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 a Chinese equity screen combining three conditions: at least five moving averages converge at a similar price, recent return is positive, and the 30-day moving average is rising. The convergence is interpreted as several trend measures…
The Rex oscillator uses each bar’s close relative to its open, high, and low to estimate directional strength. Its True Value of a Bar combines these prices; the document says a close direction that conflicts with the bar value may suggest strength building…
This announcement outlines a workshop on applying Kronos, a language-model-style system designed for financial price series, to CTA research. Its central idea is to represent candlesticks as tokens so a Transformer can learn patterns across sequences. The…
This document presents a regime indicator that applies cumulative sum (CUSUM) change detection to deviations of price from a Hull moving average. Separate bullish and bearish accumulators build when residuals persist in one direction, while a drift term…
This document explains a trend-regime indicator that applies a one-sided cumulative sum test to price deviations from a Hull moving average. Separate accumulators track persistent positive and negative residuals; a drift allowance suppresses small…
The document describes an indicator that combines the Jurik Moving Average (JMA) with a standard-deviation-based display of trend strength. It places colored dots on the moving average when the standard deviation falls within a configurable band, with dot…
This indicator modifies the built-in MT4 ZigZag calculation by using the highest and lowest closing prices in the chart’s price history instead of the highest Highs and lowest Lows. It is intended to mark swings using closes, so intrabar extremes that do not…
This Expert Advisor combines two independent signal systems built around the SilverTrend_V2 and ColorJFatl_Digit indicators. Each system can generate an entry when a bar closes and either indicator shows a change in trend through a color change. The required…
This document explains a trend-detection oscillator adapted for the DAX 40 futures market. It locates the high and low over a lookback period, expresses the close’s position within that range as a basic trend measure, then smooths that measure with an…
The strategy screens for stocks with at least five overlapping moving averages, a closing price between the Bollinger middle and upper bands, and a 20-day moving average above the 120-day average. The moving-average relationship is intended to capture a more…
This stock-screening approach selects equities with turnover between 3% and 12%, a K indicator below 20, and a rising 30-day moving average. It combines a trading-activity filter, an indicator threshold, and a short trend check to identify candidates that…
This document outlines an Expert Advisor that trades signals from the ForceTrend indicator. A signal is generated when a bar closes and the indicator bar changes color. The system relies on a compiled indicator file and describes a supporting library for…
The document describes a continuously invested Renko strategy that changes direction after two consecutive bricks point the other way. It uses stop orders at the next Renko thresholds to enter long or short, with the brick size defining price movement rather…
AlphaTrend is presented as a trend-following indicator derived from Trend Magic. Its line uses the Money Flow Index to choose a price anchor: below the low when money flow is at or above its midpoint, and above the high when it is below that level. An…
This indicator displays candlesticks from a larger timeframe as filled rectangles on a chart. It uses the SimpleBars indicator to determine the candle colors: green or red for the body according to trend direction, and lime or orange for the shadows. The…
The document describes a trend indicator that combines an adaptive moving average based on Kaufman’s KAMA with the original KAMA. The referenced method adjusts for where the closing price lies within the high–low range, and the combination is proposed as a…
This indicator adapts the Laguerre filter associated with John Ehlers by replacing its less familiar gamma parameter with a calculation period. It is intended to behave more like other moving-average-style indicators, with price and period as the main…
This indicator finds ABC price structures across several nested swing scales. It builds a base zigzag, then repeatedly filters its pivots to form higher levels, and searches each level for a three-pivot pattern where BC retraces 61.8% to 78.6% of AB.…
This document outlines an automated strategy that enters long or short positions when moving averages meet a set of crossover conditions. The long setup is described as a golden cross, and the short setup as a dead cross. Each setup uses comparisons across…
The document describes an expert advisor that runs two independent systems based on the BykovTrend and ColorX2MA indicators. Each system generates a trade signal when a bar closes and an indicator changes color to show a trend shift. Position size can be…
The document describes an Expert Advisor containing three independent trading systems that use XWAMI indicators. Signals are generated at bar close when a trend change is indicated by an indicator color change. Each system can be enabled or disabled, and its…
The indicator combines several elements associated with the Trading Chaos approach. It displays the Alligator’s jaws, teeth, and lips, then marks countertrend divergent bars, momentum signals from three same-colored Awesome Oscillator bars, and trend signals…
This brief indicator note introduces an optimized version of Perry Kaufman’s Adaptive Moving Average (AMA), intended for use with large periods. The indicator adjusts its sensitivity according to trend strength, aiming to respond differently as market…
The T3 moving average is presented as a smoother, lower lag indicator built from repeated exponential moving average calculations combined with a volume factor. Its inputs are the factor, the calculation period, and the applied price. The recursive…