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 A-share screening idea combines three conditions: daily price amplitude above 1%, at least one limit-up session in the previous 25 days, and a newly triggered KDJ signal. The article describes the limit-up condition as evidence of market…
The post describes an A-share screening rule that selects stocks with a daily high-low range of at least one percent, trading volume between 1.5 and 6 times its five-day average, and a circulating share count no greater than 5.5 billion. It interprets the…
This indicator adapts the familiar Bollinger Band construction by using a zero-lag exponential moving average as its center line. It adjusts closing prices with a short-term momentum term based on a lagged close, then calculates an exponential average of the…
This document introduces a chart indicator called FineTuningMACandle_Chl. It describes two colored channels built from standard deviations of the indicator candles’ high and low values. The listed parameters include the averaging period, multiple ranks and…
The document introduces the Schwager volatility ratio as a technical measure for comparing a security’s current price range with its recent volatility. It defines today’s true range using the day’s high and low together with the previous close, then relates…
This note describes a Chinese equity screen that looks for stocks with a price range above one, at least one daily gain of 10% or more within the previous 25 trading days, and high individual-stock popularity. It frames these conditions as a combination of…
The article explains how time affects option value and describes calendar, or horizontal, spreads as a way to trade that effect. A calendar spread pairs options on the same underlying with the same strike and type but different expirations, typically selling…
The document introduces the Range indicator, which calculates a range expansion index and displays the range of price change for the current bar. It identifies the indicator’s author and notes that it was first implemented in MQL4 and published in 2007. The…
The article explains a snowball structured product through observation dates, knock-in and early redemption conditions, and a capped return. It presents the payoff as conditional: investors may receive a preset return when the underlying stays within…
This brief description introduces a MetaTrader 5 indicator with two input parameters. Its stated construction uses six lines positioned at increasing multiples of an ATR-based offset around a high-price moving average. The outer line is described as two…
The document describes simple price channels built from high and low values with distances based on the Average True Range. It presents the bands as a way to estimate possible short-term support and resistance, or to set take-profit and stop-loss levels…
This Chinese equity screen selects stocks with daily amplitude above 1%, a positive return over ten days below 35%, and at least two limit-up sessions during the preceding 500 days. The stated rationale is to combine recent price movement that has not become…
This stock-selection rule combines a daily price-range threshold, a high dividend-yield filter tied to 2019, and a prior-day turnover range. The article explains these as a mix of price activity, income characteristics, and market participation, aiming to…
This brief description links volatility to the size of a price channel for a specified period and refers to the Silence indicator as an example of normalizing indicators. It suggests using that indicator to identify flat conditions, described as an absence…
The Confluence Detector plots the current timeframe’s closing prices alongside deviations derived from two user-selected, lower timeframes. Its premise is that closer lines indicate more agreement in price direction across the selected periods, while…
This indicator builds a symmetric price ladder around a Hull moving average, spacing each rail by a multiple of average true range. As volatility changes, the ladder expands or contracts, making deviations comparable across instruments and timeframes. A…
This brief indicator description introduces Fractal Bollinger Bands, a modification of standard Bollinger Bands that widens their range. The stated aim is to reduce or limit false entry and exit signals by making the bands less likely to trigger on smaller…
This document describes a visual indicator that uses two Bollinger channels with different widths to communicate how far price has moved from its usual range. Bars receive one color treatment when price crosses the inner channel and a brighter treatment when…
This note describes a configurable Keltner channel built around a moving average of typical price. Its upper and lower bands are formed by adding or subtracting a scaled average of the price range, so the channel width depends on both the selected multiplier…
The article introduces factor investing as portfolio construction based on characteristics associated with differences in risk and return. It outlines the development from the CAPM to the Fama–French three-factor and five-factor models, then distinguishes…
This stock screen combines three technical conditions: a trading range wider than an average true range measure, at least one daily gain of 10% or more within the previous 25 sessions, and a newly formed bullish KDJ crossover. Together, the conditions seek…
This stock-selection screen combines three daily-data conditions: price amplitude above one percent, at least two limit-up events during the prior 500 days, and turnover between two and nine percent. The article interprets amplitude and repeated limit-ups as…
The indicator estimates the typical price range for each hour of the day on the current instrument. For each chart bar, it subtracts the low from the high, adds that range to the running total for the bar’s hour, and divides by the number of bars counted for…
This post describes a Chinese equity screen based on turnover ranges, a recent limit-up event within a lookback period, and additional turnover constraints. It interprets turnover as a measure of trading activity and a recent limit-up as a possible sign of…