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
Millenium is described as a system that opens at most one trade per day, using a fast and slow moving-average crossover alongside a price-position filter. For a buy setup, the fast average crosses above the slow average and the current price is above both;…
This document describes a rules-based intraday strategy that takes short positions in the DAX on 15-minute bars. Entry requires the MACD to cross below zero while its signal line is negative, price to be below a long-period exponential moving average, and…
The document presents Laguerre ROC, an oscillator built by applying a Laguerre filter to price rate of change over a configurable lookback period. Its recursive filter uses four stages, then compares adjacent stage values to form an oscillator bounded by…
The document describes a Super Trend Hull indicator as a standalone charting tool, stating that it does not need another indicator to operate. It also claims that this version does not repaint, unlike many MetaTrader 4 versions of Super Trend indicators, and…
This code manages backtest outputs for momentum experiments. It reads results from multiple train and test intervals, aggregates captured returns, and can rescale those returns to a target volatility. It calculates performance summaries that include return,…
This note describes an oscillator formed by combining eight stochastic indicators. Its cloud color represents the indicated trend direction, offering a visual way to read the combined signal. The document identifies the indicator’s author and says it was…
The indicator first applies a selectable moving average to a chosen price series, then smooths that result with a second moving average. Users can choose among simple, exponential, smoothed, and weighted methods for each stage. The second filter is intended…
This brief description presents a modified SuperTrend indicator, based on Olivier Seban's well-known trend tool. It replaces plotted lines with dots, which the author says makes a one-bar change in direction visible when that change would otherwise be…
The indicator presents entry, take-profit, and stop-loss levels for a scalping approach intended for charts at five-minute intervals or longer. The take-profit and stop-loss distances are based on Average True Range, and the user can adjust the ATR period. A…
This equity screen combines three technical conditions: a price amplitude above a threshold, a current low below the previous session’s low, and the 20-day moving average above the 120-day moving average. The long-versus-short average relationship is…
This MetaTrader indicator description explains a configurable chart overlay built around a ZigZag calculation. Users can set the calculation timeframe and ZigZag depth, deviation, and backstep, then choose whether to display Fibonacci levels, a Fibonacci…
This weekly report reviews market conditions following a sharp equity selloff and describes trend signals across U.S. and Chinese equities, Hong Kong shares, gold, and bonds. Its trend-following system indicated rising trends in U.S. equities and bonds,…
This report studies trend-based allocation across CITIC Securities’ first-level industry indexes. It frames the process as choosing assets, measuring momentum, selecting industries, assigning weights, and managing portfolio tracking. The analysis describes…
The Accumulative Swing Index, or ASI, is described as the cumulative sum of Swing Index values. Its plotted line is intended to represent an “actual” market line that reflects relative strength and trend. The indicator also draws support and resistance…
This indicator classifies market conditions as sideways, upward, or downward. It first treats a market as sideways if either the average true range is at or below its 20-period average, or the ADX is at or below 25. If neither sideways condition applies, it…
This Chinese stock screen combines a daily price-range condition, a minimum listing history of more than one year, and a higher-low pattern. The document describes higher lows as successive troughs rising during a decline, which may indicate strengthening…
This document describes a MetaTrader indicator that uses three ADX periods to mark trend beginnings and endings and indicate periods without a trend. It draws its output in the main price chart and supports alerts for horizontal-line starts, price crossings…
This report summarizes a two-year simulation of a Donchian strategy on NEO-USDT using six-hour candles from Binance, covering January 2019 through January 2021. It reports 18 closed trades, all long, with no open positions at the end. The strategy shows a…
This brief description outlines a trading example based on the Alligator indicator. It states that positions are opened only when no other position is already open, thereby limiting the example to one concurrent position. The note mentions a sell entry as an…
The document introduces the Commodity Selection Index (CSI), specifying high, low, close, and a lookback length as inputs. Its pseudocode builds an average true range measure from intraday range and gaps relative to the previous close. It also estimates…
This excerpt argues that risk control and position sizing deserve priority alongside stock selection and timing. Its proposed framework smooths risk decisions with a moving-average tracking system and calculates a daily score from market or stock…
OverHedgeV2 is described as an expert advisor that manages a group of positions using aggregate and per-position profit thresholds. It closes positions opened by the advisor when the group reaches a total profit target, subject to a condition that no…
TMS Arrows is a directional signal indicator that combines the Traders Dynamic Index (TDI), Stochastic, and Heiken Ashi candles. A bullish label requires the TDI green line to cross above its red signal line, Stochastic to move upward, and either the first…
Voluminator classifies trend by comparing the close with a configurable moving average. When the close is above the average, volume contributes to a bullish series; when it is below, volume contributes to a bearish series. Separate smoothed series are…