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 report compares hourly returns, trading volume, and volatility for BTC, ETH, DOGE, XRP, USDC, and USDT across several centralized exchanges. It uses standard deviation of hourly returns as its main volatility proxy and also examines Garman-Klass…
The document presents an adaptive envelope indicator built around a moving average of closing prices. It estimates a changing band width from half the recent high-low range, smooths that range over a lookback window, and adds and subtracts the result from…
This document describes an MT5 indicator that combines two configurable moving averages with Bollinger Bands. It marks a potential buy when the faster average crosses above the slower one and a potential sell when it crosses below. The averages can use…
This Chinese-language post describes a stock-selection rule combining price amplitude above one, a rounded or arc-like price pattern, and a stock code beginning with 60. It frames amplitude as a way to find more active shares and the arc-shaped condition as…
Average True Range (ATR), developed by J. Welles Wilder, measures price volatility rather than direction. The document defines true range as the greatest of the current high–low range and the distances from the previous close to the current high or low. ATR…
This Chinese stock-selection example filters shares using three conditions: price amplitude above one percent, a positive ten-day return below 35%, and year-over-year net profit growth attributable to parent-company shareholders above 20% and no more than…
This Chinese stock-screening proposal combines price movement with a basic revenue-growth filter. It selects shares with an amplitude above 1, at least one daily gain of 10% or more during the previous 25 trading days, and 2021 revenue more than 1.1 times…
This Chinese stock screen combines four conditions: amplitude above 1, more than one year since listing, current volume above 10,000 lots, and an opening price above the previous close. The article interprets amplitude and volume as signs of market activity,…
This Chinese equity screen selects stocks with amplitude above 1 and previous-day turnover above 8%, while excluding Beijing-listed shares. The article presents amplitude as a way to locate more volatile stocks and turnover as a sign of recent trading…
This short-term Chinese equity screen combines three conditions: daily amplitude above 1, a circulating share count no greater than 5.5 billion, and a newly formed KDJ bullish crossover. It describes the amplitude filter as a way to favor more volatile…
The document proposes a simple equity screen: select stocks associated with the metaverse theme and traded in 2021 when their amplitude measure exceeds one, then buy the selected names. It frames large price swings as potential opportunities and includes…
The document presents BlackFlags FTS as a chart indicator for distinguishing directional phases from consolidations. Its narrative describes colored bullish and bearish zones, range boundaries, and potential breakouts from those boundaries. It also discusses…
The document introduces Howard Wand’s Sell Relative Strength Index, also called the sell gravitation index, as featured in a 2019 magazine issue. It describes the indicator as using the amount of accumulated profits to estimate the size of a possible…
This Chinese equity screen selects stocks with a daily range above 1%, afternoon large-order net inflows, and more than 90 days since listing. The stated rationale is to combine a volatility measure with a flow-based signal that may reflect market activity,…
This Chinese equity screening idea combines three filters: daily price range above 1%, a closing price of 18.5 yuan, and at least one daily gain of 10% or more during the previous 25 trading days. It aims to find moderately priced stocks with notable price…
This note proposes a short-term equity screen using three stated conditions: price amplitude above 1, evidence of main-fund control on the prior day, and a nonempty name for outstanding convertible bonds. It interprets amplitude as a sign of market…
The article describes a Uniswap V2 liquidity strategy that uses price volatility to decide when to provide or withdraw liquidity. It outlines the workflow: start with an even split of ETH and USDC, remove liquidity when volatility rises, rebalance the assets…
The post describes a Chinese-equity screening rule combining a minimum amplitude condition, a limit on the 9:25 price gain, and membership in the metaverse theme. It frames these filters as a way to consider recent volatility, early price movement, and…
NR4ID-ATR is a chart indicator intended to identify moments when an asset’s volatility reaches a local minimum. It marks those moments with colored dots placed at the midpoint of the candlestick’s price range, giving traders a visual cue that recent price…
This community post proposes a stock screen that selects Chinese equities with a daily high-to-low range above one percent, dated to 2021, and classified as involved in the metaverse. The author treats a large daily range as a sign of elevated volatility and…
This indicator applies an OsMA-style oscillator to the average true range (ATR). It compares an ATR series with a signal line derived from ATR, then uses crossings of zero as an additional cue for exiting an open position. The stated aim is to help time…
This note describes a Chinese stock screen requiring amplitude above 1, appearance on the previous day’s Dragon-Tiger List, and a moving-average condition involving five averages. It presents the combination as a way to find volatile stocks receiving market…
This note presents an intraday Chinese stock screen using three conditions: amplitude above 1, a top-five ranking by that day’s auction amount, and a price change between -5% and 2.6%. Its stated rationale is to focus on volatile stocks with high auction…
This note describes a Chinese A-share screen combining daily price range, profitability, and recent trading attention. It seeks stocks with an amplitude above 1, return on equity above 15% for five consecutive years, and an appearance on the previous day’s…