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
The indicator builds a price channel from two AbsolutelyNoLagLWMA averages, one calculated from high prices and the other from low prices. It uses the channel as a visual way to distinguish price movement beyond the upper or lower boundary from movement…
This tutorial turns a moving average idea into explicit rules for a long and short strategy. It uses a 10-period average as the short-term measure and a 50-period average as the longer trend filter. Long entries require price and the short average to be…
This note explains a projected moving average (PMA) proposed by John Ehlers as a way to reduce the delay inherent in a simple moving average (SMA). It frames the SMA as an estimate centered within its observation window, which means the plotted average…
This article describes a discretionary futures trend approach that starts with a risk-limited position, adds only after the initial trade is profitable, and holds the position while the trend remains favorable. It recommends waiting for gains of roughly 1.5R…
The document explains a charting tool built around a 25-period exponential moving average, colored price envelopes, readings across seven timeframes, and the Average Directional Index (ADX). It frames the envelopes as a way to spot prices stretched above or…
The expert advisor described here increases the volume of an existing position when the profit, measured in points from the most recent trade, advances beyond a threshold set in the advisor’s inputs. Its additions are therefore conditional on movement in the…
This document outlines the Directional Movement Index (DMI) calculation from high, low, and close prices using a configurable lag. It first derives a smoothed true-range measure from the current bar's range and gaps relative to the previous close. Upward and…
This indicator combines ZigZag turning points with a moving average that switches its input according to the latest detected pivot. After a peak is identified, it calculates the average from bar highs; after a trough, it uses bar lows. The ZigZag percentage…
This document outlines an experimental DAX four-hour strategy built around a SuperBandPass filter and positive and negative RMS bands. It proposes entering long when the filter crosses above the negative band and short when it crosses below the positive…
This overview explains how chart patterns may help traders assess the likely direction and scale of a subsequent price move. It divides patterns into reversals, which can signal that the preceding trend is ending, and continuations, which can indicate that…
CMx is described as a technical indicator that combines two moving averages with the Commodity Channel Index, Average Directional Index, and Fibonacci levels. The text credits Alexandr as the author and says the indicator was originally written in MQL4 and…
This document introduces a modified form of the Random Walk Index, referring to the older name “Drunkard’s walk.” It says the calculation is changed while retaining the original concept, with the aim of making the indicator easier for traders to use. The…
This system uses two CG Oscillators for different jobs. A slower oscillator sets the prevailing trend direction from the relationship between its main and signal lines, while a faster oscillator supplies entry timing when its lines cross or touch. A trade…
This document introduces a simple moving-average indicator that calculates an average price for a selected instrument over either an hourly or daily period. Comparing current price with the daily average can help show whether price is trading above or below…
The document explains how the Supertrend indicator displays trend direction on a price chart. Its line appears green below price during an uptrend and red above price during a downtrend. A basic method buys when the line is green and sells when it turns red.…
This stock strategy uses two simple moving averages to determine when to hold or exit a position. It buys with the full account when the 5-day average is above the 10-day average and there is no current holding. When the 5-day average falls below the 10-day…
This post presents a technical stock screen combining daily price movement and moving-average conditions. It looks for stocks with an amplitude above 1, a daily percentage change between minus 5% and minus 4%, and at least five moving averages meeting an…
The Danger Zones indicator is designed to flag possible weakening within an existing trend. It classifies direction by comparing the close with both the Hull Moving Average and Parabolic SAR. For an uptrend warning, it combines slowing buying-volume momentum…
This note outlines an A-share stock screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the 20-day moving average to be above the 120-day moving average. The moving-average relationship is presented as a…
This indicator presents the Commodity Channel Index as candles. It calculates separate CCI values from smoothed high, low, open, and close prices, then combines those four values into a candle-style display. The resulting view can be read against selected…
This indicator description explains a trend-envelope approach that uses price movement to decide whether a trend has changed or remains in place. In the described variant, Average True Range (ATR) replaces a fixed percentage change as the basis for measuring…
The document describes a third-generation moving average indicator and compares it with a conventional exponential moving average. It says the third-generation version responds to price changes somewhat faster and has slightly less lag, while still remaining…
This article describes a Chinese equities screening rule combining three conditions: price amplitude above a stated threshold, the 9:25 price gain below a cap, and a weekly five period moving average crossing above the ten period average. It interprets…
The Range Action Verification Index (RAVI) is described as a trend-identification oscillator based on the percentage difference between fast and slow moving averages. The document gives conventional directional rules: a rising cross above a 3% threshold…