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 indicator method defines a balance point from the prior day’s high, low, and close, then places support and resistance bands at one and two average true ranges around that point. The author describes the inner bands as possible retracement areas and the…
This market newsletter presents a bullish Ethereum thesis against a backdrop of expected US inflation releases and possible changes in Federal Reserve rate-cut expectations. It frames ETH as a higher-beta technology and web3 exposure, while describing…
The document introduces TA-Lib as a technical analysis library and surveys indicator groups used to transform price and volume data. It covers moving averages and bands, momentum oscillators, volume measures, cycle tools, price transformations, volatility…
This indicator represents RSI as candles derived from the instrument’s high, low, open, and close. A moving average can smooth each RSI series before the candles are drawn. It then calculates a central average from the RSI high, low, and close, and builds…
This brief description explains a trend-envelope indicator that uses percentage price movement to decide whether a trend has changed or remains intact. In the described variant, smooth average true range replaces the percentage-change calculation, while…
This post proposes screening stocks for a large daily range, at least two limit-up events within a rolling 500-day window, and a shortening 15-minute MACD histogram. The logic combines volatility and past price surges with a short-term momentum indicator,…
This Chinese-language post outlines a short-term stock screen using three conditions: daily high-low range above a threshold, three consecutive limit-up sessions on the prior day, and positive prior auction turnover above a stated cutoff. It interprets range…
This document defines a Keltner Channel built around an exponential moving average of closing prices. The middle band is the exponential average over the selected period. Upper and lower bands are formed by adding and subtracting a multiple of the Average…
The normalized moving average slope oscillator expresses the change in a moving average relative to average true range. Its formula takes the difference between the current and previous moving average, divides by ATR, and multiplies by 100. This scales the…
The Klinger Oscillator is presented as a volume based indicator designed to track longer term trends while reacting to shorter term price fluctuations. Its calculation uses fast and slow moving average periods, together with a signal period. The document…
The document explains a composite band indicator built around a linear regression curve. Unlike Bollinger Bands, which are commonly centered on a moving average and scaled by price variability, these bands use estimates of regression error. When prices track…
The document explains Bollinger Bands as a moving average surrounded by upper and lower envelopes set using a multiple of recent closing-price standard deviation. The center line is an N-day average; the width changes with measured price dispersion. It…
This document describes a short-term Chinese equity screening rule using three filters: daily amplitude above 1, a current-day decline between 4% and 5%, and a positive recent return below an upper bound. The heading specifies a 10-day gain below 3%, while…
The Retracement Pressure Index (RPI) is a trend-context oscillator designed to assess whether a pullback may be mature enough to watch for a trend-direction re-entry. Instead of applying a fixed lookback, it counts consecutive counter-trend bars and adapts…
This post describes a proposed Chinese stock screening rule. It selects shares with a daily high–low range above one percent, at least one limit-up event during the prior twenty-five trading days, and a specified recent-turnover condition. The author…
The document presents a variation on MACD signals that uses Bollinger Band Stops in place of the conventional signal line. It also describes a risk-percentage setting that affects how quickly the stops respond: a smaller risk percentage makes them react…
The report reviews a week of crypto market weakness and looks for signs that forced selling may be easing. It combines spot prices, trading volume, realized volatility, open interest, funding, ETF and stablecoin flows, order book depth, and DeFi lending…
The document identifies logarithmic Garman–Klass volatility as one possible method for estimating volatility. It offers no derivation, formula, input requirements, comparison with other estimators, or empirical results, so it serves only as a brief pointer…
The document describes a Chinese stock screen combining three conditions: prior-day price amplitude above 1%, an opening price near the 10-day moving average, and a prior-day appearance on the 龙虎榜, a list of notable trading activity. It explains the intended…
This MetaTrader Expert Advisor trails the stop loss of an open position along the boundary of a channel formed by an ATR_Trailing indicator. It updates the stop only when a new bar forms, using data from the newly closed bar, and only when the resulting stop…
The post proposes a short-term Chinese equities screen combining price range, recent large daily gains, and buy volume from large and extra-large orders during the opening auction. Its revised selection logic also requires market capitalization above a…
The document explains an indicator that applies Ehlers’ Fisher Transform to the Chaikin Oscillator, which tracks changes in accumulation and distribution using bar closes and volume. The transform normalizes the oscillator over a rolling range and expands…
The Notis oscillator uses the distances from the close to the intraday high and low to form two smoothed series. In its default, non-cumulative mode, the gap between the Plus and Minus lines is presented as a measure of volatility; their crossing is…
This note presents a short-term Chinese equity screen using three conditions: daily amplitude above 1%, a daily decline between 4% and 5%, and previous-day turnover above 8%. The author treats amplitude and the current decline as measures of price movement,…