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 Chinese stock-selection note proposes screening for shares with turnover between 3% and 12%, three consecutive declining sessions, and circulating market capitalization above 10 billion yuan. It frames the filters as a combination of trading activity,…
This note describes a Chinese stock selection screen combining daily price range, a history of limit-up moves, and a rising 30-day moving average. It selects shares whose high-to-low range exceeds 1% of the previous close, that recorded at least two…
The Damiani Volameter is presented as a filter for identifying whether market conditions are trending or ranging. It compares a volatility meter with a threshold: the document says a green line above the black line indicates a trend, while the reverse…
This proposed Chinese mainland equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain above 1%, and turnover between 3% and 12%. The accompanying examples show how to calculate RSI and daily returns, filter for listed shares…
This indicator marks the European pre-opening range on an intraday chart. It draws a rectangle around the range, reports its high, low, and width, and can extend the range boundaries as horizontal segments into the American session. Optional displays show…
The document describes a lightweight chart utility that draws horizontal price levels and checks them at a configured interval. When price crosses one of the levels, it plays a sound alert. The levels are chart objects supplied by the user; the utility does…
This industry-selection approach adapts William O’Neil’s CAN SLIM framework by calculating relative strength at the sector level. The report proposes a high relative-strength reading as an early screening signal for industries that may lead the market during…
This simple expert-advisor concept uses an 8-period weighted moving average and a 28-period exponential moving average to generate directional trades. A cross of the weighted average above the exponential average opens a long position; a cross below opens a…
This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…
This A-share screening recipe combines three conditions: daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and return on equity above 15% for five consecutive years. It is intended to pair a price-movement filter with a…
This article introduces trend following, mean reversion, arbitrage, and high-frequency trading, then argues that trend following is the most accessible of these approaches for individual A-share investors. It describes trend following as entering in the…
The SP Indicator combines a smoothed moving-average line with volatility-based upper and lower bands. Candle colors indicate whether price is above, below, or between the bands: these states are presented as bullish, bearish, or neutral conditions. Optional…
This note describes an A-share stock screen focused on the metaverse industry. It selects stocks with a volume ratio above 1.5 and below 6, a reversal-pattern measure above 0.5, and market capitalization between 1 billion and 10 billion yuan. The article…
The document describes a MetaTrader 4 implementation of MyRSI, an RSI variation associated with John Ehlers. It distinguishes this indicator from the platform’s built-in RSI by its output scale, which runs from minus one to one, and by the resulting values…
The document introduces a higher-timeframe version of the FineTuningMA_StDev indicator for MetaTrader 5. A timeframe input lets the user select the chart period from which the indicator operates, with a four-hour period shown as the default. The stated setup…
The document describes an A-share stock screen combining three technical conditions: price amplitude above a threshold, MACD below zero two days earlier, and the 20-day moving average above the 120-day average. The moving-average relationship is intended to…
The document proposes a short-term stock screen combining three conditions: daily amplitude above 1, upward movement or divergence in moving averages, and appearance on the previous day’s 龙虎榜, a list of stocks with notable trading activity. It frames the…
The document explains how to construct a DMA feature as the difference between a short-period and a long-period simple moving average. It identifies three inputs: the underlying price or feature, the short window, and the long window. Its worked example uses…
The Dynamic Time Oscillator combines Stochastic RSI readings from the current chart timeframe and a higher timeframe. For each, it calculates RSI, normalizes that value over a lookback range, and smooths the result into fast %K and slow %D lines. The…
This A-share screening rule requires turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and at least one session with a gain of 10% or more during the previous 25 trading sessions. The document frames these conditions as a…
This intraday A-share screen selects non-ST stocks with price amplitude above 1, ranks candidates by the day’s opening auction amount, and keeps the top five before 10 a.m. It also cites a “five-step limit-up” condition, expressed as a sequence of rising…
This expert advisor combines a three-moving-average crossover signal with a Price Channel indicator. The moving averages expose configurable periods, shifts, and calculation methods, while the crossover component can be configured for current-bar signals and…
This A-share screening method combines three price-based conditions: RSI below 65, seven consecutive sessions with down candles, and a positive gain below 35% over the latest 10 sessions. The document explains the intent as filtering for stocks that have not…
This post outlines a Chinese stock screen requiring turnover within a specified band, a daily gain above a threshold, main-board listing, and minimum company size. Its stated rationale is to focus on actively traded stocks that are rising while avoiding very…