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
This indicator rebuilds a volume profile around a fitted linear or quadratic regression curve rather than fixed horizontal price levels. It assigns each bar's volume to a bin based on its distance from the curve, producing a profile of trading activity…
This document presents an Ichimoku-based way to screen for bullish and bearish trends and display them on a chart or histogram. The bullish screen requires price to be above both cloud spans, above the prior period's high, and above lagged cloud, Tenkan, and…
The indicator scores price against a range of moving averages and tracks whether those averages are rising or falling. It combines these counts into a value on a zero-to-100 scale, then smooths the result with another moving average. The document describes…
The document explains volume-weighted average price as the average traded price weighted by volume over a chosen period. It describes VWAP as an execution benchmark for investors seeking to trade in line with market volume. The text distinguishes guaranteed…
This indicator calculates a moving average from daily closing prices while a chart is displayed on a shorter timeframe. It loops over the requested number of daily observations, sums their closes, and divides by the period count. The intended use is to…
This indicator estimates directional price pressure from candlestick bodies and wicks. It separates bullish, bearish, and neutral candles, then aggregates their body and wick measurements over short and longer rolling windows. The resulting components are…
The RedOrBlue indicator separates each bar’s open-to-close change into positive and negative components. It calculates rolling means and standard deviations for each component over a 14-period window, then standardizes the current values relative to those…
This indicator combines the Commodity Channel Index with a price overlay and a separate oscillator panel. A CCI move above an upper threshold sets a bullish state, while a move below a lower threshold sets a bearish state. In the bullish state, the overlay…
This indicator adaptation describes a crossover method for trading in either direction. A long entry follows an upward cross of the red line over the blue line, while a long exit follows the gold line crossing upward over the red line above the blue line.…
This ProRealTime adaptation of a Money Flow Index indicator adds visual markers for crossings of configurable overbought and oversold thresholds, plus alerts for those events. It also plots 40 and 60 reference levels. The author interprets readings above 60…
HODAR estimates the historical average high-low range separately for each hour of the day. On an hourly chart, it uses the average for the current hour to draw bands around a chosen price series, or to show a shaded candle, or both. A multiplier controls the…
The document explains an indicator that estimates buying and selling pressure by dividing each bar’s volume according to where its close falls between the high and low. It subtracts estimated selling volume from estimated buying volume, then displays the…
The document explains the LBR RSI, an oscillator calculated by applying a three-period Relative Strength Index to the one-period rate of change in closing prices. Here, the one-period change is the difference between today’s close and the previous close, so…
This indicator translates stochastic oscillator readings into price levels so they can be viewed directly on a price chart. It centers the display on a moving average of price and scales the oscillator by an average true range calculated from daily data over…
This swing method uses Parabolic SAR to identify the prevailing direction and manage exits. A candle closing above SAR is treated as long-side and colored blue, while a candle below SAR is treated as short-side and colored red. The accompanying description…
This indicator fits a linear regression to closing prices from the most recent segmentation point through the current bar. It estimates residual standard deviation and uses a configurable multiplier to place upper and lower bands around the regression line.…
This indicator aims to mark possible transitions into and out of range-bound conditions using the directional indicators DI+ and DI− alongside Parabolic SAR. It compares the SAR position with the close and checks which directional indicator is greater,…
The Dynamic Indicator compares estimated price volatility with directional movement amplitude to classify market phases. It constructs fast and slower range estimates, combines them into a trend reference and upper and lower ranges, then measures how far…
The B-indicator estimates trend strength by comparing the absolute smoothed trend with a noise estimate and scaling the ratio to a 0–100 oscillator. It is designed to show whether price movement is more trend-like or noise-dominated, without indicating…
This indicator combines a price action channel built from exponential averages of highs, lows, and closes with a faster EMA ribbon and longer-period averages. It also marks local peaks and troughs as higher highs, lower highs, higher lows, or lower lows,…
This document describes an indicator that overlays Heikin-Ashi style candles on range bars. It calculates a synthetic close from the bar's total price and a synthetic open from the current bar's open and close initially, then from the prior synthetic open…
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 indicator description presents a one-minute scalping signal based on two modified, smoothed oscillators. Each oscillator filters the change in closing price over a lookback, then normalizes its output by a decaying estimate of its absolute peak. The…
This indicator compares buying and selling pressure using candle movement relative to the prior close, scaled by recent averages and weighted by volume. It presents three readings: a histogram measuring the difference between regression-smoothed buying and…