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
The Kase Peak Oscillator measures price movement over a configurable lookback period and compares current behavior with the distribution of recent values. Its calculation normalizes a range and high-low movement measure by average true range and the square…
This Expert Advisor description combines a volatility gate, Stochastic entry signals, loss-triggered position sizing, and profit-based exits. It calculates an average of standard deviation indicator readings over a sliding window. Trading is prohibited when…
This 2018 market commentary explains a sharp equity selloff through the interaction of growth, inflation expectations, and the expected pace of Federal Reserve rate increases. It uses a simple valuation relationship—earnings divided by interest rates plus…
This Chinese-market stock screen combines a daily amplitude condition, a minimum circulating market value, and a reversal or engulfing-style signal. The accompanying formula also uses a moving-average Bollinger measure and recent volume comparisons,…
The document examines whether volatility in the CSI 300 varies by weekday and time of day, then uses that pattern to modify Black–Scholes pricing for an index option. It calculates five-minute log returns from open to close over a year of index data,…
The document proposes a stock screen using daily price movement, a K-line threshold, and turnover as a proxy for trading activity. It describes the intended combination as seeking stocks with noticeable movement, an oversold reading, and moderate market…
The ATR_MA_Oscillator is described as an oscillator modeled on OsMA, but applied to the Average True Range. Its proposed role is as an additional exit signal: a crossing of the zero line can help close a position while seeking to retain more of its gains.…
This Chinese equity screen combines price amplitude above 1, company scale above 200 million yuan, and a dividend ratio above 25% for 2019. The article presents these conditions as a way to identify larger companies with substantial price movement and a high…
This screen combines three conditions: daily amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It sorts selected stocks by trading value in descending order. The stated rationale is to identify shares with…
This document presents a historical stock selection rule for Chinese equities: select stocks in 2021 whose 20-day moving average is above the 120-day moving average and whose daily range exceeds 1% of the previous close. The moving average comparison serves…
The described expert advisor looks for a bar whose range is slightly smaller than the minimum bar range observed over a configurable lookback period. When this condition occurs, it places pending stop orders around the previous bar's high and low, offset by…
This equity screen combines a range-based volatility condition with a Bollinger Band position: the close must fall between the middle and upper bands. It also applies a historical return requirement, described as favoring stocks with positive past…
This Chinese stock-screening idea combines three conditions: at least two limit-up events during the previous 500 days, an intraday amplitude above 1%, and a current low below the prior day's low. The historical limit-up count is treated as a sign of past…
This note presents a Chinese stock-selection rule built around a 2019 dividend ratio above 25%, a share price of 18.5 yuan, and a constrained daily trading range. The initial description calls for amplitude above 1, while its refined rule narrows amplitude…
This document describes an adaptive exponentially smoothed moving average that uses a standard deviation indicator to adjust its behavior. It presents the indicator as similar to an ATR-based adaptive EMA, with standard deviation substituted for average true…
This note describes a stock screen combining a 2019 dividend payout ratio above 25%, RSI below 65, and daily amplitude above 1%. It presents the dividend condition as a fundamental input and RSI and amplitude as technical measures of price strength and…
The WideRangePredictor indicator tracks each candlestick’s full high-to-low range and real-body size, plotting both alongside their averages. It looks for several consecutive bars whose ranges and bodies are below their respective averages. The proposed…
This note describes i-BandsPrice, a trend indicator based on the Bollinger Bands method. Its histogram represents price position relative to the bands: values beyond the stated thresholds of -25 and +25 indicate that price has moved beyond the lower or upper…
This note outlines a Chinese stock screen requiring circulating market capitalization above 10 billion yuan, price amplitude above 1, and a limit-up event during 2021. It presents the size condition as a way to focus on larger companies and amplitude as a…
This note describes an A-share filter combining a daily high-low range above 1%, a nonempty name for an outstanding convertible bond, and a year condition of 2021. It also presents indicator and Python examples intended to implement the screen. The stated…
This Chinese equity screen selects shares with more than two limit-up sessions in the preceding ten days, positive price-to-earnings ratio, and a stated amplitude threshold above 1. The article interprets the conditions as a combination of elevated trading…
This document introduces a Bollinger Bands Width indicator, a measure based on Bollinger Bands, and lists its configurable inputs: the band period, deviation multiplier, applied price, and horizontal shift. The defaults shown are a period of 20, deviation of…
Smart NR2-NR20 identifies a two-candle contraction whose total range is smaller than the ranges of recent 20-candle blocks across a comparison window. It arms a pattern only at the start of a run of qualifying setups and draws a box using the high and low of…
This note describes an equity selection screen combining three conditions: at least five converging moving averages, a favorable company classification, and a gain below 6% at 9:25. The moving-average condition is framed as evidence of relatively stable…