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 describes a range-contraction oscillator intended to compare the current day's range with the previous day's range. Its calculation expresses the current high-low range as a percentage of the prior day's high-low range. A single threshold…
This indicator marks turning points at two scales. Major highs and lows use a configurable lookback, set to 20 periods by default; minor points use half that lookback. It compares a lagged bar’s high or low with the surrounding range, then draws alternating…
This document describes a MetaTrader indicator that measures how quickly quotes arrive relative to the normal pace for that time of day. It converts quote changes into events, combines records stamped in the same millisecond, treats long gaps as session…
The example compares two daily stock volatility features: a manual calculation that takes the maximum of the day’s high-low range and the two gaps from the previous close, then applies a 14-period simple moving average; and the platform’s built-in ATR…
This MetaTrader 4 indicator adapts a squeeze approach associated with John Carter’s trading work and an earlier squeeze-break indicator. It plots squeeze values derived from Bollinger Band and Keltner Channel calculations around a zero line, while displaying…
This indicator note describes a modified Range Expansion Index, an oscillator developed by Thomas DeMark to assess price strength and weakness and identify potential overbought or oversold areas. The described variant combines RSX calculations on high and…
This document presents a Chinese equity selection rule using amplitude above 1, a condition described as K-line below 20, and today’s increase ratio above 5%. It supplies formula and Python-style examples that add a nonnegative MACD-related filter, compare…
This document proposes a Chinese equity screen requiring amplitude above 1, a prior-day 9:15 matched price associated with a limit-down event, and positive afternoon net inflows from large orders. It recommends ranking qualifying stocks by net large-order…
This document describes a Chinese equity screen combining daily amplitude above 1, a positive weekly MACD condition, and price above its five-day moving average. Its refined version adds a market capitalization threshold of 5 billion yuan. The article…
This document describes a Chinese-equity screening rule combining daily price range, turnover, and free-float market value. It selects stocks with an intraday range above 1%, turnover above 2% and no more than 9%, and float market value above 10 billion…
This stock-selection idea combines a minimum daily price range, a recent reversal or engulfing-style pattern, and a positive weekly indicator bar. The refined rules specify a range above one percent, a reversal pattern within the past three days, and a…
This market commentary reviews the December 2024 Federal Reserve decision and inflation releases alongside crypto options activity. It argues that strong seasonal equity sentiment and bullish crypto narratives could reduce volatility, while noting that the…
This note describes a Chinese equity screen combining daily price amplitude above 1%, a stated 2019 dividend ratio above 25%, and first-level bid volume greater than first-level ask volume. It presents amplitude as a volatility filter, the dividend condition…
The document explains historical volatility as the dispersion of asset returns and distinguishes it from implied volatility, which is inferred from option prices. It describes calculating the standard deviation of daily returns and annualizing it by…
The document introduces Lévy processes as a way to model asset-price behavior with jumps and distributions that can have heavier tails than a normal model. It describes a price process combining drift, Brownian motion, and a Lévy component, then outlines…
The Weighted CCI is described as a two-line oscillator with fast and slow Commodity Channel Index components. Its calculations incorporate the relationship between fast and slow Average True Range values, with a weighting input intended to control ATR…
This Chinese A-share stock screen combines three conditions: prior-day price amplitude above 1%, appearance on the previous day’s Dragon-Tiger trading list, and a volume ratio above 1.5 but below 6. The note interprets these as signs of elevated movement,…
This post describes a short-term stock screen combining price amplitude above 1%, a weekly five-period moving average crossing above a ten-period average, current volume above 10,000 lots, and an opening price above the previous close. It presents the mix as…
This Chinese stock-selection post describes a screen combining daily price amplitude above 1%, a 2019 dividend yield above 25%, and the previous close above the 250-day moving average. The proposed rationale is to combine a volatility measure, a historical…
This Chinese equity screen combines three filters: amplitude above 1, an opening price near the ten-day moving average, and circulating market value above 10 billion yuan. The accompanying formula defines “near” as an opening price between 95% and 105% of…
This Chinese equity screening proposal selects stocks with a daily amplitude above 1, a tradable share count no greater than 5.5 billion, and an external-to-internal trading volume ratio above 1.3. The post treats larger amplitude as a source of short-term…
This Chinese equity screening method first filters for stocks with amplitude above the stated threshold and an opening price near the ten-period moving average. It then ranks candidates by the day’s auction amount and selects the top five. The note frames…
This stock-selection approach combines price amplitude with a ratio using the previous day's turnover rate and the current opening-auction volume relative to the prior day's volume. It selects stocks where the combined measure falls within a stated band,…
This market snapshot examines a broad crypto selloff alongside macroeconomic and policy developments. It tracks spot prices, realized volatility, trading volume, open interest, funding, ETF flows, stablecoin supply, order-book depth, and DeFi liquidations.…