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 turns Aroon Up and Aroon Down readings into a color-coded histogram. Using a 14-period lookback and a trigger level of 70, it marks a bullish state when Aroon Up exceeds Aroon Down and reaches the trigger, and a bearish state when Aroon Down…
This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…
This strategy proposes long entries on the Nasdaq using 30-minute bars. It combines the directional indicator and Average Directional Index (ADX): an entry can occur when positive directional movement crosses a threshold while ADX is already above its…
This document presents a price-smoothing indicator based on a Laguerre filter attributed to John Ehlers. It first averages the open, high, low, and close, then measures the absolute difference between that price and the prior filtered value. The difference…
This document describes a daily pivot indicator attributed to J.F. Carter’s trading formula. It calculates a central pivot from the bar’s high, low, and close, then derives three resistance levels and three support levels using the pivot and the high-low…
The Optimized Trend Tracker (OTT) is presented as a trend-following indicator that compares price with a trailing threshold derived from a moving average. Price above OTT is treated as an uptrend condition, while price below it indicates a downtrend. The…
This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…
The Neural Weight Oscillator combines normalized trend, mean-reversion, and momentum readings into a bounded 0–100 indicator. It uses the Best-Worst Method to turn pairwise importance judgments into component weights, then optionally adjusts those weights…
The document shares a compact price-following stop formula built from recent highs, average true range, and a rolling low. It first offsets the highest high over a short lookback by one third of the 20-period ATR, then takes the lowest value of that adjusted…
This document describes a custom candle representation intended to smooth price fluctuations. It applies a four-stage recursive Laguerre-style filter separately to the open and a configurable custom close, then combines the stages with fixed weights to form…
The document describes an experimental technical indicator that builds a support and resistance band from trend lines connecting recent price pivots. It identifies candidate highs and lows using RSI thresholds and local price comparisons, forms multiple…
This indicator estimates buy and sell volume from each candle’s range and open and close prices. It allocates volume across candle sections, assigning the resulting estimates to buying or selling according to whether the candle closes at or above its open.…
This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…
The U Trend Sensor is an oscillator built from two triangular moving averages with different lookback periods. Each average is updated only when it moves beyond a percentage threshold relative to its current level, creating step-like series. The indicator…
The Trend Levels indicator uses the highest high and lowest low over a configurable lookback period to identify potential changes in direction. A new period high sets an uptrend state, while a new period low sets a downtrend state; arrows mark those…
This indicator transforms the MACD into a bounded measure by scaling its current value against the highest and lowest MACD readings over a rolling normalization window. It then applies smoothing to the normalized series and calculates a signal line from that…
Kosaten Hyo is a chart indicator that maps Ichimoku events to chess-piece symbols. It marks Tenkan-sen and Kijun-sen crossings as possible trend-start signals, and uses their close alignment to identify named Katana and Daisho patterns. It also marks price…
The document describes a ProBuilder implementation of Larry Williams’s Ultimate Oscillator for use in backtests and automated trading systems. It calculates buying pressure relative to true range over three lookback windows: a base period, twice that period,…
This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…
This Gold trading system turns an observed relationship between price waves and the stochastic oscillator into entry and exit rules. It tracks stochastic values relative to upper and lower thresholds, then looks for a crossover against a smoothed stochastic…
The Pollan indicator combines the Commodity Channel Index and Relative Strength Index by comparing their values across a fixed window of historical bars. It forms two oppositely oriented series from the CCI–RSI and RSI–CCI differences, with a coefficient…
The document describes John Ehlers’s recursive median oscillator, which combines a median filter with recursive smoothing and a high-pass filter. The median of a short window of closing prices reduces the influence of extreme observations that can distort…
This intraday EUR/USD strategy looks for an unusually large one-hour candle, defined by an open-to-close move greater than twice the 12-period average true range. It enters long when that candle closes above its open and short when it closes below its open,…
This indicator plots a conventional RSI of closing prices alongside an RSI calculated from a multi-vote On-Balance Volume series. The OBV component assigns directional votes based on changes in the high, close, and low, averages those votes, weights them by…