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 article proposes a Chinese stock screen requiring at least five moving averages to converge, appearance on the previous day's market activity list, and a shortening MACD histogram on a 15-minute chart. It interprets clustered averages as a stable…
This article describes a Chinese stock screen combining RSI below 65, membership in the beverage and alcohol import-export industry, and positive net buying pressure from the opening auction. It presents the auction-flow condition as a short-term measure of…
This Chinese-language post proposes a stock screen combining technical and company filters. It selects stocks with MACD above zero, a positive recent rise in the KDJ K value, and a favorable company classification. The accompanying formula also restricts…
This Chinese-language post describes a momentum-oriented stock screen using three conditions: position growth above 5% for the day, moving averages spreading upward, and at least two limit-up sessions within the prior 500 days. The rationale is that rising…
This proposed daily premarket stock screen combines positive MACD, a non-ST restriction, market-heat ranking, and a five-session limit-up pattern. The pattern is described as five consecutive sessions in which each day reached a stated return threshold over…
This A-share screening proposal looks for stocks in the metaverse concept group whose MACD line crosses its signal line while the five-period moving average crosses above both the ten- and twenty-period averages. It then ranks qualifying stocks by reported…
This screening idea selects stocks assigned to the metaverse industry when trading volume is between 1.5 and 6 times its five-period average and MACD is above zero. The article treats elevated but bounded relative volume as a liquidity or activity filter and…
This stock screen combines an industry filter for beverage and alcohol import or export businesses with a turnover-rate range and a 15-minute MACD condition. It seeks stocks whose MACD histogram remains below zero while its negative bars are becoming…
The document describes a Polarized Fractal Efficiency overlay designed to identify price trends. It plots a main indicator line over price along with upper and lower deviation bands. The indicator combines fast and slow rates of change, a sensitivity…
The document describes a high-risk, high-turnover strategy for Chinese stocks under the T+1 trading convention. It looks for strong stocks that pull back and rebound, possible second moves in leading stocks, and sentiment-driven stocks that may reverse after…
This article outlines an asset allocation method that combines risk parity with the Black-Litterman framework. Risk parity portfolio weights serve as prior weights, which are used to infer prior expected returns. Short-term momentum views are then…
This stock screen selects companies listed in 2021 whose ten-day price change is positive but below 35%, while turnover falls between 3% and 12%. The article frames the filters as a way to find stocks with recent gains and constrain the screen to a specified…
This brief note describes an indicator that plots price speed and acceleration, with an option to smooth the calculations using the Hull moving average (HMA). Users can also display the values as absolute magnitudes, keeping plotted values above zero. These…
This post describes a Chinese A-share screening rule that combines daily price movement, company size, profitability, and a reversal signal. It selects stocks with an intraday high-low range of at least one percent, positive net profit, and market…
The document describes a Chinese equity screen that keeps stocks with turnover between 3% and 12% and at least one limit-up event during the previous 25 days, then ranks candidates by individual-stock popularity. It presents the rule as a way to combine…
This essay groups purportedly successful stock market participants into six styles: patient traders who wait for rare setups, long-term value investors, specialists focused on one stock, short-term leaders-of-the-hot-sector traders, traders who repeat a…
This A-share screening proposal combines membership in the metaverse industry with a curved price formation and a control-ratio threshold. It then adds a monthly MACD condition and a long-horizon moving-average crossover. The article describes the screen as…
BlauCMI_Signal is an indicator that presents trend information derived from the histogram of the Candle Momentum Index (CMI). It uses a fixed timeframe and displays the histogram color when a signal is received. Colored dots on indicator lines mark changes…
The document outlines a China A-share screening rule focused on metaverse stocks. It selects shares whose observed opening gain is below 6%, whose open is within 5% of the 10-day moving average of closes, and whose 14-period RSI is below 60. It gives…
FatlMacdCandleSign is a semaphore-style indicator built from two FatlMacd calculations, one using open prices and the other using close prices. It produces a signal when the difference between the two values changes sign. The signal therefore tracks the same…
The Derivative Oscillator, attributed to Constance Brown, is presented as a momentum indicator built from a repeatedly smoothed relative strength index. The RSI is first smoothed with an exponential moving average and then smoothed again with a second…
This Expert Advisor design combines two smoothed rate-of-change indicators across different timeframes. A slower indicator sets the broader trend direction from the relationship between its main and signal lines; a faster indicator times entries when its…
The post describes a Chinese equity screen applied after 2 p.m. It selects stocks with turnover between 3% and 12%, a positive return over the prior ten days below 35%, and positive large-trade net inflows in the afternoon. A Python example sketches a…
This post outlines a Chinese equity screen that selects stocks in the beverage and alcohol import-export category when their 14-period RSI is below 65 and a same-day control measure exceeds a stated threshold. It presents the screen as combining a technical…