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 MetaTrader 5 indicator implements several concepts associated with ICT-style smart money analysis. It marks internal and swing market structure breaks and changes of character, identifies order blocks around those breaks, detects three-candle fair value…
This A-share screen selects stocks whose daily amplitude exceeds 1, whose daily change in controlling-shareholder holdings has an absolute value above 21, and whose 2019 dividend ratio exceeds 25%. The article describes these inputs as proxies for price…
This document presents a Chinese equity screen requiring a daily high-low range greater than 1% of the prior close, an opening price within 5% of the 10-day average closing price, and exclusion of the STAR Market. It supplies indicator-style and Python…
This indicator constructs Renko-style price boxes and annotates them with traded volume. It estimates an initial box size from recent ranges, then uses an average true range calculation for later bars. As price moves far enough to cross box thresholds, the…
The document proposes a stock screen combining three conditions: a price below 12 yuan, a daily trading range greater than ATR over 20 periods, and at least one daily gain of 10% or more during the preceding 25 sessions. It frames the criteria as seeking…
This note presents a Chinese stock screen based on three conditions: a daily high-low range threshold, prior-day trading activity above a stated amount, and a rising arrangement of moving averages. The technical rule orders averages from the shortest through…
This post proposes screening Chinese stocks for daily amplitude above 1%, a nonempty name for outstanding convertible bonds, and a prior-day 9:15 matching price at the limit-down level. It presents the filters as a way to focus on volatile stocks, companies…
This Chinese stock-selection post proposes screening stocks associated with the metaverse theme, with price above a 250-day moving average and prior-day turnover above 60 million. Its stated rationale is to combine a popular sector, a long-term price…
This Chinese stock selection post describes a short-term screen combining daily price range, afternoon large-order net inflow, and a new low relative to the prior session. Its stated conditions seek stocks with more than a 1% high-low range relative to the…
This weekly market commentary reviews Bitcoin and Ether options around US macroeconomic news, including a Federal Reserve rate increase and a stronger-than-expected jobs report. It interprets Bitcoin’s return to contango, relatively anchored implied…
The document describes a Chinese equity screen using three conditions: intraday amplitude above 1%, a stock code beginning with 60, and a circulating share count no greater than 5.5 billion. Its rationale is that larger daily ranges may offer more trading…
This stock selection idea combines three filters: daily price amplitude above a threshold, an indication of major-player control on the previous day, and a rounded price pattern. The accompanying explanation interprets amplitude as a sign of higher activity…
This newsletter examines how traders might interpret Bitcoin options prices around the 2024 U.S. presidential election and the following Federal Reserve decision. It relates BTC’s prior movement to shifts in election odds, then uses the implied volatility…
This stock screen combines three conditions: daily high-low amplitude above 1%, closing price above its five-day moving average, and circulating market value from 5 billion to 10 billion yuan. The document presents the range as a measure of price movement,…
This brief description presents a modified Chaikin volatility indicator with a stochastic view, displayed as a signal cloud. It identifies the original author and notes that the indicator was first published in MetaTrader 4 before being implemented for…
The indicator marks a candle as basing when its real body is smaller than a chosen percentage of its full high-to-low range. Its default threshold is 50 percent, and the threshold can be changed in the inputs. In MetaTrader 5, detected candles are drawn as…
The document describes an oscillator intended to represent price’s distance from its recent average, with possible use on very short timeframes or tick charts. Its calculation uses a 10-period standard deviation and moving average to scale the gap between…
This indicator description combines ATR-smoothed Heiken Ashi candles with fast and slow exponential moving averages to show directional bias and flag potential early entries. A signal appears when a smoothed candle changes direction in agreement with the EMA…
This Chinese A-share screening idea combines a daily range condition, a recent price-gain condition, and inclusion on the previous day’s Dragon-Tiger list, a market-activity ranking. The accompanying indicator example approximates the range filter with a…
This experimental indicator combines several visual references for short-term trading: a pip scale centered on a selected candle’s body, dynamic pivot levels based on volume-weighted OHLC data, a moving-average price level, an RSI display, and a spread…
This newsletter links Bitcoin’s move to new highs with macro uncertainty, institutional ETF flows, and crypto derivatives positioning. It discusses inflation data, divided Federal Reserve views on rate cuts, tariff tensions, Treasury yields, and the…
This market recap tracks Bitcoin and Ether derivatives conditions using realized volatility, implied-volatility term structure, skew, options flow, and dealer gamma. It reports that realized volatility for both assets fell below 30% as trading ranges…
RSIWithFlat is an indicator concept that adds a visual state for low-volatility, sideways conditions. When the market is classified as flat, the colored RSI cloud contracts toward the midpoint value of 50, and a thick blue line appears. The stated purpose is…
The proposed Chinese equity screen selects stocks with intraday amplitude above one percent, excludes Beijing-listed shares, and requires a threshold of combined large and extra-large buy orders during the opening auction. The post interprets the amplitude…