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 MCDX indicator presents two RSI-derived histograms as proxies for institutional strength (“Banker”) and short-term speculative activity (“Hot Money”). Each RSI is adjusted by a base value, multiplied by a sensitivity factor, and clipped to a 0–20 range.…
This post presents a Turtle Soup-style strategy for forex on a 30-minute chart. It looks for a close beyond the preceding five-bar low or high, while using the relative position of two exponential moving averages to filter trades by trend. Entries are…
This indicator design replaces the stochastic oscillator’s rolling high-low range with standard-deviation bands around a smoothed least-squares moving average. It computes a linear-regression endpoint, smooths it with an EMA, and adds and subtracts a…
The Purple Cloud indicator combines ATR-based volatility bands, a SuperTrend trend filter, and 20-, 50-, and 200-period exponential moving averages. It marks potential reversals when price crosses a band and the indicator’s trend state changes. SuperTrend…
The Line Regression Intercept (LRI) fits an ordinary least-squares line to a rolling window of closing prices, then plots the fitted value at the window’s oldest bar. Because this is not the fitted value at the current bar, the baseline trails price and is…
The document describes an elastic volume-weighted moving average (eWMA) and a band intended to mark possible support or resistance and help identify trend changes. The average updates using current volume relative to the sum of volume over a chosen period,…
This strategy waits for a configurable run of bullish or bearish candles, then opens a position at the next candle. A direction setting chooses whether the position follows the run or trades against it. The described controls include position size, stop…
The document proposes an indicator that measures price extremes relative to a moving average. It calculates the largest high-side and low-side deviations from the average over a lookback window, then combines those extremes into a threshold using a divisor.…
This ProRealCode example describes a daily strategy for the US 100 that uses a smoothed Bollinger %b oscillator built from Heiken Ashi prices and repeated TEMA smoothing. It enters long positions when the oscillator is below a lower threshold and price is…
The ATR Worm indicator is presented as a visual aid for scalping entries under two setups: confirmation of a price pattern by the next candle, or a horizontal breakout. Blue dots mark the pattern-validation scenario and red dots mark the breakout scenario,…
CoeffofLine is described as an indicator intended to estimate likely price direction over the next two or three bars. Its output depends on the market symbol, chart timeframe, and indicator period. The accompanying rules treat a rising indicator as a…
The document describes a stochastic oscillator calculated from the Directional Movement Index (DMI) oscillator rather than a security’s closing price. It outlines a 10-period DMI calculation, then applies a short stochastic lookback and signal average. The…
This document outlines an automated DAX strategy on a two-hour chart. It calculates an oscillator from the percentage change between the current open and an earlier open, transformed with arctangent and sine functions. During a stated intraday trading…
This note adapts MACD, the difference between fast and slow exponential moving averages, with discontinued signal lines. Rather than comparing the oscillator with one continuously smoothed signal, it updates separate upper and lower lines when the oscillator…
This indicator system combines a Delphic-style moving-average setup with a smoothed RSI filter to mark potential long and short phases. For a long signal, the fast simple moving average crosses above the slow average, price remains above the fast average,…
This indicator replaces fixed-rate moving average crossovers with two adaptive lines: one tracks the simple moving average, while the other tracks closing price. Each line adjusts according to the squared gap from its reference value relative to recent price…
This indicator identifies bullish and bearish engulfing patterns and draws a rectangle using the first candle’s range as an order-block zone. A preceding candle must have a body larger than a fraction of the 10-period average true range, and the engulfing…
The document describes a ProBuilder implementation of detrended fluctuation analysis for estimating a Hurst exponent from log returns. It centers and cumulatively sums returns, divides the resulting series into blocks at multiple scales, removes a linear…
This proposed daily strategy for the DAX mini switches between mean-reversion and breakout entries according to ADX thresholds. It uses the candle’s direction and size relative to average true range to trigger trades, and applies separate volatility ceilings…
The indicator uses Bollinger Band width as a proxy for volatility. It calculates upper and lower bands from closing prices, takes their difference as momentum, and compares that value with a moving average of the difference. A histogram marks values at or…
This ProRealTime indicator fits a linear regression line to closing prices over a configurable lookback window. It calculates the regression coefficients from sums of the time index and price, then draws the line across the window. A channel width is…
This indicator combines five RSI series to flag possible shifts in momentum and trend strength. It compares the ordering of the RSI values across adjacent bars and checks threshold levels to mark early buy or sell signals. Separate confirmation conditions…
The Relative Volatility Measure (RVM) is an oscillator that places recent volatility on a 0–100 scale, making volatility easier to compare across changing market conditions. It combines the average of three short-period Average True Range (ATR) readings with…
This stock screen combines a 14-period RSI threshold below 65 with an industry filter for beverage and alcohol import-export companies and a date filter for 2021. The stated aim is to narrow a stock universe using a technical indicator alongside industry and…