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.
79,386 documents
This document describes an indicator that uses a simplified ZigZag swing series to locate trading range boundaries and support or resistance levels. Its underlying idea is to identify alternating local highs and lows, then use those turning points to…
This proposed Chinese equity screen selects stocks with a daily high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and a closing price above the previous day’s low. The article frames these filters as a combination of price…
This proposed Chinese stock screen looks for an RSI below 65, three consecutive bearish sessions, current trading volume above 10,000 lots, and an opening price more than 2% above the previous close. It pairs a momentum oscillator and recent price weakness…
This Chinese stock-screening proposal combines a minimum daily price range with at least two limit-up events over a 500-day lookback and signs of large buying orders during the opening auction. It also specifies a threshold for combined very-large-order…
This document describes an alert-enabled version of a Heikin-Ashi Smoothed VolatilityStep indicator. It can notify the user when the indicator crosses a specified trigger level, with settings for the signal bar, alert count, sound, email, push notifications,…
This Expert Advisor is described as trading changes in the direction of a custom Triple Exponential Moving Average indicator. It forms a signal when a bar closes and the indicator changes direction. Running the advisor requires a separately compiled…
This Chinese equity screening idea combines a prior-day price-amplitude threshold, appearance on the previous day’s trading activity list, and at least one limit-up event within the preceding month. The document frames these filters as a way to find shares…
This stock screen combines three conditions: membership in the metaverse theme, a positive institutional-flow measure, and exclusion from the STAR Market. The accompanying explanation presents the theme as a way to target a popular sector and the flow…
This indicator describes three ways to measure price movement over a timeframe-adjusted evaluation period. For intraday charts, it estimates the period from the trading session; for daily charts, it uses weekly data. The period length is calculated from the…
This Chinese stock-selection proposal screens for a 14-period RSI below 65, a circulating market capitalization from 5 billion to 10 billion yuan, and a daily MACD value above zero. It presents RSI as a way to avoid very overbought conditions, market…
This Chinese stock-screening proposal combines current turnover, a previous-day appearance on the Longhu list, and turnover from the day before that. Its stated thresholds are current turnover between 3% and 12%, prior-day Longhu-list inclusion, and earlier…
This midweek market note reviews Bitcoin and Ether options conditions as of January 24, 2023. It highlights resilient realized volatility, with Bitcoin rising again late the prior week, and term structures that were flat to slightly inverted and had edged…
This Chinese equity selection rule combines three signals: daily price amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move within the recent lookback window. The intended…
The author outlines an index-enhancement approach for Chinese large-cap and blue-chip equities. First, a human-selected universe emphasizes historically strong companies and stocks that held up against the broad market during declines. A machine-learning…
The document describes a basic Chinese equity screening rule: select Shanghai-listed stocks whose codes begin with 60, whose turnover rate falls within a specified band, and that have been listed longer than a minimum period. Its example uses a three-year…
The response clarifies what a factor analysis does in the context of evaluating five candidate factors. It says the analysis is run on each factor individually, rather than testing whether a portfolio or combination of all five factors is effective. This is…
This note presents a Chinese equity screen requiring turnover between 3% and 12%, a rising KDJ K value, and a closing price below 12 yuan. It includes indicator and Python examples and frames the combination as a way to find actively traded, lower-priced…
This note proposes a Chinese stock screen combining a price-range condition, a rounded price pattern, and positive net buying by large participants during the opening auction. Its indicator expression approximates the rounded-pattern condition using the…
This note describes a daily stock screen for mainboard equities that combines an intraday range threshold with a market capitalization cap, positive net profit, and a daily price increase above 1%. It provides example indicator and Python expressions for…
This stock-selection note screens for shares with amplitude above 1, a prior-day 9:15 matched price at the limit-down level, and a close above the previous day’s low. Its revised version adds a close above the three-day moving average. The proposed…
This Expert Advisor takes signals from the ColorSchaffRVITrendCycle oscillator when it crosses into or out of overbought or oversold territory, with the signal confirmed at bar close. The description therefore presents a threshold-break strategy based on…
This short description explains a chart operated tool for modifying protective exits on all open orders for the current instrument. The trader drags the script’s placement relative to the current market price: below the market it adjusts stop losses, and…
This stock-selection note describes a screen combining amplitude above 1, a positive weekly MACD histogram, and a 9:25 gain below 6%. The intended rationale is to find shares with notable price movement and a rising weekly trend while avoiding names that…
The post outlines a Chinese equity screening strategy that selects stocks with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, a listing history longer than one year, and a price-to-earnings ratio no greater than 40.…