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.
31,205 documents
The Fill Channel is a chart indicator intended to help traders plan entries, stop losses, profit targets, and position size. It draws a regression-based central line with surrounding bands, then uses those levels to display potential long or short entry…
This document describes a modified exponential moving average that follows a proposal by Bob Fulks and Alex Matulich, originally used as part of an improvement to the T3 calculation. The alteration changes how the EMA is calculated, with the stated aim of…
The indicator presents trend information from the VolatilityPivot indicator on a fixed timeframe. It uses the colors of the underlying indicator lines as the signal source, displaying colored dots when a bar in the corresponding timeframe changes. This gives…
The document proposes screening Chinese equities using three signals: a daily increase in holdings above 5%, a weekly five-period moving average crossing above the ten-period average, and a shortening MACD histogram on a 15-minute chart. It presents these as…
The document proposes screening Chinese stocks for daily amplitude above 1%, observations dated in 2021, and alignment among five moving averages based on 5, 10, 20, 30, and 60 periods. It interprets higher amplitude as greater volatility and moving-average…
This indicator adjusts an exponential moving average using an R-squared measure calculated from price observations over a chosen period. The measure compares a linear fit of recent prices with their variation, then changes the EMA period through a formula so…
The document describes a simple A-share stock screen using daily amplitude above 1%, a closing price set at 18.5 yuan, and an opening auction change from -2% up to but not including 5%. It presents these conditions as filters for price movement, nominal…
This stock-selection proposal combines a price-amplitude threshold, a KDJ condition with K below 20, a market-value ceiling of 10 billion yuan, and a requirement for positive profits. The rationale is to find smaller companies with substantial price movement…
This stock screen combines a daily price-range condition, a weekly MACD condition, and a profitability filter. It seeks shares with an amplitude above 1, weekly MACD above zero, and return on equity greater than 15% in each of the previous five years. The…
This indicator uses a simple moving average whose calculation period increases over time. When price crosses the moving average, the period resets and a new calculation begins. A chart label marks each new period, and the indicator has no user-configurable…
This document describes a smoothed Commodity Channel Index oscillator displayed as a histogram. Its colors can indicate either a break through overbought or oversold levels, or a change in the histogram’s direction. The selected coloring behavior depends on…
This document describes a synthetic RSI indicator built from three RSI calculations. The combined value is calculated using a method that differs from a simple average, although the exact formula and settings are not supplied. Before the RSI calculations,…
This document describes an indicator that presents a moving-average-based trend filter as a colored cloud. It identifies the tool’s general form and attributes its original implementation to Luis Guilherme Damiani, noting that it was first published in 2008.…
This stock selection rule combines three filters: daily price amplitude above 1, a listing history longer than one year, and at least one limit-up event in the prior 25 days. The accompanying explanation treats recent limit-ups as a possible sign of market…
Williams Thrust is a directional indicator that compares two Williams Percent Range readings, each calculated over a separately chosen lookback period. It also computes a moving average for each reading, with the averaging method and periods supplied as…
This brief forum post asks how to express a condition in Python for a security’s low price to cross below its 60-day moving average. The visible example begins to describe a method that compares the prior period’s low and moving average with their current…
This Chinese equity screening proposal combines three conditions: a price amplitude above 1%, free float no greater than 5.5 billion shares, and short-, medium-, and longer-term moving averages aligned upward. The article interprets the amplitude filter as…
This document describes a Chinese equity screen combining turnover between 3% and 12%, seven consecutive down days, and a morning price condition below 6%. It presents the setup as a way to find stocks in a pullback while accounting for trading activity and…
The document presents a variation of a “triple” indicator that replaces the Hull Moving Average with a double-smoothed exponential moving average (DSEMA). The stated motivation is to avoid overshooting that can occur with the Hull average, while retaining a…
This Chinese-language article proposes screening mainland Chinese stocks in the metaverse sector using two price conditions: the 9:25 price change must be below 6%, and the stock must have more than two limit-up days within the prior ten days. The first…
The document describes a script that estimates where a third Elliott wave may end, following an approach attributed to Bill Williams. It uses a Fibonacci expansion object: for a bullish setup, the user places its three points at the first wave’s starting…
This indicator compares the unmodified closing price with a transformed price calculated from the close and a shifted historical close. The user selects how many bars back to obtain the shifted close. The transformed series applies a base-10 logarithm to the…
This strategy is designed to capture short-term forex trends on a four-hour timeframe. It enters long when the 10-period RSI, calculated from the midpoint of open and close, crosses above 50 at the same time that the five-period EMA crosses above the…
The proposed screen uses Chinese A-share data from 2021 onward, compares the 20-day and 120-day moving averages, and keeps stocks where the shorter average is above the longer one. It then ranks candidates by capital strength and selects the top 100. The…