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 Schaff Trend Cycle is described as a 0-to-100 oscillator built by applying stochastic calculations twice to a MACD series. It aims to combine MACD trend information with a smoothed stochastic measure, based on the premise that currency trends accelerate…
This document outlines an expert advisor that combines a Gann Line with two moving averages to trade in the direction of a trend. It describes the Gann Line as a filter alongside moving-average signals, and lists configurable controls for trade size, stop…
The document describes a McGinley dynamic indicator based on a MetaStock-style formula, with an option to choose the underlying average type. The available variants use a simple, exponential, smoothed, or linear-weighted moving average as the base. This…
This document outlines an automated DAX strategy on a two-hour chart. It calculates an oscillator from the percentage change between the current open and an earlier open, transformed with arctangent and sine functions. During a stated intraday trading…
This expert-advisor strategy uses five moving averages to define trend alignment and a price corridor. A buy setup requires the short exponential average, a medium simple average, and a long simple average to appear in bullish order; a sell setup reverses…
This indicator estimates the relative strength of eight major currencies by examining all 28 possible pairs among them. For each pair, it compares the candle close with a configurable moving average to classify which currency is strengthening and which is…
This tutorial outlines several ways to refine a trading strategy before live deployment. It notes that a signal based on a completed bar may only be acted on at the next bar’s open, while using real-time prices can allow faster entry when a signal appears.…
The Dots indicator marks trend direction on a price chart: blue dots represent an uptrend and red dots a downtrend. Its calculation uses a selected price series, such as the close or typical price, and a cosine-based measure of the angle of price change.…
This indicator system combines a Delphic-style moving-average setup with a smoothed RSI filter to mark potential long and short phases. For a long signal, the fast simple moving average crosses above the slow average, price remains above the fast average,…
This note describes the Trend Intensity Index, attributing it to an article by M. H. Pee published in 2002. It lists six configurable inputs: the calculation period, moving average period and method, applied price, and overbought and oversold levels. The…
The document describes an Expert Advisor that runs three independent trading systems based on the Skyscraper_Fix, ColorAML, and X2MACandle indicators. Each system generates a signal after a bar closes when its indicator changes color, representing a change…
This description presents an MQ5 rewrite of the Solar Wind indicator, a smoothed curve intended to show whether the trend is long or short. Its main educational point is that the indicator can repaint: historical-looking signals may change as new data…
This post presents a simple stock-selection rule for Chinese equities: screen for a daily high-low range above one percent, restrict observations to 2021, and require the prior close to be above a 250-day moving average. The range condition is framed as a…
This report summary describes a Chinese equity ETF rotation approach built from industry indices with matching exchange-traded funds. It selects 14 industries from the broader industry classification and rotates exposure among their ETFs. The strategy is…
This indicator replaces fixed-rate moving average crossovers with two adaptive lines: one tracks the simple moving average, while the other tracks closing price. Each line adjusts according to the squared gap from its reference value relative to recent price…
This document describes an expert advisor that uses Parabolic SAR indicator signals from the current bar of a selected working timeframe. It permits only one open position at a time, which the description says allows operation on both hedging and netting…
This indicator identifies bullish and bearish engulfing patterns and draws a rectangle using the first candle’s range as an order-block zone. A preceding candle must have a body larger than a fraction of the 10-period average true range, and the engulfing…
This example outlines a short-term strategy that combines a 20-period exponential moving average with On-Balance Volume. It enters long when price crosses above the average and OBV rises, and enters short when price crosses below the average and OBV falls.…
The document reviews tactical and dynamic asset allocation, then focuses on predicting short-term movements in Chinese equity indices. It compares logistic regression, artificial neural networks, and support vector machines across different inputs and…
This oscillator estimates buying or selling pressure from candle shape rather than closing prices alone. For each bar, it combines the signed body’s share of the high-low range with the difference between lower and upper wick lengths. A configurable wick…
This document describes a standalone trend indicator based on the trend component of an ADX-based calculation. It applies Jurik smoothing to the output with the stated aim of reducing false signals. The basic interpretation is directional: a change in the…
This strategy applies moving-average crossover timing to a fixed basket of seven exchange-traded funds. For each instrument, it calculates short and medium averages from daily closing prices; an upward crossover opens a position and a downward crossover…
The document presents two strategies as possible low-cost defenses against sharp equity market declines. Time-series momentum is framed mainly for futures: measure each instrument’s return over a lookback period, take a long position after gains or a short…
The document reviews research on the negative convexity of periodically rebalanced stock and bond portfolios. Rebalancing maintains target weights, but it repeatedly sells assets that have gained and buys those that have lagged. When stocks and bonds move…