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 document introduces Price Headley’s Acceleration Bands as a volatility-based indicator intended to identify a move as it begins to trend. The bands are calculated over a user-selected number of bars, with a simple moving average as the midpoint and…
The Range To Range (RTR) oscillator compares recent and longer-term volatility by dividing a fast-period Average True Range (ATR) by a slow-period ATR, then scaling the ratio by 100. Its two inputs are the periods used for the fast and slow ATR calculations.…
This indicator adapts the Volatility Quality concept attributed to Thomas Stridsman. Rather than estimating trend with moving averages, this version uses the indicator’s slope and treats color changes as potential signals. The document gives no detailed…
This Supermind stock screen combines a daily range greater than 1%, a reversal-style candle pattern, trading volume above 10,000 lots, and a positive session in which the close exceeds the open. The article provides indicator-formula and Python examples,…
This stock-screening idea combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading activity leaderboard, and a buy-side versus sell-side activity ratio above 1.3. The document offers example indicator and Python…
This short-term Chinese equity screen combines three conditions: a price amplitude above one, a ranking among the top five stocks by the day’s auction amount, and an appearance on the prior day’s Dragon Tiger List. The article frames the amplitude condition…
This stock selection method combines a daily price range filter with two technical crossover signals. It selects stocks whose high-to-low range exceeds one percent, where the KDJ J line has just crossed above its D line, and where the weekly five-period…
This document presents a short-term stock screen using three conditions: daily amplitude above 1%, a current-day decline between 4% and 5%, and at least one daily gain of 10% or more during the preceding 25 trading sessions. The intended use is to identify…
This document describes a Chinese A-share screening rule that combines daily amplitude above 1%, a newly formed KDJ crossover, exclusion of ST-designated stocks, and consecutive limit-up sessions within the recent five-day window. It proposes placing…
The document describes an indicator that estimates volatility, directional price amplitude, and the difference between them. It builds range-based trend levels, counts price behavior relative to a trend line, and uses those counts to set a lookback period…
The indicator combines adaptive smoothing, a direction-sensitive trend filter, and volatility bands to depict trend direction and possible support or resistance areas. It estimates slope relative to ATR and uses that direction to select an averaged high or…
This market recap discusses Bitcoin and Ether options through realized volatility, implied volatility term structure, skew, and relative value. It reports that realized volatility was in the 40s, front-end implied volatility fell by 3–5 volatility points,…
This document explains a MetaTrader 5 SuperTrend indicator built from an Average True Range based envelope, bands that ratchet in the direction of an established trend, and a binary trend state. The trend changes only when price closes beyond the band on the…
This Chinese-market stock screen selects securities whose codes begin with 60, whose daily high-low range exceeds 1% of the previous close, and whose stated ownership concentration is no more than 70%. The article describes concentration as the combined…
This document explains an informational chart panel that flags unusually large price bars as possible news-driven volatility. Its core calculation compares the current bar’s high-low range with an ATR baseline multiplied by a user-set threshold. A trader can…
This Chinese equity screening proposal combines three conditions: amplitude above 1, at least one daily gain of 10% or more during the previous 25 trading days, and an opening auction move between -2% and 5%. The post frames the first two as ways to find…
This indicator smooths a price series with a four-stage Laguerre filter and adjusts its Gamma parameter using recent average true range. The stated goal is to make the smoothing respond to current market movement. It then builds upper and lower adaptive…
The article describes a stock-selection screen for Chinese A-shares. It selects stocks with a daily high-low range above one percent, at least one limit-up day during the preceding 25 trading days, and excludes Beijing-listed shares. The rationale offered is…
The document describes a Chinese equities screen combining three conditions: price amplitude above a threshold, appearance on the prior day’s trading activity list, and a dividend measure above a threshold for 2019. It explains that amplitude is intended to…
This configuration describes a multi-asset systematic trading framework that combines rules for breakouts, relative and absolute momentum, moving-average trends, carry, acceleration, and skew-related factors. The rules use multiple horizons and include…
The document describes a stock screen combining amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a circulating market value between 5 billion and 10 billion yuan. It presents the criteria as a way to find relatively active…
This indicator identifies fair value gap zones, marks a zone as inverted when a candle body closes through it, and can signal a later bounce from the flipped zone. The design tracks gaps and their lifecycle, including creation, inversion, active status, and…
The article presents a scenario analysis of how sustained high crude prices could affect energy-importing and energy-exporting economies. It argues that higher energy costs may shift income toward resource exporters, raise manufacturing expenses in importing…
The InverseReaction indicator looks for unusually large, gap-free price changes relative to estimated volatility limits. It plots price changes alongside one or more confidence thresholds; a break above a threshold is treated as a possible precursor to a…