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 description presents a modified Commodity Channel Index intended to filter price noise and help identify trends. It differs from conventional CCI by using standard deviation in its calculations instead of mean absolute deviation. It also…
The Correlation Cycle indicator, attributed to John Ehlers, compares recent price data with fixed-period cosine and negative-sine waves. These normalized correlations form real and imaginary components, which are used to calculate a phase angle and a…
The CMH, or Clear Method Histogram, is a price-only indicator intended to display the current swing direction. It has no adjustable parameters. The calculation tracks running swing reference levels from highs and lows, then changes the swing state when price…
Adaptive Market Level (AML) classifies market conditions as flat, uptrend, or downtrend. Its description combines fractal smoothing with a discrete filter intended to ignore small price changes. The filter compares a smoothed price movement with a deadband…
ColorMETRO_XRSX is described as an oscillator-style display built from the XRSX technical indicator. It plots XRSX in blue and changes the surrounding cloud color according to the indicated trend direction: lime represents a buy signal, while red-pink…
The Trend Function combines simple moving averages with periods of 8, 13, 21, 34, 55, and 64 into three lines intended to represent longer, medium, and faster price behavior. Their spacing is used to interpret volatility and trend strength: the author…
T3_TRIX_Signal presents the current trend using values from the T3_TRIX indicator on a fixed timeframe. The selected analysis mode determines whether signals come from the indicator histogram or a colored cloud. Histogram signals use color to indicate…
This A-share screen looks for turnover between 3% and 12%, a rising DEA indicator, and a closing price at or above its five-day moving average. The article describes the combination as a way to pair a turnover filter with a trend condition and a short-term…
This article summarizes commentary on Chinese quantitative private funds following drawdowns that began in the fourth quarter of 2021. It compares index-enhancement, market-neutral, and hybrid quantitative approaches. Index-enhancement returns were described…
This rule-based, long-only system aims to participate in broad equity-market advances while moving out of stocks during major declines. Its described signal compares a shorter moving average with a 200-day simple moving average: buy when the shorter average…
This tutorial demonstrates a simulated USD/JPY strategy that compares 10-period and 20-period exponential moving averages on internally aggregated five-minute bid bars. A cross upward closes shorts and opens a long; a cross downward closes longs and opens a…
The Expert Advisor described combines a fast and a slow exponential moving average with RSI as a trend and momentum confirmation approach. It is intended to make trades from the relationship between the moving averages and RSI settings, although the document…
The document describes a QQE-style indicator that combines a smoothed RSI with fast and slow volatility-based trailing levels. It says the version uses RSX, a smoother RSI variant, as its momentum input, and adds fixed reference levels to help estimate trend…
This document explains how a ZigZag indicator identifies swings using depth-period highs and lows, while warning that its latest turning point can move as new prices arrive. A point that appears to mark a live top or bottom may therefore be provisional;…
This Expert Advisor runs separate long and short systems using signals from an Adaptive Renko indicator. It adds direction-specific money-management settings that examine a chosen number of recent trades and reduce the next position size when enough of those…
KijunTrend adapts a trend filter attributed to Larry Williams. The original approach identifies an uptrend when price is above an 18-period simple moving average and at least two candles have lows that stay above it; the reverse condition identifies a…
This document describes a Chinese equity screen combining a daily amplitude condition with short- and long-term moving-average comparisons. It selects stocks whose five-day average is described as diverging upward and whose 20-day average is above the…
The document presents the Fractal Dimension Index (FDI) as a way to distinguish directional price behavior from choppy conditions. It describes measuring the geometric roughness of a price curve over a rolling window: values nearer 1 indicate a smoother,…
The document gives a brief description of the i_Trend indicator, which represents trend conditions as a colored cloud. Cloud color signals the indicated trend direction, while cloud width is presented as a measure of trend strength. The text also notes that…
This A-share stock screen combines daily price movement, MACD, and a long-term trend filter. It selects stocks with amplitude above 1, MACD above zero, and the previous close above the 250-day moving average. The document also gives example indicator…
ADXVMA is described as a moving average whose calculation adapts using a modified version of the Average Directional Index (ADX). The stated aim of this adaptation is to filter market noise and produce smoother values over longer periods than a less adaptive…
The Itrend indicator combines two lines to describe trend direction and strength. Its red line is calculated from Bollinger Bands, while its blue line draws on Alexander Elder’s Bears Power and Bulls Power indicators. The document gives directional…
This proposed stock screen combines a daily high-low amplitude threshold, prior-day turnover between 3% and 28%, and an upward arrangement of the 5-, 10-, and 20-day moving averages. The short and medium averages must exceed the longer average, while the 5-…
This indicator turns a selected level from a past candle into a moving reference line. A user can choose how many candles back to look and select that candle’s open, high, low, or close. The selected price series can then be smoothed with a simple,…