Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
79,386 documentos
This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…
This post outlines a stock-selection idea combining a short-versus-long moving-average trend filter with measures of daily position increases and large-order net flow. The initial logic highlights a positive position-increase share, the product of price…
This post documents an attempted BigQuant workflow for combining daily Chinese stock bars with prefactor and money-flow tables. The query joins records by date and instrument, selects price and valuation fields, calculates returns, and applies a non-null…
This brief indicator description presents a trend identifier oscillator intended to distinguish directional markets from flat conditions. It exposes five settings: a moving-average period, the price used for that average, a signal-line period, a deviation…
This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…
This Chinese-language post proposes a stock screen using daily price range, closing price, and the ratio of outside to inside trading volume. Its stated core thresholds are amplitude above 1, close below 20, and outside volume divided by inside volume above…
The module implements the two-step Engle–Granger approach to constructing a portfolio intended to be mean reverting. It uses ordinary least squares to regress a chosen dependent asset’s price on the other price series, defaulting to the first input column as…
The Ultimate Oscillator combines buying pressure relative to true range across three lookback periods. Each period’s ratio is calculated by summing buying pressure and true range over that window, then dividing the two sums. The shortest period receives the…
This research summary treats intraday stock prices as time series rather than isolated observations. It applies empirical mode decomposition (EMD) to separate trend-like price signals from noise, then uses their relative strength to form a signal-to-noise…
This document describes an automated strategy that trades changes in the KWAN_RDP indicator’s direction. A signal occurs when the indicator changes color at a bar’s close, providing the entry trigger for the expert advisor. The indicator file must be…
This short description identifies FineTuningMA as a moving average indicator designed to allow detailed configuration. It credits the indicator to gumgum and notes that an earlier implementation appeared in MQL4’s Code Base in 2010. The page offers no…
The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…
This brief description presents a single-file collection of averaging methods, including familiar simple and exponential averages alongside smoothed, weighted, triangular, sine-weighted, Hull, and T3 variants. It also lists a linear regression value and…
TimerEA is an expert advisor for opening and closing orders at specified dates and times on the symbol to which it is attached. Scheduling can be based on a day of the week or a day of the year. It supports market orders as well as pending stop and limit…
This indicator adds a trend-strength cue to AML using a standard deviation calculation. When the AML indicator’s standard deviation exceeds a configurable threshold, the indicator places a colored dot on its moving average. The dot color reflects the current…
This expert advisor runs two NRTR signal systems, one for long positions and one for short positions. Each side has its own settings, including separate identifiers, position sizing, and switches for allowing entries and exits. The separation lets a trader…
This document describes an A-share stock screen that selects Shenzhen main-board shares with daily price amplitude above 1%, a nonempty outstanding convertible-bond name, positive price-to-earnings ratio below 29.01, and positive price-to-book ratio below…
The Relative Momentum Index, developed by Roger Altman, is described as a variation of the Relative Strength Index. Instead of comparing each close with the immediately preceding close, it measures gains and losses relative to the close a chosen number of…
The document describes an implementation of William Blau’s Ergodic Oscillator, associated with his work on momentum, direction, and divergence. The indicator is displayed as a colored histogram, with its signal line represented as a colored cloud. This is a…
This document describes an A-share screen using three conditions: a rising 30-day moving average, a prior-day 9:15 matched price at the limit-down level, and a current increase in the stated position-building ratio above 5%. Its proposed interpretation is…
The document outlines an A-share stock screen combining an RSI below 65, a daily gain above 1%, main-board listing, and non-ST status. It proposes selecting five stocks from the day’s limit-up leaders, with selection intended before 10 a.m. The rationale…
The indicator tracks a session’s developing high and low, freezes those levels when the session ends, and monitors subsequent price action for a sweep. A breach must exceed a configurable buffer; the signal is confirmed only if price closes back inside the…
This document describes a short-term stock screen combining daily price amplitude above 1, a controlling-shareholder measure whose absolute daily change exceeds 21, and a rising DEA value from MACD. It shows examples of how to express these conditions in a…
The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…