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 Quantitative Qualitative Estimator (QQE) combines a smoothed Relative Strength Index with fast and slow trailing levels. These levels are based on the variability of the smoothed RSI rather than directly on price ranges. To construct them, the method…
This document explains a chart indicator that builds Fibonacci levels from successive swings identified by the ZigZag indicator. Keyboard controls move through swings, while users can show, hide, drag, or extend a Fibonacci drawing and edit its levels.…
This brief description introduces a Parabolic Moving Average indicator that displays standard deviation bands. It identifies three user-adjustable inputs: the moving-average period, the price series used for the calculation, and the band deviation. Together,…
This indicator description combines the Williams %R oscillator with Bollinger Band boundaries to define overbought and oversold areas. The band thresholds are intended to adapt to the oscillator’s behavior, rather than relying only on fixed levels. The…
This post describes a stock screen requiring a daily price range greater than 1%, a trading date in 2021, and float market capitalization above 10 billion yuan. It presents these conditions as a way to identify higher-volatility shares while limiting the…
This report evaluates the Shanghai 180 index and the Hua An Shanghai 180 ETF. It describes an index weighted heavily toward financial companies and food and beverage firms, with large, liquid constituents. The report characterizes its recent one-, three-,…
This indicator description defines alert conditions using Bollinger Bands and price envelopes together. A buy alert is triggered when a bullish candle opens and closes below both lower bands. A sell alert requires a bearish candle to open and close above…
This digital-asset market snapshot examines a broad selloff across Bitcoin, Ether, and altcoins through price changes, volatility, trading volume, open interest, funding, ETF and stablecoin flows, order-book depth, spreads, and DeFi liquidations. Its central…
This Chinese stock-screening note describes a rules-based approach that combines price movement, Bollinger Bands, company size, and profitability. It looks for stocks with above-average daily range, a close between the Bollinger middle and upper bands,…
The document presents a ProBuilder implementation of the SuperTrend indicator. It builds upper and lower bands around median price using average true range over a configurable period and a multiplier. The trend state changes when closing price crosses the…
The document explains a rolling estimate of annualized variance using daily stock returns. First compute each daily return from consecutive closing prices, then calculate the variance over a 20-trading-day window and scale it by 250, an assumed count of…
The document presents a short-term Chinese equity screen combining prior-day price amplitude, a maximum tradable share count, and prior-day turnover within a specified band. Its rationale is that price movement may identify trading opportunities, smaller…
The document presents an indicator implementation for plotting Weis Wave, also called Wyckoff Wave, on a price chart and labeling the volume accumulated during rising and falling legs. It tracks directional moves using price thresholds, then updates swing…
This article proposes a short-term Chinese equity screen combining three conditions: amplitude above 1, a prior-day 9:15 indicative match price at the limit-down price, and more than two limit-up days within the past ten days. It says the final candidates…
This note describes a Chinese equity screen requiring price amplitude above a threshold, a three-session limit-up sequence, and best-bid volume greater than best-ask volume. It interprets amplitude as a sign of volatility, the consecutive limit-ups as…
The document describes an indicator that overlays three Tymen STARC Bands sets on one chart, each calculated using a separately chosen timeframe and parameters. It is designed to let traders compare volatility bands from higher or lower timeframes with the…
The Trend Trail indicator displays a possible trailing stop level that follows the prevailing trend. It has two adjustable inputs: the period used to calculate average true range (ATR) and a multiplier that controls sensitivity. A trader can use the…
The document briefly describes a modified MACD trading indicator as a faster version of an earlier variant. It also says that the display includes multiple Bollinger stop levels, presenting the added visual levels alongside the speed improvement. It does not…
The document explains a regression trend indicator that gives less influence to bars with high local residual variance. It first fits an ordinary least squares line, smooths squared residuals to estimate local variance, adds regularization, and converts…
This A-share screening recipe combines price movement, past limit-up events, and a weekly moving-average crossover. It seeks stocks with an amplitude above 1%, at least two limit-up events within 500 days, and a five-period weekly moving average crossing…
This paper compares machine learning methods for forecasting equity returns across the market time series and the cross section of stocks. It frames risk premium measurement as a prediction problem and describes how high-dimensional predictors,…
This weekly market commentary reviews Bitcoin and Ethereum options ahead of US inflation releases and other macro events. It compares realized and implied volatility with historical ranges, examines the relative volatility of ETH and BTC, and discusses…
This document explains a price-overlay indicator that marks supply zones at confirmed swing highs and demand zones at confirmed swing lows. Zone thickness scales with average true range, and the midpoint serves as a point of interest. A zone remains active…
This document describes a stock-selection rule that combines a daily high-low range threshold, a recent reversal pattern, and a negative MACD reading from two sessions earlier. It frames range as a volatility filter, the reversal as a possible change in…