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 post describes a short-term Chinese stock screen that seeks shares with an amplitude measure above a threshold, ranks them by the day’s auction amount, keeps the top five, and requires a positive return. Its stated rationale is to focus on active,…
This stock-selection note proposes screening for shares with a daily trading range above a threshold, no limit-up close on the prior day, and a newly formed KDJ bullish crossover. It presents the crossover as a technical signal that may mark the start of an…
This Chinese-language post presents a stock-selection screen combining an RSI below 65 with price change multiplied by super-large-order net flow, followed by a ranking on large-order net flow. It frames RSI as a technical filter and order-flow measures as…
The post proposes selecting stocks whose MACD is above zero, whose company characteristics are considered favorable, and whose market popularity ranks highly. This blends a technical momentum signal with a basic company-quality filter and investor attention.…
The document presents a Python charting workflow for a market series, including candlesticks, turning-point markers, and a three-line oscillator. Its core calculation compares the close with rolling highs and lows over two lookback windows, then shifts the…
The document explains how the plus and minus directional indicators, +DI and -DI, form part of Wilder’s Directional Movement Index. Unlike ADX, which measures the strength of a move without indicating its direction, these lines compare upward and downward…
This screening proposal selects Chinese equities using three conditions: daily amplitude above one percent, a closing price below 20, and at least two limit-up events within 500 days. The article frames amplitude as a measure of price fluctuation, the price…
The document introduces the momentum line, or MTM, as the difference between the current closing price and the close from a chosen number of days earlier. Connecting these values produces the momentum series. A moving average of recent MTM readings provides…
This document proposes screening Chinese A-share stocks for turnover between 3% and 12%, a recent bullish KDJ crossover, and a rounded-base chart pattern. Its indicator example also requires the close to be at or above the 20-day moving average. A Python…
This document outlines an expert adviser that receives data from six indicators: CCI, fast and slow moving averages, MACD, Stochastic, and RSI. Each indicator is instantiated across six chart periods ranging from one minute through four hours, giving the EA…
This short-term stock screen selects main-board shares with turnover between 3% and 12%, a daily gain above 1%, and more than two limit-up days within a ten-day window. The article frames turnover and daily gains as signs of activity, while repeated…
This stock-screening method combines a turnover range of 3% to 12% with exclusion of Beijing-listed A-shares and a newly formed KDJ golden cross. The cross is defined as the K line moving above the D line after being below it, using a nine-period price range…
The strategy ranks stocks each month using five inputs: trailing-twelve-month price-to-earnings and price-to-sales ratios, price-to-book value, one-month price momentum, and one-month trading value. The author reports that trailing-twelve-month PE and PS…
This Chinese-language post describes a stock screen combining three filters: RSI below 65, exclusion of the STAR Market, and a positive return over ten days that remains below 35%. It also gives an illustrative implementation outline using historical prices…
This Chinese-language post outlines an equity screen that ranks stocks by a measure of capital strength derived from trading volume and float capitalization, then selects those whose KDJ indicator has just formed a bullish crossover. The initial description…
This A-share screening rule selects stocks with an intraday amplitude above 1 and MACD above zero, then chooses the top five by the day's auction-related turnover measure. The stated reasoning is that a positive MACD may indicate a favorable trend, while…
This A-share screening idea looks for stocks with MACD above zero that had three consecutive limit-up sessions through the prior day, then ranks candidates by reported popularity. It is intended to combine a positive technical signal with recent momentum and…
This stock screen combines a 14-period RSI below 65 with a listing-age filter and a 15-minute MACD condition described as shortening green histogram bars. The proposed refinement adds a minimum market capitalization of 5 billion and excludes a specified…
This document describes a daily pre-open screen for Chinese stocks priced below 12 yuan. It requires MACD to be above zero and three moving-average crossover conditions to occur together: the 5-day average crosses above both the 10-day and 20-day averages,…
This stock-selection approach screens Chinese A-shares using three kinds of signals: RSI below 65, external volume divided by internal volume above 1.3, and large-order net volume above 0.05 over three consecutive days. The explanation interprets persistent…
This Chinese equity screen selects stocks with turnover rates between 3% and 12%, at least one limit-up event in the prior 25 days, and at least two limit-up events within 500 days. The post presents these filters as a way to combine trading activity with…
This proposed stock screen combines three conditions: market capitalization below 10 billion yuan, a company with no losses, and weekly MACD above the zero line. It also looks for at least five moving averages to converge, which the article interprets as…
This Chinese A-share screening idea combines a turnover band of 3% to 12%, a rising DEA indicator, and a condition that price change multiplied by net volume from very large orders is positive. The document presents the combination as a way to capture…
The post proposes a Chinese equity screen combining metaverse theme membership, circulating market capitalization above 10 billion yuan, and a three-consecutive-limit-up run as of the previous day. It frames the screen as a way to find stocks with strong…