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.
31,205 documents
Parabolic SAR is a chart overlay designed for trending markets. Its dots or line appear below price during an uptrend and above price during a downtrend. When price crosses the indicator, SAR switches sides; the text describes this as a possible signal that…
Historical volatility describes how widely an instrument’s returns vary over a selected period. The document presents standard deviation as a common way to measure this dispersion and explains that higher readings indicate larger price fluctuations and…
This post describes a Chinese A-share screening rule for main board stocks that are not specially treated. It selects stocks with turnover between 3% and 12%, a daily gain above 1%, and at least two limit-up events within a stated 500-day lookback. The…
This overview introduces three assumptions commonly associated with technical analysis: market activity is reflected in prices, prices tend to move in trends, and historical patterns may recur. It also frames volume, price, time, and range as core elements…
This stock-selection rule combines three filters: daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and a session low-to-previous-close decline between 4% and 5%. It is presented as a way to find Chinese…
The document describes a modified Commodity Channel Index (CCI). In the conventional calculation, the reference price average is a simple moving average, and the deviation measure is calculated around that average. The proposed variant replaces both…
The article proposes screening Chinese equities by ranking capital-flow strength, limiting the tradable share count to at most 5.5 billion shares, and requiring more than two daily limit-up moves within the prior ten days. It interprets strong flows and…
The document describes a configurable trading indicator that combines ADX, DMI, CCI, MACD, and Stochastic readings. DMI, CCI, MACD, and Stochastic can contribute directional signals; the user can choose which to include. ADX can act as a trend filter,…
This Chinese-language post describes a stock-selection screen for companies classified in the metaverse theme. It filters for prior-day actual turnover between 3% and 28% and requires bearish real bodies across the preceding three sessions. The post…
This brief indicator description presents the Positive Volume Index (PVI) as a tool for spotting trends early and preparing for a possible breakout. It displays a smoothed PVI alongside an exponential moving average, giving the reader two plotted series for…
This strategy proposes long entries on the Nasdaq using 30-minute bars. It combines the directional indicator and Average Directional Index (ADX): an entry can occur when positive directional movement crosses a threshold while ADX is already above its…
This A-share selection method looks for stocks with RSI below 65, MACD above zero, and more than two limit-up sessions during the prior ten days. The note interprets RSI as a gauge of market condition, positive MACD as a sign of an upward or consolidating…
This stock-selection note combines three technical conditions: prior-session amplitude above 1%, an opening price within 5% of the 10-day moving average, and a reversal candle pattern described as an engulfing move. It frames the amplitude filter as a way to…
This note describes an A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and an opening auction price change from -2% to 5%. The stated rationale is to focus on profitable, moderately…
This document presents a price-smoothing indicator based on a Laguerre filter attributed to John Ehlers. It first averages the open, high, low, and close, then measures the absolute difference between that price and the prior filtered value. The difference…
This indicator variation replaces the regular RSI component in Schaff TCD with RSX, a smoother form of RSI. The stated purpose is to reduce potential false signals by producing a smoother indicator reading. The document says this version reaches the 0 and…
This document describes a daily pivot indicator attributed to J.F. Carter’s trading formula. It calculates a central pivot from the bar’s high, low, and close, then derives three resistance levels and three support levels using the pivot and the high-low…
This document describes a smoothed Larry Williams %R oscillator displayed as a histogram in a symmetric range from -50 to +50. It presents two coloring modes: one highlights breaks beyond overbought or oversold levels, while the other marks changes in the…
This document describes a Relative Strength Index indicator presented as a histogram. It marks overbought and oversold zones and exposes three settings: the RSI averaging period, the upper threshold for the overbought zone, and the lower threshold for the…
This Expert Advisor implements a Bill Williams style trend entry by placing pending orders around fractal breakouts. It places a stop at the Alligator Lips level and sets profit targets at Fibonacci extensions. The first order is described as twice the size…
This Expert Advisor combines five technical signal rules to adjust the starting trade size. The rules use ADX directional lines; a moving-average comparison with Stochastic; MACD level and signal-line comparisons; and a moving-average comparison with the…
This document describes a chart indicator that draws a channel using polynomial regression. It identifies four controls: the number of bars used, the polynomial power that adjusts sensitivity, the channel deviation that sets the distance from the center line…
This proposed stock screen combines three technical conditions: a daily amplitude measure above 1, a positive weekly MACD condition described as a red histogram, and seven consecutive declining closes. The article frames the combination as a possible search…
This screen narrows the universe to stocks classified in the metaverse industry, then looks for a newly formed bullish KDJ crossover alongside a shortening negative MACD histogram on a 15-minute chart. The article interprets the KDJ cross as a possible turn…