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 Chinese stock-screening note combines three conditions: price amplitude above 1, exclusion of stocks that hit the daily limit the previous day, and a shortening MACD histogram on a 15-minute interval. It frames the amplitude and prior limit-up filters…
This indicator description outlines a volatility breakout method using two envelopes around a moving-average baseline. The inner envelope is treated as a filter for ordinary price movement: a move beyond it can signal momentum ignition. The outer envelope…
This proposed Chinese equity screen combines a price-movement filter, evidence of a large daily gain during the previous 25 trading days, and a selected company type. The intended logic is to find volatile stocks with a history of strong short-term…
This MetaTrader 5 indicator plots upper and lower price bands around a moving average. Its ATR mode scales the bands using the symbol’s average volatility, while an optional standard Envelopes mode displays percentage-based bands. Users can show either type…
This note presents an extended Bollinger Bands indicator. It describes the familiar construction around a simple moving average using a standard-deviation measure, and adds an option to calculate sample standard deviation instead of the usual version. It…
This note describes a Williams %R indicator adjusted for simple volatility. It also adds optional low-lag smoothing to reduce the indicator’s rapid fluctuations. The smoothing can be disabled by setting its period to one or less. The indicator shifts…
The Chaos vs Movement indicator is described as a volatility-based filter for distinguishing active price movement from flat or choppy conditions. Its intended role is to keep traders out of range-bound periods while allowing participation near the…
This stock screen combines three conditions: amplitude above 1, institutional participation above 25% over 15 days, and a shortening MACD histogram on a 15-minute chart. The document interprets the amplitude filter as a way to find shares with wider price…
The document introduces a percent-based volatility bands indicator, referring to a proposal by David Rooke. It first characterizes Bollinger Bands as a simple moving average surrounded by bands set at multiples of price standard deviation. It then highlights…
This Chinese equity screen selects stocks whose codes begin with 60, whose intraday high-to-low range exceeds 1% of the opening price, and whose previous-day turnover rate was above 8%. The document interprets the range threshold as a way to find more…
This introductory article describes Ethereum as a blockchain network for payments and smart contracts, and compares its design and history with Bitcoin and Ethereum Classic. It discusses the 2016 DAO-related fork, Ethereum’s use of the Ethereum Virtual…
This Chinese equities screening proposal selects robot-concept stocks with daily amplitude above 1%, circulating market value below 10 billion, and prior-day trading value above 60 million. It frames amplitude as a measure of price movement, the concept…
This note describes a stock screen for Chinese A-shares using a daily price range of at least 1%, trading volume between 1.5 and 6 times its five-day average, and market value of at least 200 million. The proposed rationale is to find stocks with noticeable…
The indicator measures the current price’s distance from a volume-weighted moving average, then expresses that distance as a normalized score. It uses the logarithm of the price-to-average ratio and scales it by the historical standard deviation of that…
The article proposes a Chinese equity screen using three conditions: daily high-to-low range above 1%, a positive but less than 35% return over ten days, and circulating market capitalization above 10 billion yuan. It interprets the range as a volatility…
The document describes a stock screen for Chinese A-shares that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the closing price to sit above the Bollinger middle band but below the upper band. It explains that…
This indicator describes volatility magnitude and change, rather than market direction. It marks periods of especially low volatility with dark gray dots, based on the premise that volatility may soon increase. The proposed use is to treat those periods as…
This Chinese-language post describes an equity screen that selects stocks with a daily high-low range greater than one, positive institutional net flow, and circulating market capitalization above 10 billion yuan. Its rationale is to combine elevated price…
This chart indicator estimates the Average Daily Range (ADR) while excluding Sunday bars, which can have shortened or irregular sessions. It tracks the current day's high and low, compares the day's range with the ADR, and displays the remaining distance in…
The indicator estimates a possible daily price zone from recent trading ranges. It reports the previous day's range and averages over 2-, 5-, 10-, and 20-day periods, with the 20-day history described as the basis for estimating the current day's movement. A…
This document describes a configurable version of the Chaikin Volatility indicator for MetaTrader 5. Its key feature is a timeframe input, which lets the user select the chart period from which the indicator draws its data; the example default is a four-hour…
This Chinese-language note outlines an equity screen for stocks with amplitude above 1, an opening price near the 10-day moving average, and a short-term average turning upward relative to a longer average. Its example defines “near” as within five percent…
This brief note describes a version of the Volty Channel Stop that uses smoothed average true range in place of regular ATR when calculating its channel. ATR-based channel stops use market volatility to set stop levels; the proposed substitution is intended…
This note describes a volatility stop indicator based on the difference between moving averages of highs and lows. Its two inputs are the lookback period and a multiplier. The stated calculation scales the high-low average by the multiplier and divides by…