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 outlines a configurable strategy that uses three moving averages to identify trending conditions and time entries. For buys, the shorter average must be above the two longer averages, and a candle must cross above the shortest average. The sell…
The document introduces the T3 moving average, an adaptive smoothing indicator attributed to Tim Tillson. It describes the indicator as aiming to reduce lag while filtering price noise, and lists three inputs: the calculation period, a coefficient, and the…
This chart indicator classifies each candle by comparing its close with two exponential moving averages calculated separately from highs and lows. A close above the high-based average is colored green, a close below the low-based average is colored red, and…
A Donchian channel is formed from the highest high and lowest low over a chosen lookback period. The document describes a breakout rule: open a long position when price makes a new high beyond the upper channel, and open a short position when price falls…
This post describes a Chinese equity screen that selects stocks classified in the metaverse theme, trading above their 250-day moving average, with circulating market value above the stated threshold. It frames the theme filter as a way to target a popular…
This review surveys momentum investing across equities, funds, commodities, bonds, currencies, and cryptocurrencies. It explains cross-sectional momentum, which buys past winners and sells losers, and time-series momentum, which takes positions based on each…
This brief indicator description explains a chart overlay that first uses the BSI indicator to assess trend conditions, then draws either a regression-based trend line or channels using a Tango line. It identifies plotted elements by color: upper and lower…
The document presents a Chinese stock selection rule combining three conditions: daily price amplitude above one percent, no limit-up close on the prior day, and a weekly close crossing above its 30-week moving average. It frames the amplitude and prior-day…
This LumiBot guide describes a historical backtest workflow in which one AI agent researches a market signal and a second reviews risk and can place trades. Its example uses SPY daily prices, compares the completed close with a 20-bar average, and allows…
This community post asks how to adapt VeighNa’s double moving-average example for daily bars in live trading and backtesting. The author describes sending ticks to a BarGenerator configured for daily aggregation, binding a daily callback, and loading…
The document describes an indicator that presents trend information from the AMkA indicator for a fixed timeframe. It displays the source indicator’s colored-dot signals on a line, with dots appearing when a bar in the selected timeframe changes. The…
This trading-system description combines Alligator indicator signals with fractal confirmation for entries. It includes a trailing exit and a fixed stop, while the tested configuration disables martingale sizing and permits only one open order. The author…
This report summary examines gold supply and demand, macroeconomic influences, and ways to combine fundamental signals with short-term trend trading. It argues that supply changes relatively little, while shifts in investment demand help explain price…
This Expert Advisor uses two moving averages to manage trades. A slower average based on opening prices supplies entry signals, while a faster average based on closing prices supplies exit signals. The system checks for signals only when a new bar appears,…
The document describes an indicator intended to flag a possible market trend when a bar has unusually high tick activity. It suggests watching for a move in the same direction as the signal and gives EUR/USD as an example, with a suggested stop and target…
XDidi_Index is a customizable implementation of the Didi Needles indicator. It uses three smoothed price averages, labeled short, medium, and long, with default smoothing depths of 3, 8, and 20 periods. Each average has an independently selectable smoothing…
This proposed China A-share screen selects companies in the metaverse industry with a circulating share count below a stated cap and at least five moving averages aligned. The accompanying explanation presents the industry filter as a way to focus on an…
The document outlines a Chinese-equity screen combining daily amplitude above 1%, a robot-industry classification, circulating market capitalization below 10 billion yuan, and a weekly five-period moving average crossing above the ten-period average. It…
This tutorial explains how to build a basic Donchian channel breakout system in Python on a quantitative trading platform. It defines the channel using the highest high and lowest low over a lookback window, with a midpoint between the boundaries. A close…
This document describes an Expert Advisor that sets a daily trading bias by comparing the number of bullish and bearish candles from the previous day. It checks whether that day’s final close is above or below a moving average, and enters only when the…
This brief entry identifies BlauHLM as a color histogram implementation of the Directional Trend Index, an indicator associated with William Blau’s book on momentum, direction, and divergence. It presents the indicator as a way to display directional trend…
The document introduces a third generation moving average method attributed to Manfred G. Dürschner. It describes the method as reducing temporal lag through a procedure that increases the moving average period. The indicator is intended to be used like a…
The article argues that individual traders are unlikely to beat quantitative funds at speed and disciplined execution. It challenges the idea that simply refusing to sell is a reliable defense, pointing to the difficulty of holding through sharp price moves…
This brief description explains a trend-envelope indicator that uses price changes to decide whether a trend has changed or should continue. In this variant, standard deviation replaces a fixed percentage as the basis for measuring price change, and price…