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
The document describes a Chinese stock-selection screen combining turnover, order-flow imbalance, and positive returns. Its stated selection logic looks for stocks with turnover between 3% and 12%, an external-to-internal volume ratio above 1.3, and positive…
The document clarifies why a chart may show two values for the MESA Adaptive Moving Average (MAMA). It identifies the second value as the Following Adaptive Moving Average (FAMA), a companion average associated with John Ehlers. The two values are used…
This document describes an Expert Advisor that acts on signals from a technical indicator called Stalin. A trade signal is generated when a colored arrow appears at the close of a bar, so the system’s entries depend on the indicator’s plotted direction cues.…
This stock screen selects shares with an amplitude above one, a price average above the five-day moving average, and high current-day auction turnover, retaining the top five by turnover. The article interprets the amplitude filter as a way to find volatile…
This Chinese equity screen combines a positive MACD reading with positive price change and positive large-order net buying. It also limits candidates to companies with market capitalization at or below 10 billion yuan and positive profit. The article frames…
This Chinese equity screening strategy selects robot-concept stocks with a turnover rate between 3% and 12%, a circulating market value below 10 billion yuan, and prior-session opening-auction turnover above 0.26. The article suggests the auction activity…
The document describes a simple indicator intended to assess autocorrelation in a price series. Positive readings are presented as signs of more directional movement, which might accompany a developing trend or a possible reversal. Negative readings are…
The document briefly introduces the Keltner channel as an indicator whose upper and lower boundaries depend on a multiplier and a chosen measure of range. It identifies two calculation approaches: averaging candle-body size or using average true range data.…
The document outlines a daily stock screen that requires price range to exceed one percent of the prior close, a positive price-to-earnings ratio, and a rising 30-day moving average. It interprets these conditions as combining recent trading activity,…
This document describes a Chinese equity screen combining three conditions: membership in the metaverse industry, an arc-shaped price pattern, and a weekly close crossing above its 30-week moving average. It presents the moving-average cross as a way to…
This proposed Chinese stock screen focuses on companies classified in the metaverse theme. It requires the current close to be above the five-day moving average and applies a prior-session price-change filter intended to exclude stocks that closed at the…
This proposed Chinese equity screen selects non-ST stocks associated with beverage and alcohol imports or exports, with turnover between 3% and 12%. Before 10 a.m., it ranks candidates by limit-up activity and takes the first five. The post also shows…
This article outlines a simple screen for Chinese equities associated with the metaverse theme. It selects stocks whose actual turnover rate from two trading days earlier falls between 3% and 28%, while excluding stocks that hit the upper price limit on the…
This short description introduces the Fisher Transform, an indicator developed by John Ehlers. It says the indicator tracks current market movement and that its plotted levels may serve as potential turning points. The stated directional reading is simple: a…
The post outlines a Chinese equity screening idea that combines at least five overlapping moving averages, company or industry characteristics, and a 15-minute MACD histogram whose negative bars are getting shorter. It interprets moving average overlap as…
This stock screen selects shares whose daily amplitude exceeds a threshold, whose price is above the five-day moving average, and whose prior session was not a limit-up day. The article frames a larger daily range as potentially useful for short-term trading…
The proposed screen seeks Chinese stocks with turnover between 3% and 12% and a positive gain below 35% over ten days, then looks for three technical indicators to cross upward at the same time. The accompanying formula describes rising 12-period and…
This indicator draws two colored filled rectangles on a selected bar to show the space between two Keltner channel values. Its configurable inputs include the smoothing method and length, two deviation ratios, the applied price, band colors, the bar used for…
This document describes a Chinese stock selection rule combining daily price range, recent limit-up activity, and a long-term moving average. Stocks enter the candidate pool when their amplitude exceeds 1%, at least one limit-up occurred in the prior 25…
This brief note describes a non-averaged, three-line trading indicator whose arrays are displayed as separate lines. Its updated version removes the period input, leaving no user-set formation parameters. The signal guidance centers on a yellow line moving…
This stock-screening proposal combines three conditions: a 14-period RSI below 65, first-level buy volume greater than first-level sell volume, and a rising KDJ component. It presents these as filters for stocks with moderate momentum, buying pressure, and…
This post describes a Chinese main-board stock screen requiring turnover between 3% and 12%, a daily gain above 1%, and a nonempty name for an outstanding convertible bond. It presents the bond-linked filter as a way to identify companies with…
This post presents a stock screen using three conditions: daily price range above 1%, positive price-to-earnings ratio, and a ten-day return above zero but below 35%. The intended rationale is to find profitable companies showing recent gains and active…
This proposed stock screen combines a daily turnover rate between 3% and 12%, a positive product of daily price change and large-order net flow, and a 2019 dividend ratio above 25%. The article frames turnover as a measure of market activity and the…