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 pattern indicator combines a smoothed Commodity Channel Index with Bollinger Bands. Its central signal occurs when price crosses an upper or lower Bollinger Band boundary while the CCI crosses its signal line. The default timeframe is five minutes. The…
The screen selects Chinese equities using three conditions: turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and price above the five-day moving average. The accompanying code adds a trend condition requiring the five-day…
Stochastic RSI applies a stochastic calculation to the Relative Strength Index. Instead of measuring price directly, it compares the current RSI reading with the high and low RSI readings across a user-selected period. The result is an oscillator scaled from…
This document outlines a Chinese stock screen requiring RSI below 65, year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%, and a closing price above the Bollinger middle band but at or below its upper band.…
This study examines six smart beta factors in Chinese equities: size, value, low volatility, momentum, quality, and dividends. Its reported sample runs from July 2006 through November 2018. The summary finds differing absolute and risk-adjusted performance…
This Chinese-language post describes a short-term equity selection screen based on three conditions: prior-session price amplitude above a threshold, tradable share count at or below a stated limit, and appearance on the previous day’s exchange activity…
The document introduces MACD through its fast line, slow signal line, and histogram, then presents several ways traders may interpret the indicator. Histogram position relative to zero is used to infer directional strength, while crossovers above or below…
The proposed stock screen combines a large daily range, a session with a gain of at least 10% during the previous 25 trading days, and three consecutive down sessions. The article frames this as a way to find volatile stocks that have shown strong upside and…
This A-share stock screen combines three conditions: RSI below 65, an outside-to-inside volume ratio above 1.3, and daily position growth above 5%. The stated rationale is to find active stocks that may be developing upward momentum. The document provides…
This stock-selection example focuses on companies categorized in the metaverse industry and requires a relative-volume reading above 1.5 and below 6. It excludes specified market-board categories, including the Science and Technology Innovation Board. The…
This Chinese A-share screening example combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and a condition based on the latest price change multiplied by a large-order net-flow measure. Its example formula also filters…
This document presents an A-share stock screen combining a daily price-movement condition, a minimum circulating market capitalization, and more than two limit-up sessions within a recent ten-day window. It frames these filters as a way to capture…
The document describes a Chinese A-share screening approach that selects companies associated with robotics, with MACD above zero and circulating market capitalization below 10 billion yuan. It presents the positive MACD reading as a trend filter, the…
The document describes a Chinese A-share screening idea that combines a six-period RSI below 65, a daily gain above 1%, main-board listing, and circulating shares capped at 5.5 billion. It presents the screen as a way to find smaller companies with positive…
The FX Forecaster is a chart indicator that turns recent closing prices into a Fisher-transformed series, then smooths it with two moving averages. The described settings use a 10-bar price range, a 9-period simple average, and a 45-period weighted average.…
This Chinese stock-selection proposal combines daily price amplitude, a rounded or curved price pattern relative to moving averages, and a measure described as today’s increase in position exceeding five percent. The discussion presents amplitude as a way to…
This Chinese equity screening idea combines three conditions: notable price amplitude, ranking by large-order net volume, and a current daily low below the previous day’s low. The accompanying explanation frames the combination as a way to find active shares…
This stock screen combines a daily amplitude above 1%, a positive weekly MACD histogram, and a prior-day 9:15 matching price at the limit-down level. The article presents the matching-price condition as a possible clue about liquidity and market acceptance,…
This stock selection method combines three technical conditions: a daily high-to-low range above 1%, a newly formed KDJ crossover, and a nonnegative MACD value. The rationale is that a larger range may offer more opportunity, the crossover may signal…
The proposed stock screen combines a beverage and alcohol import-export industry classification with an RSI below 65 and a prior-day close above the 250-day moving average. The long moving average is presented as a trend filter, while RSI provides a…
This screening rule focuses on stocks classified in the metaverse industry. It selects shares whose opening price is within five percent above or below the ten-day moving average and that have recently reached a limit-up price. The article presents the…
This stock screen combines three conditions: daily high-to-low amplitude above one percent, a newly formed KDJ crossover, and a positive return relative to the prior close. The article treats a larger daily range as a sign of opportunity, the crossover as a…
This stock-selection idea screens for companies in the Metaverse concept group, with positive net buying attributed to major participants during the auction and a circulating share count no greater than 5.5 billion. The document frames concept membership as…
This post outlines a Chinese equity screen for Shenzhen main-board stocks. It combines a positive but bounded ten-day price gain with an RSI ceiling, a positive price-to-earnings ratio below a stated threshold, and a bounded price-to-book ratio. The…