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 pairs ATR-based SuperTrend regime changes with a relative-volume confirmation filter. It estimates buying and selling volume from each bar’s close within its high-low range, then compares a fast EMA of each side’s volume with a slower EMA…
This introduction explains technical analysis as the study of an asset’s price history and chart behavior to inform trading decisions. It presents charts as a visual way to inspect past prices, current direction, movement variability, and signs of market…
This note describes a stock screen for shares whose codes begin with 60. It selects stocks with a daily high-low range above 1% of the previous close, greater displayed buy-one volume than sell-one volume, and market capitalization of at least 1 billion…
The article introduces financial time series as sequential observations modeled as realizations of stochastic processes. It identifies trends, seasonal variation, and serial dependence as recurring features, with volatility clustering and commodity…
This document describes an ATR-based technical indicator that allows users to choose among multiple smoothing algorithms and shift the plotted values horizontally. In addition to common moving-average methods—simple, exponential, smoothed, and linearly…
This article introduces Bollinger Bands as a volatility-based technical indicator built around a moving average. It describes the middle band as an N-day average of closing prices and the upper and lower bands as that average plus or minus a multiple of the…
The article explains Bollinger Bands as a moving average surrounded by upper and lower bands set two standard deviations away. It also introduces band width as a way to identify volatility contraction, or a squeeze, which may precede a breakout but does not…
The document describes a market indicator inspired by Edgar Peters’s work and based on the Bollerslev GARCH model. It presents the indicator as a way to track changing volatility: its value rises when market volatility is high. The author also suggests that…
The Flat indicator is described as a tool for measuring market volatility and displaying conditions through colored dots. Red dots mark strong trends, gray dots mark weak trends, and blue dots indicate moderate trends. Its inputs include a smoothing period…
This indicator combines a variable moving average with a display of trend direction and strength. It can round the latest value and channel levels to a chosen number of digits, and places colored dots on the moving average to show the trend. The description…
The document describes a Chinese equity screening rule that places stocks in a candidate pool when their high-to-low price range exceeds 1%, the trading year is 2021, and company scale is at least 200 million. It gives example implementations in a charting…
This document presents a simple stock screen that selects shares with a daily high-low range above 1%, a price below 20, and a closing price below 12. It provides a formula and a Python sketch; the Python version also sorts selected stocks by trading volume.…
This strategy selects Chinese convertible bonds nearing maturity, aiming to combine a price discount to redemption value with screening for issuer credit risk. It excludes bonds linked to special-treatment stocks, requires positive trailing earnings and…
The Thrust Bar indicator marks bullish or bearish candles whose bodies exceed a configurable size threshold. It offers two calculation modes: compare the candle body with a multiple of the average true range, or compare it with a fixed number of points. In…
This brief market recap describes conditions in Bitcoin and Ether derivatives as of February 8, 2023. It tracks realized volatility, futures or options term structure, skew, and observed option flows. The reported picture is declining realized volatility, a…
The document presents a price range detector that tests three nested lookback windows and selects the longest window satisfying a set of structural filters. These include volatility compression ranked against the instrument’s own history, repeated closes…
This short note describes an indicator that draws Bollinger Bands calculated on a user-selected timeframe. It uses a section-based drawing style, which the document identifies as a common way to render Zigzag-like lines. The timeframe is configurable through…
This Chinese stock-screening example combines three signals: daily price amplitude above one, positive institutional net flows summed over five days, and a rule-based arc-top or arc-bottom pattern. It describes the pattern checks using recent highs and lows…
This market recap reviews BTC and ETH options after a sharp spot recovery. It discusses realized and implied volatility, term structures, volatility carry, call and put skew, relative value between the assets, option flows, and dealer gamma. The commentary…
The document describes an indicator for marking periods when prices move within a range. It offers two ways to define the range: a fixed point threshold or a threshold that changes with average true range (ATR) multiplied by a user-set factor. ATR is the…
This indicator overlays simple moving averages and standard deviation bands from slower time frames onto a faster chart. It supports monthly, weekly, daily, hourly, and minute inputs, with configurable averaging periods and deviation multipliers. For hourly…
This description outlines an automated breakout approach using price range, moving averages, and Keltner channels. A long entry requires price to break above the channel, a candle to meet a specified minimum length, and price to be above a moving average.…
This note explains a variation of the Rahul Mohindar oscillator as a histogram with signal pointers. Its inputs are three EMA periods and an applied price. The calculation first builds a swing-trading value by comparing the applied price with an average…
Average Change is described as an indicator for assessing the force of a financial asset’s price movement. It is intended to show price impulse and provide an indication of market volatility. The note attributes the indicator to MT-Coder and says it uses…