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.
4,713 documents
BoDi measures the distance between the upper and lower Bollinger Bands and displays that width as a histogram. Because the bands widen as volatility rises and contract as it falls, the author interprets expansion as an active directional impulse and…
This Chinese stock-screening post describes selecting shares with an amplitude above 1, ranking them by the day’s auction amount, and retaining the top five that show a rounded-base pattern. It interprets the pattern as a possible precursor to an upward…
ATLAS Mini is a compact indicator designed to flag unusually narrow Bollinger Bands as a warning that a sharp price move may follow. It measures band width relative to the upper band, applies a square-root scaling and multiplier, then compares the result…
The document describes a three-condition stock screen: a daily increase in reported position share above 5%, a weekly price crossover above the 30-week moving average, and a 2019 dividend ratio above 25%. It explains these conditions as a combination of…
The strategy defines a range using the high and low of the first four-hour candle of the New York day. Once that candle has formed, it waits for a five-minute close outside the range, followed by a close back inside. A move above the high and then back into…
The document presents two chart-based trading setups. In the 1-2-3 method, price breaks a prior trend line, retraces, and turns back in the opposite direction; a qualifying retracement must meet a stated fraction of the first move. The proposed entry follows…
This note proposes a Chinese equity watchlist screen requiring daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and a listing age greater than one year. It presents volatility as a way to find stocks with larger price…
This proposed stock screen combines price activity with a float-size constraint. It seeks stocks with amplitude above 1%, a three-session limit-up streak ending the previous day, and circulating shares no greater than 5.5 billion. The post’s suggested…
The document introduces an indicator that changes the spacing of price bands according to price’s position relative to a central average. Conventional bands are described as symmetric around that average, which can leave the band on the opposite side far…
This stock-selection proposal combines volatility and momentum conditions to find Chinese equities with pronounced price movement. Its initial screen looks for an amplitude threshold, at least one daily gain of 10% or more during the recent 25 trading days,…
The indicator builds a price channel around a smoothed closing price. It updates that center using a moving-average-style recurrence over the configured BandsBars period, and smooths each bar’s high-low range over the same period. A Deviation multiplier…
This post outlines an A-share screening approach combining three short-term signals: buying share above 5%, an auction-period price change between -2% and 5%, and more than two limit-up sessions during the prior ten days. The intended target is stocks…
This document describes a chart indicator that lets a trader place a horizontal trigger line at a chosen price. The line begins inactive; moving it on the chart activates it. When price reaches or crosses the level, the indicator can issue alerts, play a…
This Chinese equity screen first limits candidates to the metaverse sector. It then looks for stocks whose opening price is near or above the 10-day moving average, using a prior-close and prior-open comparison in the provided formula, and requires the…
The document proposes a short-term Chinese equity screen combining an amplitude threshold, a 15-minute MACD histogram that is negative but contracting, exclusion of special-treatment stocks, an early-morning selection time, and a limit-up pattern referred to…
The document describes an automated strategy that places buy-stop and sell-stop orders around the current price. It uses a configurable initial distance and checks the spread before placing orders; if the spread is above a set limit, it skips placement. The…
The document explains a Kagi chart variant plotted on the chosen timeframe so that the timing of line formation is visible. Its construction depends on price moving a specified distance and breaking prior local highs or lows, rather than on moving averages…
This document describes a chart indicator that combines ZigZag swing points with projected support and resistance levels and labels for higher highs, higher lows, lower highs, and lower lows. It detects pivot highs and lows over a configurable lookback,…
The Kase Peak Oscillator is presented as a technical indicator intended to identify unusually strong directional price moves and local peaks. It combines logarithmic high-to-low price movements across a range of lookback periods with a volatility estimate…
This brief indicator description presents a channel derived from the peaks and troughs identified by the AlexSTAL ZigZagProf indicator. It names the channel’s underlying swing-point method, but provides no formulas, parameter guidance, signal rules, or…
This 2019 strategy review discusses how Chinese equity quant investors might respond to a weak market and changing asset-management conditions. It questions the near-term outlook for multi-factor approaches, noting that technical factors could remain under…
This tutorial explains how to convert a discretionary futures idea into a specification a program can follow. Its five elements are signal timeframe, entry rules, exit rules, position size, and behavior in edge cases. It emphasizes separating directional…
The Dynamic High/Low Band Overlay places two bands on a price chart using the high and low range over a chosen period. Its inputs are the lookback period and an expansion factor. The upper band is positioned from the rolling minimum toward the maximum by the…
The screen selects Chinese stocks using three conditions: closing price below 12, at least two limit-up days within the previous ten days, and today’s net buying share above 5%. The accompanying explanation interprets repeated limit-ups as evidence of…