Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
12,140 documents
The document describes an indicator that measures the distance between price and the Parabolic SAR, then divides that distance by the width of an Envelope channel. This normalization expresses the separation relative to the channel’s size; a magnitude of one…
This note describes an RSI filter that reduces the indicator to three states. It marks an upper state after RSI clearly breaks above 70 and carries that state forward from the previous bar; it marks a lower state after a clear break below 30 and likewise…
This Chinese-language post describes a stock selection screen that ranks stocks by trading volume, keeps those with positive returns, and requires a positive gain over the past 10 days below 35%. It interprets higher volume as a possible sign of stronger…
This document proposes screening Chinese stocks by three measures: more than two limit-up sessions within ten days, high turnover as a proxy for active capital, and a high ranking in large-order net volume, defined as aggressive buying minus aggressive…
This document describes a short-term screen for mainland Chinese stocks. It looks for daily price range above 1%, a reversal pattern described as an engulfing move, and a daily gain above 1%. The proposed refinement adds index membership constraints and…
This Chinese A-share screening proposal combines a turnover filter, a ceiling on circulating share count or float capitalization, and an upward arrangement of moving averages. Its examples describe turnover between 3% and 12%, a float limit stated as 5.5…
This report outlines a framework for researching quantitative commodity signals in iron ore. It groups inputs into fundamental factors covering supply, demand, and inventories, plus a separate sentiment category. Because fundamental data updates less…
This document describes a technical stock screen requiring MACD above zero, upward separation of moving averages, and a morning-star candlestick pattern. It presents MACD as a way to identify positive momentum, moving-average direction as a trend filter, and…
This document presents an A-share selection rule combining price amplitude above 1%, a candlestick condition described as a morning-star pattern, and turnover between 2% and 9%. It frames the candle pattern and amplitude as technical signals and turnover as…
This ProRealTime indicator replaces the usual Ichimoku midpoint lines with Hull moving averages to create a smoother cloud. A close crossing beyond the displaced cloud becomes a candidate breakout. The indicator scores candidates using RSI, stochastic…
This Chinese equity screen selects companies with a daily high-low range above 1%, market capitalization no greater than 10 billion, positive profits, and at least one daily gain of 10% or more during the previous 25 trading days. The note presents the…
This A-share screening proposal combines three conditions: MACD is above zero, the price-to-earnings ratio is positive, and the current close is above the prior day’s low. The note interprets the MACD filter as a sign of an upward trend, the valuation…
This note describes an A-share stock screen combining a daily price-range threshold, a 2021 date filter, and an increase in the K value of the KDJ indicator. Its indicator example adds conditions involving K crossing above D and reaching a high level; the…
This Chinese stock selection method screens after each trading day’s close for shares with MACD above the zero line, parent-company net profit growth greater than 20% and no more than 100%, then ranks qualifying stocks by market attention. The document…
The indicator estimates trend direction and strength by comparing the recent range of a moving average with a fraction of the price range. It forms an upper and lower boundary from the highest and lowest moving-average values over a chosen trend window,…
This stock-selection post proposes screening for a daily range above a threshold, excluding stocks that closed at the limit the previous day, and requiring several moving averages to align. The accompanying rationale is that larger ranges may offer more…
This discussion explores representing Chinese stocks that hit the daily price limit as members of a shared hot theme, then counting limit-up names within each theme. The example is state-owned enterprise reform, where stocks from different industry sectors…
This stock selection approach combines three filters: daily amplitude above 1%, afternoon large-order net inflow, and circulating market value between 5 billion and 10 billion yuan. From stocks that pass, it proposes selecting the one with the highest gain.…
This post proposes selecting Chinese stocks with price amplitude above 1, a MACD signal above the zero axis, and trading activity during 2021. It interprets larger amplitude as greater volatility and the MACD condition as a favorable buying signal. The…
This brief indicator note introduces the Consecutive Break (CB) measure and names a close-price input with upward and downward length parameters. Its pseudocode defines an upward count as the number of consecutive bars in which the close exceeds the previous…
This proposed stock screen combines a measure of current buying activity with recent limit-up occurrences. Its stated conditions are a buying-share measure above five percent and more than two limit-up days within ten days; it also refers to a listing-age…
The document outlines a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, a reversal or engulfing-style condition, and codes beginning with 60. It describes this as a way to combine trading activity, a price-pattern signal,…
This Chinese A-share screening method combines a minimum price-amplitude condition, a positive MACD condition, and a capital-flow ranking. It proposes prioritizing stocks with stronger measured capital flow, treating amplitude as a volatility filter and MACD…
The EMA Trend Meter combines the rate of change of three smoothed price averages with Stochastic RSI to summarize trend direction and momentum. Its example configuration starts with averages based on periods of 1, 7, 14, and 21, with the longer averages…