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 modifies the moving average convergence divergence calculation by applying a second moving average to each short and long series, then adding the resulting difference back to the first average. The difference between these adjusted short and…
The document describes an intraday breakout approach for EUR/USD and GBP/USD on 15-minute charts. It marks the 09:00 candle as a range, then looks for a later candle that lies completely above or below that range. A stop entry is placed beyond the signal…
This indicator resets cumulative volume delta when price changes its trend regime. A 50-period EMA with bands two ATRs wide defines persistent bullish or bearish states: a close beyond the opposite band flips the state, while closes inside the channel leave…
The indicator looks for price to remain beyond a dynamic band around an exponential-average anchor, then return inside it. It treats that failed acceptance as a possible reversal setup and combines acceptance duration with the close-back distance, candle…
The indicator plots open, high, low, and close levels from prior yearly, quarterly, monthly, weekly, daily, four-hour, or one-hour periods. Settings let users choose which time frames and price values to show, while a lookback setting selects how many…
This indicator combines a Hull-style moving average with volatility bands based on standard deviations over three lookback periods: 9, 26, and 52 bars. It averages the three upper bands and the three lower bands to form the primary channel, with its midpoint…
The document describes a pair of moving averages that weight each bar’s selected price by volume. For each lookback window, it sums price multiplied by volume and divides that total by summed volume. A shorter window produces the fast line and a longer…
The document explains the MESA Adaptive Moving Average (MAMA), which varies its smoothing in response to changes in the measured phase of price movement. A Hilbert-transform process estimates that phase change, and the resulting adaptive alpha lets MAMA…
The document describes a regression channel built from the Theil-Sen estimator, intended to keep trend estimates less sensitive to price outliers than ordinary least squares. It calculates slopes between every pair of observations in a rolling window and…
This document explains a chart overlay that marks the Tokyo, European, and US trading sessions with colored backgrounds. It also describes optional shading for lunch periods and a distinct color for the overlap between European and US hours. The intended use…
The strategy looks for EUR/USD moves in which the close is more than 60 pips above or below the open from eight bars earlier on a five-minute chart. A close above that reference triggers a market long; a close below triggers a market short. The rules specify…
The Dynamic Momentum Oscillator, also called DMO or Dynamo, is presented as a momentum indicator derived from the relative strength index. It first calculates RSI on closing prices, then compares that value with its moving average over a second lookback…
This document presents a rule-based DAX system for five-minute charts, built around the Traders Dynamic Index (TDI), which combines an RSI series with smoothed lines. It defines separate morning and afternoon trading windows and a daily flat time. A long…
The Absolute Strength indicator plots separate bull and bear series to summarize directional price pressure. It offers two calculation modes: one derives the series from positive and negative close-to-close changes, while the other measures the current close…
This proposed automated system uses a 100-period moving average for entry and exit signals, with a 1,000-period average as a broad trend filter. Long entries occur when price crosses above the shorter average adjusted upward by a small percentage and price…
This indicator plots daily reference values on an intraday chart: a rolling average of daily closes, the prior day's close and typical price, and the highest and lowest prices across a configurable number of daily bars. The example sets the lookback to 20…
This indicator marks the nearest price levels that are multiples of a user-selected interval. It uses the previous close to determine the enclosing rounded levels, then draws markers at those levels on the current chart bar. A level interval of 100 is given…
This short note gives the classical daily pivot-point calculation using the previous session's high, low, and close. It derives a central pivot as the average of those three values, then calculates four resistance levels above it and four support levels…
This indicator uses Bollinger Bands to track a directional trend and mark reversals. Its band center is a moving average, while the upper and lower levels are set by applying a standard deviation multiplier. The documented settings use a period of 12 and a…
The document explains a zero-lag variation of MACD, using exponential averages of closing prices to adjust both the short and long components. For each component, it subtracts a second exponential average from the first, then adds that difference back to the…
This indicator experiment combines two range filters with different lookback periods and multipliers, then averages their smoothed range estimates. It uses that combined range to update a trailing filter around price. The filter’s direction and price…
This ProRealTime indicator script is designed to help plan and monitor a trade on a price chart. Inputs include capital, a percentage risk allowance, entry and stop prices, a reward-to-risk ratio, and an option to adjust the stop using average true range.…
This document describes an intraday crude oil strategy using SuperTrend and the Commodity Channel Index on 30-minute bars. A long entry requires price above the SuperTrend and CCI above a lower threshold; a short entry uses price at or below the trend line…
This document describes a chart indicator that highlights outside bars with different colors and plots a corresponding stop level. It presents the bars as a visual aid for identifying price movement and setting stops, with an adjustable point offset from the…