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 document introduces the Widners Oscillator as a normalized two-line indicator with behavior described as similar to the Aroon indicator. It offers a basic interpretation: when the blue line is above the red line, the trend is considered to be…
This Expert Advisor generates a signal when a bar closes and the ColorZeroLAG_MA indicator changes direction. The described approach uses the moving average’s change in direction as its entry trigger. Running the EA requires a separate compiled indicator…
The document presents a script that estimates a power factor from historical price increments and uses the estimate to characterize a market as more range-bound or more prone to volatile, heavy-tailed moves. It reports example estimates across EUR/USD,…
This DAX hourly strategy uses Heikin-Ashi direction as an entry trigger and three exponential moving averages as a trend filter. It opens a long position during a specified daytime window when the faster averages are ordered above the slowest average and the…
This document describes a trend indicator that tracks changes in a moving average and accumulates them until a threshold is reached. Its stated purpose is to highlight broader price movements while filtering out smaller fluctuations. The threshold controls…
This forum post presents a live-trading problem in a strategy that computes double exponential moving averages on three-minute and fifteen-minute bars. Historical bars loaded during startup produce values close to those from another charting platform, but…
This A-share stock-selection rule targets companies in the metaverse theme whose prior-day price is above the 250-day moving average and whose actual turnover rate two days earlier falls between 3% and 28%. The theme filter selects a market segment, the long…
This document proposes selecting stocks with amplitude above 1%, a specified turnover-to-auction-volume ratio between 0.5 and 2, and a weekly price crossover above the 30-week average. It frames the filters as a combination of price variability, trading…
This document outlines a Chinese stock selection rule combining daily amplitude above 1%, a daily controlling-shareholder measure above 21 in absolute value, and a closing price above its 30-day moving average. It presents the moving average as a way to…
The document describes an extension of John Ehlers' Instantaneous Trend Line (ITL), an indicator designed to remove the dominant cycle from a smoothing average. Its explanation relates the method to averaging over a full dominant-cycle period: values above…
The document describes a Schaff Trend RSX indicator that can operate across multiple timeframes in MetaTrader 5. It says the indicator supports the platform's available timeframes and includes three special timeframe choices. Two of those choices are…
The document describes an indicator that proposes stop-loss levels by responding to possible trend changes in the direction opposite an open trade. Rather than moving the stop close behind every price move, it keeps the level steady while the trend continues…
This document describes iMAX3, a configurable indicator for detecting trend direction. Its inputs include a step size, an option to select that step automatically, and switches for three detection modes: iMAX, HP, and HPX. Step size affects sensitivity, and…
This document reports a Binance backtest of a long-only Donchian strategy on ADA-USDT six-hour candles over a two-year period from January 2019 to January 2021. It provides performance and trade statistics, including net profit, annual return, drawdown,…
This document describes a daily EURUSD strategy that combines a simple moving average with the direction of the day’s candle. It generates a long signal when the close is above the moving average and the candle is up, and a short signal when the close is…
This indicator signals a directional trend when candles agree across four timeframes: a buy signal appears when all are bullish, and a sell signal appears when all are bearish. The timeframe selection is configurable, with three periods shown as inputs and…
The document outlines a rule-based long strategy for Bitcoin futures, framed around adding to a position when price is rising. On a daily chart, it proposes buying a fixed amount when the close is above the five- and ten-day moving averages and the five-day…
The document describes the Range Expansion Index, an oscillator attributed to Thomas DeMark, for gauging price movement and possible overbought or oversold conditions. Its values range from -100 to +100. The source characterizes REI as staying neutral during…
The document introduces the double exponential moving average, or DEMA, as a way to reduce the lag associated with traditional moving averages. It describes calculating an exponential moving average, smoothing that result with a second EMA of the same…
This technical analysis framework argues that conventional moving averages lag price and are often interpreted separately across chart scales. It defines simple price structures using highs and lows: a local bottom or top is identified from three bars, while…
The document describes a modified Trend Trigger Factor indicator. It attributes the original indicator to M. H. Pee, published in Technical Analysis of Stocks & Commodities in December 2004, and says this version applies Jurik Moving Average smoothing. The…
This note introduces an indicator based on asymmetry, defined as the third central moment standardized by the cube of the standard deviation. Because price quote variability can make direct calculation unstable or too small, the approach applies the…
This document outlines a simple expert advisor based on the Alligator indicator. It uses the relative ordering of the indicator’s Lips, Teeth, and Jaws lines to determine trade direction: a bullish alignment triggers a buy condition, while the reverse…
This Chinese stock-screening post describes a filter combining metaverse industry membership, an upward-sloping 30-day moving average, and a listing-date condition. It presents the approach as a way to find newer stocks in a favored theme whose recent price…