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 document describes a volume-weighted moving average indicator with a selectable calculation timeframe. The user can choose a chart period through an input parameter; the example default is a four-hour timeframe. This allows the indicator to display a…
This indicator description explains a chart overlay that classifies the current trend into six states: strongly up, up, uncertainly up, strongly down, down, and uncertainly down. The two uncertain states are described as pullbacks or consolidation associated…
The strategy allocates across five exchange-traded funds representing US equities, foreign equities, bonds, real estate, and commodities. At a monthly rebalance, it holds each asset class whose price is above its 10-month simple moving average and moves the…
The document outlines an Expert Advisor built around the intersection of two moving averages. It states that take-profit and stop-loss levels are virtual, and that the moving-average parameters are hard coded rather than adjustable. Thus, the described…
The document introduces MACD through its fast line, slow signal line, and histogram, then presents several ways traders may interpret the indicator. Histogram position relative to zero is used to infer directional strength, while crossovers above or below…
This indicator translates Raghee Horner’s market-cycle concept into a visual classification based on EMA 34 applied to highs and lows. A close above the high-based average marks an uptrend; a close below the low-based average marks a downtrend; a close…
The document describes an indicator that displays a moving average calculated from a selected timeframe on a chart using the current timeframe. This lets a trader view a broader timeframe’s moving-average level alongside the finer-grained chart, providing…
This document describes a Chinese A-share screening approach that combines daily price range with a rising-trend signal, while excluding Beijing-listed stocks. Its proposed filters include a price above selected moving averages and, in an expanded version, a…
The article explains why futures research often uses constructed continuous series: individual contracts expire, so a longer history requires rules for selecting and joining successive contracts. A direct splice can create an artificial price gap at a roll,…
This Chinese-language post describes an A-share screening idea that combines turnover, price position, and a hierarchy of moving averages. It seeks stocks with turnover above 1, a trading price above the five-day average, and successively higher averages…
TrendRange labels market conditions as weak or flat, medium, and strong. It represents each bar with a histogram value based on the candle’s point range multiplied by volume; for large price gaps, it uses the gap size multiplied by volume instead. This makes…
This indicator builds Supertrend bands around a smoothed center derived from recent high and low pivot points. It uses average true range to set the distance of the upper and lower bands, then tracks trend direction as price crosses those levels. The…
This indicator overlays MACD and RSI values on a price chart to show price, momentum, and trend together. It includes trader-adjustable RSI overbought and oversold levels, and a trend feature intended to help filter trades in the direction of the broader…
This index-timing method combines relative price strength (RPS) with the difference between upward and downward volatility. It computes the two directional volatility measures for each index, subtracts one from the other, and smooths the result with a moving…
This post describes a Chinese stock screen using turnover between stated bounds, three consecutive declining closes, and a prior closing price above its 250-day moving average. It includes a technical-indicator formula and a Python example that queries daily…
HLR_HTF_Signal is a chart indicator that presents the trend direction or signal from HLRSign using a selected timeframe. A right-pointing arrow marks continuation of the current trend at the chosen bar; a diagonal arrow marks a change and indicates the deal…
This note introduces the Trend Detection Index (TDI) as a tool for identifying possible trend beginnings and endings. It can be used alone or alongside other indicators, and the cited theory describes it as useful for detecting trend starts. A modified…
This article presents a discretionary trading framework for Chinese equities, organized around risk control, opportunity selection, and execution. Its defensive principles include cutting positions when the trade thesis fails, diversifying exposure, avoiding…
Skyscraper_Fix_x10 is a MetaTrader indicator that displays the direction of Skyscraper_Fix signals across ten configurable timeframes, ranging from hourly to monthly periods in the supplied defaults. A right arrow denotes trend continuation, while diagonal…
The document describes a set of trading scripts for adding to positions as price moves favorably. Traders can enter at market or use a stop order at the prior bar’s high or low, then place three additional pending orders in the same direction. A separate…
This Chinese stock-screening proposal selects shares with at least five overlapping moving averages, a circulating market value above 10 billion yuan, and a 20-day moving average above the 120-day moving average. The author interprets the moving-average…
Despite a page title referring to Ease of Movement, the supplied indicator section describes the Directional Movement Index, or DMI. It identifies high, low, and close prices as inputs, along with a lag parameter, and presents pseudocode for its main…
This indicator overlays Heikin Ashi candles calculated from a higher timeframe onto a lower-timeframe price chart. The user sets the higher timeframe in minutes. Each higher-timeframe candle appears as a shaded rectangle, with smaller bars inside showing how…
This document explains a momentum oscillator built from a second-order high-pass filter, a second-order Super Smoother, and rolling root-mean-square normalization. The high-pass stage removes slower price movement, smoothing reduces noise, and normalization…