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 describes a stock selection rule combining three technical conditions: an amplitude threshold, rising bottoms, and a weekly crossover of the five-period moving average above the ten-period average. It presents the rule as a way to identify…
The Expert Advisor trades reversals in the direction of the ColorHMA moving average. It checks for a direction change when a bar closes, then uses that change to generate a trading signal. The document describes the signal rule but gives little detail about…
The Perfect Trend Line indicator uses two bands built from recent highs and lows over different lookback periods: one slower and one faster. The indicator compares the close with the prior band values to update each line, then uses the lines and price…
This note describes a daily stock trend indicator that combines MACD, RSI, momentum, and Williams %R into a binary bull or bear signal. Each indicator contributes one vote according to a threshold: MACD and momentum are evaluated against zero, RSI against…
This community post sketches a stock trading approach that combines Bollinger Band entry signals with an ATR-based trailing exit. The author also discusses SuperTrend as a way to define entries or stops, and describes using a separate stock-selection signal…
This market-timing approach applies a modified MACD with parameters 20, 60, and 3 on 60-minute and 5-minute charts. It classifies bullish conditions as both lines above zero with a bullish crossover, and bearish conditions as both below zero with a bearish…
This research summary compares periodic rebalancing with buy-and-hold for portfolios combining stocks and bonds. It reports that monthly rebalancing can lag buy-and-hold when stocks trend strongly relative to bonds, because rebalancing sells some of the…
Moving Slope Rate of Change (MSROC) replaces the simple price difference used by conventional Rate of Change with the slope of a least-squares regression line. The document presents this as a way to smooth the signal and reduce false signals relative to…
The Chaos vs Movement indicator is described as a volatility-based filter for distinguishing active price movement from flat or choppy conditions. Its intended role is to keep traders out of range-bound periods while allowing participation near the…
Natural market slope is presented as an indicator that combines linear regression slopes calculated over multiple periods. The component slopes are weighted by coefficients and combined into one measure intended to summarize the market's directional…
The document describes a stock screen combining three technical conditions: MACD above its zero line, a rising DEA signal line, and an upward-sloping 30-day moving average. It presents these as signs of positive trend and momentum, then suggests adding…
This post presents a stock screen requiring turnover between 3% and 12%, an opening price within five percent of the 10-day simple moving average, and the previous close above the 250-day moving average. The short-term average condition is presented as a way…
MultiX2MASignal presents trend information from four X2MA indicators, each calculated on a different time frame. It displays one line per indicator: blue when the indicator is rising and orange when it is falling. Colored points mark changes in the bar for…
This introductory example presents a simple moving-average strategy for one Chinese-listed stock. It calculates the average closing price over the most recent five sessions and compares it with the average over twenty sessions. When the shorter average is…
The document describes a trend indicator attributed to Tushar Chande. It compares the current close with closes from 11 through 20 days earlier, assigning a positive point when the current close is higher and a negative point otherwise. Adding these…
This document introduces a channel-style variant of the SSL indicator, displayed as a colored cloud. It says the indicator raises an alert when the trend changes direction. The listed settings include a moving-average period, a choice to use an NRTR form, a…
This document explains a chart indicator that marks trend direction with colored dots: blue indicates bullish conditions and red indicates bearish conditions. Its calculation uses the cosine of price-change angle and obtains input prices through a…
The article gives a high-level taxonomy of nine quantitative approaches and the market effects each seeks to exploit. Trend following aims to capture persistent moves; mean reversion trades price dislocations around an average. Value and growth models screen…
This Chinese stock-screening note combines a turnover-rate band of 3%–12%, three consecutive declining sessions, and a weekly moving-average condition involving the 30-week average. It presents the conditions as a way to find stocks with a longer-term upward…
This indicator description explains a candle-coloring method that combines the Awesome Oscillator (AO), Accelerator Oscillator (AC), and optionally Heikin Ashi price data. Inputs include the data source, price, Heikin Ashi setting, fast and slow…
The document identifies ADX Crossing as an indicator related to the directional system. It gives brief historical context, describing the system as originating with J. Welles Wilder in the 1970s as an addition to the Parabolic SAR approach and notes that…
This indicator estimates the prevailing trend from a price channel and a selected period and risk setting. Its color changes can serve as entry or exit signals, while two plotted price levels offer possible stop locations for trades based on the indicator.…
This document describes a DAX strategy on hourly bars that uses separate exponential moving average pairs for long and short trades. A 60-period average crossing above a 200-period average opens a long position, while the reverse cross exits it. For shorts,…
The document describes a simple long-only strategy for the S&P 500, based on the premise that the broad index trend is upward and that short trades would target corrections. Rather than buying a fresh high, it seeks a pullback followed by signs of renewed…