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 trend-following strategy defines an uptrend as five simple moving averages, spanning 10 to 200 periods, arranged from shortest and highest to longest and lowest. A downtrend uses the reverse ordering. The author treats this alignment as evidence that…
This Expert Advisor runs two trading systems based on changes in the direction of the ColorJFatl_Digit indicator: one for long positions and one for short positions. Each side has its own settings, including a distinct magic number and money-management…
The indicator classifies each completed month as an advance or decline, then tracks consecutive runs in both directions. It reports the current run, the longest observed up and down runs, and the average number of consecutive up months before a down month…
This document describes a trend indicator that displays market direction and strength as a colored cloud. The cloud’s color represents the direction of the trend, while its width is intended to show the trend’s force. Its construction combines three…
The document presents a Chinese equity screen using daily price amplitude, a weekly five-period moving average crossing above a ten-period average, and a cap on the stock's gain at the opening auction. The moving-average condition is intended to identify an…
This document outlines an automated foreign exchange trend strategy that combines a simple moving average with Heiken Ashi candles. It says the system uses the indicators to trade in the direction of a market trend and sets the take profit using the previous…
This indicator describes a trend-following exit rule based on the Average True Range (ATR). In an uptrend, it tracks the highest closing price and places a stop below it by a multiple of ATR; in a downtrend, it tracks the lowest close and places a stop above…
The document describes a signal-to-noise indicator intended to distinguish directional markets from ranges. Over a lookback of 14 bars, it divides the absolute change from the current close to the earlier close by the sum of absolute close-to-close changes…
This indicator combines directional readings from Bollinger Bands, CCI, Ease of Movement, MACD, Money Flow Index, detrended price oscillation, rate of change, RSI, and Stochastic. Each component contributes a bullish, bearish, or neutral score, and the…
This document catalogs the calculation methods and input price series available in the AllAverages v4.9 MetaTrader 5 indicator. The methods range from standard simple, exponential, weighted, and smoothed averages to alternatives such as Hull, zero-lag,…
This page points to a presentation and code for a multi-instrument CTA strategy built around Dual Thrust. Its outline identifies trend capture, fixed-fraction position sizing for risk control, diversification or hedging across three instruments, and backtest…
This indicator estimates the current market state by comparing three moving averages. Its output assigns colors to broad conditions: light green for an uptrend, green for a possible trend start, red for a downtrend, orange for a possible downward turn, and…
This strategy estimates whether the equity market is entering a bear phase by measuring the share of industries whose recent average price exceeds a longer-period average. If that share falls below a chosen threshold, it treats the market as bearish, sells…
This brief description presents a binary form of the Rainbow Oscillator, based on Mel Widner’s Rainbow Average, which it compares to Guppy multiple moving averages. The indicator reduces its output to two conditions: an upward state and a downward state.…
This document describes a chart indicator built from two moving averages applied to smoothed high and low price series. Together, the averages form a channel around price. Candles outside the channel are colored to show whether they move with or against the…
PricePosition describes a chart indicator that tracks price relative to an angled section line. It marks a buy condition when price rises above the line and a sell condition when price falls below it. The display also shows current open, high, low, and close…
The document presents Acceleration Bands, an envelope-style indicator attributed to Price Headley. It derives an upper series from each bar’s high and a lower series from its low, adjusting both by a factor based on the bar’s high-low range relative to its…
HiperSAR modifies the Parabolic SAR acceleration factor so it responds to both recent range expansion and the directional strength of each bar. It compares the current high-low range with an ATR-based average range, then weights that ratio by candle body…
This indicator displays the trend direction or a potential trade signal generated by the Awesome_Sign indicator on a selected bar. It marks continued trends with a colored graphic symbol and trend changes with a directional arrow, using colors to distinguish…
This brief note introduces a smoothed price indicator that derives adaptive levels to help assess trend direction and possible support or resistance. It suggests that changes in the indicator’s color can be used as trading signals. The document also cautions…
This post describes a short-term Chinese equity screen that combines recent price movement with moving-average context. It selects stocks with a daily high-low range above 1%, an opening price within roughly 5% of the 10-day moving average, and a rising…
This brief strategy example uses two simple moving averages of closing prices to generate entry and exit signals. It buys when the five-day average rises above the ten-day average, placing the order at the following session’s open. After entering, it sells…
This indicator displays ChandelierStops trend positions from ten timeframes in one view. It compares the indicator line with minimum and maximum price levels and colors its squares accordingly: light green when the line is below the minimum level, and pink…
This indicator classifies market direction using the two Vortex lines. It marks a bullish state when the positive line rises above an upper threshold while the negative line falls below a lower threshold. The bearish state reverses those conditions; other…