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.
79,386 documents
The article describes a Chinese stock-selection rule using an RSI below 65, a stated float-market-cap range of 5 to 10 billion yuan, and a latest close above the previous day’s low. The accompanying code excludes ST shares, obtains daily price data, applies…
This article outlines a Chinese stock screen combining daily price amplitude, a large-order net-volume ranking, and an industry classification related to beverage and alcohol imports and exports. It presents the conditions as a way to focus on volatile…
The article proposes screening Chinese A-shares for turnover between 3% and 12%, listing in 2021, and non-ST status, then applying a short-term price-strength filter it calls a five-part limit-up method. Its description defines that method as the share of…
This document describes two technical indicators built around moving averages, Bollinger Bands, and trend phases inspired by an adoption-cycle concept. The first classifies price conditions into colored states such as bearish, rebound, opportunity, trend…
The document describes an indicator that displays the current trend using the bar colors of a StepMA stochastic indicator configured for a fixed timeframe. It places colored square markers on indicator lines when the corresponding timeframe’s bar color…
This report summary explains diffusion indicators as measures of how broadly index constituents participate in an advance or decline. Using the CSI 300 and its constituents, it compares moving-average and rate-of-change versions, equal weighting with…
This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…
The Extremum indicator is described as a tool for locating market highs and lows using a volatility corridor calculated over a selected period. Its intended use is to help identify possible entry points around trend reversals and to support systems designed…
This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…
The report proposes using Benford’s law, the uneven distribution of leading digits found in many datasets, to study stock minute-volume data. From those statistics, it constructs an “institutional footprint” measure: higher values are interpreted as stronger…
This MetaTrader indicator marks selected local price tops and bottoms with colored dots. It calculates highs and lows over a configurable period, compares them with the broader trading range, and marks points that meet a significance threshold. The period…
This article describes a main-board stock screen that combines a daily turnover range of 3% to 12%, a reversal-style candle condition called a wraparound pattern, and positive net buying attributed to major participants during the opening auction. The author…
This study examines how Chinese and US equity markets move together, with a focus on whether movements in one market help explain later movements in the other. It uses Granger causality tests on market returns and volatility, reporting evidence of two-way…
This Chinese stock screen combines a turnover band of 3% to 12% with a circulating market value between 5 billion and 10 billion yuan. It then uses a comparison between the latest daily low and the previous day’s low as a short-term price filter. The…
This stock-selection screen targets companies associated with China’s metaverse theme. It filters for prior-day actual turnover between 3% and 28%, market capitalization below 10 billion yuan, and positive earnings per share. The document explains these…
This Chinese A-share example builds a daily stock-ranking strategy using LightGBM regression. Its features combine market capitalization, recent price and turnover averages, dividend yield and price-to-earnings ranks, plus two custom factors. The target is a…
This Chinese-market stock screen looks for Shenzhen main-board companies with turnover between 3% and 12%, seven consecutive declining sessions, a price-to-earnings ratio above zero and below 29.01, and a price-to-book ratio above zero and below 3.11. The…
This Expert Advisor combines a moving-average trend indicator with a Momentum oscillator. It can evaluate signals on every tick or only when a new bar appears, and users can select the timeframe used to calculate indicators and read closing prices. Separate…
This Expert Advisor trades when the LinearRegSlope_V1 indicator changes color. The signal is evaluated at bar close when the oscillator crosses its signal line, providing a rule-based entry trigger based on a change in the indicator’s direction. The advisor…
This stock screen selects companies associated with the metaverse theme whose closing price is above the five-day moving average and whose total market value is at least 200 million. It combines a thematic classification with a short-term price condition and…
This discussion raises a data-reconciliation question: why historical prices retrieved from a Chinese equity data platform still differ from observed market prices after dividing open, high, low, and close by an adjustment factor. The example queries daily…
This note outlines a Chinese stock screen requiring daily high-low range above 1%, membership in the robot concept category, and a circulating market capitalization below 10 billion yuan. It also excludes stocks that hit the upper price limit on the prior…
This note describes a Chinese equity screening rule that combines a turnover band of 3% to 12%, first-level bid volume greater than ask volume, and an indicator labeled institutional bottom-fishing. The stated rationale is to find actively traded stocks…
This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…