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 presents a Relative Moving Average framework that ranks the latest price within a trailing window after normalizing closes around their simple moving average. Its primary output is a fractile from zero to one, intended to make the current…
The document introduces a zero-lag variation of the Hull Moving Average (HMA), a technical indicator developed to smooth price data while responding quickly to changes. It says the variant further reduces the lag associated with the HMA while retaining its…
ChainPriceRSI is described as a forex indicator combining RSI and moving-average inputs to produce directional arrows and a red trend line. Its rules interpret blue and white arrows as buy or sell cues, use levels 20 and 80 as possible reversal zones, and…
The document presents a Coral T3 indicator built from six successive exponential averages and a coefficient-based combination of later averages. It applies the same calculation separately to close, high, and low prices, producing a central line and upper and…
This note describes a Chinese equity screen combining daily price range, circulating market value, and a weekly moving-average signal. It seeks stocks with an amplitude above 1, a circulating market value above 10 billion yuan, and a weekly close crossing…
This community post describes a semi-swing strategy for the DAX on a four-hour chart, taking long trades only and aiming to capture brief trends. Entry requires a six-period RSI to cross above 60 while the close is above a 25-period simple moving average.…
TrendLinearReg fits a straight line to a rolling window of prices and plots the regression slope as a non-normalized histogram. The slope coefficient represents the direction and steepness of the fitted line. Histogram color tracks whether that coefficient…
SwiftTrend Structure adapts a trailing trend line to average candle-body size rather than ATR. It builds bands around the prior bar’s midpoint body and constrains the baseline to move only in the trend’s favor. A close beyond a tolerance margin creates a raw…
This Expert Advisor description combines a moving-average trend filter with two envelope breakout modules. Each module checks the previous completed candle and current candle open: both must sit above the relevant line for a buy, or below it for a sell. The…
This document explains a price-trend indicator based on singular spectrum analysis, also called the Caterpillar method. It decomposes a recent price segment into additive components, then reconstructs a smoothed trend while filtering smaller-scale…
This document presents an Ichimoku dashboard that condenses relationships among price, Tenkan-sen, Kijun-sen, the Senkou spans, and the lagging Chikou span into labeled columns. It describes how the display tracks price relative to the conversion and base…
This document outlines a daily Expert Advisor framework that uses Parabolic SAR to set direction: price above the indicator signals a long position, while price below it signals a short position. When direction changes, the EA attempts to close the existing…
The thread discusses changing a Turtle-style CTA backtest from a fixed number of contracts per trade to dynamically sized positions. A user reports editing a strategy variable intended to replace the fixed unit, but the refreshed backtest still uses the…
The indicator summarizes trend direction across multiple currency pairs on the chart’s current timeframe. It compares three moving averages with different shift settings: a fast, an intermediate, and a slow EMA. The shifts can be adjusted, as can the corner…
The document describes a charting indicator that calculates trend information using methods similar to Ichimoku Kinko Hyo. It offers multiple drawing styles and adjustable parameters, and may be used alone or alongside a related trading terminal. The…
This strategy uses Ichimoku cloud position and the relationship between the Tenkan-sen and Kijun-sen to generate directional entries. A long requires price above both cloud spans, a bullish candle, and Tenkan-sen above Kijun-sen; a short applies the opposite…
This note describes a generalized version of a Kalman filter indicator for MetaTrader 5. Unlike a version limited to price input, it can be applied to price data or to another indicator’s output. The author suggests examining the filtered series and says its…
The BBands Stop v1 indicator is described as a trend-direction display that changes color when its direction changes. It can issue alerts and send email or push notifications when that transition occurs, allowing a trader to monitor the indicator without…
MultiJFatlSignal is a MetaTrader indicator that displays the direction of four JFatl indicator lines, each associated with a different timeframe. Rising JFatl values are shown in blue and falling values in pink. Small colored squares mark when a bar changes…
The document describes an MT4 Expert Advisor that trades when two user-configurable moving averages cross. It presents the tool as adjustable, with controls intended to let a trader set trade direction, entry behavior, and risk parameters. The specific…
Gann Swing is presented as a ZigZag-like indicator that connects selected highs and lows to show swings and possible trend changes. It has no configurable inputs. Two successively higher highs suggest an upswing, while two successively lower lows suggest a…
This stock screen selects Chinese A-shares whose daily high-low range exceeds a threshold, excludes Beijing-listed shares, and requires the 20-day moving average to be above the 120-day average. The longer-term trend filter is paired with a short-term…
This stock-screening proposal combines three conditions: price amplitude above a stated threshold, a rounded or gradual price pattern, and a weekly five-period moving average crossing above the ten-period average. The accompanying formula also imposes a…
This indicator note describes a modified Range Expansion Index, an oscillator developed by Thomas DeMark to assess price strength and weakness and identify potential overbought or oversold areas. The described variant combines RSX calculations on high and…