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 described expert advisor is a short-timeframe breakout system that combines Keltner channels, a moving average, and a minimum candle-size filter. A long setup occurs when price breaks above the channel, the candle meets a specified pip-length threshold,…
This chart indicator groups several Inner Circle Trader concepts into optional display modules. It identifies market structure shifts and breaks of structure from swing points, marks fair value gaps and implied gaps, and locates order blocks from candles…
This overview explains Bollinger Bands as a volatility and trend reference made from a moving-average center line and upper and lower bands offset by a multiple of price standard deviation. It gives the general calculation: compute a rolling simple moving…
The Williams Vix Fix estimates panic or exuberance from price data, making it usable on instruments without their own volatility index. Its bottom mode measures the current low against the highest close in a recent window; a mirrored top mode measures the…
This weekly digital asset snapshot combines price and volatility changes with derivatives positioning, institutional flows, orderbook depth, and DeFi credit conditions. It reads falling prices alongside rising open interest and expanded long positioning as a…
The newsletter discusses how the Democratic National Convention, Federal Reserve minutes, jobless claims, and the Jackson Hole speech could affect gold, equities, and crypto. It interprets gold’s rise and Bitcoin’s weakness as a divergence, with possible…
This post outlines a short-term stock screen using amplitude above 1, current volume above 10,000 lots, a higher open, and a KDJ reading below 20. It frames the range and volume conditions as signs of active trading, while the opening condition and low KDJ…
This brief note defines an Average Volatility (AV) oscillator. It first measures each bar’s volatility as the difference between its high and low, then applies a simple moving average over a user-selected period. The period is the only input described, so…
The Saty Phase Oscillator combines an EMA pivot, ATR normalization, and Bollinger Bands to describe price movement relative to a dynamic reference. Price distance from an EMA(21) is scaled by three times ATR(14) and smoothed with EMA(3). Thresholds divide…
The document describes an expert advisor intended to trade unusually large one-minute forex bars. It is presented for EUR/USD, with the author mentioning NZD/USD and AUD/USD as markets where they had also seen success. The EA compares the current bar’s size…
This post describes a stock screen combining a daily price-range condition, a Shanghai listing code prefix, and seven consecutive periods with a low SKDJ reading. The accompanying indicator formula defines the range as more than 1% of the previous close and…
This post proposes an A-share screen based on daily amplitude above 1%, afternoon large-order net inflows, and a daily return between -5% and 2.6%. Among qualifying stocks, it says to prefer the highest-return names. The post frames amplitude as a measure of…
This document describes a ProRealTime adaptation of a MACD indicator combined with a volatility squeeze based on the TTM Squeeze concept. The MACD uses fast and slow exponential averages and a signal average; histogram colors distinguish whether the MACD is…
This proposed stock screen selects shares with turnover between 3% and 12%, a stochastic K value below 20, and price amplitude above 1. The accompanying rationale treats low K as a sign that a stock is at a relatively low level, while turnover and amplitude…
The document describes an NRTR-style trend indicator that uses Average True Range (ATR) to construct a moving average or stop level. It also supports alerts and notifications, including email and push messages. ATR is a measure of price range that adjusts…
This document describes a Chinese A-share screening rule that combines daily price range, prior limit-up activity, and a recent large daily gain. Its stated criteria select stocks with an intraday range above 1%, at least one limit-up day in the preceding 25…
This Chinese-language stock-selection note combines three conditions: prior-day price amplitude above 1%, appearance on the prior day's trading activity list, and a rising K value in the KDJ indicator. The rationale is to pair larger price swings with signs…
This Chinese stock-selection method filters for shares with an amplitude above 1, a prior-day 9:15 matched price at the daily limit-down level, and weekly MACD above zero. It combines a volatility condition, a pre-open auction price signal, and a weekly…
This document proposes a Chinese equity screen that combines price amplitude above 1 with five consecutive years of return on equity above 15%, market capitalization below 10 billion yuan, and positive net income. The intended mix is a volatility condition…
This document describes a Chinese equity screen combining three conditions: daily price amplitude above 1, at least one limit-up event in the prior month, and a shortening MACD green histogram on a 15-minute chart. It frames the combination as a way to find…
This newsletter considers whether crypto markets may have bottomed by combining macroeconomic developments with derivatives positioning and digital asset treasury (DAT) holdings. It argues that lower inflation and downward revisions to job creation could…
This strategy uses price movement relative to an Average True Range threshold to generate long and short entries. It resamples hourly data to a three-hour interval, calculates ATR over fourteen periods and doubles it, then measures the absolute change…
The document explains the Variable Index Dynamic Average, an adaptive form of the exponential moving average associated with Tushar Chande. Its smoothing factor is scaled by a measure of market activity, so the effective averaging speed changes with…
This stock screen combines daily amplitude above 1%, a MACD reading above its zero line, and a 2019 dividend ratio exceeding 25%. The article frames amplitude as a volatility filter, MACD as a technical condition, and the dividend measure as an indication of…