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
This document presents a Chinese A-share screening rule for robot-themed stocks. It combines daily amplitude above 1%, a KDJ value below 20, and floating market capitalization below 10 billion yuan. It also gives example implementations using a stock…
This note presents a stock screen based on amplitude above 1, current volume above 10,000 lots, an open above the previous close, and positive institutional activity. It interprets high amplitude and volume as signs of active trading, a higher open as a…
This note proposes screening stocks with RSI below 65, turnover between 3% and 12%, and shortening MACD histogram bars on a 15-minute chart. The rationale is to find stocks whose short-term decline may be easing, while using RSI to avoid highly extended…
This note describes a short-term A-share screen combining amplitude above 1, rising bottoms, and a morning-star candlestick pattern. Its formula references a sequence of open and close prices, while the sample implementation also checks a low KDJ reading.…
This Chinese-language article outlines an equity screen combining a daily high-low range above one percent, weekly MACD above zero, and seven consecutive sessions in which each close is below the prior close. It frames the setup as a way to find stocks with…
This note describes a simple dollar index indicator that calculates values from closing prices. It exposes one input: the number of bars used both for calculation and for drawing the line. Once a value has been calculated, it is not recalculated unless the…
This tutorial outlines a Fisher Transform indicator calculated from the midpoint of each price bar and the highest high and lowest low over a rolling period. A ratio between zero and one controls how much the newly normalized price affects the recursively…
This interview describes how a cryptocurrency liquidity miner used automated market making to provide liquidity across selected token pairs. He began with market making, tested different order approaches, and settled on using three orders. He ran bots…
This Chinese-language post outlines an equity screen requiring price amplitude above one, a measure described as afternoon large-order net inflow, and seven consecutive sessions with closes below the preceding close. It then says to choose the strongest…
This Chinese-language post describes an A-share selection rule combining three conditions: price amplitude above one, a dividend payout ratio above 25% for 2019, and the current session’s low below the previous session’s low. It presents higher amplitude as…
The document notes that MACD values may take time to settle at the beginning of a price series. Its explanation is that MACD depends on exponential moving averages, which are updated recursively from the previous estimate and the new price. As a result,…
This stock-selection idea combines three daily price filters: a range threshold, exclusion of stocks that hit the upper price limit on the previous day, and a current low above the preceding low. The stated rationale is to seek active shares with rising…
This indicator uses a smoothed Z-score of closing prices to identify statistically stretched conditions, then measures the price range formed during the extreme. A move down through the oversold threshold arms a bullish box, while a move up through the…
Hurst Bands plot percentage-based levels around a central moving average of median price. The center uses a simple moving average over half the selected period, and three configurable deviation values define inner, outer, and extreme bands above and below…
This article proposes screening Chinese equities using three kinds of signals: RSI below 65, the product of price change and the net ratio of very large order flow above 1, and year-over-year growth in net profit attributable to parent-company shareholders…
This article describes an A-share stock screen combining turnover, a newly formed KDJ golden cross, and the prior day's actual turnover. Its final rule also requires market capitalization above one billion yuan, current turnover between 3% and 12%, and…
The document briefly describes an expert advisor that opens trades when Williams %R rises while the positive and negative directional indicators associated with ADX cross downward. It says sell-side rules are the inverse of buy-side rules, though it does not…
The document outlines a Chinese A-share stock screen that ranks candidates by volume ratio, filters for prior-day turnover between 3% and 28%, and requires the 9:25 opening change to be below 6%. It interprets the ranking as a way to favor stocks with…
TRiX is a momentum indicator that measures the percentage change in a moving average smoothed exponentially three times. The document says this repeated smoothing is intended to filter out relatively insignificant price fluctuations. It also describes TRiX…
This post proposes screening Chinese stocks for a large daily amplitude, a prior-day condition labeled as main-force control, and a current low below the previous day’s low. The rationale is to find volatile stocks with presumed large-player support that…
This article introduces the KDJ stochastic oscillator, formed from the close’s position within a recent high-low range and smoothed into K and D lines, with J derived from them. It describes common interpretations: high and low readings as overbought or…
This document describes an Ergodic CCI Trigger indicator built from price momentum and repeated moving-average smoothing. It first calculates the close-to-close change and its absolute value, then smooths both through adjustable stages. Their resulting…
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…