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 screening idea looks for stocks with amplitude above 1 whose 15-minute MACD histogram remains below zero but is becoming less negative. It then ranks candidates by opening-auction value and selects the top five. The article frames the shrinking negative…
This stock screen combines daily amplitude above 1 with a positive weekly MACD histogram, then ranks qualifying stocks by the value traded in the opening auction and selects the top five. The article interprets strong auction value as a sign of market…
This document explains a MACD variant called MACD Platinum, built by applying a zero-lag adjustment to exponential moving averages. For each MACD leg, it computes an exponential average, smooths that result again, and adds the difference between the two…
The article reviews empirical research comparing commodity futures momentum based on total returns with momentum based on residual, or idiosyncratic, returns after accounting for selected systematic factors. The study forms ranked portfolios across…
This Chinese stock-selection post combines three signals: high relative trading volume, institutional purchases reported in exchange trading disclosures, and a short moving average above a longer one. It ranks stocks by volume ratio, selects names with the…
This Chinese stock-screening note selects shares with turnover between 3% and 12%, a positive 10-day gain below 35%, and a 10-day RSI below 65. It presents the screen as a way to find actively traded stocks with recent gains while filtering out more…
This article describes an equities screen built from three conditions: price amplitude above a threshold, circulating market value as a share of total market value within a specified range, and the 20-day moving average above the 120-day average. It frames…
This document describes a Chinese stock screening approach that ranks shares by volume ratio, keeps the top 100, and requires the 5-, 10-, and 20-day moving averages to be aligned upward. It also limits the opening gap, calculated from the open and prior…
This note describes a dynamic volume-weighted average price calculated across multiple days or bars, with the starting timeframe configurable. It presents VWAP as a volume-weighted benchmark for the price level at which trading has occurred and pairs the…
This note outlines a daily Chinese stock screen run before 10 a.m. It looks for shares priced below 12, a MACD condition above zero, and a rising alignment among the 5-, 10-, 20-, 30-, and 60-day moving averages. The intended signal combines a price ceiling…
This note describes a Chinese equity screening rule that combines daily price amplitude above 1, a positive weekly MACD reading, exclusion of ST-designated stocks, and five consecutive limit-up sessions. It says to run the screen before 10 a.m. and provides…
This description presents an Expert Advisor that uses a Digital MACD indicator to generate trade signals at bar close. Depending on the selected entry mode, a signal can involve the histogram crossing zero, a change in the histogram’s or signal line’s…
This Chinese stock-screening proposal combines three filters: at least five moving averages converge, the stock has had more than two limit-up days in the past ten days, and candidates are ranked by market attention. The explanation interprets moving-average…
This note outlines a Chinese A-share screening rule focused on metaverse-related stocks. It selects stocks whose 30-day moving average is rising, then ranks them by the day’s auction trading value and keeps the top five. The accompanying explanation treats…
This A-share stock screen combines an RSI below 65 with a ranking by stock popularity and a 15-minute MACD histogram condition intended to identify shortening negative bars. The article frames the mix as a way to pair a short-term technical signal with…
This post describes a Chinese equity screen for stocks in the metaverse sector whose latest return is positive and whose daily MACD has crossed from below zero to zero or above. It provides formula-style conditions and a Python sketch, and recommends…
This post describes a Chinese equity screen combining three conditions: daily price amplitude above 1%, a reversal or engulfing-style pattern, and a positive current return. It gives indicator-formula and Python examples for applying the conditions, then…
This product description presents an automated strategy that combines a fast and slow moving average crossover with MACD confirmation. The crossover is used to identify possible trend changes, while the MACD line, signal line, and histogram are described as…
This document outlines a Chinese equity screen that combines a price movement threshold, a market capitalization ceiling, positive net profit, and a candle pattern intended to identify the start of a strong advance. The formula and Python example implement…
This short-term stock screen targets companies classified in the metaverse theme that appeared on the prior day’s trading activity ranking and show a newly formed KDJ signal. The article’s stated rule combines thematic classification, a recent ranking-list…
The Premium Stochastic Oscillator adapts a short-period stochastic to center its output around zero. It compares the close with the highest high and lowest low over a chosen lookback, rescales that position, then applies two exponential smoothing stages. A…
This stock-selection rule combines three technical conditions: daily amplitude above 1%, a high equal to the highest level across the current and prior day, and the prior day's price above its 250-day moving average. The document presents the screen as a way…
This short-term stock screen selects companies in the metaverse theme whose price gain at 9:25 is below 6% and whose position-growth ratio for the day exceeds 5%. The document presents the combination as a way to find stocks with notable position increases…
This note proposes a Chinese equity screen using small market capitalization, revenue growth, valuation ratios, clustered moving averages, and recent price appreciation. The initial description calls for at least five moving averages to overlap, no losses,…