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 explains the idea behind John Ehlers’ Instantaneous Trend Line. It argues that a simple moving average spanning the dominant cycle can cancel much of that cycle: samples above and below the midpoint balance across a full cycle. In frequency terms,…
This Chinese-language post describes a stock-selection rule that combines a daily amplitude threshold, a daily decline bounded between four and five percent, and a company-type or industry filter. It presents the screen as a way to build a stock pool for…
The TMMS oscillator combines one RSI series with two stochastic series. It centers each reading around its midpoint and classifies the histogram as bullish when all three are above that level, bearish when all three are below, and neutral when they disagree.…
This note outlines a Chinese equity screen for stocks associated with the metaverse theme, with circulating market capitalization above 10 billion yuan and a 20-day moving average above the 120-day moving average. The moving average comparison is used as a…
This interview discusses how traders can identify persistent sources of edge, implement them, and manage the risks and emotions that accompany them. Euan Sinclair describes edge as a market phenomenon that mathematics can measure, citing trends, mean…
The document explains the Kase DevStops indicator as a way to place trend-following stops while accounting for variation and asymmetry in price ranges. It uses a short and a longer moving average to determine trend direction, tracks an extreme price as the…
This indicator description shows a way to mark neutral trading ranges using transitions, or twists, between the Ichimoku Senkou Span A and Senkou Span B lines. It draws each range’s upper and lower boundaries as a rectangle, ending the range when price…
This brief description presents a variant of QQE, or Quantitative Qualitative Estimation, that uses Velocity as its momentum input instead of the more typical Relative Strength Index. The author characterizes Velocity as smoother momentum and says the…
TrendCollector is described as a forex expert advisor that combines price action, Stochastic crossings, and moving-average conditions. Its logic considers the speed of a fast EMA, the behavior and distance of a slow EMA, and price position relative to that…
This indicator variant applies smoothing to price before calculating the stochastic oscillator. The standard oscillator compares current price with its recent price range, providing a momentum measure whose responsiveness can also be moderated by changing…
ASCTrend is described as a method for identifying market direction from current conditions and setting stops for trades. Its stated aim is to make trend assessment objective by reacting to observed market facts rather than forecasts about what the market…
The document explains an indicator that displays smoothed moving average (SMMA) levels from several timeframes together. Comparing price with lower- and higher-timeframe averages can help traders judge whether market direction is aligned, whether a move may…
This document outlines an Expert Advisor that uses the LeManTrend oscillator. It generates a signal when a bar closes with a crossover between the oscillator’s main and signal lines. The description specifies the signal condition but does not explain how the…
This document describes an indicator that presents trend information from the BlauErgodic indicator on a fixed timeframe. Users can choose whether signals come from the original indicator’s histogram or from a colored cloud, so the signal display depends on…
This article explains why parameter optimization should favor a broad, stable region of good performance over a narrow peak. A broad region suggests the model can tolerate small parameter changes; a sharp isolated peak may reflect a fit to quirks in…
The McGinley Dynamic is presented as a moving-average alternative designed to adjust its speed as market prices change. Unlike a conventional moving average with a fixed period, it aims to stay closer to price during rapid moves and reduce lag-related…
This MetaTrader expert advisor opens a position when a BykovTrend indicator arrow appears at a bar close. It then adds volume in the direction of the existing position once the last deal’s profit points pass a user-set threshold. The system stores the scale…
This document describes an indicator that fits a polynomial regression trend to historical prices and draws a channel around it. The upper and lower lines are parallel to the regression curve, with their distance set by the maximum closing-price deviation…
Trend Envelopes use price-change thresholds to decide whether a new trend has begun or the existing trend should continue. This variant bases the price-change calculation on standard deviation, allowing the envelope threshold to adjust to conditions…
Extreme TMA Line is a channel indicator used within several related trading strategies. It draws a central line and upper and lower channel boundaries. The center line signals the detected market state by changing to green for bullish conditions, red for…
The document describes an Expert Advisor that trades crossings between the positive and negative directional indicator lines of a Fractal ADX Cloud. A signal is generated when a bar closes with a crossover, making the close the stated confirmation point. It…
This short description introduces ColorZerolagRSIOSMA, an indicator based on the rate of change of a smoothed Color Zero-Lag RSI. Its output is displayed as a colored histogram intended to help traders identify the current direction of a trend. The…
BB MACD is presented as a variation of Moving Average Convergence Divergence that adds Bollinger Band-style levels around the MACD reading. The intended use is to help identify possible trend changes and gauge the strength of the current trend. The…
The document describes an oscillator ported from AmiBroker Formula Language to MQL4. It presents the indicator as a trend-identification tool, using characteristic turning points within a 0-to-100 range to signal possible changes in direction. For intraday…