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 stock-selection note combines three conditions: amplitude above 1, a listing on the prior day's trading leaderboard, and positive daily MACD. It interprets amplitude as evidence of short-term movement, leaderboard presence as a sign of market attention,…
This note proposes a simple Chinese equity screen using amplitude above 1, a closing price of 18.5 yuan, and a turnover rate between 2% and 9%. It presents amplitude as a measure of price movement and turnover as a measure of trading activity, then suggests…
This Chinese stock-screening note describes a short-term equity filter based on amplitude above 1, a daily maximum decline between 4% and 5%, and a high ranking for net large-order inflow. It frames amplitude as a volatility measure, the decline as a…
This market commentary links the inflation outlook and Federal Reserve communications to crypto sentiment, then focuses on Bitcoin positioning ahead of the April 2024 halving. It notes the reported PCE and core PCE readings, upcoming employment data, strong…
This document describes an Expert Advisor that runs grid trading in finite, restartable cycles. At each restart, it selects an anchor and grid, then closes the cycle when a profit target, drawdown limit, age limit, or weekend rule is reached. The design aims…
This indicator estimates volatility by finding the highest and lowest prices over a user-selected lookback period. It calculates their difference in points, then averages that range and displays the result in a separate chart window. The documented default…
The post proposes a stock screen that combines daily price amplitude above a threshold, a newly formed KDJ crossover, and a dividend ratio above a threshold based on 2019 data. It frames amplitude as a volatility filter, the crossover as a momentum or timing…
This Chinese equity screen combines daily price movement with dividend and institutional-holding filters. It seeks stocks with an intraday range above one percent of the opening price, a stated 2019 dividend measure above 25%, and a positive institutional…
The document briefly describes a volatility indicator that reports the range of price movement over a selected number of periods, measured in points. This gives traders a basic way to view how much prices have moved within a lookback window. It identifies…
This A-share selection rule combines daily amplitude above 1, a reported daily control measure above 21, and a specified drawdown range between roughly 4% and 5%. The article presents the conditions as technical and market-flow signals, interpreting…
This indicator represents a volume-adjusted CCI-style calculation as candles rather than a conventional line. It uses configurable settings for the CCI period, volume type, upper and lower levels, a point gap, and horizontal shift. The stated default levels…
The document compares three option structures for different views on movement and expiry price. A long straddle buys a call and put at the same strike, while a long strangle uses different strikes; both seek a substantial move in either direction and have…
This indicator combines the Relative Vigor Index oscillator with Bollinger Bands to define overbought and oversold boundaries. The bands are intended to adjust the reference thresholds to changing conditions, so oscillator extremes are evaluated relative to…
This stock-selection approach screens for shares with prior-day amplitude above 1%, a listing on the previous day’s unusual-trading report, and an auction return between -2% and 5%. The proposed interpretation is that amplitude identifies active stocks, the…
This indicator defines zones near the current day’s high and low as percentages of the daily price range. Users can adjust the percentages and choose to display the zones as filled areas, paired histograms, lines, arrows, or hidden values. Line and arrow…
BB MACD is presented as a variation on the Moving Average Convergence Divergence indicator. It combines a colored MACD value line with Bollinger bands arranged as a channel around the indicator. The stated purpose is to make changes in MACD within that…
This short-term Chinese stock screen combines a daily price-amplitude threshold, a 15-minute MACD histogram that remains below zero while becoming less negative, and a ratio using the prior day’s turnover, current auction volume, and prior-day volume. The…
This document presents an A-share screening rule combining daily price movement, a specified share price, and a long-term trend filter. The stated criteria are amplitude above 1, a share price of 18.5 yuan, and the previous day's close above the 250-day…
This indicator method marks potential supply and demand areas from a base candle followed by a large directional candle. The breakout body must meet an ATR-based threshold; overlapping zones of the same type are discarded. A demand zone is removed after a…
This Chinese stock-screening proposal combines three signals: amplitude above 1, a change in an institutional net-volume measure, and a reported control indicator above 21%. It says to select qualifying shares after the market opens. The rationale is that…
This research digest covers two portfolio topics. The first examines how the timing of book-to-price data affects the Fama–French HML value factor. It says more timely book-to-price measures can improve the use of value and momentum in risk adjustment and…
This indicator displays time-based price corridors as a cloud, with a middle line and eleven expanding bands. The description says each formed corridor spans four hours and that corridor expansion proceeds over sixteen hours. Its settings include the local…
This document describes an AdaptiveRenko chart indicator that combines Renko-style price bricks with a moving-average-based channel and support and resistance levels. It adds a minimum brick-width setting to reduce switching to very thin bricks in quiet…
This stock-selection rule screens for shares with a daily high-low range above one percent, then restricts the sample to 2021 and requires the opening price to be within two percent of the 10-day moving average of closing prices. The proposed interpretation…