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 document explains how to port an ATR trailing stop indicator from Pine Script to MQL5 and Python while keeping the three implementations aligned. The stop distance is based on an ATR multiplier times the simple moving average of true range. The stop…
This visual indicator combines a 20-period moving average and Bollinger Bandwidth with bands at one and two standard deviations. It colors the display bullish when price is above the average and bandwidth is rising, bearish when price is below the average…
The DSL Trend Analysis indicator combines moving average reference levels with delayed price extremes to mark possible breakouts. It compares the current close with a prior highest high or lowest low; when either threshold is crossed, it plots an up or down…
This tutorial demonstrates how to combine reusable strategy components in a backtesting framework. It turns a short and a long simple moving average crossover into a vectorized, long-only entry signal, sizes entries as a share of available liquidity, and…
JMACandleTrend_x10 displays the direction of JMACandle signals across ten user-selected timeframes. A right-pointing arrow marks continuation, while diagonal arrows indicate an upward or downward reversal. Users can choose which bar supplies the signal and…
This simple long-only stock strategy uses the relationship between 30-day and 80-day moving averages to determine whether to hold a position. When the shorter average is above the longer one and the account is flat, it buys stocks using the full account…
The MAMy indicator uses three moving averages calculated from closing price, the average of open, high, low, and close, and opening price. It signals a buy when the close-based average is above the OHLC-average line and that line is above the open-based…
The document describes a simple trend indicator that compares the number of rising and falling closing-price candles over a chosen period. It subtracts the count of declining candles from the count of advancing candles, then scales the difference by the…
This indicator classifies market conditions by comparing the current close with two rolling quantile levels computed from recent closing prices. Its default lookback is 30 periods, with an upper reference at the 60th quantile and a lower reference at the…
This brief indicator description presents an oscillator intended to help traders check an Elliott Wave count they have identified manually. It explicitly says the tool does not count waves automatically, so its role is confirmation rather than generating a…
This indicator plots three Raff-style regression channels on one price chart to compare primary, secondary, and tertiary trends. The default lookback lengths are 50, 20, and 10 bars, respectively, and can be changed. Each channel supplies support and…
The Trend_Angle indicator calculates the inclination of the most recent moving-average segment and displays the angle alongside the moving average and a line representing that segment. Its configurable inputs cover the moving average period, calculation…
HullTrend is described as a trend indicator that plots a colored cloud using the Hull Moving Average and an averaged version of that series. This presentation appears intended to make changes in trend direction or strength easier to see on a chart. The…
This example stock-selection strategy looks for a bullishly ordered moving-average structure: the 5-day average must exceed the 10-day, then the 20-day, 40-day, and 120-day averages. Among those stocks, it identifies a pullback when the day's low falls below…
This document outlines an Expert Advisor based on the Vortex Oscillator, calculated as the difference between the positive and negative Vortex Indicator lines and displayed around a zero line. The basic version reverses direction on opposing signals: it…
This report studies cross-sectional, market-neutral long-short strategies in commodity futures using inventory deviation and price momentum. The inventory signal measures how far a commodity’s stock level is from its trend; the strategy buys relatively…
This document outlines a semi-automated intraday trend strategy built from two Parabolic SAR settings. The slower indicator supplies the directional entry signal, while the faster one determines the exit level. Positions are also closed when an opposite…
The Clear Method Candles indicator colors bars according to a swing direction derived solely from price. Blue candles denote a positive swing and red candles a negative swing. The method tracks evolving high and low reference levels, then switches the swing…
The Slow Relative Strength Index (SRSI), attributed to Vitali Apirine, modifies the familiar RSI approach by first smoothing closing prices with an exponential moving average. It compares the smoothed price change with its smoothed absolute change, then maps…
This article explains how traders can use different chart timeframes for different tasks. Longer charts, such as daily or weekly views, can help position traders assess the broad direction; intermediate charts can support swing-trading decisions; and shorter…
This stock-selection proposal focuses on companies in the metaverse theme, requiring the prior day’s price to be above its 250-day moving average and the current day’s gain to exceed 1%. It further restricts candidates to main-board stocks, with exchange…
This event-style strategy applies a dual moving average crossover to five named Chinese equities: Kweichow Moutai, China Mobile, ICBC, PetroChina, and Ping An Bank. It calculates both averages from daily opening prices, using a five-day average as the short…
The document describes an indicator that displays candlestick direction across seven timeframes. It assigns a separate line to each timeframe, coloring the line green when that timeframe’s candle is rising and pink when it is falling. Colored squares mark…
MultiT3_TRIXx7Signal summarizes active trends using seven T3_TRIX indicators, each associated with a different timeframe. It displays one line for each indicator: dark blue indicates a rising T3_TRIX cloud, while pink indicates a falling cloud. Colored dots…