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 document proposes a Chinese equity screen that selects stocks with a daily high-low range above a threshold, excludes stocks that closed at the daily limit-up on the prior day, and requires appearance on the previous day's trading leaderboard. Its…
This document proposes screening stocks for a daily price range above a threshold, positive institutional flow, current volume above a threshold, and a gap up at the open. It frames range as a measure of movement, institutional flow as a sign of investor…
The document describes a simple Chinese equity screen: select stocks whose daily high-to-low range exceeds 1% of the opening price, whose codes begin with 60, and whose turnover lies between 2% and 9%. It also suggests ranking qualifying stocks by turnover.…
This proposed A-share screen combines a price-range condition, a recent large daily gain, and a dividend payout criterion. The initial logic looks for an intraday range exceeding a volatility-based threshold, at least one daily gain of 10% or more within the…
This July 2020 market note attributes the bull market to falling risk-free rates and increased allocations to equities. It argues that a more diverse investor base may reduce the chance of a sudden collapse, while rising participation and short-term…
Extreme TMA Line is a channel indicator used within several related trading strategies. It draws a central line and upper and lower channel boundaries. The center line signals the detected market state by changing to green for bullish conditions, red for…
This Chinese-language post outlines a short-term stock screen run before 10 a.m. It selects shares with daily high-low amplitude above 1%, at least two limit-up events in the prior 500 days, and an intraday low between 4% and 5% below the previous close. The…
This document proposes a Chinese stock screen combining three conditions: amplitude above one, a shortening negative MACD histogram on a 15-minute chart, and at least two limit-up events within the preceding 500 days. The intended interpretation is that…
The note proposes adding a 20-period average true range (ATR) volatility factor to a trading strategy, with the aim of improving its Sharpe ratio. It describes a regime-dependent relationship: higher ATR is associated with stronger returns in bull markets,…
The document explains that the U.S. Dollar Index measures the dollar against a basket of six currencies using a weighted geometric mean. The euro has the largest stated weight, followed by the Japanese yen, pound sterling, Canadian dollar, Swedish krona, and…
This indicator displays two colored filled rectangles representing channel levels from the XMA_KLx5_Cloud indicator. The rectangles are drawn between values of two Keltner channels for a selected bar on a chosen timeframe, allowing those levels to be viewed…
XATR is described as an Average True Range indicator that replaces the usual averaging algorithm and displays its output in points. The page identifies the indicator’s author and notes that an earlier version was implemented in MQL4 before publication in a…
The document describes an information panel for displaying trading and market measures, including spread, average true range, and swap. Users can adjust the panel’s screen position, choose whether it remains above other chart objects, and hide information…
The document describes an adaptive version of the Commodity Channel Index that replaces fixed overbought and oversold levels with limits adjusted from observed CCI peaks and troughs. It says an exponential moving average smooths those limits and an ATR-based…
This Chinese stock-screening note combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and three consecutive declining sessions. It frames amplitude as a volatility filter and the histogram change as a…
This article presents a simple A-share stock screen based on three stated conditions: daily amplitude above one percent, a share price of 18.5 yuan, and a close above the previous day's low. It interprets the range as a measure of price fluctuation and the…
This weekly market note examines how the XRP ruling and other headlines affected crypto prices, implied volatility, and options positioning. It contrasts a quiet macro calendar and subdued longer-term realized volatility with event-driven moves in the front…
This indicator estimates the expected value of a long trade held for a fixed number of bars in two ways. Its empirical engine repeatedly samples overlapping historical trades, optionally applying take-profit and stop-loss rules, then calculates average…
This document describes an equity screen combining daily range, a fresh KDJ bullish crossover, and seven consecutive sessions of falling closes. It frames the range threshold as a way to select volatile stocks, the crossover as a possible sign of improving…
This article outlines a Chinese stock selection screen combining three conditions: amplitude above a stated threshold, a rising sequence of lows intended to represent a strengthening base, and membership in selected industries. It frames the screen as a…
This market commentary reviews Bitcoin and Ethereum options positioning alongside activity in oSQTH for the week covered. It describes several reported structures: a put spread financed with calls, a put risk reversal, a short-dated straddle sale, call…
This A-share screening idea combines a price-range condition, a recent large daily gain, and a minimum prior-day trading value. The post initially specifies an amplitude above 1, at least one daily gain of 10% or more within the last 25 sessions, and…
This Chinese stock-selection post describes a screen requiring daily price amplitude above 1%, a positive ten-day return below 35%, and circulating shares no greater than 5.5 billion. Its accompanying indicator formula and Python example show how to express…
The document introduces Kase DevStops as a stop-setting approach that considers properties of price range beyond a simple fixed threshold. It highlights variation in range, described through variance or standard deviation, and skew, described as the extent…