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 document describes a simple trend indicator that can be customized for multiple currency pairs and timeframes. Its example configuration uses five timeframes, measured in minutes, and eight currency pairs. Traders can adapt those lists and the timeframe…
This post outlines a stock screen combining three conditions: a rising 30-day moving average, appearance on the prior day’s market activity ranking list, and ranking candidates by capital-flow intensity. It describes capital-flow intensity as comparing…
The document explains a QQE oscillator that smooths RSI and surrounds it with fast and slow adaptive trailing bands. It describes three selectable RSI inputs: Wilder’s RSI, Jurik RSX, and Rapid RSI. The band widths derive from a twice-smoothed measure of…
This stock screen combines three filters: a 20-day moving average above the 120-day moving average, a reported increase in investor holdings above 5%, and a company-nature criterion. The document interprets the moving-average condition as short-term strength…
This A-share selection method combines a price-range filter with positive daily MACD and a rising 30-day moving average. It proposes screening before each trading day and trading selected stocks at the next day’s open. A ranking by trading value and a…
Tension Flow Trend combines a Hull moving average baseline with a Z-Score of price’s deviation from that baseline. The baseline slope sets the directional colour, while the deviation divided by its rolling standard deviation measures how far price has…
The document outlines a Chinese-market stock screen that selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and limits the stated 10-day gain to a positive value below 35 percent. It presents this as a…
The Chartmill Value Indicator (CVI) measures how far a price series has moved from a moving average, scaling that distance by average true range. The document explains the intuition: during a trend, price can pull away from its average; when price…
The Choppy Market Index (CMI) is presented as a 0–100 indicator for assessing whether price action is more consistent with a trend or an unstable, choppy market. The article describes using a moving average of CMI together with the indicator histogram: lower…
This stock-selection proposal looks for shares with daily amplitude above 1%, weekly MACD above the zero line, and a rising 30-day moving average. The article frames amplitude and MACD as measures of market activity and direction, while the rising average is…
This example describes a simple moving-average trend strategy for Apple shares. It calculates 20-period and 40-period exponential moving averages from a 40-day history of daily prices. When the shorter EMA is above the longer one and the algorithm is not…
The document describes an expert advisor that uses three moving averages with ascending periods of 5, 25, and 125. It checks that the periods remain in ascending order and looks for the averages to align from highest to lowest, or lowest to highest. A signal…
The Coppock indicator combines two rates of change, typically measured over 14 and 11 months, then smooths their sum with an exponential moving average, commonly over 10 months. The document traces its origin to E. Coppock in the 1960s and describes its…
This Expert Advisor description presents a trend-following system that uses two WAMI indicators on separate timeframes. The slower indicator defines trend direction from the relationship between its main and signal lines; the faster one supplies entry timing…
The indicator summarizes candle direction across ten timeframes. Each line represents one timeframe: it turns light green while that timeframe’s candle is rising and red while it is falling. Colored dots mark when a bar changes on the corresponding…
This Chinese-language post describes an equity screening rule that combines a relative strength index below 65, the product of percentage price change and large-order net inflow, and a price above its 250-day moving average. The stated rationale is to…
The indicator combines an adaptive One More Average (OMA) smoothing formula with a step function. Its adaptive period estimates the balance between directional movement and accumulated price noise, then adjusts the averaging period within bounds based on a…
This description outlines a long-side breakout setup that combines moving average alignment with price and candle conditions. The trend filter requires the 20-period EMA to exceed the 30-period EMA, and the 30-period EMA to exceed the 50-period EMA. The…
The document summarizes lifecycle fund design through human-capital theory and liability-driven dynamic asset allocation. Under stated assumptions, it says an optimal glide path can be derived analytically, and discusses how design factors affect the path.…
The Hyperfork Matrix extends Andrews Pitchfork analysis from three swing pivots. It plots a median line and parallel tines, with Original, Schiff, and Modified Schiff variants that differ in how the anchor is positioned. Pivots can be detected automatically…
This short note describes a higher-timeframe option for the ADXCloud indicator. The user selects the indicator chart period through an input setting, with a four-hour period shown as the default example. This allows the indicator to be applied using data…
This document explains how changing the moving average used in the Directional Movement System alters the smoothing of its components. It contrasts Wilder’s recursive average, described as a calculation-efficient approach developed for hand computation, with…
This document presents a simplified Supertrend whose distance from median price is set as a fraction of the current close, rather than as a multiple of average true range. The line trails in the active direction and changes direction when the close crosses…
This overview surveys a broad set of quantitative approaches, describing their basic mechanisms and the market settings or investor capabilities they may suit. It covers trend following, machine learning, arbitrage and market neutral methods, factor…