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.
1,507 documents
The Market Facilitation Index (MFI), attributed to Bill Williams, measures the bar's high-low range per unit of volume. The document explains how to compare both MFI and volume with the prior bar to classify market conditions. When both rise, the reading is…
This document describes separate long and short intraday breakout rules intended for the CAC 40, with possible adaptation to the FTSE 100 and Euro Stoxx. The long setup places a buy stop above the previous seven hourly highs at 08:00; the short setup places…
This strategy uses Bollinger Bands in relation to a 200-period moving average to identify directional conditions. It proposes entering on a pullback toward the 20-period average after the relevant band moves beyond the 200-period average. After price closes…
The indicator estimates recent volatility by counting local highs and lows over a rolling lookback. A peak is identified when surrounding bars have lower highs, while a trough has higher lows; the BarsBefore and BarsAfter settings determine how many…
This indicator rounds closing prices to a fixed increment and plots the resulting series as colored points. Rising rounded values are blue, falling values are red, and unchanged values are black, giving a quick visual cue about price direction. The increment…
This indicator estimates a separate average high-low range for each calendar month from the available monthly price history. For a January bar, for example, it uses the historical ranges of January bars to set the current band width. The range is centered on…
The document introduces an adaptive price filter through an intuitive explanation of Kalman filtering. It starts from the idea of a moving average and describes adjusting the filter’s responsiveness to balance two sources of uncertainty: how much price is…
This indicator searches historical candles for examples whose wick-to-body structure resembles the latest candle, then projects the average price path that followed those analogues. Users can compare general wick length, the upper wick, the lower wick, or…
Dynamic Flow Ribbons is presented as a trend-following chart indicator that builds upper and lower bands around a short moving average of typical price. Its band distance is based on a long average of the high-low range, scaled by a configurable factor. The…
This document presents an automated strategy that builds pseudo-Renko bricks from ordinary candlestick closes, calculates a moving average on those brick closes, and trades when the brick close crosses the average. It also includes a minimum time interval…
The document introduces HalfTrend as a trend indicator whose direction changes when a simple moving average breaches a recent high or low. It outlines several variations: a classic form, a configurable moving average with optional Heikin Ashi candles, a…
This ProRealTime indicator replaces the usual Ichimoku midpoint lines with Hull moving averages to create a smoother cloud. A close crossing beyond the displaced cloud becomes a candidate breakout. The indicator scores candidates using RSI, stochastic…
The indicator estimates trend direction and strength by comparing the recent range of a moving average with a fraction of the price range. It forms an upper and lower boundary from the highest and lowest moving-average values over a chosen trend window,…
The document proposes continuous Fibonacci-style support and resistance bands built from a rolling high-low range and a moving average of closing prices. A central pivot is calculated from the range extremes and average close; fractions of the range are then…
The EMA Trend Meter combines the rate of change of three smoothed price averages with Stochastic RSI to summarize trend direction and momentum. Its example configuration starts with averages based on periods of 1, 7, 14, and 21, with the longer averages…
This document outlines an Expert Advisor that trades from the ColorXMACDCandle indicator, evaluating signals when a bar closes. A configurable trend mode chooses between two approaches: detecting an intersection between the XMACD signal line and histogram…
The document describes Jurik Volatility Bands as a filtered price channel with upper and lower bands and a midpoint. It proposes using the oscillator’s zero-line crossings for trend entries and readings near the outer bands for counter-trend trades. It says…
The Coppock Curve is presented as a long-term momentum oscillator intended to help investors begin accumulating near the start of a bull market. Its signal occurs when the curve crosses above zero. The stated rationale is that this crossover typically…
This indicator method combines two Parabolic SAR settings to identify directional breaks and uses a Fibonacci range to set a proposed entry, stop, and target. For a long signal, it measures from a recent low to the breakout bar’s high; for a short signal, it…
This indicator identifies ascending triangles, with rising lows under flat resistance, and descending triangles, with falling highs above flat support. It records major and minor swing points using separate lookback periods, then matches those pivots to form…
The document describes a realized volatility indicator calculated from recent closing prices. It takes the difference between consecutive log prices, squares those returns, sums them over a configurable lookback, takes the square root, and scales the result…
The Step RSI indicator combines a standard Relative Strength Index with fast and slow step lines. Each line tracks RSI movement using a separate step-size setting, changing in increments when RSI moves far enough. The example uses an RSI period of 14 and…
This ProRealTime strategy combines three moving averages with short lookback breakouts and a confirming candle pattern. For long entries, price lows must sit above all three averages and the high must reach the recent high; a sequence of declining then…
The indicator plots a weekly seasonality curve from historical hourly price movements. It is intended to help traders inspect which hours of the day and days of the week have historically shown more favorable movements for long or short positions. Users can…