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 a Chinese equity screen combining daily price range, recent returns, market capitalization, and profitability. It looks for stocks with a range above 1%, positive but below 35% returns over ten days, market value below 10 billion yuan,…
This Chinese-language post describes an equity screening rule that combines price amplitude above a threshold, an upward relationship among current price and five-day moving-average values, and a prior-day actual turnover range of 3% to 28%. The stated…
The document proposes screening stocks for a positive MACD condition, a closing price below 12 yuan, and a company-quality criterion. It describes running the screen before 10 a.m. on each trading day. The intended combination is a momentum signal, a price…
The document describes a stock-selection screen that ranks shares by relative volume, keeps those with previous-day turnover above 8%, and requires the 20-day moving average to exceed the 120-day moving average. It interprets relative volume as a proxy for…
The proposed stock screen targets A-share companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then seeks stocks showing simultaneous bullish signals from three technical indicators, with MACD,…
This strategy rotates among a fixed pool of 11 ETFs spanning several asset classes and markets. Every five trading days, it ranks candidates using a 25-day linear-regression slope multiplied by R-squared, then adds a short-term signal based on the five-day…
The document explains how candlesticks summarize open, high, low, and close prices for a chosen time frame. It describes how bodies and shadows show the range between opening and closing prices and the extremes reached, and how traders may read their shape…
This Chinese-language post describes a rules-based screen for mainland Chinese stocks. It selects companies associated with the metaverse theme, requires a positive institutional-flow measure, and looks for at least two limit-up events within a 500-day…
The document describes a configurable Elliott oscillator, conventionally formed by subtracting a longer simple moving average from a shorter one and displaying the difference around a zero line. This version lets users choose the averaging method, periods,…
This Chinese equity screening rule selects stocks with turnover between 3% and 12%, a rising KDJ K value, and a volume condition based on the prior day's turnover and the relationship between current auction volume and prior volume. The post presents the…
Fast Stochastic is presented as a variation of Lane’s stochastic oscillator for assessing where the current close sits within a recent high-low range. Its %K line expresses that relative position, while %D is a moving average of %K. The document describes…
This Chinese-language post describes an equity screen combining three conditions: daily amplitude above a threshold, a prior-day proxy for major-player control based on price relative to its five-day average, and at least one limit-up event during the past…
This document describes an A-share stock screen combining current turnover, the ratio of buy-initiated to sell-initiated volume, and a history of limit-up moves. Its stated selection criteria are turnover between 3% and 12%, an external-to-internal volume…
The strategy combines model-based stock ranking with trend and timing filters for a selected universe of China A-shares. The author describes ranking stocks by predicted prospects, then screening for recent relative strength, liquidity, large-order money…
This indicator combines the conventional MACD and signal line with a polynomially fitted center of gravity. The center is calculated from historical values of the midpoint between MACD and its signal line, while standard-deviation bands measure how far those…
This note outlines a short-term stock screen that combines a daily price-movement threshold, current volume above a stated level, a higher opening price, and exclusion of stocks that closed at the daily limit the prior day. It frames range and volume as…
This note describes a Chinese A-share watchlist screen combining daily range, a newly formed KDJ bullish crossover, and a reported control indicator above a threshold. Its rationale is that a wider range signals activity, the crossover may mark improving…
This post outlines a Chinese stock screen combining at least five overlapping moving averages, a close above the Bollinger middle band but below the upper band, and a 15-minute MACD histogram whose negative bars are shrinking. It presents these conditions as…
This post proposes screening Chinese stocks for amplitude above one, a 9:25 price gain below six percent, and MACD above its zero line. The rationale is to combine a volatility condition and a limit on the early-session move with a positive MACD reading. The…
RSI_X20 is an indicator that displays twenty Relative Strength Index readings together in one chart window. Its inputs specify a starting RSI period, a period increment, and the applied price; the excerpt shows the close as the default price source. The…
This note describes a MACD variation that calculates its moving averages with the triple exponential moving average (TEMA) instead of the conventional exponential moving average (EMA). It also replaces the usual single signal line with two discontinued…
This document describes a Chinese equity screen that selects stocks classified in the metaverse sector when the prior day’s actual turnover rate is between 3% and 28% and the MACD value from two days earlier is below zero. It presents the logic in…
This stock-selection rule first limits candidates to those with a turnover rate between 3% and 12%, then keeps stocks whose KDJ K value has risen from the prior observation. It ranks the remaining names by the day’s auction amount and selects the top five.…
This indicator displays filled regions to show when a selected MACD line is above or below its zero line. Its setting lets the user choose between the MACD main line and the signal line, so the chart can emphasize either series’ relationship to zero. The…