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 is presented as a generalized adaptive moving average related to Kaufman’s adaptive moving average. The described adaptation accounts for where the close falls within the high-low range. The generalized implementation changes the calculation…
This document describes a China A-share screening rule that selects stocks with daily amplitude above 1, circulating market value above 10 billion yuan, and a rising 30-day moving average. The author presents amplitude as a proxy for trading activity, market…
The indicator replaces fixed swing highs and lows with levels that decay over time by a fraction of ATR(200) per bar. Confirmed pivots reset their side’s level, so newer swings take precedence. A break occurs when price crosses the eroded level; the level…
This article describes a timing rule that uses changes in the gap between short- and long-term moving averages, instead of relying only on their crossover. It defines the gap as the short average minus the long average, then interprets the gap’s expansion or…
This indicator aims to show whether a trend is present and how strong it is by comparing a moving-average channel with a longer price range. For each selected moving-average period, it measures the recent high-to-low span of the average and compares that…
This note presents an A-share stock screen that ranks names by capital strength, keeps the five with the largest auction value for the day, and requires the 30-day moving average to be rising. It interprets fund flow and auction activity as signs of…
This document describes a MetaTrader 5 SuperTrend indicator that adapts its volatility bands and selected trade parameters using prior signal outcomes. It offers reversal and failed-breakout signal modes, with optional confirmation from RSI, tick-volume…
This document describes an MQL5 class for calculating the Average Directional Movement Index (ADX) with a ring buffer. The class accepts high, low, and close price data and supports calculation across full arrays or one value at a time. Its initialization…
This indicator applies Ehlers’ inverse Fisher transform to several RSI variants, including regular RSI, Cutler’s RSI, Haris’ RSI, Rapid RSI, RSX, and Slow RSI. The stated aim is to emphasize oscillator extremes, making overbought and oversold conditions more…
This document explains a Smart Money Concepts indicator that labels changes and breaks in market structure as CHoCH, SMS, or BMS. It tracks outcomes in loaded price history and displays estimated probabilities for the next continuation or reversal, alongside…
The proposed Chinese equity screen combines three conditions: at least five moving averages are said to overlap, the 9:25 opening gain is below 6%, and the 30-day moving average is rising. The accompanying explanation interprets overlap as relatively stable…
The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…
The Congestion Index is presented as a way to characterize whether a market is trending or moving sideways. Its stated construction compares the market’s percentage change over a selected lookback period with the extreme price range over that period. The…
This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…
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 obtained through a moving-average function and applies the cosine of a price-change angle. Users…
The document explains how traders read candlestick shapes and sequences as possible signals of changing market direction or pauses in an existing trend. It describes reversal formations such as pin bars, engulfing candles, stars, harami patterns, and…
The document describes a Chinese equity screen combining four conditions: membership in the metaverse sector, a prior-day close above the 250-day moving average, a robotics concept classification, and circulating market value below 10 billion yuan. It…
This document describes an Expert Advisor that trades when two moving averages cross. It checks their values on two adjacent completed bars: a buy signal occurs when the first average moves from below to above the second, and a sell signal when it moves from…
The document describes a candlestick indicator that colors candles extending beyond the Ozymandias channel. The colors distinguish candles that align with the indicated trend from those that move against it: trend-aligned candles receive a brighter shade,…
The BS Living Now indicator marks chart highs and lows using filters that differ from those in the standard Bill Williams Fractals indicator. Its period parameter controls how many extrema appear: a larger setting produces fewer marks, while a smaller one…
This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…
ADXVMA is described as a moving average whose calculation weights depend on ADX values. This makes the average responsive to a measure of trend strength rather than relying only on a conventional fixed weighting scheme. The description also notes that the…
The document describes a MACD variant that replaces its fast, slow, and signal moving averages with Arnaud Legoux Moving Averages (ALMA). It calculates weighted averages using a Gaussian-shaped weighting scheme, then subtracts the slow average from the fast…
This indicator description is based on a method attributed to Markos Katsanos and a 2018 magazine article. It describes average penetration bars and adds configurable choices for how penetration is measured: the original method uses closing prices, while…