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
This note describes an equity screen for stocks with at least five overlapping moving averages and a 20-day moving average above the 120-day average. The proposed interpretation is that clustered averages indicate short- and long-term trend agreement, while…
This proposed Chinese A-share screen selects stocks associated with the metaverse theme whose circulating share count is at most 5.5 billion and whose weekly closing price crosses above its 30-week moving average. The article presents the crossover as a way…
This indicator classifies MACD conditions using the relationship between the MACD line, its signal line, and the zero line. It marks a bullish condition when the signal line is below MACD while MACD is above zero. It marks a bearish condition when the signal…
This indicator identifies directional trends from the ordering of short and long moving averages. It counts consecutive candles for which the short average remains above the long average, or the long average remains above the short average, and reports a…
This indicator describes a breakout-oriented trend signal built from recent pivot highs and lows. It identifies pivot points using a configurable period that checks bars on both sides of a candidate turning point, then compares the current close with a…
The document introduces FRASMAv2 as an adaptive moving average that uses fractals. It identifies the indicator as an MQL4 work first published in 2016 and notes that it was translated from Russian. No calculation details, parameter guidance, chart…
This indicator adds a three-level strength display to the ColorJ2JMA moving average. It uses the standard deviation of the indicator and two configurable thresholds: values between the thresholds produce a small dot, while values above the upper threshold…
This Expert Advisor bases its trading signals on the BlauTVI trend indicator. It enters when the indicator histogram changes direction, with the signal checked after a bar closes. The rule therefore treats a shift in histogram slope or direction as a…
The document describes a third generation moving average designed to reduce the delay of a conventional moving average by increasing the moving average period according to a simple procedure. It attributes the method to Manfred G. Dürschner and says the…
The document briefly introduces Walter Downs’ Point of Balance Oscillator, describing a bar-color display intended to show the prevailing trend in the current balance. The color marks the balance associated with the current trend. An opposite-color signal is…
The document describes an equity screening rule for stocks with codes beginning with 60. It selects shares whose turnover rate is between 3% and 12% and whose 20-day simple moving average is above the 120-day average. The longer and shorter averages provide…
FlatTrend is described as an indicator that classifies the market state as either flat or trending. The document identifies its idea author and MQL5 code author, and notes that interpretation of the histogram’s color buffers depends on the selected signal…
This note presents a variation of the discontinued signal line approach applied to RSI. The original method uses a presumed central level, such as the RSI midpoint, as a reference for oscillator signals. The author questions whether such fixed reference…
The strategy ranks stocks by market capitalization, excludes designated special-treatment shares, and buys the ten smallest names, subject to a filter that rejects stocks whose short and long moving averages indicate a clear downtrend. It limits each…
The document describes an indicator concept that searches across moving-average periods and selects one using historical trade expectancy, combining win rate with average reward. It also proposes using maximum favorable excursion to estimate a typical trend…
Last ZZ50 is a rule-based trading approach built around the two most recent ZigZag segments, labeled AB and BC. It places pending orders at the midpoint of each segment: an order associated with AB is intended to enter in the direction of the trend indicated…
The code describes a strategy that compares two exponential moving averages calculated from Heikin-Ashi prices on configurable timeframes. A crossover of the faster average above the slower average triggers a long entry; a cross below triggers a short entry.…
The Donchian Ultimate indicator extends the classic channel, which tracks recent price extremes, with adjustable periods, bar shifts, and five ways to calculate its upper and lower boundaries. It can display a higher-timeframe channel on a lower-timeframe…
The indicator uses a 40-period Williams %R oscillator with reference levels at -25, -50, and -75. It marks a bullish cycle when the oscillator crosses above the midpoint and a bearish cycle when it crosses below. Crossings through the outer levels generate…
This variant combines a selectable moving average with Average True Range bands to display trend direction and potential support or resistance areas. The described defaults use an exponential moving average over 100 periods, a 10-period ATR, and a multiplier…
This indicator colors volume according to how each bar’s high and low compare with the prior bar. Bars that make a higher high without a lower low receive one color; bars that make a lower low without a higher high receive another. Bars extending both sides…
This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…
This Chinese equity-screening post combines three dimensions: a 20-day moving average above the 120-day moving average, market capitalization below 10 billion yuan with no losses, and fund-flow strength ranked from high to low. The proposed procedure ranks…
This document describes a modified exponential moving average that follows a proposal by Bob Fulks and Alex Matulich, originally used as part of an improvement to the T3 calculation. The alteration changes how the EMA is calculated, with the stated aim of…