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
Supertrend uses Average True Range (ATR) to place upper and lower bands around a source price. The multiplier scales the distance from price, so the bands reflect recent volatility. The indicator marks an uptrend with a green line and a downtrend with a red…
The Super Trend Fisher is presented as a trend and reversal indicator combining a detrended price oscillator, Fisher transform, and volatility-adjusted SuperTrend levels. The DPO component removes a moving-average reference to emphasize shorter price…
This expert advisor trades a session breakout in gold by recording the Asian-session high and low, then placing paired buy-stop and sell-stop orders outside that range as London opens. The orders are one-cancels-other, and expire if neither triggers within…
This brief indicator description covers a Bollinger Bands channel that displays the latest indicator values as labels on the price chart. It identifies a dependency on a smoothing-algorithm library for its implementation and points readers to a separate…
This note presents a Chinese equity screen combining three historical price conditions: a daily high-low range above one percent, at least one daily gain of ten percent or more within the prior 25 trading days, and a reversal or engulfing-style pattern…
The article compares Bitcoin market conditions in late 2023 with the rally in late 2020, using spot returns, options implied volatility, futures basis, and realized volatility. It reports that implied volatility was near its 2023 high amid call buying, while…
The Deviation Trend Profile combines a simple moving average (SMA), ATR-scaled bands, trend-turn markers, and a histogram of closing prices. It calculates an SMA and a 200-bar ATR, then plots three deviation levels above and below the average using…
The document describes a breakout system that looks for a narrow-range candle within a configurable recent window. When a new candle appears, the system compares the high-to-low ranges of the window’s bars. If the newest bar is the smallest, it places…
This Chinese equity screening note combines three conditions: daily amplitude above 1%, a maximum intraday decline between 4% and 5%, and the stock’s average price above its five-day moving average. It presents the range and decline as measures of market…
The Statistical Zigzag indicator identifies swing extremes using a threshold tied to local volatility instead of searching for highs and lows over a fixed depth. As standard deviation changes from bar to bar, the threshold adjusts with market conditions. The…
This document describes a modified Bollinger Bands indicator that combines a moving-average-based price channel with adjustments tied to average true range. The central channel represents Bollinger Bands, while additional upper and lower boundaries show…
The document describes an indicator intended to flag possible entry points from candlestick formations, with the goal of reducing the attention required during fast, volatile scalping. The user selects either a bullish or bearish trend mode, and the…
JMACandle_Chl is a chart indicator that displays two colored channels around indicator candles. The channel boundaries are based on standard deviations calculated from the candles’ high and low values. Its configurable inputs include a smoothing method and…
This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find…
This document presents a simple China A-share selection rule: retain stocks with prior-day amplitude above 1%, circulating shares no greater than 5.5 billion, and exclude Beijing-listed shares. Its stated rationale is to focus on more volatile stocks with…
This note proposes screening Chinese stocks by amplitude above 1, turnover between 2% and 9%, and a daily maximum decline between 4% and 5%. The stated aim is to find active, volatile stocks that may offer rebound opportunities after a sharp drop. It…
This indicator plots three standard deviation channels around price using a configurable lookback period. Its inputs let the user set the number of candles used in the calculation, choose the deviation levels for each of the three channel bands, and shift…
This note presents a Chinese equity screen that selects stocks with a daily high-low range of at least one percent of the open, a price measure close to the higher of the five- and twenty-day moving averages, and exclusion of the STAR Market. It supplies…
The document reviews BTC and ETH conditions after a sharp market squeeze, connecting macro uncertainty and price levels with options pricing. It describes falling implied volatility alongside elevated realized volatility, negative carry, changes in term…
This indicator concept extends a Donchian channel by showing how close the current price is to either channel boundary. For both the upper and lower edges, its panel displays the trigger level, the raw price distance, and that distance scaled by average true…
This note presents an A-share screen based on price amplitude above one percent, a nonempty name for an outstanding convertible bond, and exclusion of Beijing-listed stocks. It describes volatility as the main selection feature and treats the regional…
This note describes a Chinese A-share stock screen combining three conditions: more than two limit-up sessions in the prior ten days, circulating market capitalization above 10 billion yuan, and a price-movement threshold labeled as amplitude greater than…
This note describes an equity screen combining daily amplitude above one percent, an indicator interpreted as main-fund control on the previous day, and first-level bid volume greater than first-level ask volume. It frames these as technical and order-flow…
This note describes a Chinese stock screening rule that combines daily price amplitude above one percent, a stock code beginning with 60, and a nonempty name for an outstanding convertible bond. The code examples show how to express these filters and rank…