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 note describes a Chinese stock selection screen combining three filters: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 list, and substantial large or extra-large buying during the auction. The stated threshold for combined…
This indicator extends a double-smoothed Wilder exponential moving average with three additions: adaptation based on a volatility ratio, a correction method attributed to Alexander Uhl, and floating levels that can be used to generate signals. The…
This document describes a Chinese A-share watchlist screen combining three conditions: daily high-low amplitude above 1%, at least one limit-up event in the prior 25 days, and classification in metaverse-related industries. It explains the rationale as…
This product-feature note introduces a chart comparing implied volatility in option wings with at-the-money implied volatility. Users can select an option delta and days to expiry, then inspect the wing-to-ATM volatility ratio. The example states that ETH…
This short indicator note proposes viewing price action with candlesticks plotted at inverted values, alongside volume, to gain another perspective on potential market turning points. Its example implementation lets the user switch between ordinary and…
This note proposes screening stocks with codes beginning 60 for amplitude above 1 and a recent limit-up event. It associates larger amplitude with greater price movement and treats a recent limit-up as a sign of market attention. The article’s final…
This tutorial explains a Bollinger Band strategy and outlines how to implement it in JavaScript using a CTA framework. The bands are built around a moving average with upper and lower boundaries based on price standard deviation. The described entry rule…
This Chinese equity screen combines daily amplitude above a threshold with limits on freely tradable shares and total market capitalization, then requires the company to be profitable. The rationale is to find relatively small companies with active price…
This screening idea selects Chinese stocks with daily amplitude above a threshold, positive large-order net volume for at least three consecutive days, and a share price below a stated ceiling. The explanation treats amplitude as a volatility measure and…
This Chinese equity screening note starts with three conditions: daily amplitude above a threshold, a control indicator above a threshold, and the current low below the prior day's low. It then proposes adding valuation and profitability filters,…
This Chinese-language post outlines a momentum-oriented equity screen. It selects stocks with an amplitude above one, a daily decline between 4% and 5%, and at least one limit-up session during the prior month. The proposed interpretation is that a recent…
The author presents a DAX strategy on a 30-minute chart that identifies swing highs and lows using moving averages, then enters in the direction of a break beyond those levels. Stochastic and short moving-average filters gate entries, while average true…
The document introduces the Volume Zone Oscillator as an indicator based on work by Walid Khalil and David Steckler. It places the oscillator within a broad distinction between trend following and non-trending indicators, and says this measure is intended to…
The document describes a programming framework for grid and Martingale strategies. A shared strategy class holds settings such as starting price, trade size, take profit, and monetary stop loss; specialized classes supply their own buy and sell signals. An…
The document outlines a Keltner Channel variant that replaces the standard calculation with a choice of four center-line averages: simple, exponential, smoothed, or linearly weighted. It also substitutes a smoothed Average True Range for regular ATR,…
This Chinese equity screen selects stocks with daily amplitude above 1%, codes beginning with 60, and a reported increase in position share greater than 5%. The accompanying formula estimates amplitude from the day’s high and low relative to the prior close,…
This article explains how historical Bitcoin market data can support research, strategy backtesting, volatility analysis, and comparisons with other assets. It describes API access as a way to request data over chosen periods and automate analysis. The data…
This study examines how analyst coverage and earnings forecast revisions relate to the negative association between idiosyncratic volatility (IVOL) and future stock returns in Chinese A-shares. It measures IVOL from residual volatility in a Fama–French…
This Chinese equity screen combines daily amplitude above 1, positive institutional fund flow, market capitalization below 10 billion yuan, and positive profitability measures over three years. The note interprets amplitude as a volatility filter, positive…
The document outlines a stock grid strategy that places buy and sell orders at fixed percentage intervals. Its example divides the stock position into ten portions and uses a 5% grid: sell a portion after each rise and buy one after each decline. It…
This post proposes screening Chinese beverage manufacturing stocks using three filters: a daily high-low range greater than 1% of the opening price, a dividend yield above 25% for 2019, and membership in the beverage manufacturing industry. It presents the…
The document describes a Fractal Keltner indicator that expands the width of a Keltner channel. Its stated purpose is to reduce false entry and exit signals by requiring price movement to clear a wider channel boundary. This makes it a channel-based…
This indicator plots a selected moving average and colors it according to one chosen oscillator: CCI, RSI, Stochastic, Cycle, or Directional Index. The user can configure the moving-average period and type, oscillator periods, and which oscillator controls…
This indicator description presents a Williams Percent Range histogram with extra averaging applied to both the histogram and its dynamic overbought and oversold levels. The configurable inputs include the WPR period, volume type, upper and lower threshold…