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.
12,303 documents
This post describes a Chinese stock screen combining daily amplitude above 1%, a dividend ratio above 25% for 2019, and seven consecutive sessions classified as bearish. The author presents the dividend filter as a way to find higher-payout companies, while…
This post proposes screening stocks in the metaverse industry for a newly formed bullish KDJ crossover and daily amplitude above 1%. It treats the KDJ crossover, where the faster line moves above the slower line, as a possible upward-momentum signal, while…
This post describes a Chinese equity screening rule combining price movement, company age, and earnings growth. It selects stocks with daily amplitude above 1%, at least three years since listing, and year-over-year growth in net profit attributable to…
This document proposes screening Chinese stocks for amplitude above 1, removing those that reached the upper price limit on the prior day, and ranking the remaining names by big-order net volume. It defines a big order as a trade whose volume exceeds five…
This document outlines a Chinese equity selection rule based on amplitude above 1, a year filter of 2021, and excluding stocks that hit the upper daily price limit on the previous day. It presents indicator expressions and sample Python-style filtering…
This document describes a Chinese equity screen that combines three conditions: amplitude above 1, a prior-day 9:15 matching price at the limit-down price, and a close between the 20-period Bollinger middle and upper bands. It proposes selecting the top n…
This brief strategy note describes a stock-selection approach based on the standard deviation of turnover, paired with market-level and position-level exits. It says to liquidate all holdings after the broad market falls 4% over five consecutive days, and to…
This stock screen combines three conditions: a daily high-low range above one percent, a reversal or engulfing-style candle signal, and first-level buy volume greater than sell volume. The article frames the range as a volatility filter and the volume…
The document explains Average Day Range (ADR) as the simple moving average of each session’s high minus low over a chosen lookback. Traders can use it to estimate an instrument’s typical intraday price span and to inform trading plans. The discussion…
This indicator classifies volatility as compression, normal, or expansion by ranking current ATR against its recent history. Unlike a fixed ATR cutoff, a percentile rank adapts the classification to the symbol and timeframe. The stated defaults use a…
This MetaTrader expert advisor is designed to open, manage, and close trades using a No Nonsense Forex-style workflow. Its controls can open two half-sized positions with stop losses set at 1.5 times ATR, while assigning an ATR-sized take profit to one…
The document describes a simple stock selection rule: choose shares with codes beginning with 60, a daily high-low range greater than 1% of the previous close, and a closing price above its five-day moving average. It supplies equivalent examples in a…
This indicator identifies candidate swing highs and lows, then marks levels as protected after price action confirms them. It uses recent high and low prices to detect pivots and an Average True Range based distance to adjust confirmation sensitivity.…
The document describes an expert advisor that evaluates reversal signals when a new bar appears, while trailing activity continues on each tick. It uses ATR to set a volatility distance by multiplying the ATR value by a volatility coefficient. For a buy…
The Rainbow Oscillator is presented as a trend indicator built from a sequence of smoothed price averages and a recent high-low range. It plots an oscillator measuring price relative to the average of the smoothed lines, alongside bands representing the…
The Volty Channel Stops indicator, originally attributed to Igor Durkin, combines average true range (ATR) with monetary risk to derive a price level whose breach signals a possible trend change. The document presents a modified version that lets users…
This report compares two Chinese technology-focused equity indices: the STAR 50 and the ChiNext 50. It reviews their construction rules, sector and style exposures, constituent size, concentration, historical risk and return characteristics, valuation, and…
The document describes a price-band indicator built from an exponential moving average and average true range. With a configurable period of 20 as the example, it centers the bands on the EMA and sets four upper and four lower levels by adding or subtracting…
The document proposes screening Chinese stocks using three conditions: price amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and three consecutive limit-up sessions by the previous day. It interprets amplitude as a way to find…
This July 2020 market note assesses Chinese equities after a sharp period of volatility. It combines a medium-term view based on expected returns and improving corporate earnings with a short-term signal from the decline in 50ETF options implied volatility.…
This note outlines a Chinese equity screen using three filters: daily amplitude above 1%, a positive weekly MACD histogram or related positive MACD readings, and float market capitalization between 5 billion and 10 billion yuan. It provides an indicator…
This note describes a Chinese stock screen combining daily price amplitude above 1%, a listing age greater than one year, and a moving-average condition intended to identify an arc-shaped price pattern. The author interprets the amplitude filter as a way to…
BollingerBands_Box is a chart display utility that shows closed values of the Bollinger Bands indicator using colored rectangles and background fills. Its inputs let users choose the calculation timeframe, bar number, period, standard deviation, applied…
This article describes a technical stock screen that combines a daily amplitude threshold, a positive weekly MACD histogram, and a current daily low below the prior day’s low. It presents the conditions as a way to find volatile stocks whose weekly momentum…