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 document proposes a forex indicator inspired by the physics formula for linear momentum: mass multiplied by velocity. It maps mass to trade volume or tick volume, preferring tick volume because it is easier to obtain than total market-wide traded…
This Chinese stock-screening strategy combines three filters: daily amplitude above 1%, weekly MACD above its zero line, and a ratio between yesterday’s turnover rate and today’s auction activity within a stated band. The article frames the filters as a way…
This post proposes a stock screen using three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and a positive weekly candle with volume above the prior week. The weekly condition therefore combines price direction with a…
This stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event during the previous 25 days, and a weekly price crossing a 30-week moving average. The article interprets high amplitude and a recent limit-up as signs…
The RJT Matches indicator is described as a visual aid for assessing trend strength and possible turning points. It draws each match as a line connecting one bar’s opening price with the following bar’s closing price. The inclinations of individual lines,…
This brief indicator description presents a smoothed KRI oscillator in color-histogram form. It identifies two moving-average components used in the implementation and points to a separate discussion of averaging price series for intermediate calculations.…
This A-share screening method combines a relative strength index threshold with order-book volume and simultaneous bullish crossovers. It selects stocks with RSI below 65, bid-side volume greater than ask-side volume, and bullish conditions across MACD, KDJ,…
This strategy combines a valuation screen with price, volume, and trend signals. It favors stocks with low price-to-book ratios, a new 60-day high, short moving-average crossovers in sequence, a daily volume increase relative to the prior day, and a positive…
This research summary describes a monthly industry rotation method built from price and volume behavior. It groups candidate signals into six categories: momentum, trading volatility, turnover, long-short comparison, price-volume divergence, and alignment…
This post outlines a Chinese A-share stock screen combining turnover between 3% and 12%, a rising DEA signal, and a previous closing price above the 250-day moving average. The filters combine trading activity with a technical momentum and trend check. The…
The document presents a Chinese stock screening idea combining a MACD condition, money flow strength ranking, and a focus on stocks that performed well during 2021. Its final stated logic adds a market capitalization floor of 10 billion yuan. The…
This Expert Advisor contains two similarly structured systems based on the Chande Momentum Oscillator crossing its zero line: one for long trades and one for short trades. Separate input groups control each side, including distinct magic numbers and position…
This post outlines an equity screen combining three signals: reported buying activity above a threshold, seven consecutive sessions with falling closing prices, and a positive but capped return over the prior ten sessions. The intended interpretation is to…
This post adapts the DIDI Index, attributed to Brazilian trader Odir Aguiar, for use in ProRealTime. It plots two percentage comparisons against a middle moving average: a longer-period average divided by the middle average, and a shorter-period average…
This indicator seeks a possible continuation setup after a strong upward move. It first calculates a reference price by combining daily, weekly, and monthly pivot values with several moving averages. A close more than two ATR above that reference starts the…
The document presents a Chinese A-share screening idea that combines a positive MACD reading, upward separation of short moving averages, and a session high matching the highest level over the prior two days. It explains these conditions as signals of…
This Chinese equity-screening proposal combines several technical and activity filters: at least five moving averages are described as overlapping, trading activity must exceed a stated threshold, the stock must open higher, and its gain at 9:25 must remain…
This Chinese equity selection rule combines a current turnover band of 3% to 12%, a positive ten-day price gain below 35%, and prior-day turnover above 8%. The stated aim is to focus on shares with recent price movement and substantial trading activity. The…
The document proposes a short-term stock screen that selects shares with a daily amplitude above a threshold, a high equal to the highest of the current and prior sessions, and a volume ratio within a specified band relative to a moving average. It presents…
The document outlines a directional Ichimoku signal that combines a Tenkan–Kijun crossover with price, both Ichimoku lines, and the Chikou Span positioned relative to the cloud. A bullish signal requires the Tenkan to cross above the Kijun while the close…
This proposed stock screen combines amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a daily percentage change between -5 and 2.6. The rationale is that elevated movement can identify active stocks, while a contracting…
This proposed stock screen combines a price-amplitude threshold, a K-line value below 20, and shortening MACD histogram bars on a 15-minute timeframe. The accompanying discussion interprets the K-line condition as oversold and the shrinking histogram as a…
This Chinese stock-selection rule combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a positive MACD reading. The article interprets the turnover band as a way to exclude stocks with very low or unusually high activity, the KDJ…
This note outlines a Chinese equity screen using turnover between 3% and 12%, a positive ten-day price gain below 35%, and a revenue-growth condition. The written selection rule compares 2021 revenue with 2018 revenue and requires the ratio to exceed 1.1.…