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
This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…
This brief description presents an indicator that uses Average True Range as a reference for placing stop losses. It draws two bands at equal distances from a moving average, making the bands a volatility-based guide around a baseline. The text also proposes…
The document describes two strategies using an adaptive baseline and volatility bands. For momentum breakouts, it calls for a candle close beyond an outer band and a baseline color indicating the same direction; the trade is held until the baseline changes…
The proposed equity screen combines intraday range, Bollinger Band position, and a specific opening-time price-change condition. It looks for stocks whose range exceeds its recent average, whose close lies between the middle and upper Bollinger Bands, and…
This MetaTrader 5 indicator combines pivot-based swing analysis with Fibonacci retracements. It labels swing points as higher highs, higher lows, lower highs, or lower lows, and classifies breaks as continuation events (BOS) or possible reversals (CHoCH).…
This mid-week recap summarizes derivatives conditions in Bitcoin and Ether as of April 21, 2023. It reports stable Bitcoin 10-day realized volatility in the low 30s while attention shifted toward Ether, and describes term structures for both assets as moving…
This brief description introduces Rj_SlidingRange as a technical indicator whose operation is similar to Bollinger Bands and Envelopes. It identifies the indicator’s original author and notes that it was first implemented in MQL4 and published in 2012. The…
Corrected Average, also called Optimal Moving Average, is a smoothed indicator intended to avoid following price for small deviations that may produce false trend signals. It starts with a moving average of the selected applied price, using a configurable…
AverageChangeCandle is a chart indicator designed to display price impulse and give a visual sense of market volatility. It calculates changes for the open, high, low, and close price series and presents those four measurements together as a candlestick…
This document describes a semaphore signal indicator built around the XCCX_StDev oscillator. Its configurable mode selects among five signal rules: oscillator levels alone, deviation thresholds alone, both conditions together, or the combined conditions…
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…
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…
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…
This post describes a stock selection screen for Chinese equities. It selects stocks with a daily high-low range above a threshold, positive afternoon large-order net inflow, and exclusion of the STAR Market. It treats a wide range as a sign of greater price…
The document reviews crypto market conditions ahead of the Bitcoin halving and discusses how macroeconomic pressure may affect sentiment and options pricing. It points to higher Treasury yields and a stronger dollar as headwinds while noting that implied…
The webinar summary addresses how to estimate option values in newer crypto markets where liquid options data may be sparse or absent. It describes Amberdata’s approach as using liquid equity options as a reference for generating implied volatility surfaces,…
This Chinese stock-selection method seeks volatile shares that have recently shown strong price movement. Its initial rules look for daily high-low range greater than a 20-period ATR, a single-day move of at least 10% within the past 25 trading days, and a…
The proposed screen selects stocks with amplitude above one, a prior-day signal described as main-force control, and at least one daily gain of 10% or more during the previous 25 trading days. It combines a volatility condition with a recent large-move…
This screening rule selects Shanghai-listed stocks with a daily high-low range above 1% of the previous close, then sorts them by an individual-stock popularity measure. The article interprets the range threshold as a way to find more volatile names and…
This post proposes an A-share screen using amplitude above 1, a share price of 18.5 yuan, and an outside-to-inside trading-volume ratio above 1.3. It treats amplitude as a volatility filter, the price cutoff as a price-level constraint, and the volume ratio…
This podcast recap discusses Bitcoin’s volatility and derivatives market conditions around a sharp price decline and subsequent stabilization. It introduces implied volatility and volatility compression, and describes a reported contrast between elevated…
This research summary examines the low idiosyncratic volatility effect in China’s A-share market. It estimates volatility from the annualized standard deviation of residuals in CAPM, Fama–French three-factor, and Carhart four-factor regressions fitted to the…
The document describes an approximation of a curvature trend indicator using an exponential moving average as its central trend line and average true range to scale upper and lower bands. The bands begin at a chosen ATR multiple from the moving average, then…
This A-share screening proposal selects stocks with daily amplitude above 1%, at least two limit-up sessions in the prior 500 days, and a gain below 6% at 9:25. It treats amplitude and prior limit-ups as signs of volatility and market attention, while the…