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 stock screen combines three technical conditions: daily amplitude above 1, MACD above its zero line, and closing price above the five-day moving average. The document explains these as filters for price movement and recent upward direction, then gives…
The document presents a Chinese equity screen that requires a 14-period RSI below 65, a circulating market value between 5 billion and 10 billion yuan, and exclusion of Beijing-listed A shares. The example code applies these filters and, when enough…
The document describes a Chinese equity selection rule combining a daily range filter, afternoon large-order net inflow, and a score based on price change multiplied by a large-order volume measure. It ranks candidates by the resulting score and selects the…
This stock screen ranks companies by a measure of capital strength, such as net inflows or trading value, and requires at least two limit-up sessions within a 500-day window. The article frames the screen as targeting stocks with strong buying interest and…
This Chinese stock-screening strategy combines a turnover range of 3% to 12%, at least one limit-up event in the prior 25 days, and positive net buying by major participants during the opening auction. The article presents a screening expression and a Python…
The document presents an intraday CAC 40 strategy on 15-minute bars. At 09:30, it takes a long position if a MACD calculated over a window scaled to represent 14 hours is rising, or a short position if the MACD is falling. It closes positions at 21:45 and…
This report examines whether commodity futures signals and trades should use the most liquid main contract or an actively traded near-month contract. It defines active near-month contracts using liquidity and price sensitivity, then compares contract choices…
The document describes a Chinese equity screen combining a daily price range above 1%, a condition that the prior session was not limit-up, and a recent three-session rise. It presents the screen as a way to find volatile stocks with positive price momentum…
The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…
The document describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, circulating market capitalization below 10 billion yuan, and a six-period RSI below 65. It gives example implementations in…
This Chinese stock-screening idea selects shares with an amplitude measure above one, upward separation in short-term moving averages, and an auction-period price change between minus two and five percent. The stated rationale is to combine evidence of…
This stock-screening idea combines a relative strength index below a stated threshold with three consecutive down sessions and a moving-average crossover. The written description specifies a weekly five-period average crossing above a ten-period average,…
This short response outlines basic risk controls at both the individual-stock and broad-market levels. For a stock position, it suggests monitoring profit and loss and using risk indicators to trigger an exit, with moving-average crossovers and a multi-day…
This article outlines an equity screen requiring amplitude above 1 and MACD above the zero line, with additional consideration of company characteristics. It interprets elevated amplitude as evidence of volatility and positive MACD as a buy signal, then…
This Chinese-language post describes a stock selection screen built from three conditions: rank stocks by volume ratio and keep the top 500, require at least two limit-up sessions within the past 500 days, and require the 30-day closing-price trend to point…
This article proposes screening stocks with a daily range above a threshold, a close above a short moving average, and multiple moving-average crossover conditions. The intended logic combines volatility and an upward price signal with clustering among…
This stock selection method combines a daily range filter with sustained positive large-order net volume and a positive five-day price bias. Its intended effect is to find shares with active buying and prices above their recent average. The article gives…
This automated trading system uses signals from the ColorStochNR oscillator and evaluates them when a bar closes. Its selectable signal modes respond to the oscillator crossing its midpoint, a change in the oscillator’s direction, a change in the signal…
This proposed Chinese equity screen looks for stocks with daily amplitude above a threshold, signs of main-fund control on the prior day, and an opening price near the ten-day moving average. The stated rationale is to find active stocks whose opening prices…
The document proposes screening Chinese stocks in the metaverse industry for a circulating share count no greater than 5.5 billion, alongside bullish crossovers in three indicator pairs: a 5-day and 10-day moving average, a 5-period and 10-period RSI, and…
This indicator combines Heikin-Ashi candles with a 14-period RSI. It colors the candles according to whether RSI is above or below 50, with a neutral color when RSI equals 50. The threshold is presented as a marker for a shift in the balance between buyers…
This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity…
This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…
This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…