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
Holt’s double exponential smoothing is presented as a method for estimating a level and a linear trend, then forecasting future values by extending those estimates across the requested horizon. The level and trend estimates at each time depend on the current…
This article proposes a visual exit technique combining a moving average with a horizontal line drawn from a recent swing high or low. For a long position, the trader marks a visible high, extends a horizontal reference, and treats the bar vertically aligned…
This indicator counts bullish and bearish candles over a configurable number of bars and expresses the counts as percentages. It presents the relative balance between the two candle types as a way to gauge trend conditions: readings near an even split are…
This note describes a long-and-short trend-following model inspired by Andreas Clenow’s book. It uses the 50-period and 100-period exponential moving averages to define trend direction, then enters on a breakout beyond a 50-period channel based on prior…
This Lumibot guide explains three futures asset choices: continuous contracts, specific-expiry contracts, and automatically selected expiries. It presents continuous futures as a convenient choice for multi-year backtests because they avoid manual expiration…
This stock-selection rule screens out Beijing-listed shares, keeps stocks with price amplitude above 1%, and looks for a weekly close crossing above its 30-week moving average. The document describes the rule in plain language and gives example…
This document describes a chart indicator that displays up to three moving averages from multiple timeframes on a single chart. Its purpose is to help traders compare longer- and shorter-term average levels with current price and use them as possible dynamic…
This indicator description explains a smoothed form of the Average Directional Movement Index (ADX), a measure associated with trend strength. It exposes five adjustable settings: the ADX period, primary and secondary smoothing factors, and thresholds for…
This document describes a stock selection rule combining daily price movement, recent trading activity, and a weekly trend indicator. It selects shares whose intraday amplitude exceeds 1, whose prior-day turnover is above 60 million, and whose weekly MACD is…
The document describes a Donchian channel indicator built from the highest high and lowest low over a chosen lookback period. Its example uses a period of 20 and calculates a midpoint halfway between the upper and lower bands. The calculations use prior…
This note presents a Chinese equity screening rule based on daily price range and moving averages. It selects stocks whose high-low range is at least 1% of the previous close, whose 20-day moving average is above the 120-day average, and whose 30-day average…
This stock screen selects companies associated with robotics that have an amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and circulating market capitalization below 100 billion. It combines a volatility-related…
This brief indicator note identifies FATL-SATL Balance as a middle line positioned between the SATL and FATL digital trend-filtering indicators. It describes the indicator’s relationship to those two filters but does not explain how the line is calculated,…
This trading system uses the ColorLinearRegSlope_V2 indicator. It opens a position at bar close when the indicator band changes color. Exits are handled either by a pending order or by another change in the band’s color. The document describes a historical…
This post describes a stock-selection screen combining daily range, a calendar-year filter, and moving averages. It selects stocks whose high-to-low range exceeds one percent, whose observations fall in 2021, and whose 20-day moving average is above the…
This indicator description outlines a modified Trend Trigger Factor, originally attributed to M. H. Pee in a technical analysis publication. It says that the variant applies a selectable moving average to prices before calculating the indicator, using…
T3MA-ALARM is a moving-average indicator that applies a second smoothing step to a moving average. It marks points where the direction of the smoothed average changes with arrows, so its output is intended to make turning points visible. The configurable…
This Chinese equities screen looks for stocks in the metaverse theme whose price is above the five-day moving average and exactly 18.5 yuan. The article expresses the theme filter through a market classification condition and the trend filter through a…
This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…
This brief description presents Ultra Trend as a standalone trend indicator. Its general method is to calculate averages over different periods, examine their slopes, and infer the prevailing trend from those slope readings. The version described substitutes…
Trend Movers is described as a chart indicator that gathers readings from moving averages, Relative Strength, Commodity Channel Index, Stochastics, MACD, and Average True Range in one display. It is intended to show possible buy, sell, or exit signals for…
The MinMax indicator calculates the minimum and maximum price over a chosen period. It uses their midpoint as a general trend estimate and assesses direction through the midpoint’s slope. The document also describes the upper and lower extremes as potential…
This brief indicator description presents the Chandelier Exit as a candlestick display. Candles aligned with the identified trend are rendered in a light shade, while candles moving against that direction are rendered dark. The visual encoding is intended to…
The Jeffrey Kennedy Trend Analyzer applies short lookback Williams %R style calculations to three price-derived series: a fast line based on the difference between short and longer exponential averages, a base line based on a short exponential average, and a…