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 describes a filtered version of the Fractal Adaptive Moving Average (FRAMA) indicator. Its added value filter is intended to make trend identification easier without relying on the indicator’s slope, which the document says can produce false…
This Chinese-equity screening rule combines a turnover band, proximity of the opening price to a short moving average, and a longer-term trend condition. It selects stocks with turnover from 3% through 12%, an open within 5% of the 10-day moving average, and…
The indicator uses a five-period simple moving average to classify the current trend as upward, downward, or weak. It compares the current average with its previous value: a ratio above one signals an uptrend, while a ratio below one signals a downtrend. The…
This note describes an Ultra Trend indicator that estimates trend direction from the slopes of moving averages across different periods. It says the indicator commonly uses JMA averages, while this version substitutes a Zero-Lag Double Exponential Moving…
This strategy combines model-based stock ranking with trend timing to seek medium-term growth opportunities in a manually selected China Securities 150 universe. The author frames it as a blend of valuation-oriented selection and signal trading: an AI model…
The document describes an indicator that averages several moving-average values calculated from one applied price and moving-average method. Users set a base period, the number of averages, and a period increment scheme. Under additive increments, each…
This ProRealTime indicator estimates a directional move from the latest p candles and draws a line from the current close, projecting the estimate both backward and forward by p bars. The move is based on the sum of close-minus-open changes, calculated…
This stock-screening idea combines three conditions: turnover between 3% and 12%, three consecutive daily bearish candles, and a weekly moving average crossover in which the five-week average rises above the ten-week average. The stated logic uses the…
This post proposes selecting Chinese stocks associated with the metaverse theme when the 30-day moving average is rising and a Morning Star candlestick pattern appears. It presents the combination as a short-term, technical screen that pairs a thematic…
This Chinese stock-selection post describes a screen combining daily price amplitude above 1%, a 2019 dividend yield above 25%, and the previous close above the 250-day moving average. The proposed rationale is to combine a volatility measure, a historical…
The Market Structure RSI applies the familiar RSI calculation to counts of broken swing points rather than to bar-by-bar price changes. It identifies simple three-bar pivot highs and lows, then checks whether price has crossed the stored levels. Each broken…
This document describes a modified RSI indicator intended to confirm signals from trend indicators. It combines a four-part main line with period shifts and adds a smoothing line based on the T3 method. Bollinger Bands around the smoothed line are meant to…
The document describes John Ehlers’ MADH oscillator, an extension of the moving average difference indicator intended to improve cycle and trend analysis. It forms two price filters with different lengths, applies Hann-window weighting to their inputs, and…
This indicator is described as a price oscillator that uses Heiken Ashi values rather than raw prices to represent trend direction and strength. It adds a signal line that can be compared with the oscillator through crosses, following a familiar…
This MetaTrader 4 expert advisor trades signals generated by crosses between two moving averages. It includes a time filter so users can restrict when the system opens trades, with start and end hours and minutes set in its settings. A reverse-signal option…
This document describes a composite trading indicator that combines Fibonacci analysis, pivot points, ZigZag, MACD, and a moving average. It presents directional arrows as buy or sell guidance. The notes focus on successive software revisions, including…
This MetaTrader 5 indicator combines two moving averages with Bollinger Bands. Users can configure the fast and slow averages by period, calculation method—simple, exponential, smoothed, or weighted—and applied price. A buy arrow is generated when the fast…
This A-share screening idea combines three conditions: daily high-low amplitude above a threshold, a newly formed KDJ bullish crossover, and a close moving above its 250-day moving average. The post frames the amplitude filter as a way to focus on volatile…
The indicator combines a fast and slow moving average with an RSI condition to generate chart signals. A bullish crossover is accepted when RSI is above a user-selected threshold, and a bearish crossover when RSI is below its selected threshold. Users can…
This Freqtrade strategy combines three Supertrend direction readings for each side of the market. It enters long when all three configured buy readings are up and volume is positive; it enters short when all three sell readings are down and volume is…
The Negative Volume Index (NVI) updates on bars whose volume is lower than the preceding bar’s volume. The document describes using NVI movement to assess whether a price trend persists despite declining volume. A crossover between NVI and its moving average…
This oil example describes a trend-following setup that combines moving averages with hammer-shaped candles. It defines bullish and bearish regimes using the direction of several moving averages and the close relative to them. In a bullish regime, a bearish…
The document describes a ZigZag method that uses an ATR-scaled threshold to identify directional changes, with a secondary time-based trigger. Its adjustable inputs include the ATR multiplier and lookback period, along with minimum and maximum bar counts…
The document describes an adaptive moving average whose lookback grows from a base length as a counter advances, up to a configurable cap. A selected market condition resets or changes the counter, allowing the smoothing window to respond to a trend or…