Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
12,226 na dokumento
The post explains how to estimate the return over the first hour of a trading day when the available price data does not include the 9:30 opening price. It uses the prior session’s 15:00 close as a substitute starting price and compares that value with the…
The document describes a stock screen combining turnover, industry classification, and the day’s lowest price move. It selects beverage and alcohol related companies with turnover between 3% and 12%, whose intraday low is between 4% and 5% below the previous…
This stock selection rule combines three daily conditions: price range above a stated threshold, turnover between stated bounds, and a reversal pattern. The intended effect is to find active stocks with some price movement and a possible short-term change in…
This article presents a short-term stock screen using three conditions: daily high-low range relative to the previous close above a threshold, a stock code beginning with 60, and external traded volume greater than internal traded volume by a specified…
This article describes a Chinese equity screening idea that combines a relative strength index threshold, membership in the beverage and alcohol import-export industry, and an upward-moving 30-day average. It then proposes a stricter version: require the…
This stock-screening proposal selects A-share names whose closing prices lie within a cluster of five moving averages, using 5-, 10-, 20-, 30-, and 60-day periods. It adds a historical filter: the stock must have reached the daily price limit at least twice…
This indicator overlays the price history of two currencies or other assets on one chart so a trader can inspect their relative movement. The example describes viewing USDCHF alongside EURUSD and presents the tool as potentially useful when studying…
This stock screen combines three technical conditions: amplitude greater than 1, a positive weekly MACD histogram, and MACD above zero. The article frames the range and weekly histogram conditions as signs of stronger price action, while the zero-line…
This stock selection method screens for shares with MACD above its zero line and at least one daily gain of 10% or more during the previous 25 trading days. It then ranks qualifying shares by a heat measure, described through a formula based on price,…
This implementation describes a systematic filter for candidate equity pairs or larger baskets. It first constructs a spread using a chosen hedge-ratio method, including ordinary or total least squares, minimum half-life, minimum ADF, Johansen, or Box–Tiao…
This Chinese stock-selection note combines a relative strength index below 65 with a price-change and large-order-flow condition, plus positive afternoon large-order inflows. It presents the approach as a way to find stocks that have not risen excessively…
The article describes a Chinese stock screen requiring daily amplitude above 1, a newly formed KDJ golden cross, and at least one daily rise of 10% or more during the prior 25 trading days. It interprets the range condition as evidence of volatility, the…
The article proposes screening Chinese stocks for daily amplitude above 1, a reversal or engulfing pattern, and a daily position-growth ratio above 5%. It presents the combined conditions as a way to identify active shares with signs of an upward move.…
The article describes a Chinese equity screening rule that combines daily price range, prior-day turnover, the ratio of today’s auction volume to yesterday’s volume, and a negative MACD reading from two days earlier. Its stated filter requires amplitude…
This A-share screening rule combines three conditions: membership in the metaverse concept, a closing price above the previous day’s low, and a 20-day moving average above the 120-day moving average. The article interprets the price condition as a sign of…
The document describes a simple A-share screening idea: select companies associated with the metaverse concept, with circulating market value at or below the stated threshold, that appeared on the prior day’s 龙虎榜, a published list of notable trading…
This stock-selection rule combines three conditions: daily price amplitude above a threshold, a positive afternoon large-order flow proxy, and a high that exceeds the highs of the preceding two sessions. The post frames the combination as a way to identify…
This post describes a proposed Chinese stock screen that ranks candidates by capital flow strength, requires a tradable float value above a stated threshold, and seeks companies with no losses and total market value below another stated threshold. It…
This document presents a Chinese equity screen requiring turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and large-order net flow above 0.05 for three consecutive sessions. It interprets persistent positive net…
This document describes a short-term Chinese equity screening rule combining a 14-period RSI below 65, three consecutive sessions with the close below the open, and at least one recent limit-up event within roughly a month. Its stated aim is to find stocks…
This stock-selection idea combines three conditions: daily price amplitude above a threshold, afternoon large-order net inflow, and an increase in the K value of the KDJ indicator. It proposes selecting qualifying shares and choosing the one with the…
The post proposes a Chinese equity screening rule that combines daily amplitude above 1, a 9:25 gain below 6%, and a positive institutional-activity measure. It frames the conditions as a blend of short-term volatility, price movement, and institutional…
The article describes a stock-selection screen combining a turnover-rate band with beverage and alcohol import-export classification, a robotics concept label, and a maximum circulating market value. Its accompanying discussion says the robotics theme is…
The post describes a stock screen combining a price-move threshold, a nonempty convertible-bond name field, and buying volume greater than selling volume. It interprets the price movement as a volatility clue, the bond field as information about corporate…