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 A-share stock screen combines a price-amplitude threshold, appearance on the previous day's top-trader list, and simultaneous bullish crossover signals. The examples use moving averages, MACD, and KDJ to represent the technical signals, then intersect…
This A-share screening rule combines a daily price-range threshold, the presence of an outstanding convertible bond name, and a weekly bullish-bar condition. The accompanying formula uses a high-low range calculation, a bond-name check, and moving-average…
The document describes T3 Bands as a variation on Bollinger Bands. It replaces the simple moving average used for the central line with a T3 smoother, and uses a T3-based deviation in place of standard deviation to define the upper and lower bands. The…
This note describes an alternative implementation of Average True Range. It says the example provided with MetaTrader 5 approximates a simple moving average of true range to reduce execution time, producing results that are very close to an SMA but not…
This indicator classifies market conditions into four states by combining a selectable oscillator trigger with measures of trend strength. The user can choose stochastic, CCI, RSI, MACD, or momentum as the source for trend detection. Histogram colors…
The indicator combines three readings of Williams %R across short, intermediate, and long horizons. Its reactive pulse blends the short-range reading with a stochastic transformation, while its slower trend line weights the longest horizon most heavily.…
The article explains Dual Thrust, an intraday opening-range breakout method applied to futures. It defines a prior-period range as the larger of the highest high minus the lowest close, or the highest close minus the lowest low. Multiplying that range by…
The document describes a stock screen combining daily price range, MACD, company size, and annual profitability. It selects shares with an amplitude above 1, MACD above its zero line, market capitalization below 10 billion yuan, and positive net profit. The…
The document describes a MetaTrader indicator that can issue alerts when several XFisher signal events occur: a zero-line crossing, a change in histogram direction, a move through overbought or oversold levels, or an exit from those regions. Users can…
The document describes a Chinese equity screening rule combining daily price range, turnover, and the opening price relative to the 10-day moving average. It seeks stocks with a price range above 1%, turnover above 2% and no more than 9%, and an open near…
This document summarizes three research topics. The first compares earnings announcement returns (EAR) with standardized unexpected earnings (SUE), describing EAR as a measure of the market response to unexpected information in earnings announcements. It…
This document describes an Expert Advisor that checks for signals when a new bar appears. It identifies direction from a crossing of two moving averages, with a minimum separation threshold that can be set independently for buy and sell trades. After a…
This podcast recap examines changes in Bitcoin and Ethereum options volatility, focusing on the spread between their implied volatilities. The discussion attributes shifts in that relationship to factors including persistent option supply, an Ethereum ETF…
This document describes a modified Laguerre RSI indicator that adapts its behavior using average true range and applies a Laguerre filter to smooth the RSI values. The author characterizes both the adaptation and smoothing as dynamic features, with the…
The document describes an indicator that applies extended Fibonacci levels to standard Bollinger Bands. It identifies the underlying indicator as the standard iBands calculation, with Fibonacci levels used to draw the bands. This suggests a charting…
This strategy takes monthly long or short positions across a diversified set of commodity, currency, equity-index, and government-bond futures. For each contract, it compares its excess return over the previous 12 months with zero, going long after a…
This stock-selection note screens Chinese equities in the metaverse theme with circulating market capitalization above a stated threshold. It further applies a condition linking the prior day’s turnover rate with the ratio of today’s opening auction volume…
This document describes a chart indicator that fills the area between two moving averages calculated from high and low prices. The resulting band appears as a colored histogram on the price chart, providing a visual envelope around price based on the…
The document describes a universal oscillator indicator intended to bring several popular oscillators together in one display. Alongside fixed reference levels, it adds two dynamic level types: one derived from a moving average and another from Bollinger…
This podcast recap contrasts the sharp equity selloff after unexpectedly severe U.S. tariff announcements with Bitcoin’s relative price and implied-volatility stability. It discusses possible explanations, including earlier crypto deleveraging, seller…
This product update describes several analyses for crypto derivatives and blockchain activity. Its options material includes constant-maturity butterfly values across selected deltas and time windows, at-the-money implied volatility box plots, and dealer…
This stock screen combines price activity with an industry filter. It selects Chinese listed companies tied to beverage alcohol production, alcohol imports and exports, or related supply chains, provided they have an intraday amplitude above 1, current…
The Average of ATR indicator compares the Average True Range with its moving average. Its suggested confirmation rule is to examine a price-action setup or act on an existing signal when ATR crosses above its average. The indicator presents this relationship…
This brief document introduces an implementation of John Ehlers’s FM Demodulation indicator, based on an article published in May 2021. It frames price movement as having an amplitude-modulated component associated with volatility and a frequency-modulated…