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
Super SAR combines Parabolic SAR direction changes with SuperTrend confirmation. Green or red arrows indicate a potential entry when SAR changes position and SuperTrend agrees. A gray arrow marks an SAR direction change without SuperTrend confirmation,…
This indicator description presents a version of the instantaneous trend line that uses self-adjusting levels to filter signals. The stated motivation is that relying directly on the trend line’s slope can produce too many signals; adaptive levels are…
The document proposes an A-share stock screen combining daily price amplitude, a specified share-price level, and a weekly close above its 30-week moving average. It presents the rules as a way to combine volatility, a price filter, and a trend signal. It…
This document outlines an A-share stock screen combining daily amplitude above 1, a share price above its five-day moving average, and a rounded upward price pattern. It interprets higher amplitude as evidence of trading activity and the moving-average and…
The document describes adapting an automated trading system to test signals from a ZigZag-based trend indicator. The system opens trades when signals arise and exits through stop-loss or take-profit orders; it can hold multiple orders, with the count tied to…
The document describes Chandelier Exit as a trend indicator displayed as a colored cloud, with stop levels placed beyond the cloud's range. This gives a compact visual way to view the indicator's trend signal and the area beyond which its stops are set. The…
The document reviews three quantitative allocation approaches: rotating between equities and bonds, flexible multi-asset allocation, and multi-asset trend following. Each approach is offered at conservative, moderate, and aggressive risk levels, allowing…
This MetaTrader indicator plots a price channel, trend line, Fibonacci levels, and Fibonacci fan using recent peaks identified by an NRTR-based ZigZag indicator. Users can select a calculation timeframe and adjust the ZigZag period, display options, colors,…
The document explains the behavioral challenges of trend following: traders must tolerate repeated small losses, fluctuations in open profits, and periods of waiting for a large move. It recommends evaluating a strategy over many trades rather than judging…
This document explains a swing indicator that anchors an Archimedean spiral at the last confirmed pivot. Its structure changes when price makes a new high or low over a specified lookback; when direction flips, it places the pivot retroactively at the…
This document describes a trend indicator implemented using the NRTR approach, with its calculation timeframe set through an input parameter. Average True Range is used in constructing the indicator’s moving average, so the method incorporates recent price…
The document surveys a library of trailing-stop methods intended to manage open positions independently of entry rules. Methods include trailing behind recent bar highs or lows, fractal extrema, stepped price advances, tighter distances as profit grows,…
This review evaluates an RSRS market timing strategy out of sample across several Chinese broad-market indices from March 2017 to November 2019. It reports generally positive timing results, strongest on the CSI 300, while the CSI 500 results were more…
The document describes a low-lag trend line (LLT) designed to reduce the delay that comes with smoothing price data. It frames moving averages as a trade-off: longer windows smooth noise more effectively but respond more slowly, while exponential averages…
This crypto trading strategy uses TD Sequential style counts on hourly candles. A buy count increments when each close is below the close four bars earlier; a sell count increments when each close is above that reference. The strategy looks for a price…
ExTrend is described as an extension of a fractal-line indicator. It draws two current lines based on the highs and lows formed by the latest two fractals, then displays their slope in a separate indicator window. A zero slope corresponds to a horizontal…
This indicator is described as a free supplement to a broader Alpha Trend Spotter tool. It uses price action to identify what its author calls the strongest trend for the day, and the instructions say to use it when the companion indicator shows a clear…
These notes summarize the Turtle trading approach as a systematic trend-following method built around breakouts, disciplined execution, and survival through losing periods. The described rules include entering when prices exceed a prior-period high or low,…
B-Xtrender is a trend-following indicator intended mainly for higher timeframes. It combines a short-term oscillator, derived from the difference between two moving averages and then transformed with RSI, with a separate long-term RSI measure based on a…
This indicator description presents a generalized version of John Ehlers’ Instantaneous Trend Line, extended with bands intended to help identify trend changes and reduce false signals that may arise from relying only on the line’s slope. The underlying…
This Expert Advisor uses changes in the ColorJFatl_Digit indicator’s line color as trade signals, assessed when a bar closes. It follows the indicated trend and increases position volume when unrealized profit, measured in points, rises past a threshold set…
This Supertrend variation aims to keep its values stable after a bar closes. It replaces the moving average of the bars’ high-low midpoints with a moving statistical median, which the document describes as more robust to extreme values than an average. The…
This indicator design converts RSI readings into Heikin Ashi candles, using RSI of price close for the candle close and a recursive smoother for its open. The candle body represents the net oscillator move, while its wicks show the range of the RSI readings.…
This article describes a chart indicator that displays slope-based trend direction across nine timeframes in one panel. It explains how the indicator uses an existing slope-direction method, with a selectable second moving-average smoothing method. The…