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
The indicator displays the direction or trade signal produced by a separate METRO stochastic signal indicator, calculated on a selected timeframe. A round symbol denotes continuation of the current trend at the chosen bar, while a directional arrow marks a…
This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…
This note describes a Chinese stock screen that combines price and volume conditions. It seeks shares with amplitude above 1, a rising price bottom, current trading volume above 10,000 lots, and an opening price more than 3 percent above the previous close.…
This note outlines a Chinese equity screen for companies associated with the metaverse theme. It looks for a limit-up session within the preceding 25 trading days and a current control ratio above 21 percent. The stated rationale is to combine a recent…
This research review examines momentum in Chinese equities and compares several ways to measure it. It reports that simple one-year returns, with a recent period excluded, did not predict returns reliably across the full A-share market in the tested sample.…
This note describes a short-term Chinese stock screen combining price movement with recent momentum. It selects shares with an amplitude above 1, a positive but limited ten-day gain, and three consecutive limit-up sessions on the previous day. The…
This research summary examines the difference between monthly stock and industry behavior in Chinese equities: individual stocks are described as showing reversal, while industry indices show momentum. It proposes an industry-momentum factor based on the…
This product guide describes a strategy-design workflow for OctoBot. It separates strategy review from creation: the viewer presents performance metrics and trade details for analyzing and comparing runs, while the creator walks users through market…
This post outlines an A-share stock screen using daily amplitude, opening-auction price and order-flow signals, and recent returns. Its stated criteria include amplitude above 1, a positive but less than 35% ten-day gain, and a threshold for large or…
This post describes a Chinese A-share screening rule that combines daily price movement, company size, profitability, and opening-auction turnover. It selects stocks with an absolute daily price change above 1%, market capitalization no greater than 10…
This brief indicator description explains a chart overlay that plots straight price channels from three timeframes on a single chart. It also draws each channel’s upper and lower boundaries, using line widths to distinguish the timeframes. A related version…
This Chinese-language post describes an equity screen requiring a daily price range threshold, company scale above a stated minimum, and the 20-day moving average above the 120-day moving average. It frames the moving-average relationship as a trend filter…
This Chinese-language post outlines a stock screen combining a large daily trading range, at least one strong single-day gain within a recent 25-session window, and a specified share-price level. It also sketches formula and Python implementations, though…
This indicator adapts the RSI calculation by first comparing the close with a configurable moving average of a selected price series. Positive and negative differences are separated into gain and loss inputs, then each side is smoothed with a configurable…
This stock-screening proposal combines a metaverse industry filter with a rounded-price-shape setup and a rise in trading volume. Its reference conditions include turnover within a specified band, price and moving-average relationships over recent periods, a…
This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…
This stock-selection rule combines a 14-period RSI below 65, three consecutive declining sessions, and positive Chaikin Money Flow over 14 periods. The proposed interpretation is that recent weakness may leave room for a rebound while positive money flow…
This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…
The Bollinger Bandit combines moving-average bands with a directional filter. It considers long entries when price is below the upper band and the close is higher than it was 30 days earlier; short entries use the corresponding lower-band condition and a…
This post proposes an A-share stock screen that combines three conditions: daily amplitude above one, the opening price near the 10-day moving average, and a positive institutional-flow measure. Its examples define “near” as within five percent of the…
This post describes an A-share screening rule that combines daily price movement, trading range, and a measure of large-order net flow. The stated criteria are an amplitude above one, a share price of 18.5 yuan, and a product of price change and very large…
This event description focuses on why quantitative strategy results in backtests can differ from live trading performance, a concern it identifies specifically for Chinese A-share strategies. It presents the topic as a practical challenge for traders and…
This article recommends a three-part process for improving trading discipline: record each trade’s rationale, timing, size, planned risk and reward, and emotional state; review those records regularly for rule violations and emotional decisions; then analyze…
The document introduces stationarity as a time series property in which statistical characteristics remain stable over time, then contrasts it with nonstationary series whose means can drift. It explains that a stationary series may tend to return toward its…