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 Chinese-language post describes an equity screening rule that combines a daily price range threshold, a named morning star candlestick pattern, and at least one large single-day gain within the recent 25 trading days. It frames the screen as a way to…
This Chinese equity screen combines a turnover rate from 3% to 12%, a rising DEA condition, and a ten-day return above zero but below 35%. The article describes moderate turnover as a way to seek active trading without extreme activity, uses rising DEA as a…
This stock screen combines three conditions: daily high-to-low range greater than one percent of the prior close, a ticker beginning with 60, and a 30-day simple moving average that is higher than on the previous day. The document interprets the range as a…
This post describes a stock screen based on price amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days. It also adds a condition that stocks showed positive price changes during 2021. The article includes example Python…
The document outlines a Chinese equity screening rule combining a turnover-rate range of 3% to 12%, seven consecutive declining days, and an opening-auction volume condition described as growth of more than 50% versus the prior day. It includes sample…
The document briefly introduces a trend-strength version of an EMA variation indicator. It says the original calculation is retained while trend strength functions mainly as a filter, following the logic of a broader family of trend-strength indicators. It…
The post outlines a Chinese equity screening idea combining daily price range, a low share-price threshold, and recognition of a Morning Star candlestick pattern. Its example implementations also apply a Bollinger-band closing-price condition, then show…
This post proposes screening equities for daily amplitude above 1%, observations dated in 2021, and a price-change condition below 6%. It describes high amplitude as a sign of larger price swings and treats a modest historical gain as a possible entry…
This post describes an equity screen combining daily turnover between 3% and 12%, seven consecutive declining sessions, market capitalization below 10 billion yuan, and no losses in the preceding three years. It presents the screen as a way to pair recent…
This document describes a version of a period-candle indicator with a user-selectable timeframe input. The example configuration sets the chart period to four hours by default, while the input permits selection of another timeframe. The purpose is to make…
This indicator presents the direction of a color zero-lag JJRSX oscillator across ten timeframes. Each timeframe is represented by a square: green denotes a rising oscillator, pink denotes a falling oscillator, and gray denotes other conditions. The…
This Chinese-language post outlines a screen for mainland Chinese equities in the metaverse theme. It selects stocks reported on the previous day’s trading list and requires the 30-day moving average to be rising versus its prior value. The post also…
This document describes a CCI histogram indicator that adds averaging to the histogram and to its dynamic overbought and oversold levels. Its inputs allow the user to set the CCI period, applied price, volume type, threshold levels, smoothing method and…
This Chinese equity screen combines a daily amplitude threshold, circulating market value above 10 billion yuan, and a technical condition described as the start of a major upward move. Its reference formula checks whether the prior midpoint was below an…
This Chinese equity screen combines a technical filter with size and liquidity conditions. It selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and prior-day trading value above 60 million yuan. The article…
This post outlines a daily long-short strategy for the S&P 500 using a two-period RSI. It opens a long position when RSI falls below a parameter and a short position when RSI exceeds a mirrored threshold. Long exits require RSI to recover to a separate…
This note proposes a short-term Chinese equity screen combining price movement, activity, and fundamental filters. It selects stocks with an intraday range above 1%, at least one daily gain of 10% or more during the prior 25 trading days, and prior-day…
This brief entry identifies FractalSystem as an indicator based on fractals. It credits Maloma as the original author and notes that the indicator was first implemented in MQL4 and published in 2007. The entry refers to an illustration of the indicator, but…
The post outlines a Chinese equities screen combining three conditions: rank stocks by capital strength, select the top five by the day’s auction amount, and require the 15-minute MACD histogram’s negative bars to be shrinking. It interprets these filters as…
This short description introduces a three-pole Butterworth filter used to smooth price or another selected input series. It characterizes the indicator as providing smoothing while using modest processing resources, making it a potential alternative for…
The article examines a z-score indicator whose automatic lookback selection is described as machine learning. It selects among ten fixed windows using price-trend fit, then trades z-score extremes as mean-reversion signals. The audit identifies problems in…
This document proposes an equity screen requiring daily price amplitude above a threshold, turnover within a specified band, and a nonempty name for an outstanding convertible bond. Its indicator reference expresses the range and turnover filters, then…
This document describes a short-term stock screen combining a minimum price range, an “arc-shaped” price pattern, and a recent two-session high. Its formula reference also checks that recent minute-level volume is rising across progressively longer windows,…
The document proposes screening A-shares by turnover between stated bounds, a positive but limited return over ten days, and a positive daily MACD. It frames turnover and recent price appreciation as signs of trading activity and favorable price behavior,…