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 equity screen selects stocks whose price amplitude exceeds 1, whose previous day's 9:15 indicative matching price was at the limit-down level, and whose turnover lies between 2% and 9%. The post presents the conditions as a way to combine…
This indicator description adds a flat-market state to the Chaikin Oscillator. When the market is classified as flat, the colored oscillator cloud contracts toward the zero line and a thick gray line marks the condition. The stated detection method is…
This document describes a Chinese stock screen that combines price amplitude above 1%, an appearance on the previous day’s trading activity list, and positive net buying attributed to major participants during the opening auction. The rationale is to combine…
This post proposes selecting stocks whose daily price range exceeds one percent, whose KDJ indicator has just formed a golden cross, and whose stated price change falls between minus five and 2.6 percent. It provides indicator formulas and sample Python…
The document presents KCI Volatility Distance as an indicator intended to measure directional strength and market conditions. It describes using its output to confirm momentum, supply a feature to a machine learning model, adjust grid spacing, scan multiple…
This article outlines a Chinese stock screen based on price amplitude, exchange board, ownership concentration, and a moving-average condition. It first selects stocks with amplitude above 1%, excludes Beijing-listed shares, and uses a concentration measure…
This note proposes selecting Chinese stocks with a 14-period RSI below 65, turnover between 3% and 12%, and more than two limit-up days during the preceding ten trading sessions. The combination is intended to focus on shares with recent sharp advances and…
This note describes a simple A-share stock screen combining a daily high-low range above 1%, a closing price of 18.5 yuan, and seven consecutive sessions in which the close is lower than the prior close. It frames the range as a volatility filter, the price…
This indicator translates stochastic oscillator readings into price levels so they can be viewed directly on a price chart. It centers the display on a moving average of price and scales the oscillator by an average true range calculated from daily data over…
This brief description introduces an indicator for calculating an asset’s classic historical volatility. It identifies the measure as a volatility tool and notes that an implementation was originally published for MQL4 in 2010, but gives no formula, lookback…
The described expert advisor combines two signal types: fast and slow moving average crosses for trend direction, and price deviations from a slower average measured with ATR-based bands for mean reversion. The stated rules generate buy signals on an upward…
This indicator fits a linear regression to closing prices from the most recent segmentation point through the current bar. It estimates residual standard deviation and uses a configurable multiplier to place upper and lower bands around the regression line.…
This Chinese-language post describes a daily stock screen for mainland China main-board shares. It selects stocks with an intraday amplitude above 1, a session low more than 4% but less than 5% below the previous close, and a daily gain above 1. The…
The article explains idiosyncratic volatility for individual stocks and extends the idea to residual volatility for indices and commodity futures. It argues that elevated volatility is more useful for anticipating the size of future moves or divergence from…
The post describes an equity screen combining three conditions: amplitude above a stated threshold, a prior-day 9:15 matched price identified as limit-down, and a price below a specified level. It proposes selecting up to a chosen number of qualifying stocks…
This reference page catalogs technical indicators and data utilities available in QTPyLib for use with bar data. The built-in list covers volatility and range measures, moving averages, channels, momentum oscillators, returns, volume-related measures, price…
TrendEQ is described as a momentum indicator that adjusts its calculation for current volatility. Positive readings indicate upward momentum and negative readings indicate downward momentum. It also uses overbought and oversold thresholds to flag conditions…
The Dynamic Indicator compares estimated price volatility with directional movement amplitude to classify market phases. It constructs fast and slower range estimates, combines them into a trend reference and upper and lower ranges, then measures how far…
This A-share screening rule selects stocks with a daily high-low range of at least one percent, relative volume between 1.5 and 6 times its five-day average, a robotics concept classification, and circulating market capitalization below 10 billion yuan. The…
This stock-screening idea combines three conditions: daily amplitude above 1, an opening price near the 10-day moving average, and more than two limit-up days during a rolling 10-day period. The article interprets the amplitude condition as a way to find…
XATRStopLevel is an indicator that sets a stop-loss level for an open position using the XATR volatility measure. The underlying method uses the average true range over a chosen period, multiplied by a factor, to determine the distance between the entry and…
The document describes a short-term Chinese stock screen combining price movement, trading activity, market capitalization, and profitability. It selects stocks with amplitude above 1, an indicator calculated from the previous day’s turnover rate and the…
This document describes an automated short-dated options strategy that sells a SPY iron condor late in the trading day, with expiration on the next trading day. It skips a session when the previous VIX close exceeds 25. Otherwise, it selects short put and…
The document presents a short-term Chinese equity screening rule using three conditions: amplitude above 1, a current control measure above 21, and at least one limit-up event within the previous 25 days. It offers formula references for two platforms, where…