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 indicator combines Bollinger Bands, a Keltner channel, and a momentum histogram to identify volatility conditions and describe trend direction and strength. When the Bollinger Bands are inside the Keltner channel, the indicator marks a relatively quiet,…
This webinar recap summarizes Q2 2023 analysis of crypto options, focusing on how spot price moves relate to implied volatility, how option trade direction can be inferred, and how Bitcoin’s volatility risk premium compares with realized volatility. It…
This note describes a Variable Moving Average whose adaptation is driven by Adam White’s Vertical Horizontal Filter (VHF). The stated rationale is that VHF can help detect market volatility, allowing the moving average’s smoothing to adjust to changing…
The document outlines a Chinese A-share stock screen that selects shares with an indicated price amplitude above one, circulating market value above 10 billion yuan, and excludes Beijing-listed A-shares. It presents the screen as a way to combine a size…
This note describes Wilder’s Average True Range (ATR), a measure built from true range and smoothed over a configurable period. True range is the largest of three price movements: the bar’s high minus its low, the distance from the high to the previous…
This note describes a short-term stock screen using three conditions: daily price amplitude above a threshold, price above its five-day moving average, and a prior-day 9:15 matched price at the limit-down level. It interprets the range as a sign of…
This document describes a Chinese equity screen combining three conditions: an amplitude above 1, institutional participation above 30% over a 15-day period, and a price change between -5% and 2.6%. The proposed rationale is to find stocks with substantial…
This document describes a simple Chinese equity screen that selects stocks with an intraday high-low range above 1% and a closing price of 18.5 yuan, while excluding Beijing-listed A shares. It presents the screen as a way to find relatively volatile stocks…
This indicator overlays Bollinger Bands and moving averages with color zones intended to classify price action into market phases. The described states include bearish movement below the 200-period average, rebounds below that average, emerging bearish or…
This indicator aggregates bullish and bearish fair value gaps by price to show where imbalances have accumulated. It defines a bullish gap as a current low above the high from two bars earlier, and a bearish gap as a current high below the low from two bars…
This Chinese stock selection proposal screens for stocks with amplitude above 1, signs of major-investor control on the previous day, market capitalization below 10 billion yuan, and no losses. It presents volatility as a way to find active shares, the…
This indicator plots a moving average against tick volume rather than price. It colors the volume bars to match the corresponding price candles, so the display combines relative activity with the direction of each bar. The document describes an MQL4…
WAAB is described as a histogram indicator for assessing the direction and strength of a trend. It combines the width between the upper and lower Bollinger Bands with ADX: the band width is multiplied by ADX to produce the histogram magnitude. The sign of…
This proposed equity screen selects stocks with an amplitude above 1, a dividend payout ratio above 25% for 2019, and a positive daily MACD reading. The document associates the range condition with volatility, the payout condition with company stability, and…
This proposed screen selects stocks with a daily high-low range above a threshold, excludes Beijing-listed A-shares, and requires the close to lie below the Bollinger upper band but above its middle band. The article gives example indicator and Python…
This stock screen combines three conditions: the price range exceeds an ATR-based threshold, the stock has recorded at least one daily gain of 10% or more in the past 25 trading days, and its 10-day return is above zero but below 35%. The article provides…
The document describes a chart indicator intended to help an intraday trader recognize when price action has moved against the original trade plan. It calculates a 10-day average true range on daily data. After an up day, the level is set by subtracting that…
This Chinese equity screening note selects companies classified in the metaverse theme, with a volume ratio between stated bounds and a closing price between the Bollinger Band middle and upper lines. The final screen also applies a market-cap ceiling. The…
This stock screen selects securities with a daily high-to-low range greater than 1%, restricts observations to 2021, and ranks them by large-order net buying. The post interprets a wide range as a sign of volatility and large-order buying as a possible…
The document proposes a short-term screen for Chinese stocks using three signals: daily amplitude greater than 1, a prior-day “main-force control” measure, and more than two limit-up days within ten days. It frames amplitude and the control measure as…
This document describes alert options for a CCI candle indicator. It can notify users when the indicator crosses zero, candle direction changes, the indicator breaks through an overbought or oversold threshold, or it exits one of those zones. The available…
This document outlines a stock-selection filter requiring a daily high-low range above one percent, a newly formed KDJ crossover, and a positive price-to-earnings ratio. The crossover is intended to identify a possible shift toward upward momentum, while the…
Bollinger Bands place an upper and lower boundary around a moving average, with each boundary offset by a chosen multiple of the price standard deviation. Because the offset responds to recent volatility, the bands widen during more volatile periods and…
This indicator uses confirmed Commodity Channel Index divergence as permission to search for a breakout setup. It pairs oscillator pivots with nearby price extremes, then looks for an unusually high-volume candle. The candle’s high or low becomes a level,…