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 describes a stock screen requiring daily price amplitude above a threshold, MACD above its zero line, and a share price below a stated level. It interprets the amplitude condition as selecting volatile stocks and the MACD condition as indicating…
This Chinese equity screen selects stocks with a daily range above 1%, an institutional participation measure described as exceeding 25% over a 15-day period, and prior-day auction turnover above 0.26. Its final version also requires circulating market value…
This Chinese stock screen combines a daily range greater than 1% with a ratio formed from the previous day's turnover rate and the current auction volume relative to the prior day's volume. The ratio is constrained to the stated interval of 0.5 to 2, and…
FantailVMA is presented as a moving average whose responsiveness changes with market conditions. Its calculation smooths directional movement and true range to derive ADX-related values, then uses the recent ADX range to set a coefficient that controls how…
This note describes an adaptive version of ADXm that uses the vertical horizontal filter (VHF) to vary the indicator’s calculation period instead of relying on a fixed period. The intended effect is to adjust the indicator’s response to changing market…
KC_Cloud is a price-channel indicator built from a moving average and Average True Range. Its inputs let the user choose a price calculation mode and smoothing method, set the smoothing depth and method-specific parameter, and configure the ATR period, ATR…
The document presents a China-focused stock screen intended to identify five potential limit-up candidates before 10 a.m. It filters for amplitude above 1, a daily controlling-shareholder measure above 21, and exclusion of ST-designated shares, then applies…
This document presents a short-term stock screen based on three conditions: a wide daily range, at least one daily gain of 10% or more in the recent 25 trading sessions, and a limit-up event within the past month. It explains these as signs of recent…
This document introduces a momentum-based adaptive channel described as a version of an adaptive channel that uses Euclidean distance. Its stated purpose is to adjust to changing market conditions. It identifies the upper boundary as red and the lower…
The document introduces a chart that plots spot price against implied volatility (DVol) for Deribit options. Its purpose is to help traders inspect the relationship between the two variables and see how implied volatility corresponds to different spot levels…
This post presents a chart overlay that marks percentage levels above and below a selected reference price, which can be either the current close or open. The plotted bands range from small increments to wider moves on both sides of that price. Text labels…
This document describes an alert-enabled version of the XCCI Histogram Vol Direct indicator. It can notify a trader when the histogram crosses zero, changes direction, breaks through overbought or oversold levels, or exits those zones. The listed settings…
Average True Range (ATR) measures price volatility by averaging true range over a chosen lookback period. True range accounts for the current bar’s high-to-low distance and gaps relative to the previous close, using the largest of those distances. The…
This weekly recap examines BTC and ETH volatility, term structure, skew, options flows, and dealer gamma after a false ETF approval headline triggered a rapid price spike and reversal. It describes how realized volatility rose, implied volatility followed…
This note presents an A-share screen using amplitude above 1, a ranking based on net large-order volume, and a closing price positioned relative to the Bollinger middle and upper bands. The written rule places price above the middle band but below the upper…
This note presents a Chinese equity selection rule that combines a daily price range greater than one, a top-five ranking by the day’s auction amount, and a prior closing price above the 250-day moving average. The stated rationale is to focus on active…
This note describes a Chinese equity screen combining daily price range, company listing age, and appearance on the Dragon-Tiger trading list. Its rationale is that a larger range may indicate active trading, a longer listing history may favor more…
This weekly digital-asset report examines a market decline through prices, volatility, trading activity, ETF and stablecoin flows, open interest, perpetual funding, orderbook depth, spreads, and long-short positioning. It describes falling prices and open…
This document outlines a Chinese stock screen combining daily amplitude above 1%, a share price of 18.5 yuan, market capitalization below 10 billion yuan, and a profitability condition. The stated aim is to find volatile, moderately priced, smaller companies…
This Chinese equity screen combines a daily price range greater than 1%, turnover between 2% and 9%, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. The intended logic is to combine trading…
This document introduces a MetaTrader 5 Bollinger Bands indicator that lets users choose the moving-average method for the middle band. The available choices are simple, exponential, smoothed, and linear weighted averages, while the upper and lower bands are…
This plotting script creates four explanatory visuals for an ETH short-strangle options example. The panels show expiry profit and loss for a short put and call, how the combined option delta may change as spot moves, how a threshold-triggered hedge could…
The document describes a modified standard deviation indicator that changes color as its values shift between falling and rising. A change from red to green is presented as a possible start of a trend move, while a change from green to red is treated as a…
This stock screen combines three conditions: amplitude above 1, circulating market capitalization above 10 billion yuan, and a closing price positioned relatively high within its 60-trading-day range. The formula measures that position by comparing the…