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 Chinese stock selection approach combines three conditions: daily amplitude above a stated threshold, a weekly five-period moving average crossing above the ten-period average, and a prior-day 9:15 matched price at the down-limit level. The stated…
This indicator combines the difference between an exponential moving average and a simple moving average with a smoothed signal line and a zero reference. The description presents crossings between the oscillator and signal line as a more reactive reading,…
This document proposes screening Chinese stocks for amplitude above 1%, a nonempty outstanding convertible-bond name, non-ST status, and a five-session limit-up pattern. It presents the bond listing as a possible sign of company strength and treats…
This document outlines a Chinese equity screen using three signals: daily amplitude above 1%, afternoon net inflow from large orders, and more than two limit-up days within ten days. The rationale is that amplitude reflects trading activity, large-order…
This document describes a Chinese equity screen combining daily amplitude above 1%, a positive ten-day return below 35%, and a 2019 dividend payout ratio above 25%. It frames amplitude as a measure of price movement, the return band as a way to select stocks…
The document proposes screening for stocks with daily amplitude above one percent, codes beginning with 60, and specified positive price-to-earnings and price-to-book ranges. It also describes a Shenzhen main-board filter and sorting candidates by…
This Chinese equity screening proposal combines an intraday high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and positive net buying attributed to major participants during the opening auction. The accompanying indicator…
The proposed short-term stock screen selects shares with an amplitude above a threshold, an indicated 9:25 price gain below a cap, and an exclusion for the STAR Market. The author presents these filters as a way to combine a volatility condition, an…
BoDi measures the distance between the upper and lower Bollinger Bands and displays that width as a histogram. Because the bands widen as volatility rises and contract as it falls, the author interprets expansion as an active directional impulse and…
This post describes a historical stock screen for shares whose codes begin with 60 and whose daily high-to-low range exceeds 1% of the opening price. It restricts observations to 2021 and ranks qualifying rows using a 50-period measure based on the distance…
This proposed A-share screen selects stocks with amplitude above 1%, a nonempty name for an outstanding convertible bond, and a date in 2021. The stated rationale is to combine a volatility condition with a convertible-bond-related company filter and a…
This stock screen targets companies associated with robotics, limits candidates by turnover and circulating market capitalization, and adds a Bollinger Band price condition. The stated rationale is to use trading activity and company size as preliminary…
This note proposes screening Chinese stocks for amplitude above 1, a morning star candlestick pattern, and a close above the previous day's low. The author interprets amplitude as a measure of activity and volatility, the candlestick pattern as a possible…
This note describes a Chinese stock screen combining daily amplitude above 1, a rounded price pattern, and turnover between 2% and 9%. The author presents the range as a way to find active stocks, the shape as a sign of gentler price movement, and the…
This weekly market note reviews Bitcoin and Ether options conditions in early December 2022 alongside macroeconomic context. It describes falling realized volatility and implied volatility, a soft volatility backdrop, changing risk reversals, and steep Ether…
This convertible-bond research note describes a relative-value approach based on the embedded option. It first compares implied volatility with the underlying stock’s historical volatility: relatively low implied volatility is treated as evidence that the…
ATLAS Mini is a compact indicator designed to flag unusually narrow Bollinger Bands as a warning that a sharp price move may follow. It measures band width relative to the upper band, applies a square-root scaling and multiplier, then compares the result…
This coding example describes a simple Forex robot that places a sell pending order at the upper Bollinger Band and a buy pending order at the lower band. It uses the bands’ central simple moving average as a position-closing level. The shown setup is tied…
This indicator presents a configurable period’s standard deviation of closing prices as a histogram. Each bar is colored according to whether the calculated deviation is higher or lower than its value on the previous bar. The example uses a default lookback…
This extended Fibonacci channel indicator lets users choose how to define the reference distance that represents the full channel width on each bar. The available methods are the maximum, mean, or median price displacement from a moving average, or the…
This indicator displays two Bollinger Band channels built around one moving average and adds labels showing the latest values. The document identifies the visual components and notes that the implementation depends on a smoothing-algorithm library for…
This note proposes a Chinese equity screen using three conditions: price amplitude above a threshold, a stock code beginning with 60, and large or extra-large buy orders during the opening auction exceeding a stated combined-volume threshold. It frames the…
This note describes a Chinese equity screen combining prior-day price range, appearance on the Dragon-Tiger List, and a condition labeled as main-force control. Its stated rationale is that a larger range may signal trading opportunity, list appearance may…
This brief note compares a normalized version of MACD with the standard indicator. It says the two may look similar in ordinary conditions but can diverge substantially during periods of elevated volatility. The differences may affect not only the indicator…