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 strategy rotates among a fixed pool of 11 ETFs spanning several asset classes and markets. Every five trading days, it ranks candidates using a 25-day linear-regression slope multiplied by R-squared, then adds a short-term signal based on the five-day…
This example outlines a multi-instrument commodity futures strategy built on a CTA framework. For each symbol, it reads historical bar records and current position, waits until enough data exists for the slower lookback, then compares fast and slow…
This document describes an expert advisor built around three simple moving averages, evaluated on every market tick. It opens a buy when the first average is above the second and the second is above the third by a specified spread threshold. It opens a sell…
The document explains how candlesticks summarize open, high, low, and close prices for a chosen time frame. It describes how bodies and shadows show the range between opening and closing prices and the extremes reached, and how traders may read their shape…
Aroon Filter is described as a modified Aroon oscillator that omits the ratio to the calculation period and applies a filter to reduce minor fluctuations. It uses two adjustable inputs: the period over which recent highs and lows are located, and the filter…
The strategy combines model-based stock ranking with trend and timing filters for a selected universe of China A-shares. The author describes ranking stocks by predicted prospects, then screening for recent relative strength, liquidity, large-order money…
The document outlines a Chinese-equity screening idea using three conditions: daily price amplitude above a threshold, high trading activity, and the 20-day moving average above the 120-day average. Its accompanying examples operationalize activity with…
This document describes a chart dashboard that brings several technical readings together: current and higher-timeframe trend, RSI, ATR relative to its average, a recent high-low channel, average daily range usage, and spread. A combined bias label is…
This tutorial introduces FMZ Quant's Blockly visual programming environment through a simple moving-average strategy. It opens a long position when flat and the close is above a 50-period average, opens short when flat and below it, and closes each position…
This Chinese stock-screening note combines an industry filter with two moving-average conditions. It selects stocks classified in the metaverse industry, with the opening price around or above the 10-day moving average, and a weekly price series crossing…
This document describes a MetaTrader 5 version of the Super Trend indicator. It identifies the version as the first of two variants and says its calculation is based on Commodity Channel Index (CCI) values. It also supports a configurable Average True Range…
This Chinese equity-screening note combines daily price amplitude above a threshold, membership in a robotics concept group, a circulating market value below a stated ceiling, and a weekly close crossing above its 30-week moving average. The concept and size…
This indicator note combines MACD momentum, price trend, and the Elder Impulse System to help identify possible entry and exit conditions. The author describes using it on the DAX at one- and five-minute intervals, while suggesting it might also apply on…
This short market commentary presents a July 2020 view of Chinese indices and sector positioning. It describes the Shanghai Composite and SSE 50 as correcting while potentially forming daily-chart continuation setups, and says the ChiNext remained in a…
This proposed Chinese equity screen requires MACD to be above zero, the price-to-earnings ratio to be positive, and the weekly five-period moving average to cross above the ten-period average. The screen is intended to run before each trading session.…
This indicator description combines structural order-block detection with a Fibonacci grid. A bullish block is defined as a bearish candle followed by a configurable run of bullish candles; bearish blocks use the opposite pattern. Optional filters require a…
This indicator extends a moving-average candle display by adding colored dots to show the strength and direction of a trend. It measures the standard deviation of the indicator’s centerline and compares it with two configurable thresholds. When the value…
This screen focuses on stocks classified in the metaverse theme. It pairs an upward-sloping 30-day moving average with a price above a long-term moving-average threshold. The prose refers to the previous day's price and a 250-day average, while the formula…
The document describes a trend envelope indicator that uses average true range (ATR) to set the price movement threshold for identifying whether a trend has changed. This replaces a fixed percentage change threshold used by a classical version of the…
This Freqtrade strategy uses three Supertrend direction signals to confirm each trade. It enters a long position when all three buy-side indicators point up and volume is present, and marks an exit when all three sell-side indicators point down with volume…
This trading system uses the ColorJVariation oscillator to generate a signal when the indicator changes color at a bar close. The description identifies that color transition as the point for initiating a trade and notes that the compiled indicator must be…
The article presents a workflow for translating a written trading specification into a QMT strategy. Its example applies ADX and directional indicators to one Chinese-listed equity: buy when ADX exceeds a threshold and positive directional movement is…
This brief description presents a standalone trend indicator derived from the ADX trend component used in an ADXVMA calculation. It applies Jurik smoothing to the indicator’s output, with the stated aim of reducing false signals. The described interpretation…
Boxes Trail combines rolling price extremes with a modified Hull moving average to plot dynamic support and resistance levels and identify trend direction. Its entry logic uses crossings between trailing levels, with separate long and short signals. The…