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This is a personal website I created 7 years ago. My original purpose was to publish teaching materials for my students. This year, when I started researching stocks, I deleted the old information and published my daily research results. Now it has become a working platform for publishing my ideas and research results. I applied for a new domain name to emphasize my stock research: ai2stockmarket.com. Both https://ziwangdeng.com and https://ai2stockmarket.com are linked to the same address.

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On this website, I will publish:

1. Statistical analysis of daily performance of global major stock markets
2. Update technical analysis of about 20,000 most active stocks of these markets
3. Results of my other related researches
4. Collections of other interested things

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Currently I focus on Asian, European and North American stock markets, include:

Asian markets:

1. Tokyo Stock Exchange (TSE), Tokyo, Japan (2202 companies)
2. Hong Kong Stock Exchange (HKEx), Hong Kong, China (1085 companies)
3. Shenzhen Stock Exchange (SZSE), Shenzhen, China(1922 companies)
4. Shanghai Stock Exchange (SSE), Shanghai, China(1922 companies)
5. National Stock Exchange of India Ltd (NSE), Mumbai,India(1184 companies)
6. Bombay Stock Exchange Ltd.(BSE), Mumbai, India(1184 companies)
7. Singapore Exchange Limited (SGX),Singapore (soon)

European markets:

1. London Stock Exchange (LSE), London, United Kingdom(2081 companies)
2. Frankfurt Stock Exchange (FRA), Frankfurt,Germany(1299 companies)
3. Paris Stock Exchange (FXCM), Paris, France (soon)

North American markets:

1. NASDAQ Stock Market (NASDAQ), New York City, United States(2212 companies)
2. New York Stock Exchange (NYSE), New York City, United States(2229 companies)
3. Toronto Stock Exchange (TSX), Toronto, Canada(1381 companies)
4. TSX Venture Exchange (TSXV), Toronto, Canada(1318 companies)
5. NYSE MKT LLC (NYSEMKT), New York City, United States(253 companies)

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Currently, I have analyzed the stocks of 17,166 companies worldwide. Later, I will include Australia, Singapore, France, Mexico and Brazil. Then, the total will increase to 20,000.

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At present, I have proposed 5 strategies. After more research, this number may continue to rise.

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There are currently more than 50 indicators. I will add indicators when necessary.

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1. Bollinger Band (BB) consist of three bands, a middle band:20-day simple moving average (SMA20), an upper band (SMA20 plus two standard deviations) and a lower band (SMA20 minus two standard deviations). BB measures market volatility
2. Moving Average Convergence Divergence (MACD) is calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA. MACD is a trend-following momentum indicator[1]
3. The relative strength index (RSI) is a momentum indicator used in technical analysis that measures the magnitude of recent price changes to evaluate overbought(>70) or oversold(<30) conditions in the price of a stock or other asset.[1]

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The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction.[2][3][4]

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1. The simplest form of a moving average, known as a simple moving average (SMA), is calculated by taking the arithmetic mean of a given set of values.[5] An exponential moving average (EMA) is a type of moving average (MA) that places a greater weight and significance on the most recent data points.[6] Here, we use SMA10, SMA20, SMA50, SMA100 and SMA200
2. The Stochastic RSI (StochRSI) is an indicator used in technical analysis that ranges between zero and one (or zero and 100 on some charting platforms) and is created by applying the Stochastic oscillator formula to a set of relative strength index (RSI) values rather than to standard price data.[7]
3. The Commodity Channel Index (CCI) is a momentum-based oscillator used to help determine when an investment vehicle is reaching a condition of being overbought or oversold. CCI is also used to assess price trend direction and strength.[8]

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1. The parabolic SAR is a technical indicator used to determine the price direction of an asset, as well as draw attention to when the price direction is changing. The parabolic SAR is used to gauge a stock’s direction and for placing stop-loss orders.[9]
2. The average true range (ATR) is a technical analysis indicator that measures market volatility by decomposing the entire range of an asset price for that period. Specifically, ATR is a measure of volatility
3. EMA, here I use EMA10 and EMA20.

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1. A pivot point(P) is a technical analysis indicator, or calculations, used to determine the overall trend of the market over different time frames.[10] Pivot points are predominantly used by day traders and are based on the high, low, and close from the prior trading day.The indicator typically includes four additional levels: S1, S2, R1, and R2. These stand for support one and two, and resistance one and two.
2. The Zig Zag indicator plots points on the chart whenever prices reverse by a percentage greater than a pre-chosen variable.

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1. Define your trading strategy.Here, I only load data and plot candle stick and volume. You can add/remove any indicator freely. Try it by yourself. It’s easy.

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SMA

Simple Moving Average

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Accumulation/Distribution(A/D)

Accumulation/distribution is a cumulative indicator that uses volume and price to assess whether a stock is being accumulated or distributed.

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AO:Awesome Oscillator

AO is a tool to determine whether bullish or bearish forces dominate the market. It measures the market momentum with the aim to detect potential trend direction or trend reversals.

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Aroon

The Aroon indicator is used to identify trend changes in the price of an asset, as well as the strength of that trend. Strong uptrends will regularly see new highs, and strong downtrends will regularly see new lows.

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Aroon Oscillator

The Aroon Oscillator is a trend-following indicator that uses aspects of the Aroon Indicator (Aroon Up and Aroon Down) to gauge the strength of a current trend and the likelihood that it will continue. Readings above zero indicate that an uptrend is present, while readings below zero indicate that a downtrend is present.

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ATR:Average True Range

ATR measures market volatility by decomposing the entire range of an asset price for that period.The indicator does not indicate the price direction

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BB:Bollinger Bands

BB is a trading tool used to determine entry and exit points for a trade and to determine overbought and oversold conditions.

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CCI:Commodity Channel Index

CCI is a momentum-based oscillator used to help determine when an investment vehicle is reaching a condition of being overbought or oversold. CCI is above zero it indicates the price is above the historic average.

Going from negative or near-zero readings to +100 can be used as a signal to watch for an emerging uptrend. CCI is an unbounded indicator meaning it can go higher or lower indefinitely.

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Chaikin Mondy Flow

[(Close – Low) – (High – Close)] /(High – Low) = Money Flow Multiplier;Money Flow Multiplier x Volume for the Period = Money Flow Volume; 14 Period Sum of Money Flow Volume / 14 Period Sum of Volume = 14 Period CMF

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Chaikin Oscillator

Technical analysts use the Chaikin oscillator to find directional trends in momentum.

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DPO:Detrended Price Oscillator

oscillator that strips out price trends in an effort to estimate the length of price cycles from peak to peak or trough to trough. Subtract the SMA value from the closing price x/2 +1 periods ago to get the DPO value.

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EMA:Exponential Moving Average

The EMA is a moving average that places a greater weight and significance on the most recent data points.

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DEMA:Double Exponential Moving Average

DEMA=2×EMAn − EMA of EMAn.DEMAs react quicker than traditional MAs. If the price moves above the DEMA from below that could signal the downtrend is over and the price is starting to rise.

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TEMA:Triple Exponential Moving Average

Triple Exponential Moving Average (TEMA)=(3∗EMA1)−(3∗EMA2)+EMA3; EMA1=EMA, EMA2=EMA of EMA1, EMA3=EMA of EMA2; The TEMA reacts to price changes quicker than a traditional MA.

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TRIX:Triple Exponential Average

Triple Exponential Average = (EMA3(i)-EMA3(i-1)/EMA3(i-1).TRIX is the percentage change in a triple exponentially smoothed moving average. TRIX crosses above the zero line, it gives a buy signal.

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APO:Absolute Price Oscillator

the difference between two exponential moving averages of a security’s price and is expressed as an absolute value.

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IKH:Ichimoku Cloud

The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction.

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Keltner Channels

The middle line is an exponential moving average (EMA) of the price. The upper band is typically set two times the Average True Range (ATR) above the EMA, and lower band is typically set two times the ATR below the EMA.

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MACD:Moving Average Convergence Divergence

MACD=12-Period EMA − 26-Period EMA. MACD is used to identify changes in the direction or severity of a stock’s price trend. A MACD positive divergence is a situation in which the MACD does not reach a new low, despite the fact that the price of the stock reached a new low. Positive or negative crossovers, divergences, and rapid rises or falls can be identified on the histogram as well.

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MFI:Money Flow Index

MFI=100-100/(1+Money Flow Ratio), Money Flow Ratio = (14 Period Positive Money Flow)/(14 Period Negative Money Flow), Raw Money Flow= Typical Price * Volume, Typical Price =(H + L + C)/3. Moves below 10 and above 90 are rare. Traders watch for the MFI to move back above 10 to signal a long trade, and to drop below 90 to signal a short trade.

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Momentum

Momentum is the speed or velocity of price changes in a stock. Momentum = Close-Close[of x days ago]. Momentum isn’t a predictor of price movement, but instead, reflective of the overall mood and fundamentals of the market.

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NATR:Normalized Average True Range

NATR=ATR/Close*100

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Pivot Points

The pivot point itself is simply the average of the high, low and closing prices from the previous trading day. On the subsequent day, trading above the pivot point is thought to indicate ongoing bullish sentiment, while trading below the pivot point indicates bearish sentiment.

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PPO:Percentage Price Oscillator

PPO=(EMA12-EMA26)/EMA26*100

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Price Channel

A price channel appears on a chart when a security’s price becomes bounded between two parallel lines.

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Price Envelope

UpperBound=SMA50+SMA50*0.05;Lower Bound = SMA50-SMA50*0.05;Midpoint=SMA50

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PSAR:Parabolic SAR(Stop and Reverse)

The indicator works most effectively in trending markets where large price moves allow traders to capture significant gains. When a security’s price is range-bound, the indicator will constantly be reversing, resulting in multiple low-profit or losing trades.

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ROC:Rate of Change

ROC=(CurrentValue/PrviousValue-1)*100.The rate of change is most often used to measure the change in a security’s price over time.

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RSI:Relative Strength Index

RSI_1=100-[100/(1+AverageGain/AverageLoss]; RSI_2=100-[100/(1+{PrviousAverageGain*13)+CurrentGain}/{-(PrviousAverageLoss*13+CurrentLoss)})] An asset is usually considered overbought when the RSI is above 70% and oversold when it is below 30%.

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Stochastic(Fast vs Slow)

It is used to generate overbought and oversold trading signals, utilizing a 0-100 bounded range of values. %K=(C-L14)/(H14-L14)*100. %K is referred to sometimes as the fast stochastic indicator. The “slow” stochastic indicator is taken as %D = 3-period moving average of %K. Traditionally, readings over 80 are considered in the overbought range, and readings under 20 are considered oversold.

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VWAP:Volume Weighted Average Price

Buy below the VWAP, or sell above it.The price is above VWAP prefer to initiate long positions.

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Williams %R

The indicator is very similar to the Stochastic oscillator and is used in the same way.A reading above -20 is overbought.A reading below -80 is oversold.

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WMA:Weighted Moving Averages

Example:EMA.

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Zig Zag

The Zig Zag indicator plots points on the chart whenever prices reverse by a percentage greater than a pre-chosen variable. Straight lines are then drawn, connecting these points. The indicator is used to help identify price trends. It eliminates random price fluctuations and attempts to show trend changes. The Zig Zag indicator is often used in conjunction with Elliot Wave Theory to determine the positioning of each wave in the overall cycle.

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