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 indicator places a Keltner Channel around the average value of the XCCX oscillator and presents the result as a candlestick sequence. It combines an oscillator with channel-style bands, offering a way to view changes in the oscillator relative to its…
The document describes Panoptic, a decentralized protocol that offers perpetual options linked to Uniswap liquidity pools. It explains how concentrated liquidity ranges can serve as strike selection and how liquidity provision can create option-like…
This post presents a simple Chinese equity screen requiring daily high-low amplitude above 1%, a stock code beginning with 60, and a positive return. The examples calculate amplitude relative to the opening price, filter for the specified code prefix, and…
This Chinese-language post describes a stock screen combining three conditions: prior-day amplitude above 1%, tradable share count no greater than 5.5 billion, and a K value below 20. The K measure places the latest close within the preceding 20-session…
The Oscillator Phase Change Index (PCI) is presented as an indicator for identifying the current market phase. Its configurable inputs are the lookback period, applied price, and overbought and oversold levels. The stated index scales the ratio of upward…
This article proposes screening stocks for a daily price range above 1%, a weekly MACD condition above zero, and ranking by individual-stock “heat.” It includes a formula reference for the range and MACD conditions, plus a Python sketch that attempts to…
This Chinese-language post proposes an A-share stock screen combining amplitude above one, a rounded price pattern, and annual revenue in 2021 exceeding revenue in 2018 by a stated ratio threshold. It interprets amplitude as a way to find active stocks, the…
This Chinese allegory presents three approaches through hunters facing animals that move within ranges, trend in one direction, or wander unpredictably. The range trader waits near perceived boundaries and considers fading an extended move only after it has…
This indicator displays Bollinger Bands calculated on a higher timeframe over a lower-timeframe chart. Its settings cover the band period, deviation, applied price, source timeframe, drawing style, middle-line visibility, and optional alerts or…
This ProRealTime indicator identifies historical swing highs and swing lows, then displays resistance and support levels as colored zones extending across the chart. Zone width is based on the Average True Range, allowing the displayed area around a pivot to…
The document describes a DeMarker histogram indicator that incorporates volume and applies additional averaging to both the resulting histogram and its dynamic overbought and oversold levels. Its settings allow the user to choose the DeMarker period, volume…
The document outlines an equity screening rule for stocks whose codes begin with 60. It first requires the high-to-low range, divided by the previous close, to exceed 1%, then ranks qualifying stocks by the day’s auction amount and selects the top five. The…
The document describes a range oscillator that places the median price in the range between the highest high and lowest low over a selected period. It says this version adds Bollinger Bands to assess overbought and oversold conditions, distinguishing it from…
The article argues that ETH options volatility may offer a long-volatility opportunity despite the historically positive variance risk premium often observed in crypto. It compares ETH and BTC implied and realized volatility, describing ETH’s relative…
This document describes a stop-and-reverse method that sets a price stop using Wilder’s Average True Range multiplied by a coefficient. The included implementation uses a period of 7 and a coefficient of 3, initializes the stop after the early bars, and…
This market commentary examines crypto options and volatility around the US presidential inauguration, alongside regulatory developments and upcoming economic releases. It argues that Bitcoin’s implied volatility around the event was close to the realized…
This A-share stock screen selects for daily price amplitude above 1%, at least one limit-up event in the prior 25 trading days, and prior-day auction turnover above 0.26. The document frames amplitude as a volatility filter, a recent limit-up as evidence of…
This note describes a Chinese equity screen that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an opening price between the current and previous 10-day moving averages. It presents the…
This note proposes screening Chinese stocks for daily amplitude above 1%, circulating market value above 10 billion yuan, and a nonempty name for an outstanding convertible bond. It describes the combination as a way to consider price movement, company…
This note describes a Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It presents the conditions as a way to find active stocks with a past burst of upward price…
This article outlines a Chinese stock screen that excludes Beijing-listed shares, requires a daily high-low range above one percent, and selects companies with a 2019 dividend ratio above 25 percent. It offers example formula logic and partial Python code…
This A-share screening idea combines three filters: daily amplitude above 1, a daily maximum decline between 4% and 5%, and a nonempty name for an outstanding convertible bond. The explanation frames amplitude as a volatility measure, the decline as a…
ATRValues is a chart indicator that displays Average True Range values for a user-selected period across multiple timeframes. It is intended to make volatility readings available together in a text panel, rather than requiring the trader to inspect each…
This stock screen selects securities whose daily high-low range exceeds one percent, whose ten-day price gain is positive but below 35%, and whose codes begin with 60. The article interprets the range condition as a volatility filter and the recent return…