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-language post outlines an equity screen requiring price amplitude above one, a measure described as afternoon large-order net inflow, and seven consecutive sessions with closes below the preceding close. It then says to choose the strongest…
This stock-selection idea combines three daily price filters: a range threshold, exclusion of stocks that hit the upper price limit on the previous day, and a current low above the preceding low. The stated rationale is to seek active shares with rising…
This article describes an A-share stock screen combining turnover, a newly formed KDJ golden cross, and the prior day's actual turnover. Its final rule also requires market capitalization above one billion yuan, current turnover between 3% and 12%, and…
The document briefly describes an expert advisor that opens trades when Williams %R rises while the positive and negative directional indicators associated with ADX cross downward. It says sell-side rules are the inverse of buy-side rules, though it does not…
The document outlines a Chinese A-share stock screen that ranks candidates by volume ratio, filters for prior-day turnover between 3% and 28%, and requires the 9:25 opening change to be below 6%. It interprets the ranking as a way to favor stocks with…
TRiX is a momentum indicator that measures the percentage change in a moving average smoothed exponentially three times. The document says this repeated smoothing is intended to filter out relatively insignificant price fluctuations. It also describes TRiX…
This article introduces the KDJ stochastic oscillator, formed from the close’s position within a recent high-low range and smoothed into K and D lines, with J derived from them. It describes common interpretations: high and low readings as overbought or…
This document describes an Ergodic CCI Trigger indicator built from price momentum and repeated moving-average smoothing. It first calculates the close-to-close change and its absolute value, then smooths both through adjustable stages. Their resulting…
This stock screen combines a daily price range above 1%, market capitalization no greater than 10 billion yuan, positive profitability, and a bullish moving-average signal described as a weekly red bar. The Python example interprets profitability as positive…
This stock-selection idea combines a daily amplitude threshold above 1% with a weekly positive MACD-style signal, then ranks qualifying stocks by a volume-based heat measure. The article describes the weekly red bar as a short-term upward signal and treats…
The document presents a Chinese A-share stock screen that selects main board names with turnover between 3% and 12%, a daily gain above 1%, and circulating market capitalization above 10 billion yuan. It provides indicator-formula references and a Python…
This document describes a Chinese equity screen using three filters: RSI below 65, 2021 revenue more than 1.1 times 2018 revenue, and a positive 10-day gain below 35%. It proposes selecting the first N qualifying stocks and holding them for a year. The…
This Chinese-language post describes a daily stock-selection screen that looks for MACD above zero, ranks candidates by market attention, and limits eligible shares to a stated range of circulating market capitalization. It gives a brief rationale: MACD is…
This post presents a Chinese equity screen using three conditions: the 20-day moving average is above the 120-day moving average, the share price is below 12, and the day's institutional buying share exceeds 5%. It interprets the moving-average relationship…
This Chinese stock-screening post describes a rule combining a 14-period RSI below 65, membership in the beverage and alcohol import-export industry category, and a positive daily MACD reading. The author presents the filter as a way to find stocks that may…
This Chinese stock-screening post proposes combining amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a volume ratio between 1.5 and 6. The rationale is to find volatile shares with active trading while a bearish MACD…
This post presents an A-share stock selection rule that combines a daily high-low range threshold, a newly formed KDJ crossover, and a close between the Bollinger middle and upper bands. It supplies example implementations in a charting formula language and…
This Chinese-language post outlines an equity screening strategy combining a positive MACD condition, descending money-flow strength, a market-cap ceiling of 10 billion yuan, positive earnings measures, and ROE above 10. Its accompanying Python example…
This document presents a preliminary stock-selection screen combining daily price amplitude above a threshold, a positive weekly MACD histogram, and a K indicator reading below a threshold. It frames the combination as a way to find stocks with possible…
This stock-selection rule screens for amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a stochastic K value below 20. The article frames the range and net-flow measures as signals related to market sentiment and…
This stock-selection idea combines three signals: ranking shares by volume ratio, requiring large-order net volume to remain above 0.05 for at least three consecutive days, and looking for a shortening negative MACD histogram on a 15-minute chart. The…
The document describes a short-term A-share stock screen combining turnover, market capitalization, profitability, and the price move observed at the market open. It selects shares with turnover between 3% and 12%, market value below 10 billion yuan, no…
This stock screen combines three filters: daily amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute interval, and positive indicators associated with beverage and alcohol imports and exports. The stated rationale is to seek…
This article describes a daily pre-market stock screen for Chinese equities. It selects stocks whose MACD value is above zero, whose trailing price-to-earnings ratio is positive, and whose observation falls in 2021. The article interprets positive MACD as an…