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 document outlines a stock-selection screen that combines a positive MACD reading, a share price below 12 yuan, and a ranking by fund strength. It says the selection is performed before the market opens, while its sample code uses intraday data and…
This BigQuant strategy note describes a stock selection approach based on a fast and slow moving average crossover, identified as MACD-style golden and death crosses. It buys after an upward cross and treats a downward cross as a sell signal. The universe…
This Chinese-language note describes a stock screen that combines a 14-period RSI below 65 with first-level bid volume exceeding ask volume, plus a condition described as the start of a strong upward move. It presents the combination as a way to find…
This Chinese equities screening idea combines three signals: a high volume ratio, at least two limit-up sessions within the prior 500 days, and a shortening MACD histogram on a 15-minute chart. The stated procedure selects the top 50 stocks by volume ratio,…
This Chinese equities screen combines previous-day actual turnover, ten-day price performance, and a capital-strength ranking. It selects stocks with turnover between 3 and 28 and ten-day gains above zero but below 35, then ranks candidates by capital…
This indicator note combines MACD momentum, price trend, and the Elder Impulse System to help identify possible entry and exit conditions. The author describes using it on the DAX at one- and five-minute intervals, while suggesting it might also apply on…
This Chinese stock-selection note describes a screen combining daily price amplitude, a prior-day indication of major-player control, and positive net volume from large orders for at least three consecutive days. It presents these signals as a way to find…
This stock screen focuses on companies classified in the metaverse industry. It looks for shares whose price is above a rising five-day moving average and whose current high matches the highest high over the last two days. The page presents the conditions as…
The document describes a stochastic oscillator whose lookback period adapts to the observed frequency of price swings rather than remaining fixed. It defines swing highs and lows through short sequences of rising and falling highs or lows, counts how many…
The document describes a short-term screen for Chinese equities associated with the metaverse theme. It selects stocks whose prior-day actual turnover falls within a stated range and whose 15-minute MACD histogram is becoming less negative, interpreting that…
This A-share stock screen combines three conditions: the stock’s reported increase in positions today must exceed 5%, weekly MACD must be above zero, and the stock must have had more than two limit-up days in the past ten days. The accompanying explanation…
This report studies whether the most unusual intraday price bar contains useful stock-selection information. It defines extremeness as the absolute distance between a bar’s return and the median intraday return, then examines the bar with the greatest…
This article describes a daily, after-close screen for Chinese stocks with MACD above zero, more than two qualifying limit-up days within ten days, and ranking by individual stock popularity. It defines a qualifying limit-up day as a daily gain of at least…
This article proposes a Chinese stock selection screen using a turnover range of 3% to 12%, at least one limit-up event within the previous 25 days, and large-order net flow above 0.05 on each of at least three consecutive days. Its example formula adds…
The document describes a Chinese equity screening idea: retain stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose three technical indicators show a bullish crossover. The accompanying explanation frames these filters as…
The article organizes technical indicators into trend, momentum, volatility, and volume groups, describing the market data each uses and the questions it may help traders examine. Trend measures, commonly moving averages, smooth price fluctuations to show…
This stock screen combines four conditions: price amplitude above one, current volume above ten thousand lots, a higher open, and appearance on the previous day’s Dragon and Tiger List, a ranking of unusually active stocks. The article frames the combination…
This document describes an MT5 indicator that measures price change over a user-defined number of seconds and displays the result in points and percentage. It uses tick history, so the described tool is limited to MT5. The displayed value can be based on…
This proposed Chinese equity screen requires MACD to be above zero, the price-to-earnings ratio to be positive, and the weekly five-period moving average to cross above the ten-period average. The screen is intended to run before each trading session.…
This stock-screening proposal combines price activity with reported earnings growth. It selects shares whose amplitude exceeds the stated threshold, that had a three-day limit-up streak as of the prior day, and whose year-over-year growth in net profit…
The document describes a technical stock screen that combines three conditions: daily amplitude above a threshold, a positive weekly MACD histogram, and a current high matching the highest high over the recent two-day window. It frames these conditions as a…
The document describes an indicator that combines the Moving Average Convergence Divergence (MACD) with trading volume to help identify divergence or convergence between price behavior and volume. It includes the standard MACD lines and histogram, with an…
This stock screen combines three technical conditions: amplitude above one, the stock’s average price above its five-day moving average, and a positive daily MACD value. The document presents the conditions as a way to focus on short-term price action, using…
This proposed Chinese equity screen looks for stocks with RSI below 65, a positive interaction between percentage price change and net inflow attributed to very large orders, and a share price or average price above its five-day moving average. The document…