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 screening stocks for daily amplitude above 1%, data from 2021, and a positive return measured against the closing price 30 sessions earlier. Amplitude is calculated from the daily high and low relative to price, while the return condition…
This brief indicator description presents WPRCandleKeltner, which represents the Larry Williams Percent Range oscillator as a sequence of candlesticks and draws a Keltner Channel around its average value. It combines an oscillator display with a channel…
This podcast overview describes a crypto options venue's altcoin contracts, collateral arrangements, and trading tools, including its integration with another exchange. It discusses options across several digital assets with varied expirations and strikes,…
The article introduces altcoins and decentralized finance as possible sources of diversification and excess returns. It describes an altcoin-season indicator based on the share of leading altcoins outperforming Bitcoin over a specified period, with a 75%…
The document describes a short-term Chinese equity screen combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading leaderboard, and a current control ratio above 21%. It interprets these filters as seeking…
This short-term stock screen combines daily amplitude above 1%, an opening price within 5% of the 10-day moving average, and a high equal to the highest level across the current and preceding two sessions. The post describes the first filter as a volatility…
The document presents a Chinese equity screen that selects stocks associated with the robotics concept, with daily amplitude above 1%, circulating market capitalization below 10 billion, and total scale above 200 million. It describes combining these…
This MetaTrader 5 indicator uses a soft, time-based background gradient to show typical market phases: quieter Pacific hours, Asian consolidation, rising London activity, the London–New York overlap, and the New York fade. Optional markers identify session…
This brief description presents a modified SuperTrend indicator, based on Olivier Seban's well-known trend tool. It replaces plotted lines with dots, which the author says makes a one-bar change in direction visible when that change would otherwise be…
This indicator combines a failed Bollinger Band excursion with a Stochastic RSI extreme to flag possible short-term reversals. It uses a 20-period moving average and two standard deviations for the bands. Stochastic RSI applies a stochastic calculation to…
T3 Deviation is described as a deviation measure built from intermediate stages of the Tillson T3 calculation. The note credits Bob Fulks and Alex Matulich with improvements to the original T3 calculation. Rather than applying T3 smoothing to a conventional…
This market commentary surveys Bitcoin and Ether options conditions for the week of May 14, 2023. It relates macroeconomic uncertainty, Federal Reserve expectations, and recent spot-price declines to implied and realized volatility, volatility risk premium,…
This note describes a short-term A-share stock screen using daily price range, relative trading volume, and the opening price’s distance from a 10-day moving average. Its stated conditions select stocks with a range of at least 1%, volume 1.5 to 6 times its…
This stock selection proposal combines a daily amplitude threshold, a recent reversal candle pattern, and a measure described as today’s control rate. Its refined rule requires amplitude above one percent, a reversal pattern within the past three days, and a…
This Chinese equity screening example combines three conditions: a price amplitude above 1%, an opening price within 5% of the 10-day moving average, and a closing price of 18.5 yuan. The accompanying explanation associates the range condition with…
The document explains an indicator that expresses current Average True Range as a percentile rank within its own recent history. It calculates ATR using a 20 period window, compares that reading with readings from the preceding 200 periods, counts how many…
The document describes three ways to refine spread trading signals. A threshold filter enters or maintains a long or short spread position only when the predicted spread change crosses a chosen boundary; an asymmetric version allows different boundaries for…
This digital asset snapshot combines price dispersion, order-book conditions, derivatives positioning, ETF flows, stablecoin movements, and DeFi lending measures to describe crypto market stress. Its central reading is mixed: BTC funding is negative while…
This ProRealTime indicator constructs Renko bricks when price moves beyond the current brick boundary and accumulated trading volume since the previous brick meets a threshold. Users can set a fixed brick size and volume threshold, or enable automatic…
This post outlines a Chinese equity screen for robotics-related stocks. It combines daily amplitude above 1, free-float shares no greater than 5.5 billion, and circulating market value below 10 billion. The accompanying examples show how to express the…
This stock-selection recipe combines three conditions: a daily high-low range above 1%, a newly formed KDJ crossover, and a ten-day price gain above zero but below 35%. The article frames the range filter as a way to find active shares, the crossover as a…
This Chinese stock-screening note describes selecting shares with a daily high-low range above 1%, excluding those that closed at the daily price limit on the previous day, and requiring trading activity during 2021. It presents volatility as a way to find…
This indicator classifies market conditions as sideways, upward, or downward. It first treats a market as sideways if either the average true range is at or below its 20-period average, or the ADX is at or below 25. If neither sideways condition applies, it…
This short-term Chinese stock screen combines a daily range threshold, a weekly five-day moving average crossing above a ten-day moving average, and more than two limit-up sessions within ten days. The document frames the conditions as a blend of volatility,…