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.
21,023 documents
This guide outlines a notebook workflow for debugging and analyzing a Freqtrade strategy. It loads historical candles for a selected pair and timeframe, runs the strategy to inspect generated entry signals, and explains that signal counts do not equal…
The document presents a ProRealCode implementation of John Ehlers’s Adaptive Cyber Cycle indicator, adapted from a TradingView version. It begins with a smoothed midpoint price series, derives a cycle component, and estimates cycle phase change using…
The article describes a method for estimating consensus net profit from analyst forecasts and using that estimate to build equity selection signals. It weights forecasts by report recency and by each analyst’s prior adjusted forecast error, giving greater…
MyRSI is presented as a variation of the relative strength index associated with John Ehlers. Its values use a range from -1 to 1, making the zero line a possible signal reference. This differs from conventional RSI’s scale and means familiar threshold…
StoneAxe is described as a normalized oscillator that places the closing price within the recent high-to-low range. The calculation maps the close’s position between the period low and period high onto a scale from -100 to 100, with the range midpoint…
This indicator description presents seven RSI calculation variants: standard RSI, Cutler’s RSI, Ehlers’ smoothed RSI, Harris’ RSI, Rapid RSI, RSX, and Slow RSI. It also supports fixed reference levels or floating levels, with the selected mode determined by…
TrendManager is described as an indicator that compares two moving averages and treats the market as trending when their difference exceeds a trigger threshold. The document gives a configurable threshold expressed in chart points, but does not explain how…
The post outlines a study of autoregressive (AR) and mean-reversion (MR) models using CSI 300 prices and returns. Its stated aim is to show the modeling workflow, fit the models, make forecasts, and compare how the models perform relative to each other. This…
The congestion index measures how widely closing prices have ranged over a chosen lookback period. It subtracts the lowest close from the highest close, divides that difference by the lowest close, and expresses the result as a percentage. A trader could use…
This excerpt introduces foundational MQL5 programming concepts for readers building trading programs. It covers data types, identifiers, variables, expressions, and operators, and explains that combining instructions establishes a program’s logic. It also…
This Chinese equity-screening post proposes selecting stocks with RSI below 65, three consecutive down sessions, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It combines a technical…
Ultra Trend estimates market direction by calculating the slopes of moving averages with different periods. The indicator then derives a trend reading from those slopes. The described version uses a fast Zero Lag Moving Average for that calculation, with the…
The Projection Oscillator adapts Projection Bands into an oscillator displayed in a separate chart window. It uses a calculation period and user-set overbought and oversold levels to help interpret where the closing price lies within the projected band…
The document describes an MT4 script that analyzes historical price data to estimate how much an asset typically moves across a chosen number of trading days. The resulting averages can be displayed as a column chart to compare more active days with quieter…
This indicator estimates intraday buying or selling pressure by weighting volume according to where the close falls within the high-low range. It then displays the resulting intensity value as a histogram and calculates a simple moving average of that value…
The tutorial demonstrates how to optimize a four-moving-average strategy and inspect how its parameter choices affect backtest results. Two averages define the prevailing trend, while price crossing separate entry and exit averages triggers trades. The…
This research summary explains that style rotation depends on defining each style accurately before building a timing model. It distinguishes styles represented by current stock characteristics, such as size, value, reversal, and momentum, from styles…
This brief investment summary argues that the CSI 300 offered an attractive risk-reward profile in a pessimistic scenario. It compares valuation multiples based on different years’ net profits: 12 times using 2015 profits after the circuit-breaker episode,…
This support discussion explains a factor-analysis failure caused by insufficient coverage of a derived price feature. The feature compares the close with the high-low range and then takes a one-period change. Although feature extraction returned data, the…
The proposed stock screen combines a positive MACD reading, a profitability-based company filter, and ranking by current auction trading activity, selecting five stocks. The accompanying Python example approximates the company-quality screen using recent…
This brief indicator description identifies the RSI as having dynamic levels and lists its configurable inputs. The user can select which price series feeds the calculation, including close, open, high, low, median, typical, or weighted price. An RSI period…
The post describes a stock screen using three conditions: price amplitude above a threshold, a positive weekly bar or momentum reading, and turnover between 2% and 9%. It explains these as a way to seek stocks showing movement and short-term strength while…
This indicator highlights candles whose volume is at least twice a 125-period Wilder average. When the threshold is met, it places a label near the candle low showing the rounded volume multiple. An optional setting colors high-volume bullish candles blue…
This proposed China A-share screen combines three conditions: a 12-period RSI below 65, membership in the beverage and alcohol import-export industry, and previous-day actual turnover between 3% and 28%. The article presents turnover as a measure of market…