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 document summarizes research on whether actively managed equity funds earn stronger future returns when their trading increases the technological similarity of their holdings. It describes Active Technological Similarity (ATS), built from the overlap in…
The Elder Impulse System is a technical indicator intended to identify transitions in which a price trend accelerates or weakens. It combines an exponential moving average with the MACD histogram: the moving average represents trend direction, while the…
This entry describes an Expert Advisor that uses the Center of Gravity indicator. It generates a signal when a bar closes with the indicator crossing its signal line, making the bar close the stated confirmation point. The entry specifies that the compiled…
This document describes a stock screen combining a daily price-range condition, a low share-price cutoff, and a positive value for a field associated with beverage and alcohol imports and exports. The formula reference also includes a minimum trading-amount…
The document outlines a Chinese equity screening idea that combines membership in the metaverse theme with positive institutional-flow readings and a condition labeled as the start of a strong upward move. It presents a formula reference and a Python example…
This document presents a charting rule that colors candles according to whether the Commodity Channel Index and MACD agree on direction. It calculates CCI over 14 periods and compares the MACD line with its signal line, defined here as a 9-period exponential…
The document describes John Ehlers’ Universal Oscillator, a price-momentum indicator based on the SuperSmoother filter. It first forms a differenced price input, smooths it with a recursive filter controlled by a bandedge period, and scales the result by a…
This summary compares financial growth signals and subsequent stock returns in overseas and Chinese markets. It defines asset growth as changes in balance-sheet items, including total assets, current assets, and inventory, and profit growth through measures…
This guide explains how to connect Hummingbot to Injective Helix for spot or perpetual trading, with a focus on delegated accounts. It describes separating a portfolio wallet that holds funds from a trading wallet that receives authority to trade those…
This overview of a Chinese securities firm’s research describes a shared AI platform for financial data, model development, GPU computing, backtesting, performance analysis, and deployment. It also discusses deep reinforcement learning for stock selection…
This document describes an Expert Advisor that uses a Slow Stochastic oscillator for entry decisions. It offers alternative signal modes based on the oscillator changing direction, crossing the 50 level, or a change in the signal-line cloud color. The…
This Chinese stock-selection post describes a screen combining three conditions: daily price amplitude above 1, an upward-spreading moving-average signal, and prior-day turnover above 60 million. The intended candidates have noticeable price movement, an…
This document introduces a proposed study of Chinese stock price-limit events. It says the work explains the limit-up mechanism, classifies stocks that reach the upper price limit, and examines returns after those events. The stated research direction is to…
RSIOMA combines two moving averages with a Relative Strength Index calculation, then smooths the resulting RSI with another moving average. The indicator displays the RSI-based line and its smoothing in a separate panel, along with a histogram intended to…
The document describes a simple momentum indicator paired with a moving average of that indicator. Its trading rule watches for the two lines to cross and uses their position relative to the 100 level to choose a direction: a crossover below the level…
This Chinese equity screening idea combines a daily high-low range of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the stock had three consecutive limit-up closes on the prior days. The article presents the range and volume…
This Chinese equity screening rule selects stocks with turnover between 3% and 12%, an opening price within roughly 5% of the ten-day closing-price average, and first-level bid volume greater than first-level ask volume. The article interprets turnover and…
This guide explains how FreqAI trains and deploys adaptive machine-learning models in live or dry trading and in historical backtests. Live operation can retrain models as capacity permits, use the latest trained model for predictions, and apply limits on…
This Chinese equity screening proposal combines above-normal daily range, a close between the middle and upper Bollinger bands, and an upward 30-day moving average. It presents these conditions as a way to find active stocks whose medium-term trend is rising…
SizeBar measures bar size in points while accounting for the spread and the maximum movement in one direction. The author recommends comparing its readings across charts to identify bars that are relatively large. This makes it a descriptive chart-analysis…
This indicator displays the opening level of the trading day on chart timeframes shorter than two hours. It allows the user to shift the start time used to define the day, which can help align the displayed level with a broker's trading-session convention. A…
The document describes a Chinese-equity screen for stocks associated with the robotics theme. Its criteria include an amplitude above 1%, circulating market value below 10 billion, and a limited price movement around the 9:25 opening observation. The…
This indicator searches for upper and lower fractals on moving average lines rather than directly on price. It uses two moving averages, with separate applied-price settings for locating upper and lower formations. The configurable inputs are the…
This technical reference explains how a synthetic instrument represents a locally calculated price derived from other instruments. Formulas can express averages, spreads, baskets, or ratios; the instrument is assigned a synthetic venue and uses specified…