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 post describes a Chinese equity screening rule that looks for stocks with an amplitude greater than 1, signs of main-force control on the previous day, and a 龙虎榜 appearance on the previous day. It frames range as a measure of activity, main-force…
This post describes a simple stock-selection screen based on daily price movement. It keeps shares whose high-to-low range exceeds one percent, excludes names containing a reference to Beijing, and requires the close to be above the open. The post supplies…
This document describes an indicator that presents Bollinger Bands in a separate chart window as an oscillator. It identifies three configurable inputs: the lookback period, band deviation, and the price series used in the calculation. The description…
The document describes a higher-timeframe version of an Average of ATR indicator. A timeframe can be selected through an input parameter, with a four-hour period shown as the example setting. The intended use is to make the ATR-derived indicator available…
This indicator combines the Money Flow Index (MFI) oscillator with Bollinger Bands to define changing overbought and oversold boundaries. Rather than relying on fixed threshold levels, the bands provide boundaries that adjust with the indicator’s variation.…
Fractal Bands adapt a Bollinger Band style envelope around a fractally modified moving average. The indicator estimates fractal dimension from recent price changes, derives a Hurst-based adjustment to the moving-average speed, and scales the bands using…
This A-share screening method combines four conditions: daily high-low amplitude of at least 1%, market capitalization no greater than 10 billion yuan, positive net profit, and a closing price at or above its five-day moving average. The document frames…
This weekly report reviews a sharp crypto selloff alongside higher US yields, China-related risk concerns, and the upcoming Federal Reserve outlook at Jackson Hole. It describes heavy BTC futures and perpetual liquidations, falling open interest, a temporary…
This overview describes meme coins as cryptocurrencies whose popularity often depends on humor, online communities, and attention rather than a distinct practical use. It gives examples including Dogecoin, Shiba Inu, Pepe, and Bonk, and notes that tokens may…
This weekly market note connects US inflation releases and speculation about Federal Reserve leadership to moves in gold, bonds, and crypto. It interprets mixed producer and consumer inflation readings, resilient employment, and possible political pressure…
Finite Volume Element (FVE) is presented as a money flow indicator that combines intraday and day-to-day price movement. It assigns positive or negative volume when a price-based measure exceeds a volatility threshold, and ignores volume when the movement is…
This indicator plots two reference levels on an intraday chart using the daily Average True Range. It calculates true range from daily highs, lows, and the previous close across a configurable lookback, then positions one line above the current daily low and…
This quarterly recap surveys digital-asset market developments in Q2 2024, including softer token prices and trading activity, regulatory progress, Bitcoin exchange-traded fund flows, memecoin trading, and launches of new layer-two and layer-three networks.…
This brief reference describes a higher-timeframe version of the AML standard deviation indicator. A timeframe input lets the user choose the chart period from which the indicator should draw its data; the example default is a four-hour period. This can be…
This research summary examines why stocks can earn excess returns before earnings announcements. It proposes that investors and analysts resolve some uncertainty ahead of the report, supporting price gains before the announcement itself. The study measures…
This forex indicator combines two moving averages with Bollinger Bands and presents its output as a colored histogram. It is intended to show whether a currency pair has a trend and how strong that trend appears. Blue denotes bullish conditions, red bearish…
This proposed short-term stock screen combines a price-range threshold, an opening-auction gain below six percent, and a 15-minute MACD condition described as a shortening negative histogram. The article presents these filters as a way to combine volatility,…
This proposed screen selects stocks using three conditions: a price range greater than one, a 15-minute MACD histogram that is shrinking while negative, and a share price of 18.5. The article interprets the range as a sign of volatility and the histogram…
This stock screen combines a daily price-amplitude threshold, a 2021 date filter, and a newly formed KDJ golden cross. The cross is defined as the K line moving above the D line after being below it on the prior observation. The article interprets amplitude…
This indicator description adapts Bollinger-based stops to show three stop lines at once. The line with the greatest risk is presented as the ultimate stop, while the other two can serve as tighter stops or as earlier warnings of a possible market change. A…
This stock-selection idea combines three filters: prior-session amplitude above 1, a free float no greater than 5.5 billion shares, and a rising-bottom condition. The accompanying formulas calculate amplitude relative to the prior close and compare recent…
This short-term stock screen selects shares whose amplitude exceeds 1, that appeared on the prior day’s Dragon-Tiger trading list, and whose reported buy amount exceeds sell amount. It then ranks qualifying names by a capital-strength proxy, illustrated with…
MACD-V modifies the classic MACD by scaling the difference between short and long exponential moving averages by the asset’s average true range, then multiplying by 100. The resulting momentum reading is designed to be more comparable across time and markets…
The document explains a three-oscillator technical indicator intended to help identify potential entries, exits, and market extremes. Its first oscillator filters price with a high-pass stage and a supersmoother, then normalizes the filtered value using a…