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 MetaTrader indicator measures candle upper and lower wicks and displays their lengths on a price chart. Traders can choose pips or percentage points, set thresholds for which wicks appear, and optionally mark wicks below rather than above those limits.…
The Volatility Ratio2 indicator compares the current true range with an exponential moving average of true range over a configurable period. True range accounts for the day’s high-low span and gaps from the previous close, so the measure reflects more than…
The article proposes finding unusually large price moves across a range of lookback lengths, rather than relying on a single fixed period such as the conventional RSI or Bollinger Band settings. It estimates volatility from prior chart data, measures moves…
This indicator tutorial describes a ZigZag that changes direction after price retraces a configurable percentage of the current wave. It tracks local highs and lows, the current wave’s start and end, and bar distances so it can move a plotted turning point…
This introduction shows how to build a futures trading rule and assemble it into a larger systematic trading process. Its example EWMAC forecast subtracts a slow exponential moving average from a fast one, then normalizes the difference by a robust estimate…
This weekly market note assesses Bitcoin and Ether options against a quiet spot market and low recent realized volatility. It discusses implied volatility across maturities, volatility risk premium, and contango in the term structure. The author considers…
The document proposes a Chinese stock screen combining three conditions: daily amplitude above a threshold, evidence interpreted as main-fund control on the prior day, and membership in the beverage manufacturing industry as a proxy for beverage and alcohol…
This document outlines a stock selection rule based on three daily market signals: an intraday high-low range above one percent of the previous close, a proxy for afternoon large-order net inflow, and turnover between two and nine percent. The screen is…
This weekly market commentary reviews crypto options positioning alongside moves in macro markets. It argues that a strong Bitcoin rally coincided with a decline in year-end implied volatility skew, which the authors interpret as traders anticipating slower…
This short-term stock screen selects shares with amplitude above 1, an indicator described as main-player control on the prior day, and turnover between 2% and 9%. The note interprets amplitude as evidence of larger price swings, the control measure as a…
This short-term stock-selection idea filters for daily amplitude above 1, a current high equal to the highest high over the current and prior day, and an opening-price change between −2 and 5 relative to the stated settlement price. The author frames the…
This Chinese stock screen seeks companies with price amplitude above 1, market capitalization below 10 billion yuan, positive net profit, and more than two limit-up sessions within ten days. The article's final version adds another valuation filter:…
This Chinese stock-selection idea combines amplitude above 1 with a rounded price shape and a rising base. The accompanying indicator formula approximates the pattern using recent highs and lows, the close's position within the daily range, and volume…
This Chinese A-share screening proposal combines a volatility condition with two size filters: amplitude above 1, circulating market capitalization above 10 billion yuan, and enterprise scale above 200 million yuan. The accompanying indicator reference…
The document describes a Chinese A-share screening rule that combines daily price range, market capitalization, profitability, and ownership concentration. It first presents a range threshold of at least 1%, a market value below 10 billion yuan, positive net…
This document describes a short-term Chinese equity screen combining three conditions: price amplitude above a threshold, appearance on the prior day’s trading activity list, and a morning-star candlestick signal. It presents the idea that elevated movement…
The document outlines a scalping approach that looks for the current period’s price range to exceed the prior period’s range. It can be applied across periods such as a week, day, or four-hour interval. The stated distinction from a conventional range…
The document describes an upper and lower price channel built from the typical price, defined using high, low, and close. The upper boundary takes the highest value over a lookback window of a transformed price expression; the lower boundary takes the lowest…
This document proposes a Chinese stock screen that requires daily price range above one percent, a three-session close-price pattern labeled as an engulfing or reversal formation, and a newly triggered KDJ crossover. It presents the combination as a way to…
This indicator is intended to classify market conditions as flat or volatile, with a suggested use on five-minute charts. It displays a line in a separate indicator pane and assigns colors to four states: strong or weak flatness, and strong or weak…
The document proposes a Chinese stock screening rule that selects shares with a daily high-low range above one percent, a newly formed KDJ crossover, and at least two limit-up events within the prior 500 trading days. It interprets the range as a volatility…
This newsletter reviews how macroeconomic uncertainty and US policy signals shaped crypto prices and options conditions. It links employment and inflation data, tariff concerns, and changing expectations for rate cuts with broad risk-asset volatility. It…
This note proposes screening stocks using three recent trading conditions: daily price amplitude above a threshold, no limit-up session on the prior day, and prior-day turnover above a threshold. The rationale is to favor stocks with movement and trading…
This daily, after-close stock screen requires MACD to be above zero and the closing price to fall between the Bollinger middle and upper bands. It also says to rank qualifying shares by individual-stock popularity, although the provided examples do not…