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 an intraday strategy for the French CAC 40 using 10-second bars. It calculates Supertrend states across several higher timeframes, then combines those states with detailed weekday and time-of-day filters. Long entries are considered…
This document describes a basic crossover strategy for an automated trading system. It compares a faster moving average with a slower one: a move of the fast average above the slow average triggers a buy, while a move below it triggers a sell. The idea is to…
This document describes a rules-based DAX CFD strategy using H4 bars covering the session from 9:00 to 21:00. It enters long when price is above a 200-period moving average and MACD is positive, and short when price is below the average and MACD is negative.…
The listing describes a live GateIO futures robot trading BTC, ETH, LTC, BCH, and BNB against USDT on a 30-minute interval. Its author characterizes the approach as trend-following combined with a hedged long-and-short grid. Logs show grid adjustments,…
This brief indicator description explains how JMACandleTrend_Signal presents trend information from the JMACandleTrend indicator on a fixed timeframe. It derives its signal from the color of the source indicator’s middle line, and places color markers when a…
This brief trading note describes a moving average breakout rule for opening positions. It proposes buying when price breaks above both the 5-period and 20-period moving averages, and selling when price breaks below both. A break of the 20-period line is…
This Chinese stock selection post combines daily price amplitude, a measure of shareholder control activity, and weekly MACD conditions. Its final screening logic also adds valuation and dividend filters: price-to-book must be below the market’s first…
This document explains Kaufman’s Adaptive Moving Average (KAMA), a trend-following indicator that adjusts its responsiveness to price noise. It tracks price more closely in quieter conditions and smooths more heavily when swings widen. The author describes…
The document reports a historical simulation of a Donchian strategy on Binance ETH-USDT six-hour candles over the stated two-year period. It presents closed and open trade counts, net profit, balance change, fees, drawdown, annual return, expectancy, win…
This experimental indicator adapts a volatility filter to price itself, aiming to suppress movements smaller than a configurable range. It calculates a range from a selected scale, optionally smooths that range, then updates a trailing filter only when price…
This document explains a rolling Hurst exponent indicator intended to classify price behavior as persistent, anti-persistent, or close to a random walk. It estimates the exponent with rescaled-range analysis: price deviations are assessed over subsegments of…
This tutorial outlines a conventional trend-following strategy for Chinese stocks using short- and long-period moving averages. It describes entering when the short average is above the long average and exiting when it falls below, with trades placed at the…
The example pairs a ten-day simple average of futures closing prices with the prior close to control a short position. It opens a short position when the prior close is below the average and the existing position is under a stated size threshold. When the…
This brief strategy description uses the relationship between a stock’s closing price and its 10-day moving average to generate entry and exit signals. It buys when the close is above the average and the account has no current position. It sells when the…
This indicator applies a direction filter to a moving average and marks changes among three states: rising, falling, and flat. Its configurable inputs include the moving-average period and method, the applied price, an anchor offset measured in bars, and a…
The document identifies BWImp-T01 as a non-normalized trend oscillator and notes that it was originally written in MQL4. It gives the indicator’s name and classification but does not explain its calculation, inputs, interpretation, or how a trader might use…
This indicator adds a three-level trend-strength display to the ColorZerolagX10MA moving average. It calculates the indicator's standard deviation and compares it with two user-set thresholds. When deviation falls between the thresholds, a small dot appears…
The Trend Checker Graph turns comparisons between the current selected price and its value at up to eight lookback periods into a single score ranging from negative to positive. A rising comparison contributes a positive amount and a falling comparison a…
The document describes a MetaTrader indicator that adapts SuperTrend bands using the Kaufman Efficiency Ratio: bands tighten when price movement is directional and widen in choppy conditions. A Trend Quality Index combines directional efficiency, the…
The Chandelier Exit is a volatility-based trailing stop intended to help traders stay with an existing trend while limiting premature exits. It uses the Average True Range (ATR) to scale the distance between price and the stop. In an uptrend, the stop is…
This document describes a Trend Force oscillator with three inputs: a calculation period, an ATR period, and an ATR coefficient. Its construction uses rolling price extremes adjusted by the Average True Range. The upper series is based on the highest value…
HL-Trend is a price-based indicator intended for swing trading across timeframes. It uses each candle’s high and low relative to the prior candle to update a signal level: a lower high assigns the current high, while a higher low assigns the current low. The…
The system described opens trades in the direction of a rising or falling trend, with a configurable distance between subsequent trades. That distance also serves as the stop loss and take profit for a trade. If a buy closes at its stop loss, the system…
The document describes a simple trend indicator based on changes in candle highs and lows over a selected period. It counts candles whose highs increased and candles whose lows increased, then uses the difference between these counts, normalized by the…