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 article describes a daily, long-only ETF rotation system that applies a five-day and a 42-day closing-price moving average to each asset. Crossovers generate buy and sell decisions, while available capital is allocated equally among positions with buy…
The document describes a long-short trend strategy that uses the direction of a 100-period moving average as its momentum signal. It compares the current average with its value 20 trading days earlier: a higher reading triggers a long position, while a lower…
This MetaTrader indicator displays signals generated by an Elliott Wave Oscillator variant calculated on a selectable timeframe. It distinguishes continuation from a change in trend: a right-pointing marker indicates that the existing direction persists,…
This document describes a Chinese equity screening rule combining daily amplitude above a threshold, higher successive lows, and upward separation among short, medium, and longer moving averages. Its indicator example compares five-, ten-, and twenty-period…
This expert-advisor strategy enters trades when a bar closes and the Open Oscillator Cloud changes color, which the document treats as a trend change. It adjusts trade volume according to recent outcomes in each direction: after a specified run of losing…
The Range Filter aims to reduce minor price fluctuations so that directional moves are easier to see. It first smooths the absolute change in price, then scales that average range by a multiplier. The resulting threshold governs a filter line: price…
This document describes a semaphore indicator that marks trade signals when Heiken Ashi Smoothed candles change direction. Its central idea is to use a smoothed candle series to identify directional turns, then display a signal as the direction shifts. The…
The Notches indicator connects successive highs that rise and successive lows that fall. Its description uses the relative lengths of these line sequences to suggest possible entry points: in an uptrend, the high-based lines are said to be shorter, while in…
The document contains reusable strategy calculations for price returns, volatility scaling, trend following, and MACD signals. Its intermediate trend strategy combines the signs of one-month and one-year returns, weighted by a parameter, and applies that…
The document explains how to build a fund backtest in a platform whose standard workflow does not directly support fund data. The example strategy buys when a short moving average crosses above a longer one and sells when it crosses below. It describes…
This stock-selection proposal combines three technical conditions: daily amplitude above one percent, weekly MACD above zero, and alignment among at least five moving averages. It frames the range and MACD conditions as signs of strength and direction, while…
This indicator derives trading signals from the XMACD histogram and offers three configurable signal triggers: a change in histogram direction, a change in signal-line direction, or a crossing between the histogram and signal line. It displays the result as…
This indicator colors price bars according to movement direction measured against a user-specified point threshold. When price moves against the current direction, the bar color becomes progressively less saturated at three rollback levels: one quarter, one…
This short description outlines a symmetric breakout rule. It buys or covers a short position when price moves above the high of a chosen number of prior bars, and sells short when price falls below the low of that lookback window. The lookback length is…
This indicator description presents a trend-change interpretation in which a move out of a flat price zone matters more than a moving average crossover by itself. It proposes avoiding trades while price remains inside the zone, using the zone as a filter…
This document describes an Expert Advisor that trades changes in trend direction as indicated by the ColorLeManTrend indicator. It generates a signal when a bar closes and the indicator’s cloud changes color. The page also notes where to place the compiled…
The document introduces DMH, John Ehlers’s proposed update to the traditional directional movement indicator. It describes applying Hann windowing to directional movement calculations as a way to modernize an established technical analysis method. The…
This expert advisor trades after finding a configurable run of identical candlesticks: it buys following bullish candles and sells following bearish candles. Its inputs include the required run length, trade size, take-profit and stop-loss distances,…
This overview classifies quantitative funds by strategy, market, instrument, and time horizon. It describes trend following, which seeks sustained price moves and can have a low win rate while relying on occasional large trends, and countertrend trading,…
The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…
The document describes a two-part trend indicator that plots a cloud between a 75-period exponential moving average and an ATR-based trailing stop. The stop component uses a 14-period average true range and a fixed offset to form upper and lower candidate…
The document describes a chart indicator for identifying Ross Hook continuation setups after a 1-2-3 reversal structure. It detects pivot highs and lows over a configurable lookback, tracks the resulting swing sequence, and checks for bullish…
The Relative Trend Index (RTI) is presented as a normalized indicator for gauging price position and trend strength. The described calculation estimates standard deviation over a short window, adds and subtracts that value from closing price to form upper…
This Chinese stock screen combines metaverse concept membership with a rising 30-day moving average and a stock code beginning with 60, a filter associated with Shanghai-listed shares. The accompanying examples describe how to identify concept membership,…