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 Ehlers Filter is presented as an indicator for following the common price trend and trading in its direction. It exposes three settings: the period used for smoothing, the momentum lookback, and the applied price series. Its calculation takes moving…
MinPriceChange is an indicator for identifying a possible transition from a flat market into a breakout or reversal. It sums bar-to-bar close changes over a configurable period, then compares the current sum with sums from an earlier lookback. A new signal…
The document outlines a stock-selection screen for metaverse-related companies. It combines a positive institutional-flow condition with a weekly moving-average crossover, where the five-week average rises above the ten-week average. It gives example…
The document presents a swing-point detector based on pullbacks rather than fixed candle patterns such as three-bar fractals. While searching for a high, it tracks the highest high and the low of the candle that set it; the high is confirmed when price…
This expert advisor demonstrates using Wilder’s Parabolic Stop and Reverse as a trailing stop for existing positions. On each new bar, it updates the stop level toward the position’s favorable price extreme. The acceleration factor rises in fixed increments…
This indicator uses a smoothed Average Directional Movement Index to mark trend direction and apparent strength on the price chart. It compares the positive and negative directional lines: when the positive line is higher, the chart displays a lime dot; when…
This brief strategy outline combines a machine-learning stock ranking model with market-level and individual-stock exit rules. It proposes training a StockRanker on price, volume, and valuation factors, then applying three conditions to the CSI 300 index as…
This stock-screening approach selects securities with MACD above zero and a weekly close crossing above its 30-week moving average, then ranks candidates by market attention or heat. It runs after each trading day’s close. The stated rationale is to pair a…
The script describes a two-sided futures strategy on hourly bars. It identifies confirmed swing low and swing high fractals, then enters long when price breaks above a bullish fractal’s high during a short-over-long moving-average uptrend. It enters short…
This stock screen combines three conditions: daily amplitude above 1, at least one limit-up event within the past month, and a 20-day moving average above the 120-day moving average. The moving-average relationship is intended to identify an upward trend,…
This user-submitted DAX mini strategy opens a short position when one Supertrend reading is above another, then adds to the short if the position’s percentage performance falls past a specified loss threshold. It exits the accumulated position when…
This report reviews the issuance and performance of Chinese private CTA products in the first quarter of 2018, then discusses equity index futures, government bond futures, and commodity markets. It links strategy ideas to changes in volatility, trading…
The document introduces a currency strength meter that compares percentage price changes across periods. Its stated purpose is to help traders distinguish trending markets from consolidating ones by assessing relative currency strength. The material gives…
This weekly note assesses the Chinese equity market using trend, liquidity, options sentiment, macroeconomic data, calendar patterns, and factor crowding. Its timing framework treats the market as bullish when the broad-market index is above its 20-day…
This note describes a modified Aroon indicator for MetaTrader 5. It says the version addresses a common implementation issue in which the indicator does not reach the zero level, and adds the ability to view Aroon readings from multiple time frames. In…
The Coppock indicator is a momentum measure intended to flag the start of bullish market trends. Its underlying formula was introduced by Edwin Sedgwick Coppock in 1962. A signal occurs when the indicator rises through zero, which is interpreted as a…
This document explains an indicator that fits a linear regression channel from a user-selected date and time through the latest chart bar. It calculates the regression slope and intercept from closing prices, then estimates channel width using the standard…
The document describes a TD-style timing system attributed to Thomas DeMark. It begins with a setup: compare each close with the close a fixed number of bars earlier, and require that relationship to persist for a specified run of bars. A falling sequence…
This short description presents an indicator that compares a fast and a slow zero-lag triple exponential moving average. Their cross is used to signal a change in the indicator's view of market direction, making the pair a simple trend-reading tool based on…
This post describes a EUR/USD and GBP/USD strategy that seeks entries during pullbacks within an established intraday trend. It uses 5-period and 8-period Wilder averages alongside an 89-period simple average. During an early-day window, the averages must be…
The strategy combines five-bar fractals with the Alligator’s Teeth to identify breakout entries. A buy fractal is a local high with two lower highs on either side; a sell fractal is a local low with two higher lows on either side. When a buy fractal forms…
This document explains how to combine absolute, time-series momentum with relative, cross-sectional momentum in a multi-asset portfolio. It describes a unified portfolio framework that treats each pair of instruments as a relative-momentum opportunity,…
This weekly report assesses the Chinese equity market after a rebound in early June 2022. Its timing framework compares 20-day and 120-day moving averages for a broad market index and combines their distance with a market breadth or “profit effect” measure.…
NDuet combines moving averages with a semaphore signal to guide trade timing. The two moving averages use different periods to define trend direction, while the semaphore indicator identifies a possible point to enter or settle a trade. The description says…