這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。
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The document explains how traders read candlestick shapes and sequences as possible signals of changing market direction or pauses in an existing trend. It describes reversal formations such as pin bars, engulfing candles, stars, harami patterns, and…
The document describes an expert advisor that uses moving averages to determine buy and sell signals, with ADX and RSI also included. It provides a high-level outline of the indicators but does not explain their settings, how they are combined, or the exact…
This post outlines a stock-selection rule using amplitude, three consecutive limit-up sessions on the previous day, and a historical limit-up condition tied to 2021. Its revised formulation specifies amplitude above 1.5% and requires a past limit-up price to…
This document describes an Expert Advisor that trades when the Candles_Smoothed indicator changes color at a bar’s close. A transition in either direction, from pink to blue or from blue to pink, generates a trading signal. The strategy therefore treats…
This Chinese A-share screening post describes a rule set combining amplitude above 1, a previous-day 9:15 matching price at the limit-down level, and a stated holder-concentration condition. It proposes selecting the first n stocks and provides…
The document summarizes research that builds a German FEARS sentiment index from Google search activity and links it to individual investors’ trades and stock returns. The index is constructed from searches for German terms related to expectations and…
The document presents a framework for trading a mean-reverting portfolio, often formed by holding one asset and shorting another. It models portfolio value with an Ornstein–Uhlenbeck process, estimates the long-run mean, reversion speed, and volatility by…
The document describes a Super Smoother that operates on a selected price series. Its stated use is as a preprocessing filter before other indicators calculate their values, potentially smoothing the input those indicators receive. The only configurable…
DayBulls is a version of the Bulls Power indicator whose calculation period is set automatically based on the number of bars in the current day. The description presents it for chart timeframes from one minute through one day and recommends it as an aid to…
The Dynamic Momentum Index is a variable-period form of the relative strength index. With the document’s default settings, its lookback ranges from 3 to 30 bars. The period shortens as price volatility rises, making the measure more responsive to short-term…
This stock-selection screen combines three conditions: a relative strength index below 65, positive large-order net inflow in the afternoon, and more than two limit-up days in the recent ten-day period. The article presents the setup as a way to find…
Three Bigger Time Frame ATR displays the Average True Range from three selected higher timeframes on the current chart. The indicator lets the user set the ATR calculation period and choose each of the three source timeframes, making it possible to compare…
A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…
This brief BigQuant assignment proposes a contrarian stock strategy based on the idea that unusually low trading activity may accompany a price low. It buys the five stocks with the lowest turnover and holds them for five days, seeking a reversal. The…
This Chinese stock selection proposal looks for shares with turnover between 3% and 12%, seven consecutive down days, and a Morning Star candlestick signal. Its rationale is to search for a possible rebound after a sustained short-term decline. The document…
This proposed Chinese equity screen combines a daily price move with company size and profitability. It selects stocks with amplitude above 1, a daily decline between 4% and 5%, market capitalization at or below 10 billion yuan, and no losses. The document…
The indicator displays three RSI readings from different timeframes together on the currently viewed chart. Its configurable inputs include the RSI calculation period, overbought and oversold levels, three source timeframes, and visual presentation options.…
The document defines a price-based oscillator labeled Kurtosis and presents it as a market sentiment indicator that reflects price direction. Its calculation first takes a short exponential moving average of closing prices, computes the change between…
This survey outlines a broad set of systematic approaches across equities, currencies, futures, options, and fixed income. It describes cross-sectional signals such as price and earnings momentum, book-to-price value, volatility, and combinations of factors;…
The document describes a Chinese equity screen combining four conditions: membership in the metaverse sector, a prior-day close above the 250-day moving average, a robotics concept classification, and circulating market value below 10 billion yuan. It…
This article describes a discretionary intraday approach to trading an existing stock position in an effort to lower its effective cost. It distinguishes buying before selling in an uptrend from selling before buying in a downtrend, and frames entries around…
This Chinese-language research summary explains how short-lived signals derived from stock price and volume data can complement slower fundamental alpha in a monthly index-enhancement portfolio. It outlines a structured risk model based on Barra USE4, with…
This stock screen selects companies classified in the metaverse sector whose prior-day actual turnover is between 3% and 28%. It also requires the closing price to fall between the 20-period Bollinger middle band and upper band. The article describes the…
This stock selection rule screens Chinese equities in the metaverse industry, limiting candidates to those with a circulating share count no greater than 5.5 billion and a high rank for large-order net flow. The accompanying Python example retrieves stock…