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 indicator seeks bullish and bearish divergences between price swings and a zero-lag MACD. It builds the MACD and its signal line from double-smoothed exponential averages, then tracks price highs or lows and corresponding MACD extremes around…
These course notes discuss practical ways to follow a stock strategy built around pullbacks after strong stocks hit their price limits and later rebound with market sentiment. They caution that entering after a strategy has recently risen can mean buying…
This stock screen combines a positive MACD value with a newly formed KDJ bullish crossover and a positive net profit filter. The document presents the combination as a way to find stocks with an upward trend, a short term buy signal, and a basic…
This stock screen selects shares with an intraday high-low range above a stated threshold, a proxy for afternoon large-order net inflow, and a positive return from open to close. It frames the conditions as a way to find volatile stocks with apparent buying…
This note presents a relative strength index calculation based on closing-price changes. It separates each change into its positive component and its absolute magnitude, then applies a smoothed moving average to each series. The ratio is transformed onto a…
The Volume Flow Oscillator (VFO) is presented as an indicator derived from On Balance Volume and described in a 2004 issue of Technical Analysis of Stocks & Commodities. It uses volume-related calculations to produce a reading around a zero line. Positive…
This post proposes a technical screen for Chinese equities that seeks high-amplitude, non-ST stocks before 10 a.m. It combines a five-day closing-price high with a rising-market filter based on short and longer moving averages and a MACD-style momentum…
The document describes a style allocation approach that uses an illiquidity measure, called ILLIQ, to represent how much information is associated with each unit of trading value. It divides the stock universe into safer and riskier groups, then infers…
This Chinese stock-screening post proposes selecting companies below a stated market-cap ceiling that have not reported losses, excluding stocks that hit the daily upper price limit on the previous session, and ranking candidates by trading-volume strength.…
This document outlines a short-term Chinese equity screen using three signals: high relative trading volume, a daily decline bounded between four and five percent, and more than two limit-up sessions over the prior ten days. It ranks candidates by the…
This indicator combines three stochastic oscillators, with configurable periods and smoothing choices for their %K and %D lines. The first oscillator uses the chart timeframe, while the second and third can use selected higher timeframes. Higher-timeframe…
The document describes a Chinese stock-screening approach that looks for daily price amplitude above 1%, a newly formed KDJ crossover, positive MACD confirmation, and net buying from large or extra-large orders during trading. The selected stocks enter a…
This Chinese equity screening proposal combines three chart-based conditions: at least five moving averages converging, a rounded price shape, and an upward-sloping 30-day average. It suggests adding a MACD check and using multiple data sources. The article…
This Chinese equity-screening proposal targets companies with market capitalization below 10 billion yuan, no losses, positive but less than 35% returns over 10 days, and high capital strength ranked from strongest to weakest. The document associates…
This Chinese stock screen selects companies associated with the metaverse theme, whose closing price is above the previous day’s low, and whose 9:25 gain is below 6%. The description interprets the close-versus-low condition as evidence of a favorable…
This stock-selection proposal combines three filters: price amplitude above 1, a signal that large market participants controlled the stock on the previous day, and a current increase in positions exceeding 5%. The author interprets the control and…
This document describes a version of the Slow Stochastic indicator that lets the user select the timeframe used for its data through an input parameter. The example default is a four-hour period, allowing the indicator to display a stochastic calculated on a…
This indicator estimates buying and selling pressure from each bar’s price range and volume. A bull-bear balance calculation allocates volume between the two sides, then smoothed averages produce pressure series. The indicator compares buying pressure with…
The document describes a Chinese A-share screening idea combining MACD above zero, a signal interpreted as major-player control on the prior day, and large plus extra-large buying during the opening auction. It first proposes a combined auction purchase…
This stock-selection screen combines daily price amplitude above one percent with a 2021 date filter and three moving average crossovers. It defines the crossover conditions using five-, ten-, and twenty-day averages, requiring the shortest average to cross…
This document describes a short-term A-share stock screen combining a 14-period RSI below 65, the product of daily price change and a proxy for large-order net activity, and a condition for three consecutive limit-up sessions. Its final stated selection…
The document describes an intraday trend strategy for Chinese equity index futures, based on a reported persistent opening momentum effect. It defines a bullish sequence as rising opening, low, and closing prices across bars, and a bearish sequence as…
This stock selection method combines three filters: rank shares by volume ratio and retain the top 100, rank them by previous-day net inflow attributed to major investors and retain the top 100, and require the 20-day moving average to exceed the 120-day…
This screen selects stocks with turnover between 3% and 12%, a listing in the prior day's trading-rank data, and a current increase in holdings above 5%. The article presents these criteria as proxies for trading activity, notable investor participation, and…