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.
12,303 documents
The document explains a MetaTrader 5 indicator that marks hammer, inverted hammer, and color variants on price charts. It identifies patterns by measuring candle bodies and wick proportions, then places a colored arrow near the candle’s high or low to flag a…
This note describes a higher-timeframe variant of the XWPR_Histogram_Vol indicator. A timeframe input lets the user select the chart period used by the indicator; the example sets that input to a four-hour period by default. The document also states that the…
This post describes a simple equity screen combining three conditions: a large daily trading range, moderate realized turnover on the prior day, and a current low below the previous session’s low. The proposed interpretation is that it identifies actively…
This article outlines a Chinese stock screen requiring price amplitude above 1%, excluding Beijing-listed shares, and selecting stocks whose KDJ indicator has just formed a golden cross. It presents the combination as a way to focus on more volatile stocks…
The article describes a Chinese stock screen that looks for daily amplitude above 1%, total market capitalization no greater than 10 billion yuan, positive net profit, and tradable market capitalization from 5 to 10 billion yuan. It presents volatility as a…
The document outlines a Chinese A-share screen that starts with stocks showing an amplitude above 1, excludes Beijing-listed shares, and ranks the remaining names by individual stock heat. It then proposes a more involved version using amplitude above 2%,…
Projection Bands are presented as a way to estimate upper and lower boundaries of a price range, alongside tools such as channels, envelopes, and Bollinger Bands. The indicator has a configurable lookback period. Its upper boundary uses the maximum high…
This page summarizes two research topics from an overseas literature review. The first concerns systematic value investing: it describes examining common claims about the value effect, considering how diversified value strategies might be implemented more…
The article describes a stock screen that excludes Beijing-listed shares, selects stocks with a daily high-low range above one percent, and applies a filter based on the prior day's turnover and the ratio of current opening-auction volume to the previous…
This article describes a stock-selection screen based on three conditions: a daily high-low range above a stated threshold, an opening price near the ten-day moving average, and at least five years since listing. The intended interpretation is that elevated…
The proposed stock screen filters for amplitude above 1 and a closing price below 20, then ranks candidates by today's auction amount and selects the top five. The article also gives example indicator and Python logic, including a comparison of current and…
This document describes the implementation of a Non-Lag moving average indicator with ATR bands and an interactive chart panel. The panel can toggle the trend display, be moved, show selected internal values, and report indicator values for a bar chosen on…
This market snapshot discusses three digital-asset themes: institutional Bitcoin adoption, prospective uses for autonomous AI systems in decentralized finance, and tokenization of real-world assets. Its Bitcoin analysis describes a sharp rise above $100,000…
The document describes a Chinese equity screen combining a daily price range above 1%, a condition that the prior session was not limit-up, and a recent three-session rise. It presents the screen as a way to find volatile stocks with positive price momentum…
The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…
The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…
The article explains stablecoins as crypto assets designed to track another asset, usually the US dollar, and distinguishes reserve-backed tokens from algorithmic designs. Reserve-backed tokens depend on the issuer holding assets intended to support…
The indicator creates a channel by filtering closing prices with the Hodrick–Prescott method at two periods, then measuring the standard deviation of the faster filtered series relative to the slower one. It also displays the average spread and the channel…
This post describes a simple Chinese equity screen. It selects stocks with an amplitude above 1, a maximum decline for the day between 4% and 5%, and ranks qualifying stocks by the day’s auction amount, taking the top five. The stated rationale combines a…
This brief entry describes a MetaTrader 5 indicator called ATR 3XMA HTF, with an input that lets the user select the chart period used by the indicator. The example default is a four-hour period. The page also notes that the indicator depends on a separate…
This document defines Wilder’s channel as two volatility-adjusted boundaries. The upper line adds a scaled Average True Range value to a Wilder average of highs, while the lower line subtracts the same volatility adjustment from a Wilder average of lows. Its…
The document describes a Chinese equity screen that combines daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and a day-over-day increase in volume above 5%. It explains the intended rationale: price movement may…
This weekly market recap reviews Bitcoin and Ether derivatives conditions, including realized volatility, implied-volatility term structure, skew, option flows, and dealer gamma. It describes weak spot prices alongside subdued realized volatility, while…
The document describes an expert advisor that uses Bollinger Bands and RSI thresholds to generate trades. Its listed settings include an eight-period RSI, a high threshold of 90 for selling near the upper band, and a low threshold of 10 for buying near the…