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 Chinese equity screen first limits candidates to the metaverse theme, then requires the opening price at 9:25 to be less than six percent above the previous close. It also looks for the weekly five-period moving average to cross above the ten-period…
This stock-selection rule combines an amplitude threshold, a weekly moving-average crossover condition, and membership in the beverage and alcohol import-export industry. The article presents the amplitude filter as a way to constrain price movement, the…
This stock screen combines three conditions: membership in the metaverse theme, a positive institutional-flow measure, and MACD above zero. The document frames theme membership as a way to focus on a popular sector, institutional activity as a directional…
This Chinese A-share screening example combines three conditions: a 14-period RSI below 65, market capitalization of at least 200 million, and a 10-day price gain above zero but below 35%. It describes the screen in plain language and provides sample formula…
The article proposes screening Chinese stocks using three conditions: daily amplitude above 1%, at least two limit-up events within a 500-day lookback, and prior-day auction turnover above 0.26. It supplies indicator expressions and a Python-style example…
This Chinese stock screen combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and exclusion of companies classified as science and technology innovation listings. The MACD condition is intended to find…
This community post describes a China A-share stock screen that combines recent price behavior with valuation and listing filters. The stated criteria include Shenzhen main-board stocks with positive price-to-earnings and price-to-book ratios below specified…
This stock screen combines three technical conditions: daily high-low amplitude above a threshold, MACD above the zero line, and a rising, ordered set of short- to longer-term moving averages. The intended interpretation is that price movement indicates…
This proposed daily A-share screen combines a positive MACD reading, a share price below 12 yuan, and a latest close above the previous session’s low. The article says selections are made before the market opens and frames the price and MACD conditions as…
This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…
This Chinese-language description outlines an equity screening rule that combines a daily amplitude threshold, a high equal to the highest high across two days, and positive afternoon large-order net inflow. Its rationale is to pair price movement and a…
This stock-selection screen combines three conditions: daily high-to-low range above 1% of the opening price, prior-day trading activity above the stated threshold, and a positive weekly MACD condition. The document presents the rules as a way to focus on…
The document outlines a daily, after-close stock-selection screen that requires the MACD line to be above zero, limits the universe to companies with floating market capitalization above 10 billion yuan, and ranks candidates by a measure of individual-stock…
This document presents a Chinese stock screening rule combining daily amplitude above 1, a newly formed KDJ crossover, and circulating market capitalization of at least 200 million. It describes the crossover as a possible sign of improving sentiment and…
The Percentage Volume Oscillator (PVO) compares a fast and a slow moving average of tick volume to describe changes in volume momentum. The indicator can display its main line, a signal line, and a histogram, with configurable periods and moving-average…
The document describes a short-term Chinese equity screen combining turnover, recent price performance, and limit-up frequency. It selects stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and more than two limit-up sessions during…
The article proposes a short-term stock screen requiring price amplitude above a threshold, at least two limit-up events within a 500-day lookback, and a prior-session 9:15 indicative match price at the limit-down level. It interprets the last condition as a…
This document proposes screening Chinese stocks by price range, a K-line condition described as being below 20, and descending money strength. It characterizes money strength as a way to infer buying and selling pressure from price direction and trading…
This indicator transforms the MACD into a bounded measure by scaling its current value against the highest and lowest MACD readings over a rolling normalization window. It then applies smoothing to the normalized series and calculates a signal line from that…
This document introduces the Blau Tick Volume Indicator, an indicator associated with William Blau’s book on momentum, direction, and divergence. It describes the indicator as a color histogram for displaying tick-volume information, giving traders a visual…
This document describes a Chinese stock watchlist screen combining daily price range, a recent limit-up event, and a signal labeled as prior-day main-force control. Its rationale is that larger price swings and recent limit-ups may indicate attention and…
This note outlines a Chinese equity screen using three conditions: positive but moderate returns over the prior ten days, appearance on the previous day’s exchange trading-activity list, and descending ranking by a measure called fund strength. The intended…
This note describes a Chinese equity screen that starts with stocks in the metaverse theme, filters for prices above the 250-day moving average, then ranks candidates by the day’s auction amount. It proposes selecting the top five and also mentions ordering…
This stock screen combines three conditions: daily amplitude above 1%, observations dated in 2021, and a ten-day price gain greater than zero but below 35%. The document interprets the amplitude condition as selecting more volatile stocks and the gain band…