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.
21 documents
This intraday strategy looks to short crude oil when a five-minute candle signals a downside breakout. The signal requires both candle range and volume to exceed three times their respective averages over a 276-bar lookback, with the candle closing below its…
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 Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…
The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…
This crude oil strategy uses 15-minute bars to combine a five-bar average of candle fullness with a moving average oscillator built from five- and 50-period averages. Candle fullness is defined as the close-to-open move divided by the candle’s high-low…
The document describes an hourly breakout approach for gold based on a range formed overnight. It takes the highest high and lowest low over the specified eight-candle period ending at 5 a.m., then permits entries between 5 a.m. and 6 p.m. A move above the…
This document presents an implementation of John Ehlers’ Adaptive Commodity Channel Index. It estimates a dominant cycle period from price data by smoothing prices, deriving in-phase and quadrature components, and applying a homodyne discriminator. The…
The document describes an equilibrium level derived from the Directional Movement Indicator. It attributes the concept to Welles Wilder and presents crossings between positive and negative directional indicators as important points for judging a commodity…
This document outlines a rule-based implementation of the TD Sequential indicator, designed to identify possible turning points against an existing trend. A setup phase counts qualifying consecutive price comparisons until a nine-bar condition is reached. A…
The document presents an oil strategy on 10-minute bars built around a two-candle hammer-negation pattern. A first candle has its body near one end of its range; the following candle’s body must move into or beyond the prior candle’s shadow, with its body…
The document presents a two-hour strategy adapted for Brent crude, combining smoothed RSI crossover signals from the Traders Dynamic Index approach with Heiken Ashi price values and a shifted moving average of typical price. Long entries occur when the…
The document presents a code implementation of Wilder’s Accumulative Swing Index (ASI), a cumulative price-movement indicator. It calculates the day’s swing from current high, low, open, and close alongside the previous bar’s prices. Intermediate values…
This oil example describes a trend-following setup that combines moving averages with hammer-shaped candles. It defines bullish and bearish regimes using the direction of several moving averages and the close relative to them. In a bullish regime, a bearish…
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…
The document describes a price-chart indicator that marks potential fair value gaps, defined here as zones left between a bar’s high or low and the neighboring bars when price moves directionally without retracing through the area. It stores the boundaries…
The document outlines two forms of Keltner Channels. Chester Keltner’s original method used a ten-day simple moving average of typical price as the centerline, with a ten-day average of the high-low range added and subtracted to form the bands. A later…
This strategy uses Internal Bar Strength (IBS), calculated from a bar’s close relative to its high-low range, to identify unusually weak or strong closes. For gold, it proposes buying when IBS falls below a chosen threshold and exiting when price closes…
The indicator builds a calendar-year seasonality curve by accumulating daily price changes for each month and day across a selected historical date range. Users can set start and end dates, show or hide the curve’s high and low points, and calculate changes…
This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning…
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 automated Brent oil CFD strategy uses five minute bars and permits only one accumulated position. For long entries, a short time series average must be at least as high as a longer Wilder average, while the SMI crosses above a negative threshold. For…