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 Choppiness Index is presented as an oscillator for distinguishing trending conditions, flat markets, and unstable consolidation. Its calculation compares the sum of one-period average true ranges over a lookback window with the high-to-low range across…
This indicator estimates buying and selling pressure from candle bodies and wicks. It assigns values to bullish, bearish, and neutral candle configurations, then smooths the directional series with a Hull-style weighted average. The resulting upper and lower…
This document describes a Chinese equity screen combining daily price range, past limit-up activity, and a weekly trend signal. It selects stocks with amplitude above 1, at least two limit-up days in the preceding 500 trading days, and a weekly red-bar…
This indicator uses confirmed swing highs and lows to form a weighted pivot center, then places an adaptive trail around it using Average True Range. The trail indicates bullish or bearish direction; a change in direction can produce a buy or sell marker and…
This indicator extends the classic SuperTrend by centering its bands on the midpoint of the recent high-low range, rather than the closing price. It offers three ways to measure the band width: Average True Range, standard deviation, or standard error. A…
The document presents volatility of volatility (VoV) as a proxy for uncertainty about an asset’s probability distribution, distinct from ordinary risk. It argues that investors tend to avoid stocks with greater ambiguity and may favor stocks whose prospects…
This proposed stock screen combines a daily amplitude condition with a 15-minute MACD histogram condition: the histogram must remain below zero while becoming less negative. It also excludes stocks that closed at the daily limit-up level on the previous day.…
This proposed stock selection method combines a minimum daily price range with two short-term flow conditions: large-order net inflow in the afternoon and positive net buying by major participants during the opening auction. It then selects the candidate…
This Chinese stock screen combines three conditions: daily amplitude above 1, a positive ten-day return below 35, and prior-day auction turnover above 0.26. The article frames these as filters for volatility, moderate recent gains, and short-term trading…
This expert advisor places breakout entries using pending buy-stop and sell-stop orders, subject to an hour-of-day filter. When a new bar appears during one of three configured hours, it measures the current bar’s high and low and offsets the respective…
The document describes an equity screen seeking stocks with an intraday range of at least 1%, turnover above 2% and no more than 9%, volume above 10,000 lots, and an opening price close to the high. It frames these conditions as filters for volatility,…
This stock-selection idea combines three filters: price amplitude greater than 1, the 9:25 price gain below 6%, and revenue in 2021 more than 1.1 times revenue in 2018. It frames the filters as a blend of volatility, a short-term price condition, and…
This indicator adapts Average True Range for comparing stocks with different share prices. Standard ATR is expressed in price units, so equal ATR readings can represent different relative moves for securities trading at different prices. The proposed…
This article explains risk parity as an allocation approach that assigns comparable risk contributions across assets or risk factors, unlike capital-weighted mixes such as a conventional stock and bond portfolio. It lays out assumptions behind the method,…
This indicator uses a slow Supertrend to define trend legs and automatically anchor Fibonacci retracement levels to each leg. At a trend flip, it resets the anchors using the flip bar and a five-bar lookback, then updates them as the leg makes new highs or…
This indicator description combines directional movement from ADX with Bollinger Bandwidth to visualize trend direction alongside volatility expansion. It colors the histogram green when the positive directional indicator is at least the negative one, and…
This overview describes an interactive Moody’s data story examining prominent stablecoin depegs through dynamic charts. The reported episodes include Terra’s collapse, an FTX-related USDT depeg, USDC losing its peg amid stress in traditional finance, and a…
This Chinese A-share selection screen combines an intraday price-movement filter with size, profitability, and pre-open price-change conditions. It seeks stocks with an amplitude above 1, market capitalization no greater than 10 billion yuan, positive net…
This indicator uses a rolling linear regression of closing prices to identify directional trend changes. It plots a blue line during a positive regime and a red line during a negative regime. The described settings use a 100-bar regression window and a…
The proposed screen combines a volatility condition, a business-quality assessment, and a positive ten-day return capped below 35%. Its initial description calls for stocks with an amplitude above one and favorable enterprise characteristics. The expanded…
This stock screen selects Chinese equities whose codes begin with 60, whose intraday high-low range exceeds one percent of the prior close, and whose one-day return is below 2.6% but above negative 5%. The document gives both formula-style conditions and a…
This stock screen combines three conditions: amplitude above one, a prior-day 9:15 auction matched price at the limit-down level, and an appearance on the prior day’s trading list. The article interprets the filters as capturing volatility, weak market…
The document briefly introduces the Keltner channel as an indicator whose upper and lower boundaries depend on a multiplier and a chosen measure of range. It identifies two calculation approaches: averaging candle-body size or using average true range data.…
This proposed daily Chinese stock screen combines three conditions: an intraday high-low range above 1% of the prior close, at least two limit-up events over the preceding 500 sessions, and positive large-order net inflow during the afternoon. The post…