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 Statistical Zigzag indicator identifies swing extremes using a threshold tied to local volatility instead of searching for highs and lows over a fixed depth. As standard deviation changes from bar to bar, the threshold adjusts with market conditions. The…
This note presents a Chinese equity screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and a weekly price move above the 30-week moving average. It frames turnover as a liquidity filter, the KDJ signal as evidence of…
This document describes a simple indicator for marking Ichimoku cloud twists. It calculates Tenkan-sen and Kijun-sen from rolling high-low midpoints, then derives Senkou Span A and Senkou Span B using the Ichimoku lookback and displacement conventions. It…
This short indicator description proposes a trend-following trading rule based on two plotted lines. It says to open a trade when the lime line is above the green line and to exit when the lime line falls below the green line. It also suggests consulting an…
The document presents a variant of RSI that uses ADX to attenuate overbought and oversold readings when trend strength is rising. Its motivation is that classic RSI reversal signals can be unreliable in strong trends, while RSI is described as more useful in…
This China A-share selection concept combines a moving-average trend filter, a size threshold, and a ranking by capital strength. It favors stocks whose 20-day moving average is above the 120-day average, treats size above 200 million as an eligibility…
This document presents a revised Trend Analysis Index (TAI), originally described by Adam White as an indicator for trade entries. It argues that the original moving-average-difference approach is unreliable across symbols and timeframes because fixed…
The document introduces an adaptive moving average (AMA) based on Kaufman’s KAMA. The described update incorporates where the closing price sits within the high–low range, adding price-location information to the adaptive calculation. It also outlines a…
Stochastic RSI applies a stochastic calculation to RSI, and the note describes six possible forms based on the lengths chosen for the stochastic calculations and smoothing. Depending on those settings, the result can behave as a simple RSI, a smoothed RSI, a…
This note describes a Chinese equity screen combining membership in the metaverse theme, a closing price above the 250-day moving average, and a condition related to beverage and alcohol exports. It gives example indicator and Python implementations, but the…
This Expert Advisor description presents a trend-following system based on a fast and slow moving average. It enters long when the fast average crosses above the slow one and price closes above the fast average; the short setup reverses those conditions.…
This document describes a recursive moving average attributed to Dennis Meyers and outlines a trend oscillator formed by comparing that average with an exponential moving average of the same period. The proposed signal comes from watching for changes in the…
The document explains the Turtle trend following system as a mechanical futures approach intended to limit discretionary decisions. It covers liquid market selection, volatility based sizing using ATR, and Donchian channel breakout entries. A short term…
This indicator calculates a weekly Supertrend and displays its value on a daily chart. It reconstructs weekly highs, lows, and closes from daily bars, then uses a true-range-based average and a multiplier to form upper and lower trailing bands. A trend state…
This indicator assigns a score from zero to eight using a sequence of conditions for bullish and bearish trends. The conditions combine ADX strength, positive or negative directional movement, price relative to Parabolic SAR, Ichimoku Tenkan and Kijun lines,…
ADXVMA is described as a moving average whose calculation adapts using a modified Average Directional Index (ADX). The document claims this adaptation smooths values over longer periods and filters some market noise, but provides no formula, parameter…
This proposed equity screen ranks stocks by incoming capital, then filters for larger free-float market capitalization and a rising trend in which the 20-day moving average is above the 120-day average. The article describes fund-flow measures such as…
This document describes a multiple-timeframe moving average indicator that reads values from the H4 and H1 timeframes, allowing a trader to view those readings while using a different chart timeframe. Its stated purpose is to retrieve an indicator value from…
This indicator uses Slow Stochastic values calculated on a selected symbol and timeframe to display a colored direction signal on a chart. It can also produce alerts, audio notifications, and mobile push messages. Users can configure the stochastic periods,…
The document introduces the Laguerre Filter as a smoothing indicator based on Laguerre polynomials. It says the indicator is intended to show both short-term and long-term trend direction, and gives a simple signal rule: consider buying when the line is…
This document describes a stock screen requiring RSI below 65, a daily gain greater than 1%, main-board listing, and a weekly price move above the 30-week moving average. The rationale combines a recent price advance and a moderate RSI reading with a…
This one-hour Freqtrade strategy enters long when a short simple moving average crosses above a longer one and ADX exceeds a configurable threshold. It enters short on the reverse moving-average crossover under the same ADX condition. The ADX lookback and…
This article argues that divergence and MACD crosses are best interpreted as signs of changing momentum, rather than as automatic buy or sell commands. It describes divergence as evidence of countertrend activity, with the strength of that activity helping…
This report summary lays out a framework for analyzing government interest-rate bonds through supply and demand, return decomposition, duration timing, and portfolio allocation. It attributes supply partly to fiscal conditions and economic pressure, and…