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 describes a variation of a familiar trend line indicator that adds signal filtering to reduce some false signals from the original version. It gives two possible ways to interpret the indicator: arrows or dots can act as early signals, while a…
The document records a learner’s attempt to express past systematic futures trading in quantitative terms. Their prior methods were modified versions of Turtle trading and Aberration. They propose exploring a stock strategy that combines low…
The document explains a signal indicator that displays the current trend using values from the TrendMagic indicator on a fixed timeframe. It mirrors the source indicator’s line color, allowing the displayed trend state to be read from that color. Colored…
This document explains a Color Hull Moving Average indicator that adds a visual estimate of trend strength using standard deviation. When the indicator’s standard deviation falls between two configured thresholds, it displays a small colored dot on the…
This brief description outlines an expert advisor using Bill Williams’ Awesome Oscillator (AO) and Accelerator Oscillator (AC). It opens a buy position when both indicators are green and a sell position when both are red. It exits when either indicator…
The document describes a volatility indicator intended to distinguish directional movement from choppy or range-bound price action. It suggests using relatively short chart periods, specifically five to ten, and treating the relationship between its green…
The document presents a basic long-only strategy that enters when a shorter exponential moving average crosses above a longer one and exits when the longer average crosses above the shorter. It calculates multiple EMA periods so the short and long lookbacks…
The document describes an oscillator calculated from the slope of a linear regression across a configurable lookback period. It presents the slope as a way to gauge trend strength and possible exhaustion, including by comparing the current histogram value…
This note explains the Moving Average Convergence/Divergence indicator as the difference between a shorter and a longer moving average. As the averages converge, cross, and separate, the resulting oscillator moves around a zero line. It identifies…
This research summary introduces China’s crude oil futures market and compares its medium sour crude benchmark with major international contracts. It describes renminbi denomination, a daily price limit, and potential currency and cross-market risks. The…
This document describes a chart indicator that combines moving average comparisons and oscillator readings into bullish, bearish, or neutral ratings. Its moving average group uses several simple and exponential averages, a Hull average, a volume adjusted…
The Zig-Zag Donchian indicator combines rolling high and low boundaries with a Zig-Zag process intended to mark directional turns. The channel is calculated from the highest and lowest selected price values over a configurable lookback. When the Zig-Zag…
This indicator description presents a visual way to assess trend direction and strength using smoothed price data. Each “match” connects the smoothed opening price of one bar with the smoothed closing price of a later bar. The distance between those bars is…
This tutorial teaches readers to check whether generated CTA strategy code faithfully implements its written trading rules. It organizes the review around five code areas: parameters, bar aggregation, indicator calculations, signal decisions, and position…
The document explains an automated point-and-figure trading method that assigns each closing price to a fixed-width price box. It tracks the highest box reached during an uptrend and the lowest during a downtrend. A reversal threshold, expressed as a number…
This stock screen combines daily price amplitude of at least 1%, a nonempty outstanding convertible-bond name, and a closing price above its 30-day moving average. The document presents the bond condition as a way to consider financing or credit context and…
This chart indicator combines several common technical measures to display potential buy, sell, or exit signals. Its listed components include moving averages, relative strength, the Commodity Channel Index, stochastics, MACD, and ATR. Traders can configure…
This document describes an expert trading system that uses crossovers between fast and slow linear moving averages for signals, with an exponential moving average serving as a trailing stop. The stated crossover periods are 12 and 25. The system is presented…
This document outlines an automated trend-following entry idea that seeks to join the start of an impulsive move. It identifies the broader trend on a four-hour chart with the Alligator indicator, then watches a 30-minute chart for a bar whose volatility…
The document contrasts bullish and bearish conditions in cryptocurrency markets. It associates bullish periods with optimism, rising prices, and strong demand, while bearish periods are characterized by falling prices, fear, and greater trading caution. It…
The document proposes an experimental way to reduce the nervous behavior of ADXm during ranging markets: apply the ADXm calculation to its own output instead of using a conventional smoothing method. It notes that other smoothed and adaptive variants exist,…
The document describes two related indicators: an Arnaud Legoux moving average whose offset adapts using the Vertical Horizontal Filter (VHF), and a high-low signal band built from separate adaptive averages of recent highs and lows. The VHF measures the…
The Gann_Multi_Trend indicator classifies market direction over short, medium, and long horizons. Users set a separate calculation period for each horizon, along with a deviation input. For a given period, the indicator labels the trend upward when both the…
This Chinese equity screen selects stocks whose codes begin with 60, whose daily high-low amplitude exceeds 1%, and whose prior closing price is above the 250-day moving average. The document interprets the amplitude filter as a way to focus on more volatile…