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 stock screen combines an intraday range threshold with a year filter and a ranking by auction amount, selecting the five highest-ranked stocks. The accompanying explanation treats a larger range as a sign of greater volatility and auction amount as a…
This Chinese stock-selection idea combines three filters: daily amplitude above 1%, a reversal or engulfing-style pattern, and previous-day auction turnover above 0.26. The article treats auction turnover as an indicator of activity during the opening call…
This indicator description explains a moving average calculated using Heiken-Ashi data, with color changes used to make upward and downward movement easier to see. It can be applied across symbols and configured to calculate on a selected time frame,…
The document explains volatility cones as percentile benchmarks of historical realized volatility across several lookback periods. Traders compare current realized volatility with levels such as the lower quartile, median, and upper quartile to judge whether…
This indicator combines market-structure reversals, a volatility-scaled trailing stop, and a ladder of profit targets. It identifies swing highs and lows using a symmetric lookback, then signals a Change of Character when price closes beyond the latest…
This short note presents an adaptive version of the exponential moving average that uses Jurik Volty to adjust the EMA. It argues that moving averages are suitable candidates for adaptation and illustrates a comparison between a conventional EMA and the…
The document explains a hybrid technical indicator that uses mean absolute deviation (MAD) to scale price bands and a loop-based score to compare the current volatility-adjusted price with a range of earlier observations. The score adds or subtracts points…
This mid-week recap summarizes conditions in Bitcoin and Ether derivatives as of January 18, 2023. It highlights realized volatility returning above 20%, a shift to inverted term structures, and a complete reversal in skew. These measures describe different…
The proposed stock screen combines three filters: a prior-day price amplitude above 1%, appearance on the previous day’s trading leaderboard, and exclusion of Beijing-listed A-shares. The article frames the range filter as a way to find more active stocks…
This ProRealTime indicator organizes several kinds of market context into stacked rows of colored dots beneath the price chart. Its modules include market-session markers, a squeeze display, accumulated trend conditions, and candle or swing signals. Users…
This market recap interprets Bitcoin and Ether options volatility, term structure, skew, trading flows, and dealer gamma around anticipated spot ETF decisions. It reports rising implied volatility alongside stable recent realized volatility, with Bitcoin’s…
XEnvelopes2 is a chart indicator that displays two Envelopes channels around a moving average, using different deviation values. The channels form a shaded cloud: the inner channel is gray, while the outer channel’s upper and lower extensions use green and…
This document presents a Chinese equity screen combining three conditions: daily amplitude above 1%, a control-related measure above 21 in absolute value, and prior-day actual turnover between 3% and 28%. It frames amplitude as a measure of price movement,…
This Chinese equity screen combines three conditions: amplitude above 1%, a date in 2021, and previous-day turnover above 8%. The document frames high amplitude as a sign of greater price movement and high turnover as a possible indicator of strong market…
This Chinese equity screen selects stocks with price amplitude of at least 1%, turnover above 2% and below 9%, and more than a year since listing. The proposed rationale is that amplitude and turnover reflect trading activity and volatility, while a longer…
This Chinese equity screening rule selects stocks with daily amplitude above 1%, at least two limit-up events in the prior 500 days, and a positive institutional-flow indicator. It combines a volatility filter, a historical price-momentum signal, and a…
This report evaluates a China ChiNext equity index that selects stocks using profitability, accounting strength, investment discipline, default risk, and low volatility. It argues that the index offers a more fundamental and lower-volatility alternative to…
The document describes a short-term Chinese equity screen combining three conditions: daily price amplitude above one, circulating market capitalization above 10 billion yuan, and a prior session described as a third consecutive limit-up. Its stated…
The document explains a moving average slope indicator calculated as the current moving average minus its value on the prior candle. It presents the slope as a way to assess the average’s direction and the strength or momentum of recent price action. A…
This stock screen combines three filters: five-period amplitude above one, a change in an institutional volume-difference measure, and positive earnings for companies below a stated market-value ceiling. It is intended to run after the daily open and to…
This strategy trades five-minute Dow index bars when a bullish or bearish engulfing candle forms with a body exceeding a multiple of average true range. Two Bollinger-style bands, calculated from moving averages and standard deviations, provide trend…
This indicator description presents a modified Dynamic Momentum Index (DMI), an oscillator intended to identify overbought or oversold conditions. The conventional DMI varies its lookback period with volatility, unlike the RSI's usual fixed lookback. In this…
This indicator marks bullish and bearish outside bars with arrows. It first checks whether the signal candle’s range reaches a configurable minimum, expressed relative to pip size. A bearish signal requires the candle to extend above the prior high and close…
This document describes an indicator that varies channel width with the average size of candlesticks, addressing the limitations of channels with fixed widths when market volatility changes. It characterizes the indicator as a Keltner-style channel and…