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.
29,558 documents
This Chinese-language post proposes screening A-shares using price amplitude, an opening-auction bid/ask measure, large-order buying, and more than two limit-up sessions over a ten-day window. It frames the combination as a blend of price behavior,…
This Chinese-language post describes an A-share screening rule combining MACD above zero, three consecutive declining sessions, and more than two limit-up days within ten days. It presents the rule as a way to find stocks with a positive trend signal despite…
This note describes a Chinese equity screening approach requiring the 20-day moving average to exceed the 120-day average, RSI to remain below 65, and capital-flow strength to rank from high to low. The moving-average relationship is used as a trend filter,…
This note proposes screening Chinese A-shares using three signals: a positive but capped 10-day price gain, a weekly close crossing above its 30-week moving average, and daily position growth above 5%. It interprets the flow measure as evidence of investor…
This note outlines a short-term equity screen using three conditions: a 15-minute MACD histogram whose negative bars are getting shorter, a daily maximum decline between 4% and 5%, and a position-change share above 5%. The author interprets the histogram…
This stock screen combines three conditions: position growth today above 5%, price below 12, and a positive but limited gain over the prior 10 days. The article interprets position growth as a sign of incoming capital and the gain range as evidence of an…
This Chinese stock screen ranks candidates by capital strength, using measures such as turnover and volume ratio as signs of activity and investor attention. It then requires at least two limit-up sessions within the past 500 days, market capitalization…
This A-share screening idea ranks stocks by relative volume and selects the ten highest, then filters for a positive but capped return over ten days and at least two limit-up events within a 500-day lookback. The post presents these conditions as proxies for…
This document describes an A-share stock screen combining a large-capitalization threshold, the presence of an outstanding convertible bond, intraday range, and a price check around 9:25. The accompanying formula and Python example add conditions including a…
This proposed stock screen combines three conditions: a 2019 dividend ratio above 25%, RSI below 65, and a measure of increased buying activity above 5%. The post presents it as a blend of a historical fundamental criterion and technical or trading-activity…
This proposed Chinese equity screen combines a turnover range of 3% to 12%, an opening price within 5% of the 10-day moving average, and buying interest during the opening auction. It also requires large and extra-large order purchases to exceed a stated…
This screening method selects main-board stocks associated with the robotics theme, with turnover between 3% and 12% and floating market capitalization below 10 billion yuan. It then ranks qualifying names by individual stock popularity or market heat,…
This stock-selection approach combines a positive MACD position above its zero line with year-over-year growth in parent-company net profit greater than 20% and no more than 100%. It also requires the 15-minute MACD histogram’s negative bars to shrink, which…
This Chinese stock selection method screens for shares with a 14-period RSI below 65, more than one year since listing, and a 9:25 price increase below 6%. The note frames RSI as a way to identify relatively weak recent performance, while the listing-age and…
This note outlines a stock-selection idea based on ranking by capital strength, limiting share price, and requiring a positive but capped return over ten days. The stated rationale is to favor stocks attracting market attention and showing recent gains…
This note proposes screening Shenzhen main-board stocks for a positive MACD reading, a daily gain above 1%, and more than two limit-up sessions within the preceding ten days. Its examples describe ranking selected stocks and provide a daily selection routine…
This proposed A-share screen selects stocks with a reported daily increase in institutional holdings above 5%, a share price below 12, and companies described as loss-free with market capitalization below 10 billion yuan. The post frames the holdings change…
This proposed A-share screen combines moving-average convergence with a market-size and profitability filter, then checks the stock’s gain at 9:25. It calls for at least five moving averages to overlap, a market capitalization below 10 billion yuan, no…
This stock-selection proposal ranks shares by volume ratio, selecting the top 100, and combines that ranking with two filters: an opening price within 5% above or below the 10-day moving average, and more than two limit-up sessions during the preceding 10…
This A-share screening idea ranks stocks by volume ratio and keeps the top 100, then filters for prior-day turnover above 3% and up to 28%, plus more than two limit-up sessions in the past 10 days. The stated rationale is that elevated turnover and repeated…
The document describes a class for calculating trading statistics from trade history, including while a strategy is running or outside the strategy tester. It presents this as a way to access statistics without relying on the tester-only statistics function.…
This Chinese stock-selection note proposes filtering shares by turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a daily price change greater than -5% but below 2.6%. The moving-average proximity is intended to…
This note describes a Price Channel indicator converted for MQL5 and highlights its optional re-entry feature. A circle marks an initial entry signal, with the order intended for the next bar’s open; an arrow marks a signal to add another order on the same…
This screen targets Shenzhen main-board stocks with market capitalization below 10 billion yuan, positive earnings, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. It also specifies that the day’s position-increase share…