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 presents a daily, after-close stock-selection rule combining three signals: price amplitude above a threshold, institutional participation above a threshold, and a high ranking by stock attention. It frames amplitude as a measure of price…
The document describes a Center of Gravity Channel indicator that plots two bands around a central line: a deviation channel and a true range channel. When the bands narrow and intersect, the indicator marks the Center of Gravity line, highlighting a…
This guide defines a black swan as an outlier that is difficult to anticipate, has a large impact, and is often explained as foreseeable after it occurs. It applies that framework to crypto, where hacks, software flaws, fraud, regulation, or failures at…
This stock screen selects for a large intraday price range, current volume above a stated threshold, a gap-up or strong opening condition, and a positive price-to-earnings ratio. The intended rationale is to combine signs of active trading and market…
This stock screen combines price location among several moving averages, a Bollinger-band position, and a recent-gain constraint. The described filters use five averages spanning short to longer horizons, place the close between the band’s upper and middle…
This stock screen combines a metaverse concept filter with an upward-sloping 30-day moving average and an intraday range threshold. The stated formula defines the range as the high-low spread divided by the sum of the high and low, with a cutoff above one…
The indicator calculates theoretical long and short stop levels at a multiple of the Average True Range from the current close. It then estimates position size from account value, a base risk percentage, the stock’s beta, and the stop distance. The risk…
This weekly market note connects Bitcoin ETF flows and continued GBTC selling with pressure on BTC prices, while describing the effect of past GBTC premiums and subsequent liquidations. It reports that BTC risk reversal skew had begun to recover from a low…
This expert advisor trades changes in the cloud color of a Stochastic Chaikin Volatility indicator. It checks for a change when a bar closes and uses that event to form a trading signal. The document describes the signal rule but does not explain the…
The document describes a historical stock screen that selects non-KSTAR-board Chinese stocks on dates in 2021 when the daily high-low range exceeds 1% of the low. It presents the range as a measure of elevated price movement that may identify stocks with…
This Expert Advisor describes a framework for overlay hedging across currency pairs listed in the trading platform’s Market Watch. It calculates correlations between symbols and Average True Range ratios for possible hedge combinations, assigning distinct…
The newsletter connects geopolitical uncertainty, oil volatility, weaker employment data, and upcoming inflation releases with risk pricing in Bitcoin options. It contrasts active daily price swings with subdued month-to-month movement, using two…
This indicator presents two versions of Rate of Change for viewing price momentum. The standard version expresses the price change relative to the closing price from an earlier period, so the measure is a percentage. The second version scales ROC by Average…
This indicator separates bars into upward and downward volatility readings according to whether the close is above or at or below the prior close. For the selected direction, it uses the prior bar’s average true range plus half the difference between the…
This dated market note links crypto pricing to US macro events, especially the Federal Reserve decision and employment data. It treats Bitcoin as a gold-like alternative currency and Ether and other altcoins as more economically sensitive risk assets. The…
This article presents a stock screen that combines daily price amplitude above a stated threshold, a K-line indicator below a stated level, and a positive return. Its formula defines amplitude relative to the previous close, while its sample Python logic…
This document describes a semaphore-style trading indicator built from the VolatilityQuality indicator algorithm. It identifies the indicator’s general basis and notes that it relies on classes from a smoothing library, which must be available in the…
This document describes a Chinese equity screen combining three conditions: a price-range measure above a stated threshold, a 2019 dividend-related ratio above a stated threshold, and a rising weekly moving average. The moving-average condition is further…
This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…
This note describes a Chinese equity screen combining circulating market capitalization of at least 10 billion yuan, a prior-day high-to-low ratio above 1, and a limit-up event during 2021. It frames the criteria as a way to find larger, volatile stocks with…
This Chinese stock-screening note proposes combining price amplitude, robot-sector membership, and circulating market capitalization. Its final revised rule selects robot-related shares with amplitude above 1% and float capitalization between 10 billion and…
This indicator marks a chosen intraday session on historical charts, drawing a rectangle from that session’s high to its low. The user can set the session start and end times, including sessions that cross midnight. Across a selected lookback, it reports the…
The snapshot combines price and volatility data with spot and derivatives volume, open interest, funding, order-book depth, ETF flows, stablecoin supply, and DeFi lending measures. It interprets those indicators against tariff and geopolitical headlines,…
The Juice indicator is presented as a way to identify periods of higher or lower volatility. It compares the current standard-deviation level with a threshold based on average EMA deviation over a selected period. This adaptive reference is intended to avoid…