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 article describes a Chinese equity screen that combines membership in a metaverse-related category, a positive return versus the previous close, and a rising sequence of moving averages. The specified trend condition requires the 5-day average to exceed…
The Trend Impulse Filter is a direction indicator built from rolling highs and lows and an exponential filter. It forms a midpoint from the highest high and lowest low over a lookback, then checks whether that midpoint has moved relative to its earlier…
This Expert Advisor combines two AbsolutelyNoLagLwma indicators on separate timeframes. The slower indicator sets the prevailing trend by its line direction, while the faster one times entries when its direction changes. A trade signal is considered at bar…
This indicator identifies short-, medium-, and long-term price extremes using a nested hierarchy. A short-term high is a bar whose high is at least as large as the bar to its left and larger than the bar to its right. A medium-term high must also be a…
This indicator turns a simple moving average into a stepped line. It initializes the output from the closing price, calculates an average over a chosen period, and updates the output only when the average moves above or below it by at least a specified…
This indicator holds a step-like value based on a triangular moving average (TMA). It updates the held value only when the TMA moves above or below it by a specified percentage; otherwise, the previous value remains. This creates a smoothed staircase that…
This post describes a converted version of an Ensign volatility stop. It scales an average true range measure by a parameter and combines it with rolling highs and lows to create candidate stop lines: below price for long positions and above price for short…
The indicator finds recent swing highs and lows with a ZigZag calculation, then plots Fibonacci retracements at 50%, 61.8% and 78.6%. It highlights the area between the latter two as a potential pullback zone. The proposed use is to look for a retracement…
The RMI Trend Sniper combines a custom RSI calculation with the Money Flow Index, averages those readings, and uses momentum thresholds plus the slope of a short moving average to classify bullish and bearish states. It plots a range-weighted moving average…
This document explains how to extend a Weight Oscillator indicator with configurable breakout or trend alerts. Inputs select the signal mode, the bar to evaluate, the alert count, and whether to use sound, email, or mobile notifications. Buy and sell…
This document describes an Expert Advisor that maintains independent buy and sell positions, each closed by a fixed take-profit or stop-loss. Its entry signal comes from a two-parameter exponential smoothing model: one state estimates the price level and…
The document describes a moving average inspired by an electronic RC filter. It combines an amplitude filter based on average true range with a frequency filter intended to suppress waves whose periods are shorter than a threshold derived from the filter…
This document outlines a simple swing-trading framework using three exponential moving averages with different lookback periods. The longest average is used to identify broad trend direction, while the middle average is treated as an intermediate trend…
This note outlines a Chinese stock screen based on price amplitude above 1, a rounded or arc-shaped price pattern, and an upward-sloping 30-day moving average. The author describes the amplitude filter as a way to seek stocks with trading activity, the…
This indicator uses four moving averages to generate directional signals. It marks an upward condition when the first and third averages each exceed their paired averages, and a downward condition when both fall below their counterparts. Users can set a…
This research proposes choosing between industry-level timing and within-industry stock selection based on how dispersed individual stocks are and how much the industry moves relative to the market. It classifies industries into timing-oriented and…
This stock-selection approach combines a daily price-range condition, a weekly moving-average condition, and a profitability filter. It seeks shares with an amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and…
This Expert Advisor combines two IBS-RSI-CCI indicators to trade in the direction of a slower trend while using a faster trend signal to time entries. The slow indicator sets the trend direction from its main and signal lines; the fast indicator identifies a…
The document presents the Roofing Filter as an indicator developed by John Ehlers and explains a simple way to interpret its signal line. A cross above the signal is treated as evidence of a short-term uptrend, while a cross below is treated as a short-term…
This short futures-market satire contrasts how different market participants explain the same uncertain event. Fundamental analysts may anticipate direction without timing; technical traders allow for failure and use stops; news-focused voices claim timely…
Daily Perspective is an intraday chart indicator that displays the open, close, high, and low of the previous three daily candles on hourly and shorter timeframes. It projects prior-day price levels onto the current day, giving traders a visual reference for…
The document introduces the Fisher Transform as a price oscillator intended to make turning points easier to identify. It describes transforming prices toward a Gaussian distribution and says the indicator fluctuates around a zero line, with sharp changes…
This document introduces Zipline Reloaded, a Python event-driven framework for testing trading algorithms. It describes using historical market data, running a strategy across a date range, and saving performance output for later analysis. The worked example…
This indicator combines a straight-line regression to estimate trend direction with a curved regression channel to represent changing support and resistance. It measures price dispersion using root-mean-square deviation, then applies Fibonacci coefficients…