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 note distinguishes a simple Supertrend-style indicator from versions that use Commodity Channel Index zero-line crosses. It explains that a CCI zero crossing corresponds to price crossing its simple moving average, while adding an Average True Range…
This A-share stock screen combines three daily price conditions: an intraday high-low range above 1%, at least one limit-up session in the preceding 25 trading days, and a current low below the prior day's low. The accompanying Chinese commentary interprets…
This post proposes combining a daily high-low range filter, a newly formed KDJ crossover, and a 15-minute MACD condition as a stock-selection rule. It interprets the range as a volatility screen, the crossover as a possible shift in short-term direction, and…
This brief indicator description adds upper and lower levels to the iVIDYA, or Variable Index Dynamic Average. The distance of the borders is determined over an N-bar window, creating levels around the adaptive average that can be used to interpret price…
The TTM Squeeze combines Bollinger Bands and Keltner Channels to identify volatility contractions. When the Bollinger Bands sit inside the Keltner Channel, the indicator marks a squeeze, presented as a condition in which a consolidation breakout may be…
The document presents a stock-screening idea using amplitude above a threshold, a positive weekly MACD bar, and selection of stocks associated with 2021 activity. It also gives example implementations in indicator-formula and Python styles. The accompanying…
The document describes a Hummingbot strategy for providing bids and asks across several spot markets from one instance. Users choose the markets, the asset used to supply liquidity, order size, spread, and target base inventory. Optional inventory skew…
This brief indicator description explains a chart overlay that draws a moving average together with bullish and bearish areas based on Bollinger Bands. The user can configure the moving average period, calculation method, and applied price, as well as the…
This stock screen selects shares with daily price amplitude above 1, free float no greater than 5.5 billion shares, and a nonempty name for an outstanding convertible bond. The article associates the amplitude filter with short-term trading interest, the…
This A-share selection rule combines turnover between 3% and 12%, at least one limit-up event in the previous 25 days, and a latest close between the 20-day Bollinger middle and upper bands. The article frames the conditions as a way to find actively traded…
This essay contrasts the stabilizing intuition of averages and Gaussian distributions with the outsized effects of rare events in systems described by heavy-tailed or power-law behavior. It explains that averaging becomes informative under assumptions such…
The document introduces three chart-based descriptions of crypto market behavior: directional trends, sideways trading ranges, and price channels. It characterizes uptrends by successive higher highs and higher lows, and downtrends by lower highs and lower…
This stock screen combines a daily price move greater than one percent, a listing history longer than one year, and a closing price between the 20-day Bollinger midline and upper band. The document explains the move threshold as a way to find active stocks…
This report proposes diversifying portfolios across market, style, and strategy risk premia rather than allocating only among broad asset classes. It uses representative global equity, bond, and commodity indices to construct long-only strategies reflecting…
This document outlines a stock-selection screen that combines a daily range threshold, a newly formed KDJ crossover, and an opening price near the 10-day moving average. It frames the range condition as a volatility filter, the crossover as a possible…
This document describes an ICT-style chart indicator that marks trading-session windows, shorter Silver Bullet periods, and Fair Value Gaps (FVGs). It gives New York time ranges for the Asian, London, New York, and London-close Kill Zones, and for three…
The SwingArm combines an ATR-based trailing stop with Fibonacci retracement levels drawn between the active stop and the trend’s running price extreme. Its trend state changes when the close crosses the trailing line; while a trend persists, the stop…
This indicator description presents paired long and short stop lines using Ichimoku-style price levels and average true range. It calculates midpoints from the highest highs and lowest lows over 9 and 26 periods, averages those two values, then offsets the…
This document describes a Chinese A-share screening rule that combines daily price range, a recent limit-up move, and a rising-low condition. It selects stocks whose high-to-low range exceeds 1%, that had at least one limit-up day in the prior 25 sessions,…
This document outlines a short-term Chinese equity screen using price amplitude, large-order net volume ranking, and a listing code beginning with 60, which generally identifies Shanghai-listed shares. It frames amplitude and large-order activity as measures…
This document describes a Chinese equity screening rule that combines daily price movement, recent limit-up behavior, and earnings growth. Stocks qualify when their amplitude exceeds 1%, they had at least one limit-up day in the prior 25 days, and…
This Chinese equities screening note selects stocks with a daily high-to-low range above 1%, at least one limit-up event in a recent 25-day period, and three consecutive bearish sessions. The proposed rationale is that a prior sharp advance may signal…
The Candle Range indicator displays a selected candle's high-to-low range in pips when the user points to it in MetaTrader. An optional setting adds the open-to-close body size, while another switches from the normal range to true range, which includes any…
This post describes a converted version of an Ensign volatility stop. It scales an average true range measure by a parameter and combines it with rolling highs and lows to create candidate stop lines: below price for long positions and above price for short…