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 post presents an A-share selection rule that combines daily price movement, convertible-bond information, and a moving-average trend filter. Its stated criteria include an amplitude above 1, a nonempty name for outstanding convertible bonds, and a…
This post describes a proposed A-share stock screen combining three filters: at least five moving averages clustered together, appearance on the previous day’s notable trading list, and a market capitalization below 10 billion yuan with no reported losses.…
This stock screen selects shares listed in 2021 with turnover between 3% and 12% and an RSI below 65. The accompanying explanation presents turnover as a liquidity or activity filter and RSI as a short-term price condition. A technical-indicator example uses…
This Chinese equity screen combines three conditions: MACD above its zero axis, three consecutive down days, and at least two limit-up sessions within the previous 500 days. The accompanying discussion frames positive MACD as a trend filter and prior…
This brief description introduces an expert advisor built around two moving averages. It pairs their signals with a trailing stop, which adjusts the exit level as a position moves favorably. The document credits one person with the trading idea and another…
This indicator classifies closes by their relationship to the previous bar and tracks the length of each resulting sequence. It describes internal closes as closes within the prior bar’s range, which may reflect sideways or slowly drifting price action; a…
This document describes a short-term A-share stock screen that excludes Beijing-listed shares, selects stocks with turnover between 3% and 12%, and looks for upward ordering of five moving averages, from the 5-day through the 120-day average. It explains the…
The proposed stock screen combines three signals: daily amplitude above one percent, a reversal or engulfing-style pattern appearing within the recent three-session window, and pre-open auction buying volume from large and very large orders above seven…
This A-share stock screen combines three conditions: daily high-low amplitude above one percent, a closing price of 18.5 yuan, and the 20-day moving average above the 120-day moving average. The moving-average comparison is intended to select stocks with a…
This stock screen combines three conditions: daily high-to-low amplitude above 1%, a dividend yield associated with 2019 above 25%, and a rising K value in the KDJ oscillator. The accompanying examples describe calculating amplitude from high, low, and open…
The document introduces an indicator that changes the spacing of price bands according to price’s position relative to a central average. Conventional bands are described as symmetric around that average, which can leave the band on the opposite side far…
This proposed EUR/USD strategy on an hourly chart looks for a sharp move through a Bollinger Band followed by a close beyond the opposite band. The long setup also requires the positive directional indicator to exceed the negative one, while the short setup…
This stock-selection proposal combines volatility and momentum conditions to find Chinese equities with pronounced price movement. Its initial screen looks for an amplitude threshold, at least one daily gain of 10% or more during the recent 25 trading days,…
This Chinese A-share screening idea selects stocks with a daily high-low range above 1%, a newly formed KDJ crossover, and a concentration measure below 70%. The post interprets a wide range as elevated volatility and the crossover as improving market…
This proposed Chinese equity screen combines three filters: daily turnover between 3% and 12%, an appearance on the previous day’s 龙虎榜 (a list highlighting unusual trading activity), and external volume exceeding internal volume by a ratio above 1.3. The…
The document describes a daily Chinese-equity stock screen combining price action, trading activity, market capitalization, and profitability. The proposed filters require an intraday range above 1% relative to the prior close, market capitalization below 10…
This Expert Advisor combines a random-number gate with a moving-average price relationship to decide whether to open a position. The random draw is compared with one of eight thresholds represented by poker-hand labels; if it falls below the selected…
This indicator extends Cuttler’s adaptive EMA applied to RSI by adding floating levels as an additional condition for detecting trend changes. The stated motivation is to reduce false color changes: the adaptive RSI EMA’s slope may turn repeatedly during…
QQECloud is described as an indicator built from smoothed relative strength index calculations. It is presented in two forms: a two-line QQE display and a color cloud variant. The document identifies QQE as a quantitative and qualitative evaluation method,…
This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow,…
This brief note describes a higher-timeframe option for the TrendManager indicator. The timeframe is selected through an input parameter, with a four-hour period shown as the default example. The stated purpose is to let the indicator operate using a chosen…
The Pivot Oscillator is defined from three moving-average differences applied to typical price, calculated as the average of a bar’s high, low, and close. The method forms differences between fast, medium, and slow moving averages, adds those differences,…
This proposed stock screen selects shares with price amplitude above 1%, excludes Beijing-labeled A-shares, and requires a “today control” indicator above a stated threshold. The document supplies example formulas for these conditions and a Python-style…
This stock-selection rule combines three filters: daily price amplitude above 1%, data from 2021, and a reversal or engulfing-style condition. The document describes the reversal condition through comparisons of smoothed percentage changes in recent closing…