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 three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…
This document outlines an automated trading strategy that compares a moving average with the Parabolic SAR indicator to generate trading signals. The expert advisor operates using the current, still-forming bar, allows only one open position at a time, and…
This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…
The Trend Envelopes indicator uses percentage price deviation to decide whether a trend has changed or remains in place. Its calculation needs only a deviation percentage as a parameter and internally uses closing, high, and low prices; the described version…
This signal module generates long and short trade votes from price position relative to a moving average. It adds protective filters based on the direction and minimum size of both the current and previous bars: long signals require bullish bars, while short…
The post proposes screening Chinese A-shares with a rising 30-day average, previous-day actual turnover between 3% and 28%, and a current-day position increase above 5%. It interprets these conditions as a combination of upward trend, trading activity, and…
This Expert Advisor generates trades from the TrendlessAG histogram indicator. It forms a signal when a bar closes and the histogram changes direction, making the closing bar the stated decision point. The advisor depends on a separately compiled indicator…
This brief description introduces a histogram presentation of a precision trend indicator. It says the indicator is intended to help identify trends and colors histogram bars according to the current trend state. The author characterizes it as similar to an…
This trading system uses the ColorMETRO indicator to generate a deal signal when the indicator’s cloud changes color at a bar close. The document describes an Expert Advisor that applies this rule and refers to a historical deal chart and testing results for…
This strategy combines model-based stock ranking with trend-following entry filters to seek short- and medium-term gains in Chinese equities. It starts from a manually selected pool of China Securities 150 constituents, narrowed to roughly 100–300 large,…
This indicator compares fast, normal, and slow moving averages to give a visual reading of trend alignment. It colors the chart green when the fast average is above the normal average and the normal average is above the slow one, red when the ordering is…
The Guppy indicator plots two groups of exponential moving averages on closing prices. The shorter-period group is presented as representing short-term traders, while the longer-period group represents longer-term investors. The suggested approach is to…
The indicator presents trend direction across ten timeframes using the direction of a ColorZerolagTriXOSMA indicator. It displays one line per timeframe: purple indicates the oscillator is rising, pink indicates it is falling, and gray represents other…
This Expert Advisor uses a moving average to generate directional trading signals. When the current ask is above the moving-average value from the prior bar, it signals a buy; when the current bid is below that value, it signals a sell. The description…
The document presents a Renko-based system that buys after at least two upward bricks follow a decline of two or more bricks, and sells short after at least two downward bricks follow an advance of two or more bricks. The example code builds bricks from…
This brief indicator description concerns a semaphore-style signal tool that marks breakouts through a dynamic price channel. Its stated purpose is to form signals when price breaks that channel, offering a technical mechanism for identifying possible trend…
BoDi measures the distance between the upper and lower Bollinger Bands and displays that width as a histogram. Because the bands widen as volatility rises and contract as it falls, the author interprets expansion as an active directional impulse and…
This Chinese stock screen selects companies classified under the metaverse theme when the opening price is near the ten-day moving average and the twenty-day moving average is above the one-hundred-twenty-day average. The moving-average relationship is…
This example assembles a futures trend-following system on hourly data and shows how to choose among vanilla accounting, simulated market orders, and simulated limit orders. The system combines raw data, trading rules, forecast scaling and combination,…
This note describes a Swami-style stochastic indicator associated with John Ehlers’s discussion in a March 2012 issue of TASC. The indicator displays colored zones derived from stochastic calculations and adds a generic stochastic value, described as an…
This automated strategy combines MACD crossovers with a 200-period moving average filter and support or resistance conditions. A buy setup requires the MACD main line to cross above its signal line below zero, price to be above the moving average, and price…
This indicator compares the direction of the USDX line with the direction of the Slope Direction Line and displays a colored pointer in a separate chart window. It marks agreement when both lines point upward or both point downward, using distinct colors for…
This indicator applies the Relative Strength Index to values from Parabolic SAR rather than to market prices. The author presents it as another variation in the RSI family and says it can be used in the same general way as a conventional RSI. In this…
SwingCyborg is an expert advisor for automating medium- and long-term trades whose trend start and end are chosen by a human. The user provides those turning points, and the software manages the trading continuously. It includes three money-management…