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 Andean Oscillator is presented as a momentum and volatility indicator that tracks bullish and bearish pressure separately. It builds an upper and lower price envelope using EMA-style smoothing with one-way movement: the upper boundary can descend toward…
This Chinese equity selection rule combines a daily price-range threshold, exclusion of stocks that closed at the upper price limit on the prior day, and a measure described as current control activity above 21. The article interprets a larger daily range as…
This stock-selection post combines three conditions: price amplitude above 1%, a negative MACD reading described as occurring two days earlier, and a dividend-related measure above 25% for 2019. It presents these as a mix of price movement, technical…
This indicator note explains how Average True Range is built from True Range, defined as the greatest of the current high-low range and the absolute gaps between the current high or low and the previous close. It describes an initialization step that…
This Chinese stock-selection post proposes combining three filters: prior-day price amplitude above 1%, appearance on the previous day’s top-trader list, and evidence of institutional buying or holdings. Its rationale is that elevated movement may create…
This weekly review compares style-factor performance across Chinese equity universes and summarizes quantitative public-fund returns against broader stock and equity-oriented funds. It reports that price and trading activity related factors—including…
The article describes REDD-COPS, a dynamic allocation method designed to constrain rolling portfolio drawdown while pursuing long-term growth. It replaces a lifetime peak-to-trough reference with a rolling economic maximum, then adjusts exposure to risky…
This Chinese community post describes an equity screen combining three conditions: daily price amplitude above 1, a circulating share count no greater than 5.5 billion, and a positive daily MACD reading. It presents the conditions as a way to find relatively…
This note describes a Keltner Channel variant that replaces the conventional simple moving average at its center with the Jurik Moving Average (JMA). The upper and lower bands retain the usual structure: a moving average offset by an average true range…
This document describes an Expert Advisor that embeds its Kinetic Compression Index calculations rather than relying on a separately loaded custom indicator. Its proposed reversal entries use a detected compression or “singularity” pattern, with Williams…
The document describes a trading framework built around an expert advisor with modules for price and tick pressure, recurring flow patterns, weighted volume delta, candle forecasts, volatility-adjusted thresholds, tick activity, historical forecast accuracy,…
The document outlines an expert advisor that uses a VolatilityPivot NRTR indicator to make trading decisions. Entries are based on colored cross-shaped labels appearing in the direction of the intended trades. It notes that a supporting trading library can…
The document describes a Chinese equity screening rule combining daily price amplitude above a threshold, a MACD signal above the zero line, and a condition described as at least five moving averages aligning. It presents the screen as a way to find volatile…
The document presents a Chinese equities screen combining three filters: daily high-low range of at least 1%, circulating market capitalization above 10 billion yuan, and a current high that equals the highest high over two days. It provides corresponding…
This Chinese stock screen selects shares whose daily high-to-low range exceeds one percent, market capitalization is above 200 million, and the reported gain around the 9:25 pre-open observation is below six percent. The proposed rationale is to focus on…
This partial report examines Binance ETH/USDT trading and order book behavior around the yen carry trade unwind. It connects macro events—including yen appreciation and a sharp Nikkei decline—to crypto price moves, then describes how volume, net trading…
This weekly market note interprets Bitcoin and Ether options alongside macro conditions for the week of February 26, 2023. It describes rising bond yields and hawkish Federal Reserve expectations as pressure on risk assets, while noting that crypto had…
This Chinese stock-selection method combines amplitude above 1, a daily maximum decline between 4% and 5%, and large-order net volume above 0.05 for at least three consecutive days. It interprets the price range and decline as measures of volatility and…
This document describes a Chinese equity screen requiring price amplitude above 1, a positive ten-day return below 35%, and previous-day trading value above 60 million. It presents amplitude as a measure of price movement, the bounded return as a way to…
This brief description presents a higher-timeframe version of the BaseVolatility indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with a four-hour period shown as the default. This lets a user choose the chart period from…
This indicator combines a simple moving average of typical price with a recursive price filter whose weight is adjusted by the ratio of two close-price standard deviations. The example uses a 50-period moving average and standard-deviation lookbacks of 30…
This document outlines a compliance-oriented framework for assessing digital asset risks. It recommends categorizing protocol-level concerns such as smart-contract integrity, consensus vulnerabilities, and network security, while evaluating privacy coins…
The document describes the Trade The Markets Squeeze indicator, which identifies periods when Bollinger Bands sit inside Keltner Bands. This band compression defines a potential trade zone and is presented as the indicator’s central signal concept. The…
This Chinese equity screen selects stocks with amplitude above 1 that appeared on the prior day's public trading activity list and have a positive return on the current day. The note presents these filters as a combination of short-term volatility, market…