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
The document describes an RSI variant associated with John Ehlers’s work that applies Hann windowing. It says the resulting indicator is smoother than the conventional RSI and has a zero mean, with enough smoothing built into its calculation that extra…
The proposed stock screen ranks companies by capital strength, using measures such as trading volume and turnover to represent market attention. It also considers enterprise characteristics, including profitability and industry prospects, and excludes stocks…
This document describes a daily stock screen combining a positive MACD condition with a share price below 12 yuan and circulating market capitalization above 10 billion yuan. It says the scan runs before the market open and presents both indicator-formula…
This Chinese equity screening idea selects companies with MACD above zero, nonnegative profit, and market capitalization below a stated ceiling. The positive MACD condition is intended to favor upward price momentum, while profitability and the size limit…
The document describes a Chinese equity screen combining three conditions: amplitude above a threshold, a ranking by large-order net volume, and a three-day limit-up streak. It presents these as ways to find active stocks with recent price strength. The…
This stock screen combines price activity and liquidity filters with a 15-minute MACD histogram condition. It selects stocks whose stated amplitude exceeds 1, whose previous-day trading amount exceeds 60 million, and whose MACD green bars are shortening. The…
This Chinese-market stock screen combines four conditions: RSI below 65, a gain above 1% on the current day, main-board listing, and three consecutive limit-up sessions on the previous day. The article frames the RSI and recent price strength as technical…
This proposed Chinese equity screen selects stocks using turnover, circulating share size, and recent limit-up activity. Its initial conditions call for turnover between 3% and 12%, a circulating share count no greater than 5.5 billion, and more than two…
This Chinese equity screen combines three signals: daily turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and upward alignment of moving averages. The examples implement the trend condition as shorter moving averages…
This Chinese stock screen selects shares with amplitude above 1, a closing price above the five-day moving average, and a positive return. Its indicator examples express amplitude relative to the previous close, compare the close with the moving average, and…
This Chinese equity screening idea combines a daily amplitude threshold above 1, excluding stocks marked ST, with a five-part limit-up method and at least one limit-up during the prior 25 days. It also says to select stocks before 10 a.m. The accompanying…
This Chinese-language post describes a stock selection rule combining three signals: daily high-low range above 1%, a newly formed upward KDJ crossover, and a 14-period ratio of volume on rising sessions to volume on falling sessions above 1.3. It proposes…
This Chinese stock screen combines three filters: price amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of stocks that hit the daily upper price limit the previous day. The proposed rationale is to…
This strategy rotates between an equity fund and a government bond fund by comparing their returns over the prior quarter. At each quarterly decision point, it invests fully in whichever asset had the higher return during the ranking period, then holds that…
The post proposes a Chinese equity screen combining daily price movement, recent limit-up activity, and revenue growth. Its stated selection logic looks for amplitude above one, more than two limit-up days within ten days, and 2021 revenue greater than 1.1…
This indicator generates arrows when a fast moving average crosses a slower one, then filters the crossover using the current candle's direction. An upward cross accompanied by a bullish candle marks a buy signal; a downward cross accompanied by a bearish…
This stock-selection idea combines daily amplitude above 1, a positive weekly MACD histogram, and return on equity above 15% for five consecutive years. It pairs a price-activity condition and a technical momentum signal with a measure of sustained…
This Chinese stock-screening post combines four conditions: amplitude above 1, current trading volume above 10,000 lots, an open above the previous close, and a 15-minute MACD histogram described as shortening while negative. It presents these as signs of…
This Chinese stock-screening post combines price activity, a positive weekly MACD reading, and a measure relating the prior day’s turnover to current auction volume relative to prior volume. Its final proposed screen adds valuation and growth filters: a…
The Elder Impulse System classifies market conditions by combining the direction of an exponential moving average with the direction of the MACD histogram. The indicator has three configurable periods: one for the EMA and two for the fast and slow MACD…
This Chinese stock-screening example selects shares in the metaverse theme that close above their 250-day moving average and have recorded at least two limit-up sessions over the past 500 days. The author frames the long moving average as a trend or…
The Sadukey indicator is presented as a trend direction aid. Its colored chart output signals bullish or bearish conditions, and the suggested workflow is to identify the broader direction on hourly to four hourly charts, then use a shorter timeframe to wait…
This note outlines a technical stock screen that combines price amplitude above a threshold, a named morning star candlestick condition, and at least one limit-up event in the prior month. It frames high amplitude as evidence of price movement and a recent…
The post proposes a short-term screen for Chinese stocks using reported buying activity, prior-day turnover, and the number of limit-up sessions over the preceding ten days. It interprets stronger buying activity, active trading, and repeated limit-ups as…