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 offers practical guidance on using automated trading systems: limit strategy changes, choose a small set of instruments or approaches, keep positions controlled, and give a selected model time to operate. It emphasizes that a system is a tool…
The Change-to-Range Ratio compares the net change in closing price over a chosen lookback with the sum of the bars’ high-low ranges over that period. The document presents it as an oscillator that relates directional movement to total price movement:…
This indicator resets cumulative volume delta when price changes its trend regime. A 50-period EMA with bands two ATRs wide defines persistent bullish or bearish states: a close beyond the opposite band flips the state, while closes inside the channel leave…
This description presents an MQL4 indicator that combines two configurable moving averages with Fibonacci levels. It marks a potential buy when the faster average crosses above the slower one and a potential sell when it crosses below. The crossover…
More Chan Theory is presented as a practical simplification of Chan-style price analysis. It drops the traditional recursive pen-and-segment hierarchy, using two levels: the current-level pivot and lower-level segments. The method uses MA5 and MA34 to help…
The document describes a higher-timeframe variant of the AbsolutelyNoLagLwma_Range_Channel indicator. Its added feature is a timeframe selection input, allowing the user to choose the chart period from which the indicator's data is drawn, with a four-hour…
This page describes an Expert Advisor that uses a moving average as a reference for opening trades. With its default signal rules, it opens a buy when the current ask is above the moving average value from the prior bar, or a sell when the current bid is…
The speaker describes developing systematic futures trading from a simple intraday rule into a portfolio of strategies. The example begins with entry thresholds around the session open, a fixed stop, and a close-based exit; moving-average filters and a…
This short description introduces John Ehlers’s reverse EMA indicator as a causal approach that combines forward and backward EMA processing for use in live trading. It says the method applies double smoothing at the high-frequency end to reduce aliased…
This tutorial walks through building a basic quantitative strategy for a single Chinese equity. It uses a five-day and a twenty-day moving average of adjusted daily closing prices: the strategy targets a fully invested position when the shorter average is…
This document proposes a stock screen that combines a positive MACD reading, upward separation of the day’s moving averages, and a shortening MACD histogram bar on a 15-minute interval. The daily signals are intended to identify an upward trend, while the…
This A-share stock screen combines membership in the metaverse theme with a price condition around the 250-day moving average and a listing-date filter. The article presents the long moving average as a way to identify stocks trading above a long-term…
This indicator combines a Hull-style moving average with volatility bands based on standard deviations over three lookback periods: 9, 26, and 52 bars. It averages the three upper bands and the three lower bands to form the primary channel, with its midpoint…
This code example implements a long-only moving average crossover strategy in Backtrader. It calculates two simple moving averages, with default lookback periods of 10 and 20 bars, and adds a long signal when the shorter average crosses the longer one. A…
This expert advisor combines the Commodity Channel Index with fast and slow moving averages to open and close positions. For a buy, the slow average must have risen between the two referenced bars, the fast average must be rising on the current bar, and the…
The document explains the MESA Adaptive Moving Average (MAMA), which varies its smoothing in response to changes in the measured phase of price movement. A Hilbert-transform process estimates that phase change, and the resulting adaptive alpha lets MAMA…
The document describes a regression channel built from the Theil-Sen estimator, intended to keep trend estimates less sensitive to price outliers than ordinary least squares. It calculates slopes between every pair of observations in a rolling window and…
The Vortex Oscillator is described as a histogram derived from the Vortex indicator. It plots the difference between the positive and negative Vortex lines, VI+ and VI−, turning their relative values into a single series that can be viewed as an oscillator.…
This indicator changes a moving average’s color according to whether the MACD value is above or below zero. It presents the zero line as a simple trend filter: readings above zero indicate an uptrend, while readings below zero indicate a downtrend. The…
The document describes a trading expert advisor that combines a Gann Fan with two moving averages. It presents the Gann Fan as a trend filter and lists configurable controls for trade size, profit targets, stop losses, trailing stops, break-even moves,…
The METRO_WPR_HTF_Signal indicator displays trend direction or a trade signal generated by the METRO_WPR_Sign indicator, calculated on a selected timeframe. A round symbol marks continuation of the current trend at the chosen bar; a directional arrow marks a…
This document presents a rule-based DAX system for five-minute charts, built around the Traders Dynamic Index (TDI), which combines an RSI series with smoothed lines. It defines separate morning and afternoon trading windows and a daily flat time. A long…
The document explains an oscillator that classifies market conditions using a histogram and two moving-average threshold levels. A blue bar above the upper threshold represents strong movement. A red bar between the thresholds indicates a moderate or…
This brief description outlines an Expert Advisor built around two moving averages and the Relative Strength Index. One average uses exponential weighting and the other uses linear weighting; the author says those methods are central to the system and are…