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 overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…
The Bollinger Bandit combines moving-average bands with a directional filter. It considers long entries when price is below the upper band and the close is higher than it was 30 days earlier; short entries use the corresponding lower-band condition and a…
This Chinese stock selection strategy combines four filters: daily high-to-low amplitude above 1%, a robot-related industry concept, circulating market capitalization below 10 billion yuan, and appearance on the previous day’s trading activity list. It also…
This study compares ARIMA, a multilayer perceptron, an LSTM, and an ARIMA-GARCH combination for next-day NVIDIA share-price forecasts. It describes ARIMA as a model for linear time-series structure, neural networks as ways to capture nonlinear patterns, and…
This Chinese equity screen selects stocks with daily price amplitude above a threshold, a positive but capped ten-day return, and an appearance on the previous day’s trading activity list. The post frames amplitude as a volatility measure, the return band as…
The document explains Supertrend as an ATR-based trend-following indicator that plots a changing support or resistance band. It describes how volatility sets the band width and how the line changes sides when price movement signals a trend reversal. An…
This proposed stock screen excludes Beijing-listed shares, keeps stocks whose high-to-low amplitude exceeds 1%, and ranks the remaining names by that day’s opening-auction traded value. It selects the top five, making auction activity the ranking signal and…
The document introduces derivatives data views for examining options on IBIT and MSTR. It describes using long-dated at-the-money implied volatility and term structures with forward volatility to inspect how option pricing changes across maturities. It also…
The document explains an adaptive lookback method for moving averages. It estimates a variable period by counting how many price bars are needed for a chosen number of swing highs or lows to form, then dividing the bar count by the swing count and rounding.…
This indicator combines an ATR-distance trailing stop with a candle-based estimate of buying and selling volume. It allocates bar volume according to candle range and open-close structure, averages the estimated buy and sell components, and normalizes their…
This document describes a Bollinger Bands variant built around a linear regression of closing prices. The regression line serves as the center; upper and lower bands are formed by adding and subtracting a multiple of the standard deviation of that regression…
The document outlines an oscillator built around the lower Bollinger Band. Its motivating observation is that an extended period of price remaining below that band may be associated with a greater chance of further declines. The calculation first measures…
This proposed Chinese equity screen selects stocks with a daily high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and a closing price above the previous day’s low. The article frames these filters as a combination of price…
This document describes an alert-enabled version of a Heikin-Ashi Smoothed VolatilityStep indicator. It can notify the user when the indicator crosses a specified trigger level, with settings for the signal bar, alert count, sound, email, push notifications,…
This Chinese equity screening idea combines a prior-day price-amplitude threshold, appearance on the previous day’s trading activity list, and at least one limit-up event within the preceding month. The document frames these filters as a way to find shares…
This indicator describes three ways to measure price movement over a timeframe-adjusted evaluation period. For intraday charts, it estimates the period from the trading session; for daily charts, it uses weekly data. The period length is calculated from the…
This midweek market note reviews Bitcoin and Ether options conditions as of January 24, 2023. It highlights resilient realized volatility, with Bitcoin rising again late the prior week, and term structures that were flat to slightly inverted and had edged…
This note describes a daily stock screen for mainboard equities that combines an intraday range threshold with a market capitalization cap, positive net profit, and a daily price increase above 1%. It provides example indicator and Python expressions for…
This overview explains how a crypto derivatives portfolio can combine instruments with positive and negative delta to keep net directional exposure near zero. Traders may then focus on changes in implied volatility, time decay, or other option effects rather…
This indicator calculates volume-weighted average price from intraday bars and resets the calculation at the start of each trading day. It plots the VWAP alongside upper and lower bands at one, two, and three times a dispersion measure, intended to help…
This note describes a Chinese equity screen requiring daily price amplitude above a stated threshold, circulating market capitalization above a stated level, and no limit-up move on the prior day. It supplies indicator logic and a Python-style example that…
This post proposes an A-share stock screen combining a daily price range of at least one percent with a volume ratio between 1.5 and 6. It also applies two concentration-related filters based on circulating market value and total shares. The rationale is to…
The article describes how historical crypto options data can support market research, algorithm development, and portfolio management. It identifies implied volatility, realized volatility, open interest, put/call ratios, price and volume records, and order…
Haos Visual is described as a zero-centered histogram indicator built from two Williams %R oscillators smoothed with T3 calculations using different lookback periods. The shorter oscillator uses a 14-period Williams %R input, while the slower one uses a…