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 TTI ATR Extreme is an oscillator-style channel built from price deviations around moving averages and scaled by recent average true range. It uses a 14-period ATR relative to closing price and compares the close with a 40-period exponential average to…
The William Blau Candlestick Index is presented as a smoothed oscillator built from candlestick momentum. Its calculation applies three successive exponential moving averages to candlestick momentum, then divides that result by a similarly smoothed measure…
The document outlines an MQL5 method for identifying and ranking support and resistance zones. Its stated components are confirmed pivot detection, merging nearby zones according to average true range (ATR), and assigning each zone an internal strength…
This indicator combines a manually constructed Hull moving average, an adaptive Kalman filter, and ATR-based Supertrend bands. It measures the gap between each new Hull value and the filter’s prior estimate, scales that innovation by volatility, and passes…
This document describes a trend-following line calculated using Average True Range (ATR), the Commodity Channel Index (CCI), and adjustable parameters. The line is plotted over price and changes color with its direction: green indicates an upward regime and…
The system enters when a bar closes and the EF distance indicator shows a change in the direction of its moving average. A separate Flat-Trend volatility indicator can filter entries according to whether trend force is sufficient; a configurable volatility…
The document raises a visualization concern: a smooth backtest equity curve may conceal the size of fluctuations a strategy could experience in practice. It proposes displaying results as daily candles, including each day’s high and low, so readers can see…
This stock screen combines a volatility condition, a recent large daily gain, and the presence of an outstanding convertible bond. It aims to identify stocks with notable recent price movement and a particular financing characteristic. The document also…
This general guide links crypto market volatility to small market size, speculation and sentiment, regulatory developments, and changes in the global economy. It recommends researching trades, learning from past mistakes, following a plan, and accepting that…
This report overview argues that commodity price forecasts should combine fundamental and technical analysis. It groups actively traded Chinese commodity futures into five broad sectors—ferrous materials, chemicals, agriculture, nonferrous metals, and…
This mid-week derivatives recap summarizes conditions in Bitcoin and Ethereum options. It reports that realized volatility recovered during the week, while both assets’ volatility term structures moved lower; Bitcoin’s curve shifted further into contango. As…
The JJN-Scalper indicator displays a proposed entry level together with take-profit and stop-loss levels. The exits are based on the average true range, whose lookback period can be changed. It is intended for charts at five-minute intervals or higher, and…
This note describes a version of the Volatility Quality indicator attributed to Thomas Stridsman. Instead of estimating trend with two moving averages, it uses the indicator’s slope and presents color changes as potential signals. The indicator is designed…
The document outlines an equity screen combining a daily price-range threshold, a turnover-rate band, and membership in the beverage and alcohol industry. It presents the filters as a way to identify active stocks in a sector whose demand may influence…
This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…
This is a long-only reversal strategy described for the DAX or GER30 on an hourly chart. It calculates a lower band from a 100-period moving average minus one 10-period standard deviation. A position is opened when price falls below 97.5% of that band, RSI…
The document proposes screening stocks for daily price amplitude above 1%, MACD above its zero line, and turnover between 3% and 12%. It interprets the amplitude condition as selecting volatile shares, positive MACD as indicating upward price momentum, and…
The document describes a Chinese equity screening rule that selects stocks with a daily trading range above a threshold, excludes stocks that hit the daily price limit on the prior day, and requires the latest weekly candle to close above its open. It…
This market commentary argues that quiet spot trading, low realized volatility, and a steep options term structure favor a near-term short-volatility bias in Bitcoin and Ether. It notes that scheduled inflation releases and a potential Bitcoin spot ETF…
This document proposes a Chinese equity screen combining three conditions: a price range threshold, a shrinking negative MACD histogram on a 15-minute chart, and a proprietary daily control measure above a threshold. The stated rationale is to find more…
The Hans indicator draws time-based price corridors with a filled background and a center line. The description says the initial corridor spans four hours and its expansion spans sixteen hours. The listed inputs allow the user to set the original…
This guide explains what OHLCV candles record and how traders can use candle histories for crypto market analysis. Each bar summarizes the opening, highest, lowest, and closing prices plus traded volume within a fixed interval. The article compares…
This note describes a daily equity screen for stocks whose codes begin with 60. It requires the day's high-low range to exceed 1% of the previous close, then combines prior-day turnover with the ratio of current auction volume to the previous day's volume.…
This post describes a Chinese stock screen combining amplitude above 1, a rounded price pattern, and an intraday low between 4% and 5% below the previous close. It provides a technical-indicator formula that also applies time and recent-history conditions.…