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.
31,205 documents
This document presents a Chinese A-share screening idea combining technical signals with a basic profitability filter. The stated criteria include RSI below 65, an external-to-internal trading volume ratio above 1.3, and at least five moving averages…
The document presents a stock-screening idea that combines MACD above its zero line, upward-diverging daily moving averages, and an external-to-internal trading volume ratio above a stated threshold. It then extends the screen with fundamental filters:…
This note describes a screen for metaverse-related equities using two signals: prior-day actual turnover between 3% and 28%, and large-order net volume above 0.05 for at least three consecutive days. The article interprets the turnover band as evidence of…
This note proposes screening equities for intraday amplitude above 1, prior-day actual turnover between 3% and 28%, and positive net large-order flow during the afternoon. The combined filters aim to find shares showing both price movement and trading…
This note describes a short-term screen for metaverse-related equities. It selects stocks that had at least one limit-up session during the prior 25 days and whose current opening price is near the 10-day moving average. The stated rationale is that recent…
This article presents a technical screen for stocks associated with the metaverse theme. It looks for an opening price around the 10-day moving average and requires the current close to exceed the previous session’s low. The proposed logic combines sector…
This BigQuant user question concerns a feature expression that calculates how many days have elapsed since a limit-up event within a recent window. The example marks sessions where return exceeds a threshold and the close equals the high, then uses a rolling…
This article describes a Chinese A-share screen for stocks in the metaverse concept group. It selects names whose reported 9:25 price change is below 6% and whose previous session did not close at the daily upper price limit. The rationale is to focus on the…
This brief indicator description explains how StepMA_3D_v3 visualizes the relationship between three trend speeds. It colors the area between the medium and slow trends, then changes the fast trend line’s color according to its position. The display is…
This Chinese stock-selection post describes a short-term momentum screen for A-shares. It combines turnover between 3% and 12%, an opening price within about 5% of the ten-day moving average, and a recent three-session limit-up streak. The stated rationale…
This Expert Advisor uses changes in the direction of a moving average associated with the Balance of Power Histogram to generate trading signals when a bar closes. The document frames the strategy around a directional shift in the indicator rather than a…
This proposed stock screen combines an amplitude threshold, a shortening negative MACD histogram on a 15-minute chart, and a stock-code prefix. The stated rationale is to find volatile shares whose downside momentum may be easing, then focus the search on a…
Ease of Movement Value (EMV), developed by Richard W. Arms Jr., is a technical indicator intended to describe how easily price moves. It relates the change in the midpoint of the current high-low range to trading volume adjusted by the current range. Larger…
This post outlines a Chinese equity screen that ranks stocks by capital strength and requires more than two limit-up sessions in the recent ten-day window, alongside at least two limit-up sessions over a 500-day lookback. Its proposed final version adds a…
This post describes a Chinese stock selection screen based on turnover between 3% and 12%, appearance on the previous day’s trading leaderboard, and a current control indicator above 21. It also gives a formula-style expression and a Python example that…
This indicator description explains a Relative Strength Index tool that marks overbought and oversold states, then uses those states to define price channels and identify swing pivots. Users can adjust the RSI period and threshold levels, with shorter…
This Chinese equity-screening note combines four conditions: price amplitude above 1%, current trading volume above 10,000 lots, a higher opening price, and circulating market capitalization above 10 billion yuan. It frames the screen as a way to find…
This Chinese stock-selection note describes a screen combining three conditions: a price range above 1%, net buying by large orders in the afternoon, and a 2019 dividend payout ratio above 25%. It presents the conditions as a mix of trading activity and a…
The screening rule selects stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose best-level bid volume exceeds best-level ask volume. The document presents the bid-versus-ask comparison as a way to incorporate liquidity…
TrendChannel is a technical indicator that draws two trend lines based on the closest price extremes. The description identifies the indicator’s author and notes that an earlier version was implemented in MQL4 and published in a code library. Its stated…
This report introduces a quantitative research approach that combines behavioral finance with trading indicators. It centers on George Soros’s theory of reflexivity and the author’s use of volume measures, with the stated aim of developing an indicator…
This indicator description presents an adaptation of a double-smoothed Wilder exponential moving average. It adds a volatility-ratio mode to adjust the average and a correction method attributed in the source to Alexander Uhl. The suggested use is similar to…
The indicator described here combines readings from seven HighsLowsSignal indicators calculated on different timeframes. It displays a separate line for each component, with line color reflecting the direction of that indicator’s most recent signal. The…
This Chinese-language post describes a stock screen combining three conditions: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a concentration measure below 20%. The stated rationale is to find stocks…