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 brief note describes a version of the Super Trend indicator that lets the user choose the calculation timeframe through an input parameter. The example default is a four-hour period, allowing the indicator to be used on a chart with a different display…
This post outlines a Chinese equity screen using price amplitude, current trading volume above a stated threshold, a higher open, and a 20-day moving average above the 120-day moving average. The short and long averages are intended to identify stocks whose…
This overview explains Dow Theory through three trend scales: primary movements that define the broad market direction, secondary moves that correct the primary trend, and shorter daily fluctuations. It also summarizes six principles later writers attributed…
Dynamic Flow Ribbons is presented as a trend-following chart indicator that builds upper and lower bands around a short moving average of typical price. Its band distance is based on a long average of the high-low range, scaled by a configurable factor. The…
This document presents an automated strategy that builds pseudo-Renko bricks from ordinary candlestick closes, calculates a moving average on those brick closes, and trades when the brick close crosses the average. It also includes a minimum time interval…
The document introduces HalfTrend as a trend indicator whose direction changes when a simple moving average breaches a recent high or low. It outlines several variations: a classic form, a configurable moving average with optional Heikin Ashi candles, a…
This overview explains a classical Keltner Channel as a three-line, volatility-based indicator. The middle line is a moving average of typical price, while upper and lower bands are formed by adding or subtracting a moving average of the high-low range. The…
The indicator estimates trend direction and strength by comparing the recent range of a moving average with a fraction of the price range. It forms an upper and lower boundary from the highest and lowest moving-average values over a chosen trend window,…
This tutorial shows how to test a long-only strategy using signals from daily and weekly data. It resamples daily price bars to weekly bars to calculate weekly RSI, then aligns that indicator with the daily series. Entries require both RSI readings to be…
The Aroon indicator is presented as a tool for assessing the direction of a security’s trend and the possibility that the trend may reverse. Its two components are Aroon Up, which tracks upward trend strength, and Aroon Down, which tracks downward trend…
The indicator displays the trend state or trade direction produced by NRatioSign, calculated on a selectable timeframe. A horizontal arrow marks continued trend direction, while a diagonal arrow indicates a change and points in the corresponding deal…
The EMA Trend Meter combines the rate of change of three smoothed price averages with Stochastic RSI to summarize trend direction and momentum. Its example configuration starts with averages based on periods of 1, 7, 14, and 21, with the longer averages…
This document describes a Forex expert advisor that combines trend-following, breakout, and volatility filters to generate trades. It identifies an ADX threshold as a trigger for allowing trades, and says the system can close positions when opposing signals…
This note describes a stock screen for companies associated with the metaverse, requiring the 30-day moving average to rise and daily MACD to be positive. Its stated aim is to identify stocks with an upward trend confirmed by a momentum indicator. The…
The Trend Continuation Factor is presented as an indicator for identifying whether a market trend is present and determining its direction. The author motivates it by noting that positions opened against the prevailing market can lose quickly, so recognizing…
The document describes Jurik Volatility Bands as a filtered price channel with upper and lower bands and a midpoint. It proposes using the oscillator’s zero-line crossings for trend entries and readings near the outer bands for counter-trend trades. It says…
This brief article proposes using pivot points to help identify when a market may be ranging or beginning a trend. Its starting premise is that markets move between bounded ranges and breakout phases, and that an indicator can make these potential…
This broad practical guide introduces machine learning in quantitative investing, covering supervised, unsupervised, and reinforcement learning. It explains data preparation, missing values, categorical features, scaling, train and test splits,…
The document explains a swing-chart method associated with W. D. Gann. It classifies each price bar by comparing its high and low with the preceding bar, then marks swing peaks and troughs when the bar direction changes. The proposed trading rules use higher…
The Coppock Curve is presented as a long-term momentum oscillator intended to help investors begin accumulating near the start of a bull market. Its signal occurs when the curve crosses above zero. The stated rationale is that this crossover typically…
The note describes an indicator that applies Noise Elimination Technology, characterized as a rolling Kendall rank correlation coefficient, to determine the trend of a simple moving average. This trend measure is distinct from the moving average’s slope, so…
The Cumulative Rotation Factor (CRF) is presented as a parameter-free indicator for distinguishing rising, falling, and consolidating market states. It starts from the previous CRF value and adjusts that value by comparing the current bar’s high and low with…
This discretionary trend-following framework aims to join an established advance rather than predict a market bottom. It lists three possible entry cues: a bullish engulfing candle after a pullback to support, a retest near the short moving-average cluster…
The document describes a variation of the Jurik Moving Average (JMA) that uses the Average True Range (ATR) to add another layer of adaptation. It notes that JMA already adapts to market volatility, so incorporating ATR makes the indicator “double adaptive.”…