial price…
The document describes an RSI variant that places adjustable bands around the conventional center level. It calculates the RSI from closing prices, then sets an upper and lower band by adding or subtracting a multiple of the standard deviation of the RSI…
This stock screen combines turnover between 3% and 12% with seven consecutive sessions in which the closing price falls, then filters for a daily price change below 2.6% and above -5%. The article presents the rule as a way to find stocks after a sustained…
The document proposes a stock screen combining three conditions: relatively large price amplitude, upward divergence in the day’s moving averages, and a limit-down price at the prior session’s 9:15 matching stage. The stated rationale is to find volatile…
This indicator adapts the idea of nested Hurst channels by plotting a shorter-cycle channel inside a medium-cycle channel. Both use smoothed price averages as centers and average true range offsets to set their upper and lower bounds. The description frames…
The document describes a Chinese stock selection screen that combines a 14-period RSI below 65, the product of percentage price change and an oversized-order net inflow measure above 1, and a circulating market capitalization between 5 billion and 10 billion…
This document describes a Chinese equity screen that looks for stocks with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. Within those limits, it selects stocks whose closing price has fallen on each of the…
This indicator description explains a Relative Strength Index tool that marks overbought and oversold states, then uses those states to define price channels and identify swing pivots. Users can adjust the RSI period and threshold levels, with shorter…
The Market Mode indicator adapts John Ehlers’ phase-based approach to classify market conditions. It applies a filter to the midpoint of each bar, smooths the resulting oscillator, and compares it with adaptive upper and lower thresholds. A move above the…
This indicator measures weekend price gaps for a selected instrument and timeframe to assess whether fading a gap may be viable. It divides observations into recent gaps, the last twelve months, and the full available history. For each period, it reports gap…
This article outlines a machine-learning stock selection strategy intended to find shares that may rebound after declines while limiting drawdowns during weak market conditions. It targets China’s small and medium-sized board, chosen for its activity and…
This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…
This expert adviser seeks pivot points using only the current and previous bars, then enters market orders when price appears to attempt a trend reversal. It does not use technical indicators. Orders can have configured take-profit and stop-loss levels;…
The article explains a countertrend martingale approach in which a trader adds to a losing position at set price intervals, hoping a later reversal will recover accumulated losses. It works through a foreign exchange example with equal size additions and…
This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…
The document describes a price gap indicator that displays gaps as a histogram. It assigns red bars to upward gaps, which it suggests may fill downward, and blue bars to downward gaps, which it suggests may fill upward. The proposed gap-filling direction is…
This indicator defines a modified Detrended Price Oscillator as the closing price minus a moving average. Users can adjust the moving average period, calculation method, and applied price, allowing them to change the resulting curve. The description says…
This Chinese A-share screening idea selects stocks whose intraday high-low range exceeds 1%, whose day low is between 4% and 5% below the prior close, and whose MACD is above zero. The rationale combines elevated volatility and a sharp intraday decline with…
This indicator changes two parts of a conventional RSI setup. First, it filters prices with a selectable moving average before calculating RSI, aiming to reduce false signals without adding substantial lag. Second, it assesses trends with Discontinued Signal…
This visual indicator assigns signed levels from one to nine using RSI readings. For each level, it checks whether RSI is above or below the midpoint of 50: readings above it receive a positive level, and readings below it receive a negative level. The…
The document describes an indicator for visualizing pair trading by overlaying one instrument’s price series on another. When the two series diverge, the example strategy sells the relatively higher pair and buys the lower one; both positions are closed when…
This indicator identifies bullish or bearish engulfing candles using either candle bodies or full high-low ranges. A configurable lookback checks whether a chosen number of preceding closes moved consecutively in one direction, then requires that sequence…
The article explains how WorldQuant’s 101 formulaic alphas combine short horizon price and volume features, often mixing momentum and mean reversion. It distinguishes signals traded on the same day as their latest input from those traded later, and walks…