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 outlines a daily trend-following strategy for commodity futures based on Bollinger bands. It enters long when price breaks above the upper band and short when price breaks below the lower band, then exits when price crosses back through the…
The document explains the Count Back Line (CBL) as a short-term trend confirmation and entry tool, intended to be used after other signals suggest a possible reversal. It describes combining CBL with trend lines and the Guppy Multiple Moving Average to…
The document explains the Darvas box concept as a trend-following method for defining a price range from pauses in new highs and lows. A box top is identified after price stops making highs for three consecutive days, with the lower boundary identified after…
This note describes an extended TrendFlex indicator based on John Ehlers’s Reflex averaging indicator. Its stated aim is to reduce lag so it may produce signals sooner than other lagging calculations. The extension displays two TrendFlex values separately…
TrendManager is described as an indicator that compares two moving averages and treats the market as trending when their difference exceeds a trigger threshold. The document gives a configurable threshold expressed in chart points, but does not explain how…
This introductory article maps the work involved in taking a quantitative CTA idea into live futures trading. Its five stages are to define executable rules, prepare suitable historical data, translate the rules into code, validate the strategy, and handle…
Ultra Trend estimates market direction by calculating the slopes of moving averages with different periods. The indicator then derives a trend reading from those slopes. The described version uses a fast Zero Lag Moving Average for that calculation, with the…
This indicator overlays candlesticks from a larger timeframe as filled rectangles on a chart. Their colors follow the direction indicated by the CronexMFI cloud: candle bodies use one color for each direction, with corresponding colors for the shadows. The…
This document describes a ProRealTime indicator for identifying the bullish Rising Three Methods and bearish Falling Three Methods candlestick formations. Each pattern uses five bars: a large directional candle, three smaller countertrend candles whose…
The article defines CTA strategies as professionally managed approaches focused mainly on futures, with possible options exposure, and sketches their development in overseas and Chinese markets. It describes the shift of Chinese CTA activity toward commodity…
This short description introduces a MetaTrader 5 semaphore indicator that signals when the J2JMA moving average changes direction. The indicator relies on the CJJMA class from an external smoothing-algorithm library, which must be available in the terminal’s…
The Range Factor is presented as a confirmation indicator for forex systems. It compares short and longer moving averages of closing prices, scales their difference using average true range, and applies a bounded transformation to produce a value. The…
This document describes a simple trend indicator in the NRTR family. It identifies potential trend changes through breakouts of a channel constructed from moving averages of the high and low price series. The channel therefore uses smoothed price bounds as…
This A-share stock selection method combines three filters: at least five moving averages must converge, the stock must have a positive price-to-earnings ratio, and its 20-day moving average must be above its 120-day moving average. The convergence condition…
WPRfast is described as a semaphore-style indicator built from Williams’ Percent Range oscillator. Its stated purpose is to identify fast trends, making it a trend-detection tool based on an existing momentum oscillator. The document provides no calculation…
These notes summarize Alexander Elder’s approach to trading as a discipline built on market analysis, money management, and adherence to a plan. They describe how crowd behavior shapes prices, why traders should keep a journal to identify recurring mistakes,…
This note describes a daily pre-open screen for Chinese stocks. It combines a positive MACD reading, a share price below 12 yuan, and a previous close above the 250-day moving average. The example code calculates MACD and the long moving average from daily…
This indicator applies a moving average to prices before calculating the Trend Trigger Factor, an approach the document presents as an alternative to smoothing the indicator output. Its stated aim is to reduce the extra lag associated with smoothing after…
This Chinese equity screening approach combines three conditions: today’s increase in holdings must exceed 5%, the weekly price must cross above its 30-week moving average, and the 30-day moving average must be rising. Together, these are intended to capture…
This example describes a daily futures strategy using the Vortex Indicator to identify directional crossovers. It calculates positive and negative vortex movement relative to rolling true range, then opens a long position when the positive line crosses above…
This indicator combines a simple moving average of typical price with a recursive price filter whose weight is adjusted by the ratio of two close-price standard deviations. The example uses a 50-period moving average and standard-deviation lookbacks of 30…
This document presents a long-only DAX strategy intended for three-minute bars. It enters when the two-period exponential moving average crosses above the four-period average, provided the 20-period average is above the 75-period average and price is above…
This indicator description presents a modified Trend Continuation Factor inspired by M. H. Pee’s work on estimating how long trends may continue. Its stated aim is to identify both the presence and direction of a trend, since trading against a persistent…
The article defines crypto bull markets as broad upward trends and bear markets as broad downward trends over a chosen time frame. It distinguishes the market’s direction from investor sentiment, and notes that shorter-term pullbacks can occur within a…