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 indicator transforms the Relative Strength Index into a histogram by centering RSI around its midpoint and scaling the result by volume. The displayed value therefore combines RSI direction and distance from neutral with trading volume, rather than…
The H-strategy uses Renko or Kagi turning points to study how far a price or spread typically moves before reversing. It defines an H threshold, marks extrema and the later times when a move of that size confirms a turn, then measures the count of reversals,…
This A-share screening rule selects companies whose daily high–low range exceeds a threshold, that have an outstanding convertible bond name, and whose share float is no more than 5.5 billion shares. The post presents these conditions as a combination of…
This stock screen selects shares whose codes begin with 60, whose daily high-to-low range is at least 1%, and whose turnover rate is above 2% and no more than 9%. The document frames the range condition as a way to identify active price movement and the…
This Chinese equity screen selects stocks whose daily amplitude exceeds a threshold, whose close is above a five-session moving average and the previous close, and which did not hit the upper price limit on the prior day. The article frames amplitude as a…
This indicator design replaces the stochastic oscillator’s rolling high-low range with standard-deviation bands around a smoothed least-squares moving average. It computes a linear-regression endpoint, smooths it with an EMA, and adds and subtracts a…
The Purple Cloud indicator combines ATR-based volatility bands, a SuperTrend trend filter, and 20-, 50-, and 200-period exponential moving averages. It marks potential reversals when price crosses a band and the indicator’s trend state changes. SuperTrend…
This stock-selection screen combines three conditions: daily amplitude above 1%, an opening price near the 10-day moving average, and a close above the Bollinger middle band but below the upper band. The implementation example defines “near” as within five…
This note describes an ATR-adaptive version of John Ehlers’s Laguerre filter. The original filter has no period parameter, while the described version adds one so its behavior can adapt using Average True Range. The proposed use is to watch for changes in…
This expert-advisor description uses an unusually large current candle range as an impulse signal. It compares the current high-to-low range with the previous candle’s range multiplied by a configurable ratio, then opens a buy when the current candle closes…
The document presents a Chinese equity screening rule combining daily price range, calendar year, market capitalization, and profitability. It selects stocks whose high-to-low move exceeds one percent, whose records fall in 2021, whose market value is below…
This stock selection proposal filters shares by price amplitude and prior-day trading amount, then ranks qualifying names by a measure of market heat. Its examples use amplitude, trading amount, and an amount-based ranking as practical proxies for…
This document summarizes a research report on recurring changes in traditional equity factor performance, including value, momentum, low volatility, and quality. Its central idea is to identify factor regimes from the factors’ own return histories, since the…
The document describes a short-term stock screen combining daily price range, relative trading volume, and prior-day turnover. It selects stocks whose high-to-low range is at least 1%, whose volume is between 1.5 and 6 times its five-day average, and whose…
This post describes an A-share selection rule that looks for stocks whose 9:15 opening-auction matched price was at the daily limit down on the previous session. It restricts candidates to a turnover range of 3% to 12% and excludes Beijing-listed shares. The…
This post outlines an A-share stock screen using three conditions: a recent high-to-low trading range above a threshold, a nonempty name for an outstanding convertible bond, and appearance on the previous day’s trading activity list. It presents the…
This note describes an exponential moving average whose responsiveness is adjusted using the Standard Deviation Ratio (SDR), a volatility measure associated with Tushar Chande’s work on adaptive averages. The SDR is used to make the EMA adapt to changing…
This brief indicator description explains how to display Bollinger Bands calculated on multiple timeframes together on one price chart. The stated purpose is to help a trader assess potential dynamic support and resistance levels while keeping the chart on…
This Chinese equity screen selects stocks with a daily price range above 1%, a maximum decline between 4% and 5%, and prior-day actual turnover between 3% and 28%. The document presents the criteria as a way to combine price movement, volatility, and trading…
This ProRealCode example describes a daily strategy for the US 100 that uses a smoothed Bollinger %b oscillator built from Heiken Ashi prices and repeated TEMA smoothing. It enters long positions when the oscillator is below a lower threshold and price is…
This brief mid-week recap summarizes Bitcoin and Ether derivatives conditions as spot prices rose ahead of US inflation data in April 2023. It reports Bitcoin 10-day realized volatility reaching 31%, an inverted term structure in both assets, and renewed…
This market outlook links a possible year-end crypto rally to expectations of a Federal Reserve rate cut and other supportive headlines. It reports a sharp change in the cited December rate-cut probability, describes thin holiday trading as a setting where…
This Chinese-language note describes a short-term stock screen combining an intraday price range above a threshold, strong large-order net activity, current trading volume above a threshold, and an opening price above the prior close. It presents these as…
This brief market recap summarizes observations about Bitcoin and Ether derivatives for the week around March 1, 2023. It reports that implied volatility near Bitcoin’s $25,000 resistance level fell, the Bitcoin term structure returned to contango, and skew…