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 note proposes placing stocks in a watchlist when their amplitude exceeds 1%, they had at least one limit-up event during the preceding 25 days, and prior-day turnover exceeds 60 million. The rationale is that a recent limit-up may indicate market…
This note describes a daily stock screen that combines amplitude above 1, a change in a measure labeled institutional buying, and a positive return. Its final rules define amplitude using a platform-specific indicator, institutional activity through the…
This Chinese stock-screening note proposes selecting shares with daily amplitude above 1%, prior-day turnover above 60 million, and five moving averages that coincide. It presents the screen as a way to find active stocks with relatively flat trends, then…
This indicator classifies Average True Range readings relative to lower and upper thresholds. It displays a histogram with one color for ATR values below the lower level, another for values above the upper level, and a third for readings between the…
This code describes a volatility-sensitive adjustment to trading forecasts. It calculates daily percentage volatility, compares it with a rolling ten-year average, and converts the normalized volatility observations into quantile ranks. A multiplier…
VolatilityMA is a moving average intended to help identify trade direction. It calculates an average of a chosen price series while adapting the averaging length to changes in normalized price variability. The description says the lookback resets to its…
This indicator describes a pullback measure built around a short moving average of median price. It subtracts that average from the current median price, then scales the difference by average daily range to normalize the reading for recent price movement.…
This Chinese stock-selection proposal combines an intraday range filter, afternoon large-order net inflows, exclusion of special-treatment stocks, and selection before 10 a.m. It then describes a five-step buying rule: add once for each 1% price rise, up to…
This A-share stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and reported institutional buying within the past three months. The article frames the conditions as a mix of volatility,…
This Chinese equity screen combines three short-term price conditions: amplitude above 1, a positive ten-day gain below 35, and more than two limit-up days within ten days. The document describes amplitude as a measure of price fluctuation, uses the gain…
This guide explains Bollinger Bands as a volatility measure and a possible source of overbought or oversold signals. It describes a middle line based on a moving average, commonly using 20 periods, with upper and lower bands set two standard deviations away.…
This short description explains an automated method for calculating price levels from the Average True Range (ATR). It sets a maximum level by adding ATR multiplied by a target parameter to the opening price, and a minimum level by subtracting the same…
This proposed Chinese equity screen selects stocks whose daily high-low range exceeds 1%, that had at least one limit-up day in the preceding 25 trading days, and whose circulating market value exceeds 10 billion yuan. The article interprets the range…
The document describes SuperTrend as a price-chart overlay that uses Average True Range (ATR) to adjust a trend line to market volatility. It presents crossings of price and the line as potential buy or sell signals, with changes in line color marking trend…
This article describes a Chinese stock screen based on four conditions: an absolute price-change measure above a threshold, current trading volume above a threshold, an opening price higher than the prior close, and a concentration measure below a ceiling.…
This indicator combines a Stochastic Oscillator with Bollinger Band width to flag flat market conditions. It treats a narrowing Bollinger range as evidence of a flat state, with the band’s half-width compared against a configurable threshold. During the…
This indicator combines a volatility squeeze measure with a separate reading of trend direction and strength. A squeeze is identified when the Bollinger Bands sit inside the Keltner Channel, which the description treats as a sideways phase. The histogram…
This stock screen selects Chinese main board companies with daily amplitude above 1, more than three years since listing, and a daily gain above 1%. Its rationale is to favor more active shares while excluding newer listings and limiting the universe to the…
The 89WMA Trend Aktivator is described as a standalone trend-following indicator with behavior similar to Supertrend. It begins with a weighted moving average, then derives two offset levels from shifted versions of that average. An average true range…
The note proposes a short-term stock screen using three conditions: price amplitude above 1%, prior-day turnover above 60 million, and appearance on the previous day’s market top list. It presents amplitude and turnover as ways to identify active, volatile…
This note describes combining Bollinger Bands with a squeeze signal to identify market consolidation and possible breakouts. It treats an uncolored middle band as a consolidation state in which price may eventually break in either direction. The middle line…
The Fractal Dimension Index is presented as a way to characterize market behavior and volatility. The document identifies 1.5 as a reference value associated with random price action and suggests that departures from this level may indicate more structured…
This market recap describes a week of softer realized and implied volatility in Bitcoin and Ether options as spot prices drifted within recent ranges without a major macro catalyst. It notes that Bitcoin’s term structure shifted lower, especially at the…
The indicator plots two Standard Deviation lines calculated with separate period and moving-average-method settings. It places a directional pointer when one line crosses the other: an upward cross by the first line produces a blue pointer, while a downward…