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 note presents a Chinese equity screen requiring turnover between 3% and 12%, a positive product of price change and net very-large-order volume, and a stock code beginning with 60. It describes these filters as a way to focus on active shares with…
This proposed equity screen combines price movement, order-flow activity, and turnover. It looks for stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and prior-day actual turnover between 3% and 28%. The…
The proposed screen focuses on companies in the metaverse sector. It selects stocks where KDJ has just formed a bullish crossover, market capitalization is below 10 billion yuan, and net income is positive. Selection is restricted to before 10 a.m. on each…
This stock screen combines daily price amplitude, weekly MACD position, and recent limit-up activity. It selects equities with amplitude above 1%, a weekly MACD reading above zero, and at least two limit-up days in the past ten days. The accompanying…
This document describes an indicator that applies John Ehlers’ inverse Fisher transform to either RSI or RSX. The transform is presented as a way to reshape an indicator’s probability distribution and produce a smoother oscillator for timing buy and sell…
This Chinese-language post outlines a stock selection screen based on recent price movement, trading activity, and a long-term trend filter. It selects shares with amplitude above 1, a product of prior-day turnover and the ratio of current auction volume to…
The document describes an Impulse indicator and a reversal-reading method resembling RSI analysis. It says the indicator tracks points passed and supports the available moving-average calculation methods. The central signal is divergence: price makes a new…
This A-share screen targets metaverse-industry stocks with a newly formed KDJ bullish crossover, excludes ST-designated names, and requires five limit-up events over a five-day window. It is intended to run before 10:00 on each trading day for same-day…
This A-share screening idea selects stocks assigned to the metaverse industry that appeared on the Dragon-Tiger trading activity list the previous day and have a current-day price increase greater than 21% relative to the prior close. The article describes…
This A-share screening rule combines three conditions: a MACD signal above or crossing the zero axis, a recent high that is the highest across a two-day window, and a pre-market gain below 6% as measured around 9:25. The document provides an indicator…
This Chinese A-share screening idea focuses on stocks classified in the metaverse industry. It selects names that had at least one limit-up event in the prior 25 days and whose 20-day moving average is above the 120-day average, using the longer average as a…
The document explains how limit order books can reveal displayed supply and demand, liquidity concentrations, spread changes, and shifts in intraday buying or selling pressure. It proposes tracking order book changes alongside price to investigate support…
The document proposes a Chinese stock screen that combines a reported daily buying-activity share above 5%, a weekly close crossing above its 30-week moving average, and a shortening MACD histogram on a 15-minute chart. The signals are intended to pair…
The document describes a Chinese equity screen combining daily price amplitude above 1%, a freely traded share count no greater than 5.5 billion, and weekly MACD above zero. It presents these filters as a way to find relatively volatile small-cap stocks with…
This screening approach targets main-board stocks associated with the robotics concept. It requires turnover between 3% and 12%, a circulating market value below 10 billion yuan, and a daily gain below 2.6% but above −5%. The article presents the combination…
This screening method selects Shenzhen main-board stocks that have been listed for more than a year, show daily amplitude above 1, and fall within specified valuation ranges: price-to-earnings above zero and below 29.01, and price-to-book above zero and…
The Balance of Power indicator, attributed to Igor Livshin, estimates the relative strength of buyers and sellers by comparing their ability to push prices toward extremes. Its raw values range between −1 and +1. The described implementation follows the…
This stock-selection method ranks shares by large-order net volume, then looks for positive readings above 0.05 across at least three consecutive days. It also requires the 20-day moving average to be above the 120-day moving average, combining a measure of…
The document outlines a proposed moving-average indicator intended to imitate a range of other moving averages, reducing the need to select among many separate versions. It describes desired behavior rather than giving a formula or implementation: the…
The document describes a simple Expert Advisor that compares the opening price of the current bar with the opening price of the third bar. It opens a buy when the current bar’s opening price is higher; otherwise it opens a sell. Positions are closed by a…
This post describes a Chinese equity screen for stocks in a metaverse industry category. It requires the opening price to be less than 6% above the previous close and at least one session in the prior 25 days when the high exceeded the previous high by more…
This post outlines a Chinese equity screening rule combining turnover, a rising DEA condition, and a cap on tradable share count. It selects stocks with turnover between 3% and 12%, a rising signal derived from moving-average differences, and a circulating…
The document describes a directional momentum indicator based on counting fair value gaps (FVGs) within a selected window. It tracks the total number of gaps associated with uptrends and the total associated with downtrends, including both filled and…
The document proposes an equity screen requiring turnover between 3% and 12%, a positive product of the day's price change and net large-order flow, and a rising DEA indicator. It frames the turnover band as a participation filter, the signed price-flow…