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 post describes a China equity screen that keeps stocks with turnover between 3% and 12%, an opening price within roughly 5% of the 10-day moving average of closing prices, and a high ranking by the day’s auction amount. The example implementation…
This post presents a China equity screening rule combining a turnover-rate band of 3% to 12%, outside volume greater than 1.3 times inside volume, and a rise of more than 5% in the stated close-position ratio. Its example formulas add a minimum volume…
The document explains point-and-figure charting as a way to display price movement while ignoring elapsed time. A new X or O is added only after price moves by a chosen box size; the chart changes direction after an opposite move reaches a specified reversal…
This document presents a stock screen combining three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute interval, and a close above the previous day's low. The rationale is that a large range identifies active stocks, a…
The document describes a Chinese A-share screening approach that selects stocks with RSI below 65 and an external-to-internal trading volume ratio above 1.3. It frames the screen around 2021 data and adds a current-price filter that excludes stocks whose…
This Chinese-language strategy note proposes screening equities with a 14-period RSI below 65, parent-attributable net profit growth between 20% and 100%, and a reversal pattern described as a “wraparound” stock. It frames the setup as a way to find…
The document describes a Center of Gravity Channel indicator that plots two bands around a central line: a deviation channel and a true range channel. When the bands narrow and intersect, the indicator marks the Center of Gravity line, highlighting a…
This note describes a short-term screen for main-board stocks that combines intraday range, prior-day actual turnover, and a positive move on the current day. The stated criteria are an amplitude above 1, turnover between 3% and 28%, and a daily gain above…
This note describes selecting A-share stocks by prior-day trading value above 60 million yuan and references a 2021 stock universe. Its later, expanded rule set adds market capitalization above 10 billion yuan, price-to-earnings below 20, and indicators…
This note outlines a daily A-share screen that looks for MACD above zero, a share price below 12 yuan, and turnover between 2% and 9%. The accompanying formula also compares recent turnover readings, while the explanatory text presents turnover as a way to…
This note proposes an A-share screen requiring MACD above zero, a share price below 12 yuan, and exactly one limit-up session in the previous 25 days. It describes running the selection before 10 a.m. each trading day. The stated rationale is that a recent…
This note describes an A-share stock screen combining a 14-period RSI below 65, a rising MACD signal line (DEA), market capitalization below 10 billion yuan, and no reported loss in the prior fiscal year. Its rationale is to pair modest momentum conditions…
The document proposes screening Chinese stocks using price amplitude, market-value concentration, and the gain at the market open. Its initial rule selects stocks with amplitude above a threshold, a stated concentration condition, and an opening gain below…
This Chinese stock-selection post proposes screening for shares with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and a candlestick condition described as the Kute Intelligent morning-star pattern. The accompanying…
This Chinese stock-selection post describes a technical screen for shares with daily amplitude above one, excluding ST-designated companies and stocks that hit the daily price limit the previous day. The screen is intended for selections made before 10 a.m.…
The document describes a variation of Parabolic SAR that allows the calculation to use a selected price series rather than relying only on high and low prices. It also permits an average of price values to be used in place of raw prices. This changes the…
This document describes an automated trading system that uses the 2XMA Ichimoku Oscillator. It generates a signal when a bar closes and the indicator changes direction, then uses that change to determine trading actions. The text also notes dependencies for…
This document describes a chart indicator that represents candles from a larger timeframe as filled rectangles on the current chart. It colors candle bodies and shadows according to trend direction, with the color values determined by the Fisher CG…
The document explains cumulative volume delta (CVD) as a running total of estimated aggressive buying volume minus aggressive selling volume. It describes classifying volume within each bar by its price distribution, then accumulating the difference to show…
This document describes a Chinese A-share stock screen using a turnover ratio from 3% to 12%, circulating market value from 1 billion to 55 billion yuan, and exclusion of stocks whose names contain a Beijing reference. It gives equivalent screening logic and…
This weekly Chinese equity-market note describes a market-regime framework using the distance between 20-day and 120-day moving averages on a broad market index, alongside a measure of market-wide profit-making activity. In the reported week, the short…
This Chinese equity screening proposal combines three conditions: a 20-day moving average above the 120-day average, an amplitude threshold, and exclusion of stocks that hit the upper price limit on the prior day. It presents the moving-average relationship…
The document describes a Fast Stochastic oscillator with a K line based on the current close's position within a recent high-low range. It defines that range using the highest and lowest prices over a lookback period, then smooths the K value with a simple…
This indicator marks each bar according to whether its close is above or below the previous close. It draws a point at the close in green for an increase and magenta for a decrease, and returns the close alongside two values associated with the upward and…