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 screen combines a positive MACD reading, positive trailing earnings, and appearance on the previous day’s Dragon-Tiger list, a disclosure of notable trading activity in Chinese equities. The stated routine runs before each trading…
This article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converge, the stock has recorded more than two limit-up days within ten days, and its outstanding convertible-bond name is nonempty. It…
This document identifies an indicator that displays a Fisher transformation as a histogram and includes two averages as signal lines. It names the author and notes that the indicator was originally written in MQL4 before being published in the MQL5 Code…
This post describes a simple Chinese A-share selection rule: rank stocks by descending fund strength, keep the five with the largest auction trading value for the day, and require the 20-day moving average to exceed the 120-day average. The author interprets…
This stock selection rule filters for equities whose daily high-low range exceeds 1%, whose turnover is greater than 2% and less than 9%, and whose closing price is above its five-day moving average. The document presents the combination as a way to find…
This stock screen combines a turnover range of 3% to 12% with a rising DEA condition and alignment among at least five moving averages. It aims to find actively traded equities with upward momentum and a consistent trend structure. The document gives…
This Chinese A-share screening proposal combines three conditions: at least two limit-up sessions within a 500-day lookback, a shortening MACD histogram on 15-minute bars, and RSI below 65. It frames the historical limit-up count as a way to include stocks…
The document presents a two-sided trading strategy based on crossovers between short and long moving averages of RSI. A downward crossover opens a long position and closes a short; an upward crossover closes a long and opens a short. The example uses a…
This A-share screening idea combines daily price and volume conditions with a fundamental growth filter. It selects stocks with an amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and year-over-year growth in net…
This Chinese-language post proposes a stock selection screen combining three conditions: convergence of the 5-, 10-, 20-, 30-, and 60-day moving averages; at least one limit-up event during the preceding 25 days; and a 10-day gain greater than zero but below…
This post proposes a Chinese equity screen requiring turnover between 3% and 12%, a positive product of the day's percentage change and super-large-order net quantity, and positive net buying by major participants during the opening auction. Its indicator…
This stock-selection rule screens for shares with daily MACD above zero, turnover between 3% and 12%, and circulating market value between 5 billion and 10 billion yuan. The positive MACD condition is used as a sign of upward momentum, while the turnover and…
This proposed Chinese equity screen combines a trading-range threshold above one percent, return on equity above 15 percent in each of five consecutive years, and at least one limit-up event in the preceding 25 days. The stated rationale pairs a volatility…
This stock screen combines three filters: daily trading range above one percent, at least two limit-up events during the past 500 days, and ranking by a heat measure from highest to lowest. The accompanying rationale treats a larger range as a sign of…
This document outlines an A-share stock screen combining RSI below 65, an outer-to-inner trading volume ratio above 1.3, and a signal intended to identify the start of a strong upward move. It provides a long technical indicator formula and a Python example…
This document presents a visual version of the Commodity Channel Index (CCI). It calculates CCI from typical price using a 14-period setting, plots the indicator, and changes the bar color according to its value. Readings above 100 use one color, values…
This daily stock-selection proposal filters for shares priced below 12 yuan, market capitalization above 200 million yuan, and a MACD value above zero. The article says the scan is intended to run before the trading day, around 10 a.m. It frames positive…
This A-share screening proposal looks for stocks with a daily trading range above 1, actual turnover between 3% and 28% on the prior day, and three consecutive limit-up sessions as described in the article. It combines price volatility, trading activity, and…
This A-share screening idea combines a 14-period RSI below 65 with a sequence of declining sessions and bullish moving-average crossovers. The crossover conditions involve the 5-, 10-, and 30-period moving averages, and the code example also requires a…
This document proposes a stock-selection screen that requires MACD to be above zero, price-to-earnings ratio to be positive, and RSI to be below 65. Its rationale is to select stocks with a positive momentum signal, a positive valuation measure, and less…
This post describes a Chinese stock screen that starts with price amplitude, a daily control activity measure, and a comparison of the 20 day and 120 day moving averages. It interprets the moving average relationship as evidence of an intermediate to longer…
This community post presents a Chinese stock screen combining price amplitude above a threshold, a circulating share count cap, and a weekly bullish condition. Its example defines the bullish condition as the close being above several moving averages, then…
This expert advisor uses the Acceleration/Deceleration oscillator to generate buy and sell signals. It evaluates the indicator when a new bar appears and allows only one open position at a time, which supports both hedging and netting account modes. The…
This post proposes screening stocks for market activity and buying pressure. Its stated conditions are an amplitude above 1, current volume above 10,000 lots, a higher opening price, and large-order net volume above 0.05 for at least three consecutive days.…