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 variant changes how signals are filtered in an ATR-adaptive Laguerre filter. Instead of relying only on slope or color changes in the original design, it uses self-adjusting levels intended to clarify signals and reduce their frequency. The…
This document describes a MetaTrader indicator based on a Kalman filter, adapted to show information across multiple timeframes. In addition to standard platform timeframes, it provides three successive higher-timeframe views relative to the chart’s current…
The post describes a rules-based stock screen using three conditions: turnover between 3% and 12%, the opening price within 5% of the 10-day moving average, and the 20-day moving average above the 120-day moving average. It provides equivalent screening…
The essay frames market price as an observable record of participants’ beliefs and actions, rather than a direct measure of intrinsic value. It distinguishes physical spot markets from financial markets and describes futures prices as the result of a…
The document describes the Volty Channel Stop, an indicator that combines average true range (ATR) with a moving average to plot support and resistance levels. Its basic trading interpretation is directional: price above a plotted line suggests a buy, while…
The document outlines an Expert Advisor that opens and closes positions at configured clock times. At the opening time, it uses the FigurelliSeries histogram relative to zero to select a direction: values above zero trigger a short, while values below zero…
This Chinese-language post describes a stock-selection rule combining three conditions: price amplitude above a threshold, a rounded price shape, and the prior day's close above the 250-day moving average. Its formula approximates the rounded shape by…
The indicator classifies the anticipated direction of the next candle as bearish, bullish, or sideways, using red, green, and orange bars respectively. The description presents it for intraday or swing trading and gives timeframe-based examples: a daily…
JFATL Sign is a semaphore indicator that triggers when the JFATL average changes direction. Its stated method is to mark turning points in a smoothed average, which could help traders identify potential shifts in trend. The indicator uses classes from a…
This indicator displays a trend cloud between two smoothed digital filters, FATL and SATL. The cloud offers a visual way to compare the filters’ movements and follow their relationship as a trend signal. The document identifies the indicator’s underlying…
This short overview describes a VTS trend indicator that uses a Float_Pivot_Smoothed channel. It identifies the indicator's author and notes that its implementation relies on a smoothing-algorithm library for intermediate calculations. The document does not…
This expert advisor enters in the direction of the prevailing trend after price has traversed a specified share of its average daily range. It estimates that range with a 20-bar ATR and uses an 80% threshold by default. The stated stop is the daily high for…
This Chinese-language research digest summarizes two separate studies. The first considers adding trend-following strategies to target-date funds in defined-contribution retirement plans. It argues that these funds may concentrate too much risk in equities…
This expert advisor begins by opening opposing positions with the same initial lot size, each protected by a stop loss and managed with trailing-stop settings rather than a take-profit target. The author’s logic treats a losing stop-out as evidence of a…
The document outlines an Expert Advisor that trades signals from the BrakeMA semaphore indicator. A signal is generated at bar close when the indicator reverses color and a large dot appears. This gives a basic rule for identifying a possible trend change,…
The document describes a hybrid trading system in which a neural network is trained to handle conditions that a basic trading system (BTS) does not address well. Its example assumes the base system follows trends, while neural network components identify…
This note describes a simple equity screen combining daily price movement, a low share price, and a moving average trend filter. It selects stocks with an amplitude above 1%, a close below 20, and a 20-day moving average above the 120-day average. The…
This product description presents an automated strategy that combines a fast and slow moving average crossover with MACD confirmation. The crossover is used to identify possible trend changes, while the MACD line, signal line, and histogram are described as…
This indicator marks price direction relative to a Donchian channel built from the highest high and lowest low over the prior twenty bars. A close above the upper boundary is colored blue, a close below the lower boundary red, and a close between them gray.…
The Envelope-ATR indicator builds a central line from a 21-period weighted average of closing prices. It sets the upper band from a weighted average of highs plus 2.618 times a 14-period Average True Range, and the lower band from a weighted average of lows…
Timeframe Flow is a trend indicator concept that displays user-selected higher-timeframe candles repeatedly across a lower-timeframe chart. The examples describe viewing four-hour, twelve-hour, or daily candles on an hourly chart, and multi-day candles on a…
The article frames a quantitative model as a system that turns an investment idea into a testable and executable process. It divides that system into strategy, risk, transaction cost, portfolio construction, and execution models. Strategy research may be…
This direction filter describes three ways to screen potential buy and sell setups with moving averages. The Power Trend scenario requires fast, intermediate, and longer EMAs to be aligned in order; sell conditions reverse the ordering. The Medium MA Bounce…
The Random Walk Index (RWI) is described as a tool for assessing whether an instrument is developing a trend or moving randomly within a trading range. The method first defines a trading range, then calculates RWI values across the analyzed period. The…