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 document describes an indicator that plots daily and weekly pivot points together. Each pivot is calculated as the arithmetic mean of the relevant period’s high, low, and close. The weekly calculation tracks the period’s price range and closing value,…
This indicator uses two Laguerre-smoothed versions of the average of each bar’s high and low, with different smoothing parameters, to form a percentage price oscillator. It ranks the oscillator readings against a rolling lookback window and highlights…
The document describes an automated trend strategy that combines an Elder trend ribbon, Ehlers indicators, Ichimoku levels, and a 200-period moving average. It uses indicator direction and momentum to filter trades, with fractal dimension as an additional…
The document explains a pivot point method, also called a bar count reversal, for marking possible turning points in price. A pivot high is a bar whose high exceeds the highs of a specified number of bars on both sides; a pivot low is a bar whose low is…
The document introduces the Darvas box approach, which uses recent price highs and lows to define a trading range around a stock making new highs. A breakout above the box can serve as an entry signal, while the box boundaries help frame a stop-loss. The…
The document explains the detrended price oscillator (DPO), an indicator intended to reduce the influence of longer-term price trends so intermediate cycles and potential overbought or oversold conditions are easier to examine. Its calculation subtracts a…
Stochastic RSI applies the stochastic calculation to RSI values rather than directly to prices. It locates the current RSI relative to its highest and lowest readings over a selected lookback, then expresses that position on a 0-to-100 scale. A new period…
FantailVMA is presented as a moving average whose responsiveness changes with market conditions. Its calculation smooths directional movement and true range to derive ADX-related values, then uses the recent ADX range to set a coefficient that controls how…
This proposal describes a USD/JPY strategy on hourly bars that looks for reversals after three consecutive candles of the same direction. It filters entries with ADX, ATR-based activity, and a fast versus slow moving-average relationship: after falling bars…
The Dynamic Trader Oscillator (DTOSC) is presented as a smoothed Stochastic RSI indicator attributed to Robert Miner. The document gives four parameter sets, ranging from faster to slower settings, and an example using the 13/8/5/5 configuration. It…
Smoothed Rate of Change (S-RoC) applies the Rate of Change concept to an exponential moving average rather than directly to closing prices. It compares the current EMA with its value a chosen number of periods earlier, expresses the difference as a…
This forex indicator applies a Fisher transform to price normalized within a recent high-low range. A simple moving average of the transformed series serves as a fast signal, while a weighted moving average of that average provides a slower trend reference.…
This post presents a chart overlay that marks percentage levels above and below a selected reference price, which can be either the current close or open. The plotted bands range from small increments to wider moves on both sides of that price. Text labels…
This document describes a volume indicator that combines auction-period adjustment with a contract-volume threshold. It divides volume by an auction factor to normalize the elevated activity associated with the market opening, and can filter or highlight…
This document describes a ProRealTime indicator for finding bullish and bearish Gartley, or 222, harmonic patterns. It first identifies local highs and lows across several zigzag-style window lengths, then measures the XA, AB, BC, and CD legs of candidate…
Flow Pressure Zones combines a weighted moving average trend regime with a bar conviction score and counter-trend reversal zones. The score multiplies real-body size relative to the bar range by volume relative to its moving average, capped at three times…
This Expert Advisor uses a ColorXPWMA_Digit indicator to identify trend changes from changes in the indicator line's color. Signals are evaluated at bar close. Position size is adjusted separately for buys and sells based on recent outcomes in the same…
This indicator compares four simple trading styles using recent price bars: long and short trend trades, and long and short mean-reversion trades. It simulates entering at a bar close selected by its color and exiting one bar later. A configurable quantity…
This indicator pairs 9- and 21-period exponential moving averages with crossover markers and a color-coded view of price relative to both averages. When price is above both averages, it marks bullish sentiment; when below both, bearish sentiment; and…
The Dual Volume Divergence Line combines Positive Volume Index and Negative Volume Index calculations to create a line intended to show directional pressure from volume. It starts with typical price, smooths the two indices, compares each with its weighted…
The TTM Squeeze combines Bollinger Bands and Keltner Channels to identify volatility contractions. When the Bollinger Bands sit inside the Keltner Channel, the indicator marks a squeeze, presented as a condition in which a consolidation breakout may be…
This DAX strategy uses 15-minute bars and begins measuring the day’s range after the morning start time. It sets buy and sell stop entries near the range extremes once price has moved sufficiently away from both sides. The range must remain below a maximum…
This indicator compares price swings with cumulative volume waves to flag potential bullish or bearish divergences. It uses a ZigZag calculation to identify successive peaks and troughs, then compares each confirmed swing with the prior swing of the same…
The post presents a long-only Nasdaq strategy using five-minute execution bars with hourly context. Its entry setup looks for a bullish prior hourly candle, a current hourly candle whose low stays close to its open, and an upward break above the preceding…