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 document describes a long-only S&P 500 trading system built from two simple moving averages. It enters when the two-period average from one day earlier exceeds the current two-period average, the average from ten days earlier exceeds its value from…
The document briefly introduces a trend-strength version of an EMA variation indicator. It says the original calculation is retained while trend strength functions mainly as a filter, following the logic of a broader family of trend-strength indicators. It…
The Slope Direction Line is described as a colored moving average intended to show the market’s average direction. Its configurable inputs are a lookback period, a moving-average method, and the price series used in the calculation. The calculation first…
Dual Thrust is presented as an intraday trend-following method that sets upper and lower breakout levels around the current session’s opening price. It estimates a lookback range from recent highs, lows, and closes, then scales that range with separate…
The document introduces the higher highs and lower lows stochastic (HHLLS), a momentum oscillator attributed to Vitali Apirine’s February 2016 article. It describes several possible uses: spotting emerging trends, identifying corrections, anticipating…
This overview introduces trend-following tools for cryptocurrency charts: simple and exponential moving averages, MACD, MESA, and Parabolic SAR. It describes moving averages as smoothed views of price that can help identify trend direction, support or…
This indicator combines three components to distinguish smaller moves within a trend from possible directional changes. A recursive Kalman filter smooths closing prices; SuperTrend applied to that filtered series supplies directional bias; and bands around…
The document describes a trading system that combines the Alligator indicator with Fractals. Its basic entry idea is to detect a particular grouping of Alligator lines and confirm the signal with a fractal. The system also offers configurable indicator exits…
The document summarizes a report that uses a random forest model to identify rising and falling market patterns from macroeconomic indicators and market data. It describes two applications: timing exposure to the CSI 300 index and rotating among industry…
The document discusses ICT and Smart Money Concept interpretations of market structure, contrasting a fractal view of price action with static pivot levels and Donchian channel boundaries. Donchian channels use the highest high and lowest low over a chosen…
The document describes a chart indicator that marks recent price highs and lows over a chosen lookback period. These extrema can serve as possible support and resistance areas and help outline a trend channel. It explains how alert functionality can be added…
MA_NRTR is described as a trend indicator built from a channel based on a simple moving average. The display retains the channel segment corresponding to the direction of a breakout, using that segment to indicate the current trend. Colored circles and…
This indicator displays a colored histogram for buying, selling, or neutral conditions, with markers showing changes or completion of a trend. A buy signal requires the latest close to exceed a 10-day moving average, that average to be higher than its value…
The document describes a corrected version of the QWMA moving-average indicator. Its correction process compares changes in the average with a standard deviation-based significance threshold; changes judged too small are ignored, producing a step-like…
This Chinese-language post presents an A-share screening idea combining three conditions: price amplitude above 1, a 9:25 gain below 6%, and the previous close above the 250-day moving average. It frames the filters as a blend of short-term volatility and…
The indicator described here evaluates the slopes of five Jurik Moving Averages (JMAs) with different periods and adds the slope readings into a combined value. The aggregate is intended to show the overall trend across several smoothing horizons, rather…
The document describes a stock screen combining daily price amplitude above 1%, a rising 30-day average, and ranking by stock heat. It presents amplitude as a sign of trading activity and the average’s direction as a trend filter. The heat ranking is…
The Balance of Power indicator, attributed to Igor Livshin, estimates the relative strength of buyers and sellers by comparing their ability to push prices toward extremes. Its raw values range between −1 and +1. The described implementation follows the…
This article proposes using discrete-time signal-processing ideas to reduce the lag of moving-average trend indicators. It starts from an exponential moving average, frames the relationship between closing prices and the EMA as a transfer function, and…
SSL2 is described as a chart indicator that combines two SSL indicators calculated over different periods and presents them as a colored cloud. The cloud changes color when the underlying indicators cross, so its visual state is intended to make those…
This post outlines a stock selection rule focused on companies associated with the metaverse theme. It requires the 30-day moving average to be rising and a nonempty name for an outstanding convertible bond. The accompanying explanation frames the…
The Coppock indicator combines two rate-of-change measures and smooths their sum with a weighted moving average. The described default periods are 14 and 11 for the rate-of-change inputs and 10 for the average; the MetaTrader version allows these settings to…
The Channel20 indicator calculates the highest and lowest prices across a configurable lookback window, initially set to 20 candles. These levels form a price channel. A move beyond the channel is proposed as a way to detect the start of a new tendency,…
This indicator draws candles from a larger timeframe as filled rectangles on a chart. It uses the dot colors from the AMkA indicator to determine the candle coloring: the body is green or red according to the indicated trend direction, and the shadows use…