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 article proposes selecting stocks whose prior-session price range exceeds one percent, whose MACD crosses above zero, and whose reported total assets exceed 200 million. It presents the range as a volatility filter, the MACD crossing as a bullish…
The proposed stock screen combines a daily range threshold, a Shanghai-market code prefix, and a recent upward move within the prior 25 sessions. The accompanying explanation treats a wider range as a sign of volatility and recent strength as a possible…
This H1-only indicator compares the current hourly candle’s range, shown as a percentage, with a range estimate derived from historical averages. The display uses a histogram for the actual candle range and a line for the statistically calculated estimate.…
This indicator description presents a Bollinger Bands tool whose calculation period adjusts automatically according to the number of bars in the current day. It is intended for chart intervals from one minute through one day, with the author recommending it…
This Chinese equity screening idea combines three conditions: amplitude above a stated threshold, a previous-day 9:15 matching price at the limit-down level, and a signal interpreted as institutional buying. The post explains the intended intuition: large…
The article describes a constant-mix strategy inspired by Claude Shannon: hold equal portions of an asset and cash, then rebalance after large price moves. Rebalancing sells some of the asset after gains and buys after losses, harvesting price fluctuations…
This document outlines an experimental DAX four-hour strategy built around a SuperBandPass filter and positive and negative RMS bands. It proposes entering long when the filter crosses above the negative band and short when it crosses below the positive…
This short description introduces Whistler's Active Volatility Energy Price Mass indicator, attributed to Mark Whistler's book on volatility. It lists twelve configurable inputs: periods, shifts, and deviations for fast and slow bands; a calculation period…
This community post describes a simple A-share stock screen using a daily price-range threshold, a specified closing-price level, and a relationship to the five-day moving average. The stated rationale is to combine a volatility condition, a price filter,…
The dashboard reviews Bitcoin’s 2025 market through six regimes, tracking price, futures basis, open interest, and spot ETF flows. It argues that an annual return alone obscures large differences between phases, and describes a carry trade that pairs ETF…
The document presents a Chinese equity screening rule that combines a price movement threshold, the presence of an outstanding convertible bond name, and a limit on the opening price change relative to the prior close. It describes these as signals related…
This stock screen seeks shares with a price amplitude above a threshold, current trading volume above a stated level, a higher opening price, and a listing age greater than a user-defined number of years. The rationale is to find stocks with substantial…
The document introduces a stochastic oscillator displayed directly on a price chart. With its default inputs, it is said to calculate in the same way as a standard stochastic based on high and low prices. Its distinguishing feature is the option to use…
This indicator description outlines a channel built around an average price line, with upper and lower bands calculated using high and low historical volatility. It distinguishes this construction from bands based on a single, regular historical-volatility…
This indicator adapts a stochastic oscillator by combining a signed measure of recent standard deviation with average true range. The sign of the standard deviation depends on whether the close is above or below its 14-period average. The method then…
This stock-selection rule looks for shares with an intraday high-to-low amplitude above 1, a daily loss between 4% and 5%, and company size above 200 million. The article frames the conditions as a way to focus on sizable stocks experiencing a sharp decline…
Zeiierman Bands are an indicator and reclaim-signal method built around an envelope whose upper and lower widths can differ. The centre line blends a moving average with a volume-and-range-weighted price estimate adjusted for candle rejection. Each side’s…
This indicator description explains a trend-envelope approach that uses price movement to decide whether a trend has changed or remains in place. In the described variant, Average True Range (ATR) replaces a fixed percentage change as the basis for measuring…
The document describes a stock screen for Chinese equities whose codes begin with 60, whose turnover rate falls within a specified range, and whose closing price is within a Bollinger Band region. It outlines a Python-style workflow: obtain the eligible…
The document explains an indicator that combines a closing-price reference average with a scaled Average True Range (ATR) to draw two resistance levels above the average and two support levels below it. The reference average moves when price exceeds it by…
This market commentary reviews Bitcoin and Ethereum options after a rally and a major political event. It reports that realized volatility rose ahead of the event, while front-end implied volatility later fell as the event passed without major crypto policy…
The indicator measures how often price exceeds a level derived from ATR, then compares a recent breach frequency with its longer history. Its default method tests today’s high and low against bands set using the previous bar’s ATR, so the threshold is fixed…
This post proposes a simple Chinese stock screening rule for 2021. It selects stocks whose daily high-to-low range exceeds one percent and whose closing price is above its five-day moving average. The stated rationale is that a larger range may identify more…
This weekly review links the July 2023 macro backdrop to crypto options pricing and reported trading flows. It describes low realized volatility, steepening futures contango, and a sizable variance risk premium, arguing that low implied volatility alone did…