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.
8,851 documents
This indicator plots price levels associated with earlier Parabolic SAR switches, aiming to reveal areas where price may reverse or where a trader may reassess a position. Its settings are described as optimized especially for hourly and four-hour charts,…
Dual Thrust is described as a trend-following system that defines a recent trading range using the larger of two spans: the highest high minus the lowest close, or the highest close minus the lowest low, over a lookback period. The system places an upper buy…
The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…
The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…
This Python module provides utilities for evaluating systematic strategies and constructing several trend signals. It computes annual return and volatility, Sharpe and Sortino ratios, downside risk, maximum drawdown, Calmar ratio, positive-return frequency,…
This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…
This proposed stock screen selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and compares the opening price with the 10-day average. The page supplies example formulas and Python-style logic for these…
This short description presents an indicator that transforms price time-series processed by a Directed Movement algorithm into a candlestick sequence. It states that this representation may make the output more informative for analysis, but does not explain…
This stock-selection example combines membership in two named categories, “metaverse” and “beverage and alcohol imports and exports,” with a rising 30-day moving average. The moving-average rule checks whether its current value exceeds its prior value. The…
The indicator combines a SuperTrend-style trailing line with a volume-weighted moving average and a k-nearest-neighbors classifier. The trend bands are centered on the volume-weighted average and offset using average true range. For its classifier, the…
Aroon is presented as a trend-strength indicator developed by Tushar Chande in 1995. It uses two lines: Aroon Up tracks the timing of the highest price within a selected period, while Aroon Down tracks the timing of the lowest price. Each line expresses that…
The indicator converts distance from the Donchian Channel midpoint into a bounded oscillator. It finds the highest and lowest prices over a lookback period, takes their midpoint, and smooths both the signed price distance from that midpoint and its absolute…
This proposed stock screen combines a daily price range condition, sustained return on equity above 15% over five years, and a 20-day moving average above the 120-day average. The ROE filter is intended to identify companies with persistent profitability,…
This indicator combines a three-line exponential moving average channel with candle colors based on where the close falls relative to the channel. The upper, centre, and lower lines are calculated from the high, close, and low using a 34-period lookback.…
This A-share stock screen combines three filters: turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive net income. It then looks for stocks whose closing price is at or above each of five moving averages, using 5-, 10-, 20-,…
This note describes a short-term reversal strategy attributed to Larry Connors. For a long entry, price must be above its 200-period simple moving average and the two-period RSI must fall below 5; the position exits when price rises above its five-period…
The document introduces a basic MetaTrader 5 version of a trend direction and force indicator, adapted from an older MetaStock indicator. It says the tool aims to show both which way a trend is moving and how intense it is. The suggested signal is the first…
This indicator builds five nested ZigZag levels: the first uses a configurable lookback, and each higher level is derived from turning points in the level below. It is designed to condense price action into progressively larger swings and can optionally…
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 document describes a third-generation moving average indicator for MetaTrader 4 and identifies the applied-price setting, which defaults to typical price. It compares the indicator visually with a conventional exponential moving average, claiming that…
This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…
The indicator identifies flag and pennant formations, which are commonly interpreted as pauses after a strong price move before the earlier trend resumes. It uses linear regression to detect the trend and a channel to identify the intervening consolidation.…
This Expert Advisor uses the Parabolic SAR to determine a candidate trade direction, but only when ADX is below a chosen threshold. It then adjusts direction according to the previous trade: after a winning trade, it may enter in that trade’s direction;…
This indicator adds a trend-strength display to a smoothed Derivative indicator. It measures the indicator’s standard deviation and marks the moving average with colored dots that reflect the current trend direction. Two thresholds divide the display into…