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
BandsFBA is described as a Bollinger Bands variant that applies filtering to the indicator’s leading behavior and damping. Its lagging line is said to respond asymmetrically in rising and falling markets, a design the description proposes for markets with…
The article explains how volume can add context to price action. It describes higher trading activity as often accompanying volatility and breakouts, and notes that historically busy price zones may act as areas of support or resistance. It presents three…
This Chinese-equity screening idea looks for companies associated with beverage or alcohol imports or exports, with a share price above its five-day moving average and a large daily trading range. The stated rationale combines recent price strength with…
This proposed equity screen combines amplitude above one, at least one daily gain of 10% or more within the prior 25 trading days, and return on equity above 15% for five consecutive years. The article presents these as a blend of volatility, recent price…
The proposed screen combines three conditions: price amplitude above one, a shortening negative MACD histogram on a 15-minute interval, and a close above the Bollinger middle band but no higher than its upper band. The author interprets the amplitude…
This market recap describes how Bitcoin and Ether derivatives changed during a sharp Bitcoin rally linked in the document to positive news about BlackRock and EDX Markets. It tracks realized volatility, term structure, option skew, trading volume, and dealer…
This document outlines a Chinese stock screening idea that combines a daily price-range threshold, a newly formed KDJ crossover, and a company-type condition. The intended output is a pool of candidate stocks. It also sketches formula and Python…
This Supertrend variation aims to keep its values stable after a bar closes. It replaces the moving average of the bars’ high-low midpoints with a moving statistical median, which the document describes as more robust to extreme values than an average. The…
The document describes a Price Cycle oscillator with four configurable inputs: a calculation period, a calculation method, and overbought and oversold levels. Its stated calculation takes a moving average of the difference between the close and low prices,…
This indicator description explains a configurable Keltner Channel whose center line can use SMMA, EMA, or LWMA smoothing. Channel boundaries can be based either on the high-low range or on average true range, with a multiplier controlling their distance…
This document describes a MetaTrader utility for monitoring spreads with one sample taken each second. That time-based sampling gives each second equal weight, unlike tick averages that can underrepresent quiet periods when spreads may widen. The panel…
The document describes a technical indicator that plots an exponential moving average of true range together with an offset based on the exponential moving average of deviations. This combines a smoothed measure of price range with a related measure of how…
This short-term A-share screening method looks for stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and a volume ratio between 1.5 and 6. The article frames these filters as a way to find stocks with meaningful price…
This document describes a trading robot that sets position volume and stop loss using market volatility. The trader can choose the volatility lookback period, smoothing method, and whether volatility is measured from open and close prices or from the high…
This market recap interprets Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, option flows, and dealer gamma positioning. It describes Bitcoin volatility rising as spot tested resistance and Ethereum volatility…
This article describes five technical patterns that it presents as warnings of a possible stock market top: an accelerating large bullish candle, a shooting star, a high-wave candle, a hanging-man candle, and high-volume sideways trading after a rally. It…
This document introduces a volatility indicator intended to distinguish quieter from more volatile market conditions. It motivates the approach by noting that standard deviations can measure variation, but fixed thresholds may not provide useful boundaries…
This Chinese stock-selection post proposes screening for companies in the metaverse sector with a circulating share count at or below 5.5 billion shares, while excluding stocks that reached the daily limit-up on the previous session. Its rationale combines a…
This stock selection rule screens for Shanghai-listed shares whose daily trading range exceeds one percent and that did not close at the daily limit-up on the prior session. The document frames the range condition as a way to find more volatile candidates…
This proposed stock screen combines price volatility, a recent large daily gain, and large-order net inflows. It calls for an amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and big-order net quantity above 0.05 for…
The document contains reusable strategy calculations for price returns, volatility scaling, trend following, and MACD signals. Its intermediate trend strategy combines the signs of one-month and one-year returns, weighted by a parameter, and applies that…
This brief indicator description explains a chart display that combines two Keltner channels built around one moving average. The channels appear as a colored cloud, with the latest values shown as price labels. This describes a visualization of channel…
This proposed equity screen looks for stocks with daily amplitude above one percent, excludes Beijing-listed shares, and applies a condition described as a rising bottom. The post presents formula examples using a 60-day lookback and suggests that the setup…
This Chinese equity screening idea selects stocks whose daily high-to-low range is at least 1%, requires a nonempty name for an outstanding convertible bond, and ranks candidates by the day’s auction amount to retain the top five. The stated rationale is to…