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 compares a price’s percentage distance from a configurable moving average with the Average True Range expressed as a percentage of price. It first measures the percentage gain or loss relative to the average, then divides that distance by the…
This mid-week market recap summarizes conditions in Bitcoin and Ether derivatives as of December 14, 2022. It highlights tight trading ranges and realized volatility remaining firm near its lows. Bitcoin’s options term structure is described as being in…
This brief description identifies NRTR_ATR_STOP as a trend indicator that uses the Average True Range (ATR) technical indicator and presents it in NRTR form. It offers only this high-level characterization, without explaining the formula, parameters, signal…
This note outlines a technical stock screen that combines price amplitude above a threshold, a named morning star candlestick condition, and at least one limit-up event in the prior month. It frames high amplitude as evidence of price movement and a recent…
The forum post addresses why the Average True Range calculated in VeighNa may differ substantially from the value shown in TradingView. It proposes checking several potential causes: differences in the ATR formula or smoothing method, discrepancies in the…
This indicator description explains how ZigZag swing highs and lows can define resistance and support areas. A configurable confirmation delay is used to validate pivots before zones are drawn, aiming to reduce repainting. Instead of drawing thin levels, the…
This expert advisor combines Heikin-Ashi color changes with a Keltner-style channel to time reversal entries. A color flip arms a signal, but entry waits for price to close back into or through the channel in the new direction. Signals expire after a…
This note proposes an A-share stock screen combining amplitude above 1, a nonempty outstanding convertible-bond name field, and an industry-related concentration condition. It describes ranking qualifying stocks by average daily trading value. The stated…
This guide explains grid trading as a method of placing buy and sell orders at preset price intervals. As price moves through the levels, the orders aim to capture the difference between purchases and sales without requiring a forecast of the overall…
This post proposes a short-term stock screen combining volatility, share float, and the opening price's proximity to a 10-day moving average. It selects stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and an opening…
This Chinese-language post proposes a stock screen for companies classified in the metaverse theme. It ranks candidates by the day’s auction amount, keeps the top five, and requires the high–low range to exceed one percent of the previous close. The author…
This stock-selection idea builds a candidate pool from shares with a daily high-low range greater than one percent, at least one limit-up event in the prior 25 days, and a limit-up event within the past month. The post interprets range as a sign of…
This short description introduces Average of ATR, a custom MetaTrader 4 indicator that compares the Average True Range with its own average. ATR is presented as a measure of market volatility over a selected period, and the comparison is suggested as a way…
This document describes a stock screen combining daily price amplitude, a dividend ratio for 2019, and a rising DEA value from MACD. Its rationale is that amplitude identifies more volatile shares, the dividend condition favors higher-yielding stocks, and…
This market snapshot examines BTC and ETH options and derivatives alongside macroeconomic conditions. It describes implied volatility and realized volatility as unusually compressed, while volatility risk premium readings remain elevated. Put skew is…
This indicator plots a histogram based on the difference between fast and slow moving averages of the midpoint price, with separate adaptive bands above and below zero. Each band is updated with exponential smoothing when the oscillator is on its…
This document describes a chart-based implementation of John Ehlers’s Universal indicator. It combines a filtered, normalized oscillator with a moving average price baseline, an average true range channel, and configurable overbought and oversold boundaries.…
This stock screen combines a price-range threshold, a geographic exclusion, and a moving-average trend filter. It removes Beijing-listed stocks, selects shares whose high-to-low range exceeds one percent, and seeks an upward short-term trend using moving…
This note describes a Laguerre RSI variation that uses Average True Range (ATR) to adapt its calculation period rather than keeping that period fixed. The intended effect is greater responsiveness when volatility is high and smoother readings when volatility…
This note describes a Laguerre RSI variant that adjusts its calculation period using Average True Range (ATR). The adaptation is intended to make the indicator respond more quickly during high volatility and produce smoother readings during quieter periods.…
This indicator displays candlestick size as a histogram in a separate chart window. Its calculation can use either the distance between the open and close, which represents the candle body, or the distance between the high and low, which represents the full…
This tutorial applies the Guéant–Lehalle–Fernandez-Tapia market-making model to grid quoting. It derives bid and ask quote depths from a fair price, volatility, trading intensity, and inventory. The resulting quotes combine a half-spread with an…
This screening recipe combines three main conditions: a daily high-to-low range greater than one percent, a reversal or engulfing-style price pattern, and prior-day turnover above eight percent. Its indicator examples also check that current volume exceeds…
This indicator identifies outside bars whose range meets a minimum height. A bearish signal occurs when the bar extends beyond the prior bar’s high and low and closes down; a bullish signal uses the same range expansion but closes up. It marks signals with…