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 note outlines a pre-open stock screen that combines price amplitude, auction-period order imbalance, large-order buying, market capitalization, and a 15-minute MACD histogram signal. The intended setup looks for large-order buying and a shortening MACD…
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 note proposes screening stocks for daily amplitude above 1%, at least five converging moving averages, and a positive 10-day return below 35%. It frames the return band as a way to focus on shares with recent gains, while moving-average convergence and…
This note describes a Chinese equity screen combining a 3%–12% turnover range, a reversal pattern, and a close at the highest level over two days. Its rationale is to find shares with recent strength and trading activity. The article also mentions ranking…
This proposed Chinese equity screen selects stocks with current turnover between 3% and 12%, circulating shares capped at 5.5 billion, and prior-day turnover above 8%. The formula and Python example add a circulating market-value threshold above 10 billion…
This short-term stock screen combines an RSI below 65, circulating market capitalization of at least 20 million, and a 15-minute MACD condition described as a shortening green histogram. The article interprets the indicators as a way to identify stocks…
This stock selection approach ranks by trading volume, then requires a positive return and an upward-sloping 30-day moving average. The article interprets higher volume as greater market attention, positive returns as evidence of recent price strength, and…
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…
MultiMACDSignal displays trend information using six MACD indicators calculated on different time frames. Each indicator appears as a separate line, with color indicating the relationship between the MACD histogram and its signal line: green when the…
This Chinese equity screening approach sorts stocks by capital strength, which the article associates with indicators such as turnover and volume ratio. It filters for turnover above 2% and below 9%, then requires at least two limit-up sessions during the…
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 Chinese stock-screening note combines three technical conditions: RSI below 65, a current high equal to the highest high across two days, and a shortening green MACD histogram bar on a 15-minute chart. It supplies indicator formula references and a…
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…
AC_Signal is a semaphore-style indicator built around the Accelerator Oscillator associated with Bill Williams. It produces a signal when the oscillator changes direction, and can send alerts, push notifications, or email messages when that signal appears.…
This stock screen combines three signals: a rising 30-day moving average, at least five moving averages clustered together, and a high rank in large-order net activity. The averages listed are the 5-, 10-, 20-, 30-, and 60-day measures. The article…
This stock screen combines three conditions: the 20-day moving average is above the 120-day average, the prior day’s trading value exceeds the stated threshold, and the current increase in holdings is above the stated percentage. The document interprets…
The note describes a stock screen built around MACD above its zero line, a connection to beverage and alcohol imports or exports, and positive stock performance during 2021. It presents the conditions as combining a trend indicator, an industry or…
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-screening note combines three conditions: rank stocks among the top 100 by volume ratio, require a positive 10-day gain below 35%, and select stocks whose 15-minute MACD histogram bars are becoming shorter while negative. The author frames…
This Chinese stock screen combines relative trading activity, afternoon large-order net inflow, and past limit-up frequency. It proposes selecting stocks ranked among the top 100 by volume ratio and afternoon net inflow, and requiring at least two limit-up…
This Chinese stock-screening note combines three conditions: today’s position increase share must exceed 5%, the closing price must be above the previous day’s low, and the 30-day moving average must be rising. It explains these as signs of capital inflow,…
This note describes a Chinese stock screen combining at least five coincident moving averages, a limit-up event within the prior 25 days, and a shortening MACD histogram on a 15-minute chart. The explanation frames clustered averages as a possible point of…