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 Chinese stock-selection example screens companies in the metaverse industry using two conditions: ranking among the day’s top five by auction amount and a weekly price cross above the 30-week moving average. It describes the approach as a way to combine…
StepSto is presented as a trend indicator that uses the position of its histogram and signal line relative to the zero level to help identify trend direction. The document also describes crossings between the signal line and histogram, accompanied by a…
This ProRealTime strategy combines three moving averages with short lookback breakouts and a confirming candle pattern. For long entries, price lows must sit above all three averages and the high must reach the recent high; a sequence of declining then…
The document presents John Ehlers’s Super Bandpass Filter as a nearly zero-lag method intended to reduce noise at high and low frequencies in market data. Its filter output is compared with positive and negative root-mean-square bands calculated from recent…
The document describes a Chinese equity screen combining membership in the metaverse theme with a price above the 250-day moving average and a high ranking in large-order net flow. It proposes selecting the top 20 by that flow measure, treating…
This note describes an Alligator-style trading method using simple, weighted, and endpoint moving averages calculated from a pivot price. It proposes buying when the three averages cross upward and selling when they cross downward. The endpoint average may…
This ProOrder strategy is designed for three-minute CAC 40 spread data. It builds upper and lower bands from a moving average and standard deviation, then tracks a trend state. A band break sets the initial direction and trailing-stop level; the stop follows…
This indicator combines MACD with support and resistance levels displayed on the price chart. It offers three ways to define a signal-related color change: a MACD crossing the zero line, a change in MACD slope, or a cross between MACD and its signal line.…
This article offers a discretionary framework for narrowing a watchlist around active Chinese market themes. It distinguishes an initiating leader, a later catch-up leader, a larger-cap trend anchor, and passive follower stocks. The suggested cues include…
The document examines whether CTA strategies that resemble their peers perform differently from more distinctive strategies. It defines a strategy distinctiveness index (SDI) using rolling return correlations to peer groups formed by clustering, then…
The indicator described here combines three ADX calculations with different configurable periods. It places a signal pointer when all three ADX main-line readings rise from the previous bar to the current one, while the first two readings exceed their…
The indicator calculates the midpoint of the highest high and lowest low observed over a rolling 50-period window. This creates a smoothed reference level based on the range extremes rather than an average of closing prices. The source presents it as a…
This indicator variation displays each intermediate value used in calculating the Laguerre filter instead of presenting only its final output. Exposing the calculation stages gives traders several possible ways to interpret the resulting lines. The document…
This intraday system takes short positions in the DAX using a Repulse-style candle indicator and several filters. Entries are considered at scheduled times on a four-hour chart. The rules also require a short-term exponential-average relationship, a…
The document describes an Expert Advisor that trades when the XPeriodCandle indicator changes its displayed trend direction. It waits for a bar to close, then opens a trade when the indicator’s candle color signals a change. This makes the entry rule depend…
This document describes a semaphore-style indicator that combines three NavelEMA moving averages. Two averages are used to derive MACD values and identify a change in MACD direction; a third average supplies the trend filter. An arrow appears when the…
The document presents VWAP percent as a more reactive alternative to Bollinger Bands percent for spotting possible reversals or the start of a trend. It describes a normalized measure built from the close relative to VWAP-based bands formed using a standard…
This document presents a long-only strategy that compares the daily close with a price from roughly six months earlier. It enters when the close crosses above a level 44% higher than that reference price, then exits after about one year, described as…
This document describes a ProRealTime adaptation of the Carbon Double WAM indicator. It calculates two smoothed measures from closing prices, using primary periods of 21 and 3, and plots each measure alongside its inverse. The longer-period line is intended…
This indicator combines a cascaded fractional EMA with two adaptive Kalman filters to create a base line and a faster line. Setting EMA lengths below one makes the EMA extrapolate rather than smooth, reducing apparent lag while amplifying price fluctuations.…
The Discipline indicator is described as a trend reversal tool. It displays a histogram whose color indicates trend direction, arrows that mark potential position entries, and cross-shaped diamonds that signal exits. The document says the indicator was first…
This indicator description explains how least-squares regression can create price channels from recent highs and lows. For a selected lookback period, it fits separate lines to the high and low observations, balancing the distances of the points around each…
This document presents a swing-line indicator based on the Clear method for visualizing short-term price movement. It tracks rising and falling phases by updating local high and low reference levels. During an upswing, the line follows the evolving low; a…
This document describes a semaphore-style indicator that marks crossings between two moving averages. Its configurable inputs include separate periods, averaging methods, and applied price fields for the fast and slow averages. The example settings use a…