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
SFX_TOR is described as a trend indicator built around Average True Range and standard deviation. Its chart displays ATR, standard deviation, and an averaged standard-deviation series, giving traders a view of these measures alongside the indicator's trend…
The Silence indicator presents market activity using two plotted measures. Its average line represents aggressiveness as a percentage based on the rate of price change, while a red line represents volatility as a percentage of a corridor value. The document…
The indicator overlays as many as three ATR band sets, each with independent settings for ATR period, moving-average period and type, applied price, and band multiplier. A visibility setting controls whether each set and its middle line appears. The midline…
This one-hour Hang Seng strategy uses RSI thresholds to enter long or short positions, with an ATR-based filter that requires volatility relative to price to exceed a set level. It also restricts entries to a specified UK-time window and disables order…
The proposed screen seeks five non-ST Chinese stocks before 10:00 using price amplitude above 1 and prior-day trading value above 60 million, then ranks candidates by current percentage change. The article describes these conditions as a way to focus on…
This indicator displays the prior candle range alongside a 10-period Average True Range (ATR) and a 20-period exponential average of ATR. It changes the text color when ATR rises above its smoothed average, presenting that condition as a possible sign of…
This MetaTrader expert advisor identifies a flat range and uses its boundary lines to place pending orders. It also evaluates a smoothed Standard Deviation across the current and four preceding bars: a strictly rising sequence is treated as evidence that a…
This report surveys equity factors associated with trading frictions and outlines how academic anomaly research differs from investment-oriented factor research. Academic studies seek a suitable pricing model and portfolios whose returns the model does not…
The document describes an MQL5 utility for detecting unusually long intervals between incoming market ticks. It measures elapsed time between ticks and compares the gap with a configured threshold. An ATR-based volatility check can suppress alerts when wider…
This forum post discusses a multi-timeframe CuatroStrategy implementation. Its five-minute handler updates a bar manager, waits for both five- and fifteen-minute data managers to initialize, then uses RSI and Bollinger Bands to place stop entry orders in the…
The document outlines a framework for monitoring stablecoin risk through price deviation from the peg, trading volume, liquidity, and transfer velocity. It explains that there is no single universal price threshold for declaring a depeg, and recommends…
This stock-selection rule screens for shares with daily amplitude above 1%, RSI below 65, and closing price above the five-day moving average. The conditions combine a volatility filter, a momentum indicator intended to avoid high RSI readings, and a…
The document describes a dashboard indicator for monitoring the Sydney, Tokyo, London, and New York trading sessions. It reports whether each session is open, time remaining until openings or closings, overlapping sessions, and the next session with a…
This Chinese stock screen selects shares with daily amplitude above 1%, a day's low between 4% and 5% below the prior close, and an external-to-internal volume ratio above 1.3. The accompanying example estimates the decline from daily price data and derives…
This stock selection idea combines three filters: daily amplitude above one, a dividend yield above 25% for 2019, and at least one limit-up move in the preceding 25 days. The accompanying examples calculate price range relative to the open, estimate the…
This stock-selection recipe combines a current amplitude threshold with a previous-session opening-auction condition and basic valuation filters. It targets Shenzhen Main Board shares whose prior 9:15 matching price was at the limit-down level, with…
The Donchian Volatility Indicator measures the width of a price channel in a separate panel to visualize volatility expansion and contraction. It sets the upper boundary at the highest high over a lookback period plus an ATR-based buffer, and the lower…
This Chinese stock-screening strategy selects shares with daily price amplitude above 1, a listing history longer than one year, and at least two limit-up events within the past 500 trading days. The rationale is to favor established stocks that show active…
This market commentary links Federal Reserve expectations and geopolitical events with moves in bonds, gold, equities, and crypto. It reports that markets were pricing a greater chance of the Federal Reserve holding rates, while gold continued rising amid…
The document introduces a charting feature for viewing how implied-volatility smiles have changed over recent time intervals and where current option pricing sits on those curves. The visualization is intended to help traders assess both the level of implied…
The post presents a Chinese equity screen combining daily price range, a ranking based on net large-order activity, and a minimum market-capitalization condition. Its stated rationale is to find stocks with notable volatility and trading activity while…
This indicator uses the number of transactions per minute as a proxy for market participation and compares recent activity with a long moving average. Activity above the average is displayed as a high-activity phase, while below-average activity marks a…
This market recap reviews BTC and ETH options conditions around a period of rising crypto prices and an approaching halving. It compares realized and implied volatility, term structures, call and put skew, options activity, and dealer gamma. The commentary…
This proposed short-term screen combines price amplitude above 1%, a nonempty convertible-bond name field, and a shrinking MACD histogram on a 15-minute chart. The article frames amplitude as a volatility measure and the histogram change as a possible…