Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
Liczba dokumentów: 79,386
This document describes a short-term Chinese A-share screen for stocks classified in the metaverse theme. It selects candidates using a price-change condition tied to the 9:25 opening period and a prior-session turnover range. The article also gives example…
The document introduces volume-weighted average price as an intraday benchmark for comparing a stock’s current trading level with its volume-weighted average for the day. It notes that institutional traders and algorithms use VWAP to assess execution or…
This Chinese stock screen combines a daily price range threshold, a fixed closing price, and a measure described as the proportion of trading attributed to dominant participants. The article explains that the range condition is intended to select more…
Spectr is described as an indicator that measures the oscillation spectrum of a financial asset and normalizes it using a simple moving average. This gives a brief conceptual description of how the indicator relates price movement to a moving average, but…
This Chinese equity screen selects stocks associated with the robotics theme, with circulating market value below 10 billion yuan, turnover between 3% and 12%, and an appearance on the previous day's stock leaderboard. The article also gives formula-style…
The document describes a Bill Williams fractal indicator for marking local highs and lows. A high fractal is a middle bar whose high is at least as high as the surrounding bars in a five-bar window; a low fractal is defined conversely by the middle bar…
This Chinese stock screen combines a metaverse industry classification with a relative-volume band and a sequence of declining closes. The stated selection conditions require volume ratio above 1.5 and below 6, alongside seven consecutive down days. The…
This indicator compares price with several moving averages to describe market phase. On a daily chart, the author associates the 1,400-day average with a 200-week measure and uses 50-, 100-, and 200-day averages as shorter-term references. The indicator…
This Chinese-language post describes a mainland Chinese stock screen combining turnover rate, the ratio of outside to inside trading volume, and the current day’s price gain, then restricting candidates to main board stocks. It frames turnover as a liquidity…
This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…
This note introduces fractal dimension as a way to describe how price patterns retain similar roughness across chart timeframes. It explains the concept through covering a pattern with objects of different sizes: the relationship between the number and scale…
The document presents a trading-platform routine that limits a requested order size using a configured percentage of the account’s free margin. When the requested lots exceed the calculated cap, the routine reduces them and adjusts the result to the broker’s…
The document describes a Chinese equity screen for stocks in the metaverse industry. It selects shares trading above their five-day moving average and with at least one limit-up event during the preceding 25 days. The moving-average condition is used as a…
This report studies whether changes in leading companies’ expected earnings can help select industries for rotation. Its premise is that revisions to a sector leader’s expected fundamentals may influence subsequent returns across related stocks. The analysis…
This post describes a simple equity screen combining three conditions: a large daily trading range, moderate realized turnover on the prior day, and a current low below the previous session’s low. The proposed interpretation is that it identifies actively…
This report examines whether selecting stocks within industries can improve factor comparisons by reducing structural differences between sectors. It groups stocks using a detailed industry classification, removes recent listings and very small firms whose…
This note proposes screening Chinese stocks associated with the metaverse theme, with circulating market capitalization above 10 billion yuan, and aggregate large- and extra-large-order buying during the opening auction above 7 million yuan. Its rationale is…
This note describes a Chinese equity screen requiring turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and exclusion of STAR Market stocks. The accompanying example…
This note outlines an A-share screening approach that ranks stocks by volume ratio, then selects those with net-volume readings above 0.05 for at least three consecutive days and a 9:25 a.m. price change below 6%. It presents the conditions as a way to…
This document describes a Murrey Math level indicator variant that displays its levels as labels and allows their symbol and size to be changed through input parameters. The symbol value determines which character is used to represent the levels, while the…
This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…
This forum exchange concerns a VeighNa strategy that logged minute bars during a SimNow session but produced no logs or apparent activity the next morning, even though the interface still showed a CTP connection. A participant recommends adding internal…
This document describes an equity screening rule that combines price range, large-order net volume, and the opening price change. It selects stocks whose amplitude exceeds 1, whose large-order net volume measure stays above 0.05 for at least three…
This article outlines a Chinese stock screen requiring price amplitude above 1%, excluding Beijing-listed shares, and selecting stocks whose KDJ indicator has just formed a golden cross. It presents the combination as a way to focus on more volatile stocks…