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 explains a QQE variant that smooths RSI and builds adaptive trailing bands from the volatility of the smoothed RSI. The band distance is scaled by a configurable factor, while upper and lower threshold zones mark stronger positive or negative…
This note describes a Chinese A-share screen requiring a daily high-low range above 1% of the previous close, a ticker beginning with 60, and a prior-day 9:15 auction match price at the limit-down level. It interprets the range as a volatility filter and the…
True Range Bands are described as an alternative to Bollinger Bands that uses Average True Range. The document identifies the indicator as originally written in MQL4 and later presented for MetaTrader 5, where it relies on a smoothing-algorithm library. It…
This Chinese stock-screening note proposes selecting shares with daily price amplitude above 1%, a closing price of exactly 18.5 yuan, and a float of no more than 5.5 billion shares. It presents the screen as a way to find active, volatile stocks with…
This variant combines a selectable moving average with Average True Range bands to display trend direction and potential support or resistance areas. The described defaults use an exponential moving average over 100 periods, a 10-period ATR, and a multiplier…
The XMA_BBx5_Cloud indicator displays two Bollinger Band channels derived from a single moving average. The channels are drawn as a colored cloud, and the latest values can also appear as price labels. This offers a visual way to compare price with multiple…
The document briefly introduces the Ulcer Index as a measure related to price volatility and possible drawdowns or recoveries over a selected period. It names three configurable inputs: the calculation period, an inverse-calculation option, and the price…
This ProRealTime indicator is intended to visualize intraday trading activity by price level. Its script scans a configurable price range, counts how often bars touch each level, and highlights the most frequently visited prices. It also draws a center line…
Dynamic Zone RSI modifies the Relative Strength Index by setting its overbought and oversold boundaries dynamically with Bollinger Bands. Rather than relying on fixed RSI levels, the indicator uses the bands to define zones that can adapt to the RSI series.…
This Chinese stock-screening note proposes selecting non-Star Market shares with daily amplitude above 1 and a rising short-term average pattern. It describes the screen as a way to find volatile stocks showing near-term upward price movement. Its indicator…
The indicator presents trend information from the VolatilityPivot indicator on a fixed timeframe. It uses the colors of the underlying indicator lines as the signal source, displaying colored dots when a bar in the corresponding timeframe changes. This gives…
The document describes a stock screen using daily price amplitude above 1%, data from 2021, and an external-to-internal trading volume ratio above 1.3. It interprets larger amplitude as greater volatility and the volume ratio as a possible indication of…
The document proposes screening Chinese stocks for daily amplitude above 1%, observations dated in 2021, and alignment among five moving averages based on 5, 10, 20, 30, and 60 periods. It interprets higher amplitude as greater volatility and moving-average…
The document describes a simple A-share stock screen using daily amplitude above 1%, a closing price set at 18.5 yuan, and an opening auction change from -2% up to but not including 5%. It presents these conditions as filters for price movement, nominal…
This note describes a short-term Chinese stock screen combining prior-session amplitude above 1%, a free float no larger than 5.5 billion shares, and an opening increase below 6% at 9:25. It presents the conditions as a way to find volatile, relatively…
Blai5 Astro combines the Money Flow Index, RSI, stochastic, and a Bollinger-based price oscillator into a composite series. It smooths that series with an exponential average, derives a histogram and a Wilder-smoothed version, then applies adjustable-period…
The Median indicator builds a channel from average true range deviations measured around the midpoint of a range defined by price extremes. It displays that midpoint and a signal line as a colored cloud, providing a visual reference for price location and…
This study compares three futures signals: cumulative return over a lookback window, an average based on cumulative daily steps, and a trend measure incorporating Garman–Klass volatility. It reports information-coefficient statistics, groups contracts into…
This indicator is a variation on Bollinger Bands that uses bar highs and lows, rather than closing prices, when calculating standard deviation. The change alters the price input to the band calculation while retaining the indicator’s general volatility-band…
This excerpt summarizes a dated market note about the China 50 ETF and volatility conditions. It interprets a rise in the trading-volume put-call ratio as a shift toward cautious sentiment and notes a premium in at-the-money call implied volatility relative…
A VeighNa community exchange distinguishes the roles of two option modules in version 3.9.3. It describes the open-source OptionMaster as intended for semi-automatic volatility trading, while the Elite edition's OptionStrategy module is designed for fully…
This note describes a proposed rebound-oriented stock screen based on a large intraday range, at least one strong daily rise within the past 25 trading sessions, and seven consecutive declining sessions. The rationale is to find volatile shares that have…
This stock selection method combines a prior bar’s percentage amplitude, the number of freely traded shares, and the current close’s position within its high-low range. The stated filters are amplitude above 1, float no greater than 5.5 billion shares, and…
This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…