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 article outlines an A-share stock screen centered on companies classified in a metaverse-related category. Its initial conditions are a positive recent return and a six-period RSI below 65. The proposed refined screen also keeps stocks in the top half by…
This proposed stock screen combines a prior-day price range greater than one percent, appearance on the previous day’s trading leaderboard, and a company or exchange classification. The examples operationalize the classification as the Science and Technology…
This stock-selection idea combines three filters: rank shares by volume ratio and retain the top 100, require a positive prior-day price change without a limit-up close, and require the 30-day moving average to be rising while price remains above it. The…
This technical stock screen selects shares with a daily high-low range above one percent of the previous close, a high equal to the greater of the current and prior day's highs, and a weekly five-day moving average crossing above the ten-day average. The…
This stock screen targets companies in the metaverse theme that have a positive return and a bullish moving-average signal. Its formula reference uses a crossover of the five-day average above the ten-day average. The accompanying Python example instead…
The document describes an adapted MetaTrader 4 indicator based on earlier Momentum indicator code. It adds configurable alerts through the terminal, email, and push notifications, with separate controls for each alert channel. It also broadens the indicator…
PPO_Sign is described as a semaphore indicator based on the relative, smoothed rate of price change. Its stated purpose is to present price movement as an indicator signal; the document does not explain the signal rules, parameters, or how a trader should…
This Chinese-language post outlines an equity screening idea that combines a small market-cap ceiling, a history without losses, a weekly five-period moving average crossing above a ten-period average, and a daily increase in position holdings above a stated…
Delta_MFI is a trend-analysis indicator built from the difference between fast and slow Money Flow Index readings. It combines their relative positions with the slow MFI’s location against a configurable threshold. When the slow reading is above the…
This indicator description modifies the standard Moving Average Convergence Divergence (MACD) calculation by replacing its regular exponential moving averages with RSI-adaptive EMAs. Because the averages adapt, the resulting MACD is intended to respond more…
This note proposes screening Chinese stocks for a recent positive but bounded price gain, alongside a narrow price band around 18.5 yuan. It also refers to a requirement that at least five moving averages converge, presenting that condition as a way to find…
This note describes a Chinese A-share stock screen that selects shares with turnover between 3% and 12%, excludes Beijing-listed stocks, and requires at least one limit-up event in the past month. The proposed rationale is that a recent limit-up may signal…
This post proposes selecting stocks with MACD above zero, upward-moving averages, and rising large-order net volume, then sorting candidates by that flow measure. It describes MACD as a trend filter, moving averages as a directional signal, and large-order…
This post describes a Chinese equity screening rule that selects stocks in the metaverse sector when the prior day's price is above the 250-day moving average and daily MACD is positive. It frames sector membership as exposure to a popular theme and the…
This five-minute Freqtrade strategy combines moving averages, directional movement, ADX, and RSI to generate long entries and exits. It compares 120-period and 240-period simple moving averages to classify the broader trend, while exponential averages of…
Polychromatic Momentum combines momentum measurements from multiple lookback periods using a weighted average. The motivation is that a single momentum lookback may stop being suitable as market conditions change, so aggregating periods can reduce dependence…
The Expert Advisor described uses a stochastic-style indicator, StepSto_v1, to generate trades at bar close. A deal signal occurs when the purple signal line crosses the orange indicator line in the relevant direction. The purple line’s position relative to…
This article describes an A-share stock screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and weekly MACD above zero. It presents the combination as a way to screen for liquidity and technical strength, then gives…
This proposed short-term stock screen combines intraday amplitude above 1%, current volume above 10,000 lots, a higher open, and IPO status in 2021. It is framed as a way to focus on active shares and market attention. The document includes a…
This screen selects main-board stocks using three conditions: intraday amplitude above 1%, a stated 2019 dividend ratio above 25%, and a daily gain above 1%. The reference formulas express amplitude as the high-low range relative to the open and calculate…
This stock-selection screen targets main-board shares outside the STAR Market. It combines turnover between 3% and 12%, a daily gain above 1% relative to comparable stocks, and a ratio of 2021 to 2018 revenue greater than 1.1. The accompanying indicator and…
The document describes a short-term stock screen combining three conditions: amplitude above one, MACD above the zero line, and today’s low below yesterday’s low. It interprets amplitude as a sign of volatility, positive MACD as a favorable signal, and the…
This report summary describes fundamental implied returns, or FIR, as a measure of fundamental momentum intended to use more information than conventional measures. FIR accounts for lagged fundamental variables and their time trends, and can be constructed…
This stock screen combines a turnover band, an upward-moving DEA signal, and persistent positive large-order net flow. It targets A-share stocks with turnover between 3% and 12%, a rising DEA indicator, and large-order net amount above 0.05 for at least…