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 Chinese equity screening proposal combines three conditions: rank stocks by volume ratio and select the top 100, identify those with the largest absolute gap between the prior day's 9:15 indicative match price and limit-down price, and require the…
This stock screen combines three filters: a daily high-to-low range greater than 1%, MACD above the zero line, and revenue in 2021 more than 1.1 times revenue in 2018. The rationale is to pair price activity and a positive MACD condition with a multi-year…
ColorMETRO_Stochastic is described as an oscillator based on the Stochastic technical indicator. The Stochastic values appear in purple, while a colored cloud indicates the stated trend direction: green is presented as a buy signal and tomato red as a sell…
This strategy concept uses gradient-boosted regression to score stocks for leadership over a chosen evaluation window. Its proposed label rewards stocks that gain more, experience smaller drawdowns, and break out earlier. A model trained to predict this…
This simple momentum-oriented screen selects main-board shares with turnover between 3% and 12%, a positive but less than 35% gain over ten days, and a daily gain above 1%. The stated rationale is to focus on actively traded stocks that have recently…
This Chinese equities screen combines a positive MACD condition with a share price below 12 yuan and relative volume between 1.5 and 6, where relative volume is current volume divided by its five-day average. The post describes running the screen before the…
This note describes a simple A-share stock screen combining turnover, recent price performance, and MACD. It selects stocks with turnover between 3% and 12%, a positive return below 35% over ten days, and a MACD value below zero two days earlier. The…
This proposed Chinese equity screen combines membership in the metaverse sector, a positive institutional-activity reading, and a reversal pattern described as a sharp switch from a declining period to a rising move. The document explains these as sector…
This stock screen selects shares with a daily range above 1%, a high equal to the highest high over two days, and a ten-day return above 0% but below 35%. The document interprets these conditions as seeking active, recently strong stocks while limiting the…
This document describes a function that turns Commodity Channel Index readings into directional signals for an expert advisor: one return value indicates a buy and another a sell. Its configurable inputs include the CCI averaging period, applied price,…
This post proposes a Chinese equity screen combining recent reported capital accumulation above 5%, prior-day evidence of major-holder control, a market capitalization below 10 billion yuan, and a no-loss condition. It frames the combination as a way to find…
This post proposes screening Chinese stocks for amplitude above 1, a current control indicator above 21, and identifiers beginning with 60. It frames the first two filters as ways to find volatile stocks with greater market influence, while acknowledging…
This article proposes screening Chinese stocks by daily price amplitude, a bounded turnover-rate range, and a minimum count of limit-up sessions over a historical window. It presents the rule as a way to find stocks with notable price movement and market…
This proposed China A-share screen selects stocks with turnover rates between 3% and 12% and positive gains below 35% over the prior ten days, while excluding Beijing-listed shares. The accompanying example also filters out names containing an ST…
This note proposes screening Chinese main-board stocks associated with robotics. The listed conditions are an intraday range greater than 1%, circulating market value below 10 billion, and a daily gain greater than 1%. It describes these as a mix of…
This stock screen filters for shares with turnover between 3% and 12%, a rising KDJ K value, a closing price below 12 yuan, and a specified enterprise type. The accompanying indicator logic compares the current K value with its prior reading; the Python…
This post proposes screening non-ST main-board stocks for turnover between 3% and 12%, a daily gain above 1%, and upward-moving short- and medium-term averages. Its sample conditions require the close to sit above the 5-day average, which sits above the…
The described expert adviser looks for a candle whose high-to-low range exceeds twice the range of the preceding candle. If that expanded-range candle closes above its open, it signals a buy; if it closes below its open, it signals a sell. The accompanying…
RSIV-1 is presented as a modified Relative Strength Index that responds more quickly to changes in direction. It first measures closing price relative to a linear regression of price, then separates rising and falling changes over a rolling period. The…
This indicator combines two timeframes and two measures to classify bars as bullish, bearish, or neutral. It uses the MACD histogram on a weekly chart to identify whether momentum is increasing or decreasing, alongside the Force Index oscillator on a daily…
This screening rule seeks stocks in the metaverse category whose return is positive and whose weekly MACD is above zero. The note presents the MACD condition as a trend filter and supplies indicator-formula and Python references for identifying candidates.…
This stock screen selects non-STAR-market main-board equities with a 14-period RSI below 65 and a daily gain above 1%, then ranks candidates by capital strength, defined in the note as circulating market value divided by turnover. The proposed rationale is…
This Chinese stock-screening note combines three conditions: the 20-day moving average is above the 120-day average, the prior session’s 9:15 matched price was at the limit down, and today’s increase in holdings exceeds 5%. It interprets the moving-average…
This document describes a Chinese stock screening rule that combines daily price range, a newly formed KDJ crossover, and upward trends in several moving averages. Stocks enter a watchlist when their daily high-low range exceeds 1%, the KDJ J line crosses…