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.
22,592 documents
This indicator simplifies a moving average chart into the percentage distances between a smoothed closing price and two exponential moving averages. The example uses a shorter and a longer average, with a separate line showing their relative spread. The…
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…
This screen selects Chinese equities with a daily high-low range above 1%, a low price between 4% and 5% below the previous close, and turnover between 3% and 12%. The author interprets the range as a sign of elevated volatility, the steep decline as a…
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 that combines daily price range, sustained profitability, and dividend payout history. The initial rule requires amplitude above 1, return on equity above 15% for five consecutive years, and a dividend payout…
This document presents a Chinese equity selection rule combining daily price amplitude, a price threshold, and historical revenue growth. The stated conditions are amplitude above 1, closing price below 20, and 2021 revenue more than 1.1 times 2018 revenue.…
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 outlines a stock screen based on three filters: daily price amplitude above a threshold, circulating market capitalization above a threshold, and prior-day trading activity above a threshold. It frames amplitude as a sign of active…
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 Chinese stock-screening post describes a proposed selection rule combining price amplitude above 1, exclusion of stocks marked ST, a five-part limit-up method, and first-level bid volume greater than ask volume. It says selection is intended before 10…
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 post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 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…
The document describes a timing question in a daily trading strategy. Signals are created in an after-market routine, while orders are submitted in a data handler and intended to fill at the opening price. The author expects a signal generated after one…
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 automated trading system uses pin-bar reversal signals with a filter built from two moving averages and fractal-based trend lines. Its stated rules pair upward-turning trend lines with a pin-bar sell signal and downward-turning lines with a pin-bar buy…
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 short indicator note describes an oscillator built from the difference between closing price and Parabolic SAR. It defines the SAR calculation using configurable step and maximum parameters, then smooths the close-minus-SAR series with a simple moving…