The document clarifies why a chart may show two values for the MESA Adaptive Moving Average (MAMA). It identifies the second value as the Following Adaptive Moving Average (FAMA), a companion average associated with John Ehlers. The two values are used…
Knowledge library
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.
Search the library
8,851 documents
This document describes a Chinese stock selection rule combining daily price range, recent limit-up activity, and a long-term moving average. Stocks enter the candidate pool when their amplitude exceeds 1%, at least one limit-up occurred in the prior 25…
This brief note describes a non-averaged, three-line trading indicator whose arrays are displayed as separate lines. Its updated version removes the period input, leaving no user-set formation parameters. The signal guidance centers on a yellow line moving…
This stock screen combines a daily range filter, a qualitative company-quality condition, and a trend rule requiring the 20-day moving average to exceed the 120-day average. The article interprets the moving-average relationship as evidence that recent price…
The Double Seven method is presented as a long-only daily strategy for ETF or futures index markets. It first requires the close to be above its 200-day moving average. An entry occurs when the day’s low reaches or falls below the lowest close over the…
The expert advisor combines the Commodity Channel Index with a moving average to condition CCI entry thresholds on the moving average’s direction. When the average rises, the system uses one pair of CCI levels for buying and selling; when it falls, it…
The indicator overlays four moving averages as two cloud-like histogram ranges: slow 200-period simple and exponential averages, and fast 50-period simple and exponential averages. The shaded boundaries make the relationship between faster and slower…
This Expert Advisor concept seeks short-term trend entries on a 15-minute chart, using moving averages on both the 15-minute and hourly charts to establish direction. After identifying the trend, it checks that price is close to the 15-minute moving average…
This document describes a trend indicator that combines a Hull Moving Average (HMA), a modified HMA variant, and an optional Kalman-style filter. The filter updates a smoothed price estimate and velocity from the input series; the indicator then calculates…
The Triple Hull indicator combines three Hull Moving Averages calculated from closing, high, and low prices. The document describes the Hull average as designed to smooth price while responding quickly, and presents the three lines together as a broader view…
The Dots indicator displays a directional trend estimate directly on a chart using colored dots: blue indicates bullish conditions and red indicates bearish conditions. Its calculation is described as using the cosine of the angle of price change, with a…
This article describes a stock screen that requires price amplitude above 1, a listing history longer than one year, and a weekly indicator crossing above its 30-week moving average. It argues that weekly data can reduce the influence of short-term…
This expert advisor describes a trend-following system using two ColorX2MA indicators on separate timeframes. The slower indicator sets the prevailing trend from its line color; the faster indicator supplies entry timing when its color changes. A signal is…
The Expert Advisor uses changes in the Donchian Channel’s upper and lower buffers as directional signals. A buy is triggered when the upper buffer on the first bar is higher than on the second bar; a sell signal occurs when the lower buffer on the first bar…
This indicator uses a ZigZag series to identify turning points that are treated as fractal support and resistance. It detects a potential upward turn when the ZigZag value rises after a prior decline, and a downward turn when it falls after a prior rise. An…
This document describes a modified Aroon oscillator indicator for MetaTrader 5. It says the indicator builds on Tushar Chande’s Aroon indicator and corrects a common implementation issue in which the oscillator’s negative extreme is not reached. It also adds…
The document describes the Schaff Trend Cycle (STC), a trend-oriented oscillator built from the difference between short- and long-period Wilder averages. It normalizes that difference against its rolling high and low over a cycle window, scales the result,…
This indicator turns Aroon Up and Aroon Down readings into a color-coded histogram. Using a 14-period lookback and a trigger level of 70, it marks a bullish state when Aroon Up exceeds Aroon Down and reaches the trigger, and a bearish state when Aroon Down…
This indicator compares trend conditions across 15-minute, 1-hour, and 4-hour charts. On each timeframe, it scores the direction of five simple moving averages with periods 5, 8, 13, 21, and 34. It also calculates the Accelerator Oscillator from median…
Parabolic SAR is a chart overlay designed for trending markets. Its dots or line appear below price during an uptrend and above price during a downtrend. When price crosses the indicator, SAR switches sides; the text describes this as a possible signal that…
This overview introduces three assumptions commonly associated with technical analysis: market activity is reflected in prices, prices tend to move in trends, and historical patterns may recur. It also frames volume, price, time, and range as core elements…
This article explains a Dual Thrust trend-following method and its application to a basket of nickel, rebar, and coking coal futures. It defines a range from historical highs, lows, and closes, then sets upper and lower breakout thresholds around the current…
The document describes a configurable trading indicator that combines ADX, DMI, CCI, MACD, and Stochastic readings. DMI, CCI, MACD, and Stochastic can contribute directional signals; the user can choose which to include. ADX can act as a trend filter,…
This strategy proposes long entries on the Nasdaq using 30-minute bars. It combines the directional indicator and Average Directional Index (ADX): an entry can occur when positive directional movement crosses a threshold while ADX is already above its…