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
K’s reversal indicator combines Bollinger Bands with MACD to identify possible countertrend entries. The buy setup looks for price below the lower band while MACD crosses above its signal line; the sell setup mirrors this above the upper band with MACD…
This study asks whether corporate bonds become more vulnerable to price swings when held mainly by open-end funds with illiquid portfolios. It builds a bond-level fragility measure in two stages: first estimating each fund’s portfolio illiquidity from its…
This indicator adapts Bollinger Bands by calculating a moving average and the standard deviation of closing prices, then offsetting the resulting upper and lower bands by a chosen number of bars. The stated purpose is to display a support and resistance…
This indicator rescales each candlestick around its opening price, displaying the open at zero and the high, low, and close as offsets from the open. Candle direction is marked with different colors. It also calculates thresholds at positive and negative…
This indicator description presents a passband oscillator intended to reduce short-term fluctuations while limiting lag. It forms the oscillator from the difference between two exponential moving averages with different periods, then calculates a…
This stock screen combines four filters: price amplitude above a stated threshold, market capitalization below a stated ceiling, positive net profit, and exclusion of the STAR Market. The accompanying discussion presents the amplitude filter as a way to find…
I Seek Trends adapts the ATR-based SuperTrend by inserting neutral phases between confirmed bullish and bearish states. Its five states distinguish established trends, transitions out of either trend, and full neutrality after a failed breakout. When price…
This short-term stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on China’s Dragon-Tiger list with reported buying greater than selling, and a current high that is the highest over the recent two-day window.…
This stock-selection rule filters for shares with daily high-low amplitude above 1%, a ten-day return above zero but below 35%, and positive PE. The stated rationale is to find stocks with some recent upward movement without selecting the largest short-term…
This indicator combines a CCI-like calculation on changes in closing price with two stages of exponential smoothing. It then computes the standard deviation of the smoothed oscillator and uses rolling highs and lows of that deviation to create dynamic upper…
This document describes a MetaTrader 5 indicator that condenses several market readings into a dashboard using completed candles. It combines fast and slow EMA relationships, price versus a filter EMA, short-term EMA slope, ADX and directional indicators,…
This indicator is designed to compare two instruments for a convergence trade. It plots an averaged line for each instrument and a third line that represents the distance between them, with colors distinguishing divergence from convergence. The suggested…
The MACD Squeeze indicator adapts the squeeze concept to a MACD histogram. It identifies a potential trading zone when Bollinger Bands contract inside Keltner Bands, using the compression as a condition for deciding when to focus on the MACD signal. The…
This A-share screening proposal combines daily price amplitude above 1%, an outstanding convertible-bond name, and a large reversal-style candle. The example formula treats a session as qualifying when the close is at least 5% above the open or the open is…
The article defines volatility as the dispersion of continuously compounded returns and explains why higher volatility, all else equal, raises option value. It distinguishes historical volatility, estimated future volatility, traders’ expected volatility,…
This market commentary interprets crypto options conditions ahead of the U.S. election, focusing on Bitcoin and Ethereum realized volatility, implied volatility, skew, term structure, and relative performance. It describes realized volatility as stable while…
The Deviation Oscillator is presented as a volatility-oriented indicator that measures the distance between an applied price and its moving average, then scales that distance using the minimum and maximum deviations observed over a selected range. The result…
This post outlines a Chinese equity screen combining a daily range above 1%, dates in 2021, and a current low below the prior day's low. Its final stated selection also adds valuation filters: a price-to-earnings ratio below 30 and a price-to-book ratio…
This note describes a simple technical screen for Chinese stocks: select observations from 2021 where the daily high-low range exceeds 1% and the current high equals the highest high over the current and prior day. The author frames a large range as a sign…
This indicator description explains a ZigZag variant that calculates turning points from the high and low values of Heikin Ashi candles. The Heikin Ashi period is configurable, and users can choose whether the Heikin Ashi candles themselves are displayed.…
This stock-selection idea filters for daily price amplitude of at least 1%, turnover above 2% and no more than 9%, and a closing price between the middle and upper Bollinger Bands. The post presents these conditions as a way to find actively traded, volatile…
ColorXATR is a chart indicator that smooths the Average True Range and displays the result as price-chart points. Its color is intended to distinguish strengthening trends from weakening ones: red indicates strengthening and yellow indicates weakening. Users…
This note describes a Chinese equity screen combining three conditions: daily amplitude above 1, no limit-up close on the prior day, and an opening price near the 10-day moving average. It frames amplitude as a way to find more active stocks, excludes recent…
This market commentary reviews Bitcoin and Ethereum options conditions, covering realized and implied volatility, carry, skew term structures, and relative value. It reports that realized volatility rose, implied volatility did not keep pace in Bitcoin as…