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 document proposes a short-term technical screen for Chinese equities. Its stated conditions include an amplitude above 1, a morning-star-style pattern, current volume above 10,000 lots, and a gap up; the final rule specifies an opening gap greater than…
The document describes an update to a MetaTrader 5 Bollinger Bands indicator that alerts users when price moves beyond either outer band. It can play a WAV sound while price remains outside the bands, optionally send an email alert, and display arrows when…
This document describes an implementation of John Welles Wilder Jr.’s Average True Range (ATR), a technical indicator for measuring price movement. It distinguishes this version from a common platform implementation by using Wilder’s smoothed moving average…
This article explains a multi scale market structure indicator built from short, medium, and long term pivot detectors. Their lookback lengths expand or contract with relative volatility, and confirmed pivots define active support and resistance levels. A…
The document describes an indicator that applies the Relative Strength Index calculation to a price time series and displays the resulting values as candlesticks. Its purpose is to show RSI movement in a candle format, which the author suggests may make some…
This proposed China A-share screen excludes Beijing-listed and ST stocks, then looks for shares with a daily high-to-low range above 1% and strong gains over recent five-day periods. Its rationale is to focus on volatile stocks and recent market leaders. The…
This market recap compares Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, trading flows, and dealer gamma. It describes falling Bitcoin realized volatility alongside firmer implied volatility, while Ethereum’s…
The Relative Volatility Intelligent Index (RVII) compares volatility on rising and falling bars. It assigns each bar’s standard deviation to an upward or downward stream according to the close’s direction, smooths both streams with Wilder averages, and…
This document describes a Chinese equity screen combining daily amplitude above 1, a rising-bottom pattern, and membership in the metaverse theme. The rationale is to find volatile shares whose lows are moving upward while they are tied to a topical…
This note describes a short-term Chinese equity screen combining prior-session amplitude, the opening price relative to a 10-day moving average, and a pre-market gain threshold. It selects stocks with amplitude above 1%, opens within 5% of the moving…
This post proposes a technical stock screen combining a daily high-low range above one percent of the previous close, a large-order flow or activity ranking, and a newly formed bullish KDJ crossover. The intended interpretation is that elevated activity and…
This post presents a simple daily stock screen for Shanghai-listed shares whose codes begin with 60. It requires the high-low range to exceed one percent of the previous close and the 14-period RSI to be below 65. The author interprets the range as a sign of…
This document describes an intraday stock screen combining three conditions: an amplitude indicator above a threshold, a change in a proxy for institutional trading activity, and a low price that differs from its highest low over a recent window. It presents…
This indicator defines a central trend reference using a 55-period triangular moving average shifted to use its value from 21 periods earlier. It surrounds that reference with upper and lower bands formed by adding and subtracting a fraction of the 13-period…
This indicator identifies inside-bar formations in which the inner candle’s range is less than half the range of the preceding, wider candle. It then labels setups as bullish or bearish using candle direction and the inner candle’s position relative to the…
The document describes a MetaTrader 5 expert advisor designed for gold that trades around the previous day’s high and low. It uses three entry scenarios: a breakout that returns to the level, a level test followed by a breakout, and a test, pullback, and…
This brief indicator description defines an Average True Range that restarts at the beginning of a new period. The reset interval depends on the chart timeframe: daily for intraday charts, weekly for daily charts, and monthly for weekly charts. The result…
The strategy sells at-the-money call and put options on the CSI 500 index to collect time decay, opening once near the start of the session and closing all positions before the close. It filters for contracts more than ten days from expiry and adequate…
This market newsletter reviews crypto options positioning ahead of a U.S. election and a dense schedule of economic releases. It compares Bitcoin implied and realized volatility, noting a stated premium in short-dated options and a rise in implied volatility…
This A-share screening idea combines a daily trading-range filter, a newly formed KDJ crossover, and a cap on the pre-open price gain. The stated rationale is to find volatile stocks whose short-term momentum may be improving while avoiding candidates that…
This documentation page indexes a sequence of option-use examples for a trading SDK. The topics move from retrieving live option quotes and screening contracts to classifying options as in the money, at the money, or out of the money. Further examples cover…
The document explains the DeMark Range Expansion Index (TD REI), an arithmetic price oscillator intended for market timing. It compares the current high and low with those from two sessions earlier, then applies additional lookback conditions to decide…
The code describes a portfolio-wide risk overlay that scales all positions by a shared multiplier between zero and one. It computes separate multipliers from normal risk, volatility-shock risk, aggregate absolute risk, and leverage, then applies the lowest…
This indicator builds on the double exponential moving average, which is intended to reduce the lag of a traditional moving average. It applies a correction that compares changes in the DEMA with recent price variability: when the deviation is judged…