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
This post outlines a rule-based stock screen for Chinese A-shares. Its initial description selects stocks with an amplitude above one, excludes Beijing-listed shares, and requires at least two limit-up sessions within the prior 500 days. The post then…
This stock-selection proposal combines a positive MACD reading with positive net profit and a limit on circulating shares. It presents the screen as a way to identify stocks with upward price momentum, profitable businesses, and a relatively small tradable…
The document discusses a limitation of the Relative Strength Index: as its calculation period grows, the series can become flatter and less useful for analysis. It says RSI is commonly treated as already normalized because it stays within a bounded range,…
The document describes a Chinese stock screen that first limits candidates to the Metaverse concept, then selects shares whose closing price is above its five-day moving average. It ranks qualifying stocks by turnover rate, treating higher turnover as a…
This stock-selection screen combines three technical conditions: daily amplitude above 1%, at least two limit-up events within a 500-day window, and a rising-trend setup. The trend condition requires the close to be at or above its 20-day moving average,…
This indicator identifies potential divergences between closing prices and three measures: MACD, RSI, and the Money Flow Index. It compares recent local highs or lows in each indicator with price extremes over a configurable lookback window, then draws…
This post describes a stock-selection rule that combines membership in the metaverse theme with a prior-day close at or above the 250-day moving average and a condition labeled as a rising arc. It frames the theme membership as exposure to a popular sector,…
This brief indicator description explains a custom MACD tool that plots only the MACD signal line in a separate pane and marks detected divergences both there and on the price chart. It distinguishes the indicator from a standard MACD display, which…
The document presents an A-share stock screen combining daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and a three-session limit-up condition on the previous day. It describes these filters as a way to find volatile,…
This note outlines a stock screen combining MACD above zero, an upward price trend, and a volume ratio between 1.5 and 6. It describes the volume ratio as current volume relative to an average over recent sessions and includes formula and Python examples. A…
This post describes a Chinese A-share screening rule using three conditions: the day’s increase in buying-position share must exceed five percent, the opening auction price change must be between minus two and five percent, and the ten-day return must be…
This A-share screening example looks for stocks with MACD above zero and an upward-moving-average condition, using a historical period associated with 2021. The article presents MACD as a momentum or trend filter and rising averages as a sign of upward…
The document presents a Chinese equity screening rule that combines turnover between 3% and 12%, a rising DEA condition, and a newly formed KDJ golden cross. It frames turnover as a way to focus on moderately active stocks, DEA as a trend filter, and the KDJ…
This screen focuses on stocks in a designated metaverse industry group and applies two moving-average conditions. The article describes selecting stocks whose five-day average price is above the five-day moving average and whose previous close is above the…
This Chinese stock screen combines a market-cap ceiling of 100 billion yuan with two short-term activity filters: more than two limit-up sessions in the prior 10 days and a ranking by capital strength. The article presents volume as a proxy for capital…
This Chinese stock-selection post proposes combining three filters: rank stocks by volume ratio and keep the top 100, exclude shares that hit the daily upper price limit the prior day while focusing on stocks that fell, and select stocks whose MACD histogram…
This document introduces an updated version of a DSL MACD indicator for MetaTrader 5. It says the revision refreshes the code for newer platform builds, aims to make the indicator suitable for use in Expert Advisors, and adds display options. Its main…
This A-share stock screen selects securities after each trading session when MACD is above zero, trailing price-to-earnings is positive, and at least one limit-up move occurred during the recent month. The document presents MACD as a trend-strength filter,…
This stock screen combines three conditions: daily amplitude above a stated threshold, a weekly five-period moving average crossing above the ten-period average, and a share price below a stated cap. The article presents the price limit as a way to focus on…
The document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a previous-day 9:15 indicative quote at the limit-down level. It frames the combination as a way to identify…
This Chinese equity screen combines trading activity, price movement, large-order flow, and exchange-board eligibility. It selects stocks with turnover between 3% and 12%, excludes the STAR Market, and requires the product of the day’s price change and net…
This A-share stock screen selects names with daily amplitude above 1, turnover above 2% and at most 9%, and more than two limit-up sessions in the preceding ten days. The conditions are presented as proxies for volatility, trading activity, and recent market…
This post outlines a Chinese-stock screening approach combining a positive MACD reading with Bollinger Band conditions. Its prose describes selecting stocks whose closing price is above the upper and middle bands, intending to find shares showing strong…
The document introduces the True Strength Index (TSI) as a momentum-based indicator intended to show trend direction and overbought or oversold conditions. It describes smoothing price momentum with exponential moving averages, combining momentum’s…