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
ExtremLine is described as a simple trend indicator that compares the current bar’s extreme with the corresponding extreme from a user-set number of bars earlier. It identifies a downtrend when the current minimum is lower than the earlier minimum, and an…
This document summarizes a 2021 presentation on tools for classifying industry-themed funds and building quantitative industry allocation strategies. Its proposed framework brings together macroeconomic drivers that may affect sector conditions, comparisons…
PrecisionSniper combines trend, momentum, volume, and directional strength indicators into a weighted long or short score. Its eight conditions include EMA alignment and separation, price location relative to a trend EMA, RSI behavior, MACD histogram…
This example implements a futures Turtle-style trend-following system. It enters long when price breaks above a prior Donchian channel high and short when price breaks below the channel low. Position size is based on account balance, contract multiplier, and…
This note describes a Chinese equity screen for metaverse-related stocks. It looks for an opening price near or above the ten-day moving average after the prior session’s close was below it, then requires the current close to be above the 10-, 20-, 30-, 60-,…
This document describes a MACD indicator built from Kaufman Adaptive Moving Averages (AMA). AMA adjusts its responsiveness to market conditions, aiming to reduce sensitivity to price noise while limiting lag in detecting trends. The indicator applies AMA…
This document explains a Renko-channel indicator that changes bar colors when price moves outside a gray channel. Green marks an upward trend and red marks a downward trend. Bright shades indicate that the candle’s direction agrees with the trend, while dark…
This Chinese-language post describes an A-share stock screen combining a robot-related theme, free-float market value below the stated threshold, daily turnover within a specified band, and a rising sequence of five exponential moving averages from shorter…
The document proposes screening Chinese A-share stocks in the metaverse sector using a float-size ceiling of 5.5 billion shares and a condition that the 20-day moving average exceed the 120-day moving average. The moving-average comparison is intended to…
This indicator description introduces the Adaptive Composite Moving Average (ACMA), which combines distance-based weighting, recency weighting, and an efficiency-ratio measure of trend strength. It offers four modes: favor prices near the mean, favor recent…
This tutorial demonstrates a component-level backtest workflow using NautilusTrader. It loads historical Binance ETH/USDT trade ticks, configures a simulated spot venue with a cash account and maker-taker fees, and aggregates ticks into bars. A strategy…
This brief indicator description introduces a trend tool that displays a colored histogram based on the difference between a Hull Moving Average and an averaging of that moving average. Its stated purpose is to make the trend signal visible in histogram…
The document describes an indicator that displays the current trend using values from the Skyscraper_Fix indicator on a fixed timeframe. The signal is derived from the color of the original indicator’s middle line. Markers appear on the chart when a bar…
This indicator description presents market strength as a way to distinguish directional trends from weak, range bound conditions. Its supplied logic uses the Average Directional Index (ADX) to mark changes in trend strength and a stochastic oscillator to…
This Chinese equity screen selects stocks associated with the metaverse concept, requires the 30-day moving average to be rising, and looks for seven consecutive down sessions. The proposed interpretation is that a favorable medium-term trend may coexist…
The document describes a custom oscillator derived from the T3 velocity indicator. It builds three versions of the calculation using short, intermediate, and long exponential smoothing periods, producing separate lines intended to represent price behavior…
The document discusses the McGinley Dynamic as a price-following average and distinguishes an original calculation from a later modified version. It challenges common descriptions that portray the indicator as inherently faster or better at tracking market…
This expert advisor uses the outcome of its last closed position to determine the next trade direction. After a take-profit exit, it seeks another trade in the same direction; after a stop-loss exit, it switches direction. It permits one open position and…
The document outlines a discretionary short-term momentum setup for currency charts and asks for help turning its rules into an indicator alert. Buy conditions combine a fast and slow linear weighted moving average crossover, price opening above a Laguerre…
This Chinese-language post outlines a short-term stock selection screen. It looks for stocks with at least five overlapping moving averages, a positive but below 35% return over ten days, and a shortening MACD histogram below zero on a 15-minute chart. The…
The document describes an expert advisor that combines two independent systems, one based on SilverTrend_V2 and the other on ColorJFatl_Digit. Each system opens a trade when a completed bar shows a change in the indicator’s trend color. The systems can…
The document describes a Donchian Channel indicator displayed as a filled cloud. It adds price labels for the latest channel values and lets users round channel levels to a chosen number of digits. A price grid is also drawn using those rounded levels, so…
The document describes an equilibrium level derived from the Directional Movement Indicator. It attributes the concept to Welles Wilder and presents crossings between positive and negative directional indicators as important points for judging a commodity…
This Chinese stock-screening note describes a rules-based screen for metaverse stocks. Its stated conditions combine a price above the 250-day moving average with a weekly five-period moving average crossing above the ten-period average. The screen is…