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 stock selection method screens for shares whose daily price range exceeds a threshold, whose average price is above the five-day moving average, and whose weekly MACD condition is positive. The article describes these filters as a way to focus on stocks…
WPR3 displays three Williams Percent Range oscillators in one indicator window. Each oscillator uses closing, high, and low prices from the same timeframe, allowing the reader to view three versions of this range-based momentum measure together. The document…
This post proposes a Chinese stock-screening rule that combines three signals: daily position-increase share above 5%, a measure labeled 70-day concentration below 20%, and shrinking MACD histogram bars on a 15-minute chart. It interprets the first as…
This indicator plots twenty stochastic oscillators, using lookback periods from 5 through 24 and a smoothing setting of 3. It returns the oscillator series together in one display, allowing a trader to compare how readings across several calculation horizons…
This document describes a modified Bill Williams zone-trading indicator built around the Awesome Oscillator and Accelerator Oscillator. Compared with standard AO and AC settings, it allows the user to configure the moving-average periods, applied price, and…
This tutorial shows how to implement a collection of Chinese stock features and screening rules in BigQuant AIStudio 3.0. It divides them into expression features and expression filters, then explains that the same calculations can be entered as a SQL query.…
This stock-selection method combines a daily turnover range of 3% to 12% with two recent market signals: a three-session limit-up streak and appearance on the previous day’s broker activity list. The rationale is that the streak captures short-term price…
The document outlines an expert advisor that combines three indicators sampled on different timeframes. MACD on a five-minute chart supplies the trade signal, RSI on an hourly chart checks whether conditions are overbought or oversold, and the Alligator on a…
This Chinese community post proposes a stock selection rule combining daily price range, a positive but bounded ten-day return, and positive afternoon net inflow from large orders. The stated rationale is to find stocks with some recent appreciation and…
This stock-selection idea screens Chinese equities associated with the metaverse theme, requires a positive institutional-flow reading, and selects stocks whose closing prices lie between the middle and upper Bollinger bands. The proposed rationale is to…
This stock-screening idea combines three conditions: amplitude above 1, a change in an institutional trading-volume measure, and at least one limit-up event within the prior month. The accompanying explanation treats volatility as a sign of active trading,…
This post proposes a Chinese equity screen combining price movement and Bollinger Band position. It selects stocks with a daily high-to-low range above a volatility threshold, at least one daily gain of 10% or more during the previous 25 trading days, and a…
This Chinese-language post outlines a stock screen combining price movement, recent strength, and MACD. The initial criteria look for stocks with a large daily high-low range, at least one session with a gain of 10% or more in the recent 25 trading days, and…
This stock selection method screens after each trading day for shares whose MACD histogram is above zero and whose close is above the prior day's low. It then ranks qualifying names by reported stock heat, from highest to lowest, and the example code retains…
This Chinese equity screening idea selects stocks with an amplitude above 1, a product of yesterday’s turnover and today’s auction volume relative to yesterday’s volume between 0.5 and 2, and a prior-day signal that major market participants controlled the…
The article presents a short-term stock screen combining positive price change, turnover between 3% and 12%, an outside-to-inside trading volume ratio above 1.3, and a positive product of price change and large-order net flow. Its rationale is that liquidity…
This stock screen combines three conditions: daily price range above 1%, closing price below 20, and more than two limit-up sessions in the preceding ten days. The document provides example implementations in a Chinese stock analysis formula language and…
The article explains how WorldQuant’s 101 formulaic alphas combine short horizon price and volume features, often mixing momentum and mean reversion. It distinguishes signals traded on the same day as their latest input from those traded later, and walks…
This guide explains simple and exponential moving averages as ways to smooth price series. An SMA averages prices over a selected window, while an EMA updates recursively and gives more weight to recent prices. It illustrates both calculations with a short…
This note proposes screening Chinese stocks with positive but limited returns over the prior ten days, a report of main-fund control on the previous day, and at least five converging moving averages. It then revises the screen to use six moving-average…
This stock screen selects equities with turnover in a stated range, a prior-day appearance on a market trading activity list, and upward-moving averages. The detailed conditions also require a listing history exceeding one year, a close above its ten-day…
This Chinese stock-selection article proposes combining an RSI reading below 65 with seven consecutive sessions in which the close is below the open, followed by a strong upward move on elevated volume. It describes the final condition as a close near the…
This post proposes a Chinese stock screen combining three conditions: at least five moving averages converge, the prior day’s turnover exceeds 8%, and the 30-day moving average is rising. The author interprets convergence as relatively stable prices, high…
The document outlines an equity screening rule combining a daily high-low range greater than one percent of the prior close, weekly MACD above zero, and exclusion of stocks that hit the daily upper price limit on the previous day. It presents these…