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 document introduces the Force Index, an indicator attributed to Alexander Elder, and gives its basic calculation: price change multiplied by current volume, with a 13-period exponential moving average as a smoothed version. It describes a variant that…
The document presents a ProRealTime version of the Kase Dev Stop indicator, described as a money management tool. It calculates a range measure from price highs, lows, and prior closes, then uses its recent average and standard deviation to produce a warning…
This brief description introduces a chart indicator that displays three Keltner channels derived from one moving average as a colored cloud. It also shows the latest channel values as price labels, allowing a trader to see several channel levels together on…
This stock screen selects for daily price amplitude of at least one percent, a volume ratio between 1.5 and 6 relative to a five-day average, and positive weekly price bars. The article frames the amplitude condition as a way to focus on more active stocks,…
This strategy compares each completed candle’s high-low range with the largest range among a user-defined number of preceding candles. When the new candle exceeds that reference range, it enters at the next candle’s open in the direction of the signal…
This document describes a Chinese equity screening rule that combines daily price range, turnover, and a prior-day indicator intended to represent dominant capital control. The stated thresholds are an amplitude above 1 and turnover above 2% but no more than…
This Chinese stock-selection post proposes combining daily price amplitude, a ranking based on net large-order volume, and a candlestick pattern described as a morning star. It presents these conditions as a way to find active stocks with short-term momentum…
The document describes an indicator that combines a smoothed Heiken Ashi volatility measure with averaged volume. Its stated construction uses the volatility step without rounding and multiplies it by averaged volumes. Inputs allow the user to select a…
TATR is presented as a simplified average true range measure focused on tick data. For standard bars, true range is the largest of the high–low range and the absolute gaps between the current high or low and the previous close. For tick data, the document…
The document describes the classic Keltner Channel indicator, attributed to Chester Keltner and dated to 1960. It explains that the channel has a central moving average of typical prices, calculated from the high, low, and close, with upper and lower…
This document presents a Chinese stock screen requiring a prior-day appearance on the Longhubang trading activity list, a price amplitude above 1, and circulating market value above 200 million yuan. It describes amplitude as a measure of short-term movement…
This note describes a Chinese stock screen combining turnover between 3% and 12%, a daily gain greater than 1% relative to a market or sector comparison, and metaverse-related classification. It frames the method as a blend of price activity and thematic…
This note proposes screening Chinese equities for a daily trading range above 1%, activity during 2021, and a measure described as institutional buying. The example defines the institutional condition as a rolling 20-session measure where at least 20% of…
This note outlines a Chinese equity screen combining daily price range, a stock-code filter, and weekly MACD conditions. It selects shares whose high-to-low range exceeds 1% of the prior close, whose code begins with 60, and whose weekly MACD signal is above…
This stock-selection idea builds a watchlist from three conditions: daily price amplitude above one percent, at least one limit-up event in the prior 25 days, and a previous-day 09:15 matching price at the limit down. The accompanying rationale treats large…
This Chinese equity screen selects stocks with an amplitude above 1, circulating market capitalization above 10 billion yuan, and no limit-up on the previous day. The stated rationale is to combine a volatility threshold with company size while excluding…
This proposed equity screen looks for stocks with a stated amplitude threshold, at least one daily gain of 10% or more during the prior 25 trading days, and a positive price-to-earnings ratio. Its stated rationale is to combine elevated price movement and…
The document explains a chart indicator that marks consolidations and subsequent price expansions. It compares closing prices with a moving average and uses an ATR-based band to define a range. When prices move beyond the band, the box color changes to…
This market update reviews three developments in crypto derivatives: August activity at Deribit, the launch of Bumper, and Kraken’s plans to expand its derivatives business. It reports that Deribit’s volume rose while global derivatives volume fell, with…
This report examines whether Bitcoin blockchain, exchange, investor, and miner measures move alongside price volatility in bull and bear phases. It groups indicators into institutional valuation and unrealized-profit measures, exchange liquidity and ETF…
This note describes an A-share stock screen combining daily amplitude above 1%, a robot-industry theme, circulating market capitalization below 10 billion yuan, and positive recent net profit. It also refers to ordering candidates by popularity. The…
RIND is a range indicator that compares the daily high-to-low range with the gap between the current close and the previous close. Its stated interpretation is that larger intraday movement relative to the interday change can signal that a trend is ending,…
This Expert Advisor uses a color change in the Chaikin Volatility Stochastic indicator as its trading signal. It evaluates the signal when a bar closes and opens a trade when the indicator’s cloud changes color. The required compiled indicator must be…
The Damiani Volatmeter is presented as an indicator for distinguishing trending conditions from flat or quiet markets. Its settings include two lookback periods called viscosity and sedimentation, a threshold, an optional lag suppressor, and the price series…