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 indicator summarizes ColorPEMA_Digit signals across ten configurable timeframes, ranging from hourly to monthly periods in its listed defaults. For the selected signal bar, it marks whether each timeframe indicates continuation or a possible reversal. A…
This Chinese-language summary reviews a quantitative research team’s 2017 results across four areas: multi-asset allocation, index enhancement, factor timing, and commodity trading adviser strategies. It reports that an equity-and-bond active risk-parity…
This Backtrader example defines a signal strategy using a fast and a slow simple moving average, with configurable periods. A crossover drives long entries; an option enables long-short signals. The script loads historical data, sets starting cash and…
CandleTrend is a visual indicator that summarizes price direction across six horizons: four intraday or multi-hour intervals, plus daily, weekly, and monthly views. It marks rising direction in green and falling direction in red, with a neutral color…
This stock-selection approach ranks shares by capital inflow, including measures such as northbound investment or margin financing, and combines that ranking with a moving-average trend filter. The stated conditions include a 20-day average above the 120-day…
This experimental ADX variant uses a Vertical Horizontal Filter (VHF) to adapt its effective calculation period to price movement, and applies an Exponential Smoothing and Innovation State Space Model (ISSM) filter to high, low, and close inputs. It derives…
This indicator marks short-term swing highs and lows with arrows and highlights selected intermediate swings with ellipses. It tracks candidate highs and lows as price extends beyond prior values, then changes its trend state when those candidates reverse.…
This indicator builds channels from the rolling highs and lows of several moving-average lines. It compares each moving-average channel’s width with a threshold based on the close-price range over the prior 300 bars. A sufficiently wide channel is treated as…
This indicator identifies the highest high and lowest low over a selected period, then draws Fibonacci zones within those bounds. It also marks the current trend in the extreme points with color, allowing a chart reader to see when the recent range’s high or…
The BlauSMStochastic_Signal indicator presents trend information derived from a Blau stochastic indicator on a fixed timeframe. It can generate its signal from either the underlying indicator’s histogram or a colored cloud, selected through an input setting.…
This note describes a timing strategy based on the rotation between large-cap and small-cap stocks in China’s A-share market. It compares the recent performance of the CSI 300 and CSI 500 indexes, representing the two size groups, and selects the stronger…
This document explains an indicator that automatically draws support lines from price lows and resistance lines from highs. It ignores the current bar when identifying points and updates the plotted lines when new bars arrive or the selected coordinates…
The document explains the directional components of Wilder’s Directional Movement Index: the positive indicator (+DI) and negative indicator (-DI). It distinguishes these from the Average Directional Index, which describes the strength of movement without…
This stock-selection rule combines a daily price-range threshold, a company-type filter, and an upward-sloping 30-day moving average. The range condition flags stocks with short-term movement above the stated cutoff, while the moving-average condition…
This trading system enters when fast and slow moving averages cross while the Commodity Channel Index crosses its zero line in the same direction. It exits when the moving averages cross back. A stop loss is set using the Average True Range from the most…
The Trend Intensity Index (TII), attributed in the document to M. H. Pee, estimates the balance of recent closing prices above and below a longer moving average. For the described 30-day version, calculate a 60-day simple moving average, then compare each of…
This A-share stock screen combines liquidity, company size, profitability, and price trend filters. It seeks stocks with turnover between 3% and 12%, market capitalization below 10 billion, and no losses, then requires the 20-day moving average to be above…
The document introduces Kase DevStops as a stop-setting approach that considers properties of price range beyond a simple fixed threshold. It highlights variation in range, described through variance or standard deviation, and skew, described as the extent…
The document describes a long-only GER40 strategy on a four-hour chart. Its written description says to buy when price is below the 200-period EMA and above the 50-period EMA, with a linear regression slope filter, then exit when price is above the 28-period…
This essay argues that trend following can exploit the tendency of traders to seek high win rates, take profits early, and let losses run. It recommends simple, rule-based systems that avoid future information and do not depend on extensive parameter tuning.…
This forum post compares backtest results for a 20-day and 110-day moving-average strategy on Vanke A shares across two platforms. The strategy buys when the shorter average exceeds the longer one and exits when it falls below, using full portfolio…
This indicator combines a Double Weighted Moving Average with a Jurik Moving Average and expresses their relationship as an oscillator. The stated motivation is to combine two relatively smooth averages into a system that produces a manageable number of…
This note describes a Chinese equity screening rule that selects Shanghai-listed stocks whose daily high-low range exceeds 1% of the previous close and whose 20-day moving average is above the 120-day average. The range condition is intended to find more…
This MetaTrader Expert Advisor identifies trend direction using three moving averages, with example periods of 200, 50, and 25, and enters trades from Parabolic SAR signals. It can close positions on an opposite signal and includes options for choosing…