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 A-share screening concept combines an amplitude threshold, a multi-window price-range condition described as a curved or rounded shape, and descending ranking by a measure of stock popularity. The proposed rationale is to identify shares with a…
This A-share screening idea combines daily price and volume conditions with a fundamental growth filter. It selects stocks with an amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and year-over-year growth in net…
This Expert Advisor strategy combines two indicator signals. ColorX2MA_Digit defines the slower trend direction, while ColorDM_361 identifies a change in the faster trend. It enters at bar close when the fast and slow directions agree and the fast trend has…
The document briefly describes an indicator that calculates trading volume per second, or over a selected period, and computes a corresponding moving average. This provides a simple way to compare current volume intensity with its smoothed baseline. A trader…
The document introduces Chaikin Volatility as an indicator derived from the difference between a period’s high and low. It describes comparing moving averages of that range to show how volatility changes, and gives default settings of 10 and 10 along with an…
This Chinese-language post proposes a stock selection screen combining three conditions: convergence of the 5-, 10-, 20-, 30-, and 60-day moving averages; at least one limit-up event during the preceding 25 days; and a 10-day gain greater than zero but below…
This article proposes a Chinese stock screen combining a morning-star candlestick pattern, daily amplitude above a stated threshold, market capitalization below a stated ceiling, and positive adjusted net profit. It presents the screen as a blend of…
The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, keeps stocks with turnover between 3% and 12%, and selects candidates when the absolute daily price change multiplied by net trading volume attributed to very large…
The document describes an expert advisor that runs two independent trading systems based on BrainTrend2 and AbsolutelyNoLagLWMA indicators. Each system generates an entry signal when a bar closes and its indicator shows a trend change through a color change.…
This stock-selection rule screens for shares with daily MACD above zero, turnover between 3% and 12%, and circulating market value between 5 billion and 10 billion yuan. The positive MACD condition is used as a sign of upward momentum, while the turnover and…
This overview discusses two research approaches to using deep learning for equity factor discovery. The first builds stock embeddings from co-investment patterns in fund portfolios: random walks on a stock-fund graph produce sequences for skip-gram training.…
This proposed Chinese equity screen combines a trading-range threshold above one percent, return on equity above 15 percent in each of five consecutive years, and at least one limit-up event in the preceding 25 days. The stated rationale pairs a volatility…
This stock screen combines three filters: daily trading range above one percent, at least two limit-up events during the past 500 days, and ranking by a heat measure from highest to lowest. The accompanying rationale treats a larger range as a sign of…
This document describes an Expert Advisor that makes trade decisions when the The_20s_v020 semaphore indicator displays an arrow with the appropriate direction and color. It requires the compiled indicator file to be installed in the platform’s indicator…
This brief forum exchange addresses whether the minus-one term in a short-term stock factor formula removes shares trading below one currency unit. The reply says it does not: the subtraction applies to the value produced by a maximum operation. The…
This document outlines an A-share stock screen combining RSI below 65, an outer-to-inner trading volume ratio above 1.3, and a signal intended to identify the start of a strong upward move. It provides a long technical indicator formula and a Python example…
This note proposes a short-term stock screen using amplitude above 1, a rounded price pattern, and a volume ratio between 1.5 and 6. The formula defines the rounded-shape condition through the prior close’s position within the five-day high-low range,…
This Chinese-language note describes a stock screen using three filters: amplitude above 1, more than one year since listing, and a rising 30-day moving average. It presents amplitude as a way to find stocks with some activity, the listing-age rule as a way…
This document presents a visual version of the Commodity Channel Index (CCI). It calculates CCI from typical price using a 14-period setting, plots the indicator, and changes the bar color according to its value. Readings above 100 use one color, values…
The Damping Index is presented as an oscillator intended to indicate whether directed price movement is slowing. Its calculation compares the difference between moving averages of high and low prices with the corresponding high-low average range from one…
This A-share selection rule screens for stocks whose daily high-low range exceeds 1%, that did not hit the upper price limit on the previous day, and whose circulating share count is at most 5.5 billion shares. The article presents the range as a way to find…
This daily stock-selection proposal filters for shares priced below 12 yuan, market capitalization above 200 million yuan, and a MACD value above zero. The article says the scan is intended to run before the trading day, around 10 a.m. It frames positive…
This A-share screening proposal looks for stocks with a daily trading range above 1, actual turnover between 3% and 28% on the prior day, and three consecutive limit-up sessions as described in the article. It combines price volatility, trading activity, and…
This A-share screening idea combines a 14-period RSI below 65 with a sequence of declining sessions and bullish moving-average crossovers. The crossover conditions involve the 5-, 10-, and 30-period moving averages, and the code example also requires a…