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 Lentz Volatility indicator compares the current Average True Range with a moving average of ATR. It subtracts ATR, calculated over a chosen ATR period, from a smoothed average of ATR. The resulting oscillator therefore expresses the difference between…
This Chinese equity screening example combines a daily price-range threshold, the presence of an outstanding convertible-bond name, and a close above the prior 250-day moving average. It presents the moving-average condition as a way to favor stocks in a…
The indicator places a wide volatility envelope around a 55-period exponential moving average, using four times the 55-period average true range. It flags bullish or bearish traps when price moves beyond a band and returns inside, subject to a limit on time…
This script introduces a long straddle: buying a call and put with the same strike and expiration to seek gains from a sufficiently large move in either direction. It explains that the combined premium sets the loss at expiration and the distance the…
This indicator displays the direction or a signal from a Chandelier Stops calculation on a selected timeframe. It uses a lookback length, an ATR period, and a multiplier to define the underlying stop indicator. A continuing trend is marked with a horizontal…
This stock screen combines a high-low price range condition, return on equity above 15% across five years, and at least two limit-up sessions within ten days. The document presents ROE as a measure of operating strength and recent limit-ups and price range…
This stock-selection method combines three conditions: a daily high-low range above one percent, a newly formed upward KDJ crossover, and positive institutional flow. The post frames a wide range as a sign of volatility and potential opportunity, the…
The document outlines a simple equity screen combining daily price range, stock-code prefix, and a company-type criterion. It defines range as the high-low spread relative to the previous close and selects stocks whose codes begin with 60, then applies a…
This stock screen combines three filters: daily price amplitude above 1%, a 2019 dividend ratio above 25%, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. The document describes amplitude…
This weekly market review interprets Bitcoin and Ethereum options activity during a sharp crypto rally ahead of the Federal Open Market Committee decision. It discusses backwardated term structure, elevated call skew, concentrated call buying, and the…
This note describes ATR_Normalize, an indicator attributed to Larry Williams, that scales a moving average of the close-to-low distance by a moving average of true range, then multiplies the ratio by 100. It presents the measure as a way to identify when…
Fibonacci Gravity Clusters estimates where retracement levels from confirmed swings accumulate near one another. It maintains separate ZigZag swing histories across six pivot scales, filters small legs by their size relative to ATR, and projects selected…
Jurik Volty is described as a standalone measure of market volatility and as an input that helps Jurik smoothing adapt to changing conditions. The indicator uses two parameters: a volatility period and a price series. Its purpose is to show when volatility…
This indicator rebuilds a volume profile around a fitted linear or quadratic regression curve rather than fixed horizontal price levels. It assigns each bar's volume to a bin based on its distance from the curve, producing a profile of trading activity…
This indicator classifies volatility as compression, normal, or expansion by ranking the current Average True Range (ATR) against its values over a rolling lookback window. Unlike a fixed ATR cutoff, the percentile rank adapts to the instrument and…
This document describes a short-term Chinese equity screen combining three conditions: price amplitude above 1%, free float no larger than 5.5 billion shares, and a positive 10-day return below 35%. It explains the intended rationale: select relatively…
This document is a Python implementation reference for a broad set of price-based trend indicators. The visible classes include Aroon, which measures how recently rolling highs and lows occurred; MACD, which compares fast and slow exponential moving averages…
This indicator adapts an average true range channel using Perry Kaufman's efficiency ratio rather than the standard deviation ratio described in an earlier adjustable-bands approach. Its ATR component is adaptive and smoothed to produce less jagged bands.…
This stock selection idea combines three filters: amplitude above 1, an opening price near the 10-day moving average, and a positive ranking or reading for net large-order volume. The accompanying examples define the moving-average zone as within five…
This Chinese stock screen combines daily price movement, convertible bond information, and trading activity. It selects shares with amplitude above 1, a nonempty outstanding convertible bond name, and an outside-to-inside trading volume ratio above 1.3. The…
This indicator plots an exponential moving average of true range, a measure of price movement that accounts for gaps, along with an offset derived from the exponential average of deviations from that range. The construction offers a way to smooth changing…
Ozymandias Lite is presented as a stripped-down version of an existing MetaTrader indicator. The lite edition retains the main indicator line while removing the price-band lines and the ATR calculation used to plot those bands. The stated purpose is to…
The document introduces the SVE Volatility Band, a price-band indicator described by Sylvain Vervoort in a 2018 article. It is intended to make changes in volatility more visible on charts that are not built from fixed time intervals, such as Renko charts.…
The strategy uses ADX to identify quieter conditions and ATR to set breakout entry levels. When ADX is below 30, it places a buy stop above the recent high and a sell stop below the recent low, each offset by the 14-period ATR. Its money management is…