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 Range Action Verification Index (RAVI) uses the relative difference between a long and short moving average to identify trends. The long average is based on 13 weeks, while the short average is about one tenth as long, rounded to seven periods. RAVI…
The document presents a backtesting strategy that compares closing price with a simple moving average. An upward crossover closes any short position and opens a long position; a downward crossover closes any long position and opens a short position unless…
This MQL5 indicator presents a smoothed fast JSatl digital filter with a color cue for movement direction. It displays the latest indicator value as a price label and can round channel levels to a chosen number of decimal places through an input setting. The…
This ProRealTime indicator adapts a range filter and adds trend coloring, candle coloring, and plotted channel levels. It estimates a range from smoothed changes in closing prices, then moves the filter line according to price relative to that range. Upper…
The document briefly describes an XFisher_org_v1_Vol oscillator indicator with colored squares displayed at the zero level. These markers appear when the oscillator enters overbought or oversold territory in the direction of the trend, adding a visual signal…
This post describes a Chinese equity screen for companies associated with the metaverse whose 30-day moving average is rising, with company type used as an additional filter. The prose also mentions a share-price ceiling and suggests that investors might…
This Chinese stock-screening note combines daily amplitude above 1, a positive weekly MACD histogram, and a newly formed KDJ golden cross, where the J line moves above the K line. It interprets these filters as selecting relatively volatile shares with…
This Chinese stock-selection note describes a screen for shares with amplitude above 1, a weekly five-period moving average crossing above the ten-period average, market capitalization below 10 billion yuan, and no losses. It frames the conditions as a…
This research report develops a low-lag trendline (LLT) using a second-order low-pass filter. It frames the design as a response to the smoothing-versus-delay trade-off in simple and exponential moving averages: stronger smoothing can make conventional…
This document describes a smoothed version of a trend direction and force indicator. It says the indicator originated with Pyotr Wojdyło for the MetaStock platform and was later adapted for MetaTrader 4 and MetaTrader 5. In this version, a double-smoothed…
The document describes a technical stock-selection rule combining a daily amplitude condition, a price below 20, and a weekly close crossing above its 30-week moving average. It includes indicator-formula and Python-style examples: weekly closing prices are…
This example modifies a long-position management routine to calculate a trailing stop using a Parabolic SAR style update. When the latest bar makes a new high, the routine advances a step value up to a configured maximum, then moves the stop upward from its…
This indicator modifies a variable moving average (VMA) by using Adam White’s Vertical Horizontal Filter (VHF) as its variable input. In the VMA formula, the current price and prior average are blended using a smoothing constant multiplied by a measure of…
The document outlines an automated long-and-short trading setup combining signals across timeframes. For a long entry, it requires MACD divergence on a five-minute chart, the one-hour stochastic main line above its signal line and within a stated range, and…
The document describes an automated trend strategy that combines an Elder trend ribbon, Ehlers indicators, Ichimoku levels, and a 200-period moving average. It uses indicator direction and momentum to filter trades, with fractal dimension as an additional…
The document describes a variation of the Super Smoother indicator that uses its own past values to filter some false signals. It focuses on how the indicator’s color states can be interpreted rather than detailing the calculation or parameters. A change to…
This MetaTrader indicator presents trend direction from a higher-timeframe X2MA calculation as a colored chart background. Pale colors represent continuation states, while brighter colors mark potential trade signals; it can also issue sound alerts and…
The analyzer proposes judging whether a market timeframe is suitable for trading by combining several rolling measures: linear-regression signal-to-noise ratio, lag-one return autocorrelation, the Hurst exponent, a volatility-clustering oscillator, and…
This educational expert advisor combines classic Renko bricks with ADX and directional indicators to generate entries and exits. It updates indicators only when a brick completes, requires ADX strength and DI direction to agree, and demands a same-direction…
This report uses 250-trading-day highs to track momentum across Chinese stocks, sectors, and indices. It defines distance from a 250-day closing high as the pullback from the maximum close, with zero indicating a new high. The report treats the number and…
The Random Walk Index (RWI) is a technical indicator intended to distinguish statistically meaningful price trends from movement that resembles a random walk. It compares observed price ranges over a chosen lookback with the range expected under random…
FantailVMA is presented as a moving average whose responsiveness changes with market conditions. Its calculation smooths directional movement and true range to derive ADX-related values, then uses the recent ADX range to set a coefficient that controls how…
This note describes an adaptive version of ADXm that uses the vertical horizontal filter (VHF) to vary the indicator’s calculation period instead of relying on a fixed period. The intended effect is to adjust the indicator’s response to changing market…
Smoothed Rate of Change (S-RoC) applies the Rate of Change concept to an exponential moving average rather than directly to closing prices. It compares the current EMA with its value a chosen number of periods earlier, expresses the difference as a…