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 proposes an intraday factor intended to capture the distance between volume-weighted average traded price and reference prices. It identifies the daily VWAP, an average midpoint derived from the high and low, an average quote midpoint from the…
This indicator description adapts the calculation period of the Laguerre RSI using Average True Range (ATR). Instead of relying on a fixed period, it changes its responsiveness with volatility: the indicator becomes more responsive during high-volatility…
This MetaTrader 5 indicator combines two moving averages with Bollinger Bands. Users can configure the fast and slow averages by period, calculation method—simple, exponential, smoothed, or weighted—and applied price. A buy arrow is generated when the fast…
The document describes a MetaTrader 5 oscillator formed from a weighted, smoothed combination of four component indicators: Fractal RSI, Fractal MFI, Fractal WPR, and Fractal DeMarker. It explains that the source indicator files are needed for compilation…
The script outlines a VIX-style calculation from options prices. It estimates a forward level from the call-put price difference at the strike with the smallest disparity, selects the adjacent strike not above that forward, and aggregates out-of-the-money…
This note describes a variation on Bollinger Bands. In the conventional formulation summarized here, an N-period moving average anchors the bands, while a multiple of the period’s standard deviation sets the distance of the upper and lower bands from that…
The indicator presents separate bullish and bearish volatility lines. It forms the short-side input from the previous close minus the current low, and the long-side input from the current high minus the previous close. For each input, it calculates an…
This report excerpt proposes assessing crypto-market stress through volatility regimes, flows, leverage, liquidity, daily range and volume, and persistent funding. Its central example is the October 2025 Bitcoin selloff: an initial macro-driven decline was…
This intraday indicator sets upper and lower reference lines from the session’s first-hour extremes. After the first hour, it adds a historical average distance from the daily open to the first-hour high to the current first-hour high; it subtracts the…
This indicator adapts volume spread analysis by multiplying price levels by volume, then tracking the midpoint of the resulting high and low range. It compares a rolling average of the volume-adjusted highs with a threshold formed by adding a multiple of…
The document describes a ZigZag method that uses an ATR-scaled threshold to identify directional changes, with a secondary time-based trigger. Its adjustable inputs include the ATR multiplier and lookback period, along with minimum and maximum bar counts…
The document describes an adaptive moving average whose lookback grows from a base length as a counter advances, up to a configurable cap. A selected market condition resets or changes the counter, allowing the smoothing window to respond to a trend or…
This Chinese stock screen looks for shares with daily amplitude of at least 1%, turnover above 2% and no higher than 9%, and at least one session with a gain of 10% or more during the prior 25 trading days. The selection combines a volatility measure,…
This stock screen selects shares with daily amplitude above 1, a year value of 2021, and a control ratio above 21. The document describes amplitude as a measure of price movement and interprets a higher control ratio as stronger buying pressure. It includes…
This stock-selection rule screens out Beijing-listed shares, keeps stocks with price amplitude above 1%, and looks for a weekly close crossing above its 30-week moving average. The document describes the rule in plain language and gives example…
This Chinese stock selection note combines three filters: daily amplitude above 1%, circulating market capitalization above 10 billion yuan, and a turnover-based activity measure between 0.5 and 2. That measure multiplies the prior day's turnover rate by…
This stock selection method filters for shares with amplitude above 1, membership in a robotics concept group, circulating market value below the stated threshold, and closing price above the five-day moving average. The document gives example indicator…
This Chinese equities screen combines three conditions: daily amplitude above 1, at least one limit-up event within the previous 25 days, and price lying within a stated tolerance of five moving averages based on different lookback periods. The article…
This document describes a Chinese stock screen combining daily price range, opening auction trading value, and a beverage and alcohol import-export classification. It selects stocks whose amplitude exceeds 1, ranks them by auction amount, and keeps the top…
This document describes a Chinese A-share stock screen that excludes Beijing-listed shares, selects stocks with an intraday high-to-low range above 1%, and requires positive net buying attributed to major investors during the opening auction. It provides…
The document describes a short-term Chinese equity screen combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (Dragon-Tiger List), and a rising five-day moving average accompanied by higher volume than the…
This short indicator reference defines a Keltner Channel using high, low, and close price data alongside three parameters: the moving-average period, the ATR period, and a multiplier. It first calculates an average of true range over the selected ATR period.…
This Rust tutorial shows how NautilusTrader actors can consume Bybit options market data in two forms: per-contract Greeks updates and aggregated option-chain snapshots. The individual stream exposes values such as delta, gamma, vega, theta, implied…
This introductory guide groups technical indicators into trend, momentum, volatility, and volume categories for cryptocurrency trading. It explains that trend tools such as simple and exponential moving averages smooth prices, while MACD compares moving…