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 proposed stock screen combines three conditions: daily amplitude greater than 1, a shrinking negative MACD histogram on a 15-minute chart, and price near the ten-day moving average. The rationale is to find volatile stocks where downside momentum may be…
This stock-screening approach selects equities with MACD above zero, a positive return over ten days capped at 35%, and a qualifying enterprise characteristic. The article frames positive MACD as evidence of an upward trend, the return band as a way to limit…
This proposed Chinese A-share screen combines three conditions: MACD above zero, trailing price-to-earnings ratio above zero, and substantial large or extra-large order volume during the opening auction. It is intended to run after the auction ends each…
This Chinese stock-selection example combines a turnover-rate band with an order-flow ratio and a rising KDJ stochastic value. The stated screen looks for turnover between 3% and 12%, outside volume more than 1.3 times inside volume, and a positive…
This A-share screening proposal looks for stocks with MACD above the zero line, a share price below 12 yuan, and revenue growth exceeding 10% over the prior three years. It combines a technical momentum condition and a low nominal price with a fundamental…
This study examines stocks that attract investors seeking rare, extreme gains. It defines lottery-like stocks as those in the highest group when stocks are sorted into ten groups by their largest daily gain over the prior month. The proposed behavioral…
This stock screen selects companies classified in the metaverse industry whose opening price is near the 10-day moving average and whose recent 10-day return is positive but below 35%. The article frames proximity to the moving average as a way to assess…
This A-share screening idea combines three conditions: RSI below 65, a ratio of outside-market to inside-market volume above 1.3, and an opening price near the 10-day moving average. The accompanying example translates these filters into a…
METRO_Sign is described as a semaphore-style signal indicator built from the color-change algorithm of the ColorMETRO_Stochastic indicator cloud. Its stated signal basis is therefore a change in the cloud's color; the supplied text does not specify how those…
This Expert Advisor combines a moving average with MACD. The moving average acts as a trend filter, while MACD provides trading signals. When a new signal calls for an opposite position, it also serves as the instruction to close the existing position.…
The post proposes screening Chinese stocks for MACD above zero, upward separation of short moving averages, and a prior-day auction turnover condition. It presents the combination as a way to select for positive momentum while using trading activity as a…
This review summarizes research spanning equity market microstructure, institutional holdings, crypto momentum, dynamic-graph forecasting, and reinforcement learning for limit-order-book trading. In equities, one study groups trades by their timing relative…
This research roundup describes several quantitative finance studies. One classifies equity trades by their short-term co-occurrence with other trades and standardizes associated order imbalances into conditional order imbalance measures. These measures…
This Chinese-language post describes a daily premarket stock screen that combines MACD above its zero line, a share price below 12 yuan, and evidence of institutional accumulation. It presents the screen as a blend of technical, price, and capital-flow…
The post describes a technical stock screen combining daily price amplitude above a threshold, a positive weekly MACD reading, and detection of a bullish morning star candlestick pattern. It presents the morning star as a three-candle reversal signal and…
The document describes an indicator that represents a MomentumCandle oscillator as a sequence of candlesticks and places a Keltner Channel around its average value. This combines a momentum-style display with channel bands, so the oscillator can be viewed in…
The screen selects Chinese stocks using three conditions: closing price below 12, at least two limit-up days within the previous ten days, and today’s net buying share above 5%. The accompanying explanation interprets repeated limit-ups as evidence of…
This proposed A-share stock screen combines three conditions: RSI below 65, the ratio of external to internal trading volume at least 1.3, and circulating market capitalization above 10 billion yuan. The article presents the combination as a way to mix a…
The document presents an experimental indicator that applies a logistic-map calculation to values derived from four familiar oscillators: Awesome Oscillator, Rate of Change, Relative Strength Index, and Stochastic. A selector chooses the input oscillator,…
This post presents a stock-selection screen for companies in the metaverse theme. It requires yesterday’s price to be above the 250-day moving average and a positive recent return. The accompanying examples outline selecting members of a thematic group,…
The document describes a directional filter for automated trading based on the MACD signal line. Long conditions are enabled when the signal line is above zero and its latest completed bar is higher than the prior bar. Short conditions are enabled when the…
This Chinese-language post describes an equity screen that ranks candidates by volume ratio, filters for circulating market value at or below 5.5 billion yuan, and requires the 20-day moving average to exceed the 120-day average. The stated rationale is to…
This Chinese equity screening idea combines a turnover band, a robotics theme, a small-float-market-cap ceiling, and three consecutive declining sessions. The article frames the three down days as a sign of recent weakness and adds that technical condition…
The Elder Impulse System is a technical indicator intended to identify transitions in which a price trend accelerates or weakens. It combines an exponential moving average with the MACD histogram: the moving average represents trend direction, while the…