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 Chinese stock-screening note combines a price-amplitude filter with a volume and turnover condition. It describes selecting shares whose amplitude exceeds 1 and whose prior-day turnover multiplied by the ratio of current auction volume to prior-day…
This Chinese stock-screening note proposes selecting main-board shares with an RSI below 65, a daily gain above 1%, and total market capitalization above 200 million. It frames the RSI threshold as a way to find shares with room to rebound, the daily gain as…
This Chinese equity screening approach combines three conditions: price amplitude above 1%, afternoon large-order net inflow, and the 20-day moving average above the 120-day moving average. The article interprets the shorter average as more responsive to…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, and positive institutional flow, while limiting candidates to main-board shares. The accompanying explanation presents RSI as a gauge of market sentiment, daily price change as a…
The document explains the Hull Moving Average as a method intended to make a moving average more responsive while retaining smoothness. Its calculation applies a weighted moving average to a weighted combination: twice the half-period average minus the…
This MetaTrader Expert Advisor uses the Ichimoku Kinko Hyo indicator and changes position size after a losing trade. The loss is detected through trade-transaction events when an exit deal is recorded. The next position is opened with increased volume, but…
The document describes a Chinese equity screening strategy that combines a 14-period RSI below 65, upward-diverging moving averages, and strong returns during 2021. Its proposed refinement broadens the historical-return cutoff to the top 30% and allocates…
The Beginner_HTF_Signal indicator displays the trend direction or trade direction produced by the Beginner indicator at a chosen bar. A right-facing arrow marks continuation of the existing trend, while a diagonal arrow marks a change and points in the…
The note presents a stock screen combining amplitude above one, rising lows, and at least five converging moving averages. It describes the convergence condition as a way to identify stocks with steadier price behavior, alongside a rising price base. The…
This post describes a simple equity screen using three conditions: a closing price below 12, daily high-low range above 1% of the previous close, and a 30-day moving average that rose from the prior day. The stated rationale is to combine comparatively low…
This strategy combines a two-period RSI with five- and 200-period moving averages. The 200-period average sets the directional filter: consider longs when the prior close is above it, and shorts when the prior close is below it. RSI extremes then signal a…
The document describes an indicator that combines a smoothed Heiken Ashi volatility measure with averaged volume. Its stated construction uses the volatility step without rounding and multiplies it by averaged volumes. Inputs allow the user to select a…
This indicator displays the open, high, low, close, and time for a bar selected on the chart symbol. The user can choose a bar by clicking it, entering its index, or adjusting the displayed bar and timeframe with chart controls. The indicator can also…
TATR is presented as a simplified average true range measure focused on tick data. For standard bars, true range is the largest of the high–low range and the absolute gaps between the current high or low and the previous close. For tick data, the document…
The Open Oscillator tracks how the current open relates to the highest and lowest open prices in a chosen lookback range. It derives two values from those extremes and the current open, then smooths each with an exponential moving average to create signal…
The document describes the classic Keltner Channel indicator, attributed to Chester Keltner and dated to 1960. It explains that the channel has a central moving average of typical prices, calculated from the high, low, and close, with upper and lower…
This proposed stock screen selects non-Beijing A-shares with amplitude above one and ranks candidates by the day’s opening-auction amount, keeping the top five. Its rationale is that large amplitude may identify stocks with greater price movement, while high…
This document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines positive net buying attributed to major participants during the opening auction with afternoon large-order net inflows. The accompanying indicator…
This indicator displays trend information by combining seven JFatlSpeed readings from different timeframes. Each reading is represented by its own line: the line changes to dark lime when that oscillator rises and to pink when it falls. Colored dots mark…
This document presents a Chinese stock screen requiring a prior-day appearance on the Longhubang trading activity list, a price amplitude above 1, and circulating market value above 200 million yuan. It describes amplitude as a measure of short-term movement…
This document describes a Chinese equity screen combining a turnover-rate range of 3% to 12%, a stock code beginning with 60, and seven consecutive daily declines during 2021. It provides formula and Python examples that operationalize those conditions,…
This stock-screening note proposes selecting shares in the metaverse industry when the current opening price is near the ten-day moving average and the prior day’s 9:15 matching price was at the daily limit-down level. It frames the average-price condition…
This Chinese-language strategy note describes a daily stock screen combining a 14-period RSI below 65, three consecutive bearish sessions, and turnover between 2% and 9%. It presents the conditions as a way to pair a momentum oscillator and recent price…
This stock screen looks for shares with MACD above zero, upward movement in short-term moving averages, and turnover within a stated range. The technical indicators are meant to identify upward conditions, while the turnover filter aims to exclude stocks…