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 combines a conventional RSI with moving average smoothing in two selectable ways. In single mode, it applies a triple exponential moving average (TEMA) to the RSI. In composite mode, it averages that TEMA series with three additional moving…
This proposed Chinese equity screen looks for stocks priced below 12, with at least five moving averages clustered together, and at least two limit-up days during the prior ten days. The document interprets the clustered averages as a relatively stable price…
This stock-selection rule screens for shares priced below 12 yuan, with a six-period RSI below 65 and at least two limit-up sessions within a 500-day lookback. The document frames these conditions as a combination of a technical indicator, a low nominal…
This stock selection rule focuses on companies assigned to a metaverse industry category. It selects stocks whose closing price is above the five-day moving average and whose daily return is positive. The document gives formula examples for the industry…
This document describes a short-term Chinese equity screen based on a turnover rate between 3% and 12%, an outside-volume to inside-volume ratio above 1.3, and a 15-minute MACD histogram that is shrinking. The accompanying examples add filters such as…
The proposed Chinese stock screen selects shares with amplitude above one, a prior turnover rate multiplied by the ratio of current auction volume to prior volume between 0.5 and 2, and a rising DEA value. The article frames these conditions as a way to…
This A-share stock screen combines membership in the metaverse concept group with a rising 30-day moving average and at least one limit-up event within the past month. The average is meant to identify an upward trend, while the recent price-limit event…
This Chinese equity screen selects stocks using three measures: daily price amplitude above 1, at least two limit-up sessions within the past 500 days, and previous-day turnover above 8%. The document presents these as signs of short-term volatility and…
This post presents a stock selection rule using three price conditions: daily amplitude above 1, a rising price bottom, and a gain below 6% at 9:25. The rationale is to seek stocks with some movement, progressively higher lows, and a limited early advance.…
The Percentage Price Oscillator (PPO) is a momentum indicator that expresses the gap between a short and a long exponential moving average as a percentage of the long average. The document gives a common configuration using nine day and 26 day EMAs: subtract…
This A-share screening idea combines turnover between 3% and 12% with a rising DEA measure and an increasing KDJ K value. The intended logic is to select stocks with a specified level of trading activity while using indicator direction to seek strengthening…
This note outlines a short-term A-share screen based on daily amplitude above 1, a high equal to the highest high over two days, and a closing price in an 18–20 yuan band. It suggests that a wide range and a recent high may indicate upward momentum, then…
This note proposes screening stocks for daily amplitude above 1%, data from 2021, and a positive return measured against the closing price 30 sessions earlier. Amplitude is calculated from the daily high and low relative to price, while the return condition…
This note describes a Chinese equity screen for robot-concept stocks with a float market value below 10 billion yuan, turnover between 3% and 12%, and a three-session limit-up streak. It frames the streak as a way to find recently active stocks and orders…
This document describes a stock screen combining a turnover-rate band of 3% to 12%, a reversal or engulfing-style price pattern, and inclusion on the previous day’s Chinese market rankings list. The stated aim is to find active stocks associated with market…
This document presents an equity screening rule for mainland Chinese stocks: select main-board companies with RSI below 65, a daily gain above 1%, and a specified listing year. It frames the RSI condition as a way to identify stocks that may be oversold,…
The document presents Laguerre ROC, an oscillator built by applying a Laguerre filter to price rate of change over a configurable lookback period. Its recursive filter uses four stages, then compares adjacent stage values to form an oscillator bounded by…
This code manages backtest outputs for momentum experiments. It reads results from multiple train and test intervals, aggregates captured returns, and can rescale those returns to a target volatility. It calculates performance summaries that include return,…
This post describes a short-term stock selection rule based on price amplitude exceeding a threshold and the session high matching the highest high across two days. It frames the combination as a way to identify stocks with recent movement and possible…
This post outlines a Chinese stock screener using price movement, trading activity, and share price. Its stated filters look for stocks with an amplitude above a threshold, current volume above a stated level, a high opening price, and a share price below a…
This document describes a stock-selection screen combining daily price range, moving-average direction, and recent performance. It seeks shares with an amplitude above 1, upward-diverging moving averages, and a positive but bounded return over the prior ten…
The document describes a short-term Chinese equity screen combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading leaderboard, and a current control ratio above 21%. It interprets these filters as seeking…
This screening idea selects stocks with daily amplitude above 1%, excludes those that hit the daily price limit on the prior session, and requires at least one limit-up event within the preceding 25 days. The post frames the volatility condition as a way to…
This document describes an MT5 dashboard that displays MACD readings across seven timeframes, from M1 through D1. For each timeframe it presents the MACD main line, signal line, and histogram, then assigns a directional strength category ranging from strong…