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 Chinese equity screening idea combines three filters: market capitalization below 10 billion yuan, positive profits, and a current-day low below the previous day’s low. It also requires an intraday amplitude greater than 1, with an example…
This post proposes selecting Chinese stocks with price amplitude above 1, a MACD signal above the zero axis, and trading activity during 2021. It interprets larger amplitude as greater volatility and the MACD condition as a favorable buying signal. The…
This post describes a Chinese equity screen combining three conditions: daily price amplitude above 1, previous-day turnover above 60 million, and a 2019 dividend ratio above 25%. It presents the first condition as a way to find more volatile stocks,…
The document proposes continuous Fibonacci-style support and resistance bands built from a rolling high-low range and a moving average of closing prices. A central pivot is calculated from the range extremes and average close; fractions of the range are then…
This document describes a Forex expert advisor that combines trend-following, breakout, and volatility filters to generate trades. It identifies an ADX threshold as a trigger for allowing trades, and says the system can close positions when opposing signals…
This note describes a Chinese stock screen combining amplitude greater than one, a prior-day 9:15 matching price at the limit-down level, and trading activity during 2021. The stated rationale is to identify volatile stocks alongside a signal of weak market…
The document describes Jurik Volatility Bands as a filtered price channel with upper and lower bands and a midpoint. It proposes using the oscillator’s zero-line crossings for trend entries and readings near the outer bands for counter-trend trades. It says…
This podcast overview describes CVI, a decentralized product designed to provide exposure to implied volatility in Bitcoin and Ethereum options. It outlines an index and a more volatile leveraged variant, real-time leveraged positions, and a planned…
This short-term stock screen selects shares with amplitude above one, current volume above 10,000 lots, a higher open, and a reversal pattern described as an engulfing move. The post treats amplitude and volume as signs of active trading, the higher open as…
This Chinese stock-selection screen requires price amplitude of at least 1, turnover above 2% and at most 9%, and a top-trader-list event on the previous day. It combines a volatility filter with a trading-activity range and a recent market-flow signal. The…
This stock-selection rule combines a turnover rate between 3% and 12%, a pattern described as an engulfing reversal, and amplitude above 1. The article presents turnover as a liquidity and activity filter, the reversal pattern as a possible trend-change…
The article links Japan’s bear-steepening yield curve and weakening yen to a possible reduction in global credit supply. It argues that Japan’s debt burden may constrain short-term rate increases, while Japanese holdings of foreign debt make the country an…
This Chinese A-share screening example combines three conditions: price amplitude above 1%, a prior-day 9:15 matching price at the daily limit-down level, and turnover between 3% and 12%. The document presents the combination as a way to filter for unusual…
The document describes a simple Chinese A-share screening rule: select stocks whose high-to-low range exceeds 1%, restrict the data to 2021, and exclude stocks associated with Beijing. It gives example implementations for a charting platform and Python, and…
This brief note proposes using normalized Average True Range (ATR) to make a double-smoothed exponential moving average adaptive. Rather than calculating the indicator with a fixed period, the ATR measure is intended to adjust its calculation as market…
The AML indicator is described as a way to display reference prices for the current market state and help identify when the market is moving sideways. Its method uses fractal adaptive smoothing, associated with FRAMA, together with a discrete filter that…
The document describes a realized volatility indicator calculated from recent closing prices. It takes the difference between consecutive log prices, squares those returns, sums them over a configurable lookback, takes the square root, and scales the result…
The document describes a variation of the Jurik Moving Average (JMA) that uses the Average True Range (ATR) to add another layer of adaptation. It notes that JMA already adapts to market volatility, so incorporating ATR makes the indicator “double adaptive.”…
The document presents John Ehlers’s Super Bandpass Filter as a nearly zero-lag method intended to reduce noise at high and low frequencies in market data. Its filter output is compared with positive and negative root-mean-square bands calculated from recent…
This indicator calculates Fibonacci-style pivot levels from the prior period’s high, low, and close. It supports daily, weekly, monthly, and four-hour periods, with a custom-session option for daily calculations. Users specify session start and finish times…
This ProOrder strategy is designed for three-minute CAC 40 spread data. It builds upper and lower bands from a moving average and standard deviation, then tracks a trend state. A band break sets the initial direction and trailing-stop level; the stop follows…
This document describes an MQL4 indicator based on the Squeeze approach discussed in John Carter’s trading book. It tracks compression using Bollinger Bands and Keltner Channels, with changes to their calculations in this revision. Compression values are…
This document describes a Chinese equity screen requiring daily amplitude above 1%, a stock code beginning with 60, and prior-day auction turnover above 0.26%. The criteria are intended to identify more volatile, actively traded stocks from a particular…
This Chinese stock-screening note proposes finding main-board shares with a daily high-low range above 1%, at least one daily gain of 10% or more during the prior 25 trading days, and a current-day gain above 1%. It frames these conditions as filters for…