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.
31,205 documents
This Chinese stock-selection note describes a screen combining turnover, circulating share capital, and a concentration measure. Its stated final rule keeps stocks with turnover at or below 12%, circulating market capitalization at or below 5.5 billion…
This indicator combines an ATR-distance trailing stop with a candle-based estimate of buying and selling volume. It allocates bar volume according to candle range and open-close structure, averages the estimated buy and sell components, and normalizes their…
This Chinese-market stock screen combines turnover, a reversal-style candle condition, and a daily price-decline band. It selects stocks with turnover between 3% and 12%, applies a reversal filter, and keeps candidates whose daily percentage change is…
This document describes the True Strength Index (TSI), a technical indicator intended to reflect trend direction and overbought or oversold conditions. Its calculation applies two exponential smoothing stages to one-period rate of change, then divides the…
This short research note discusses how machine learning might classify stock price patterns. It uses a triple-bottom formation to show why chart labels can be ambiguous: after a decline and consolidation with three lows, an upward break may confirm a…
This stock-selection idea screens for Chinese beverage and alcohol-related companies, with turnover between 3% and 12% and a buying-versus-selling activity condition described as external volume exceeding internal volume by a factor greater than 1.3. The…
The indicator compares the current regression slope of closing prices with stored slopes from confirmed pivot highs and lows. A pivot is identified using highs or lows across a configurable window; the slope over the bars leading into each pivot is saved in…
This document describes a Bollinger Bands variant built around a linear regression of closing prices. The regression line serves as the center; upper and lower bands are formed by adding and subtracting a multiple of the standard deviation of that regression…
This document explains the Stochastic Oscillator as a momentum indicator that compares a security’s latest close with its recent high-low range. It describes %K as the current oscillator reading and %D as a moving average of %K. The underlying interpretation…
This document describes a trading rule that measures a spread’s latest value against its recent average and standard deviation. It uses separate lookback windows for the mean and standard deviation, then calculates a z-score to identify unusually high or low…
This document describes a chart indicator that draws a price channel from the high and low of a candle on a selected higher timeframe. The user chooses the timeframe, and the indicator uses that period’s candle range as the channel boundaries on the chart.…
The document outlines an oscillator built around the lower Bollinger Band. Its motivating observation is that an extended period of price remaining below that band may be associated with a greater chance of further declines. The calculation first measures…
This document describes an indicator that uses a simplified ZigZag swing series to locate trading range boundaries and support or resistance levels. Its underlying idea is to identify alternating local highs and lows, then use those turning points to…
This proposed Chinese equity screen selects stocks with a daily high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and a closing price above the previous day’s low. The article frames these filters as a combination of price…
This proposed Chinese stock screen looks for an RSI below 65, three consecutive bearish sessions, current trading volume above 10,000 lots, and an opening price more than 2% above the previous close. It pairs a momentum oscillator and recent price weakness…
This Chinese stock-screening proposal combines a minimum daily price range with at least two limit-up events over a 500-day lookback and signs of large buying orders during the opening auction. It also specifies a threshold for combined very-large-order…
This document describes an alert-enabled version of a Heikin-Ashi Smoothed VolatilityStep indicator. It can notify the user when the indicator crosses a specified trigger level, with settings for the signal bar, alert count, sound, email, push notifications,…
This Expert Advisor is described as trading changes in the direction of a custom Triple Exponential Moving Average indicator. It forms a signal when a bar closes and the indicator changes direction. Running the advisor requires a separately compiled…
This indicator describes three ways to measure price movement over a timeframe-adjusted evaluation period. For intraday charts, it estimates the period from the trading session; for daily charts, it uses weekly data. The period length is calculated from the…
This Chinese stock-selection proposal screens for a 14-period RSI below 65, a circulating market capitalization from 5 billion to 10 billion yuan, and a daily MACD value above zero. It presents RSI as a way to avoid very overbought conditions, market…
This Chinese stock-screening proposal combines current turnover, a previous-day appearance on the Longhu list, and turnover from the day before that. Its stated thresholds are current turnover between 3% and 12%, prior-day Longhu-list inclusion, and earlier…
This Chinese equity selection rule combines three signals: daily price amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move within the recent lookback window. The intended…
The document describes a basic Chinese equity screening rule: select Shanghai-listed stocks whose codes begin with 60, whose turnover rate falls within a specified band, and that have been listed longer than a minimum period. Its example uses a three-year…
This note presents a Chinese equity screen requiring turnover between 3% and 12%, a rising KDJ K value, and a closing price below 12 yuan. It includes indicator and Python examples and frames the combination as a way to find actively traded, lower-priced…