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
This research summary reviews the 2021 commodity futures market and examines whether exchange increases in trading fees affect commodity prices and CTA strategies. It describes a year of broad price gains followed by sharp reversals amid market…
The Optimized Trend Tracker (OTT) is presented as a trend indicator that compares price with a moving-average-based threshold. Price above the OTT suggests an uptrend, while price below it suggests a downtrend. The accompanying code implements the indicator…
This stock selection approach combines three chart conditions: price amplitude above a threshold, at least five moving averages overlapping, and the 20 day moving average above the 120 day average. The longer average comparison is presented as a way to favor…
The document describes a short-term trading approach built around a DynamicRS indicator with fixed channel boundaries. It says the indicator’s values tend to form near those boundaries, based on the author’s experiments, and proposes using higher timeframes…
The Retracement Pressure Index (RPI) is a trend-context oscillator designed to assess whether a pullback may be mature enough to watch for a trend-direction re-entry. Instead of applying a fixed lookback, it counts consecutive counter-trend bars and adapts…
This document describes an indicator that uses price action and volume to label sixteen Wyckoff events and classify recent activity as accumulation, distribution, or neutral. It detects events from rolling highs and lows, volume compared with its average,…
This document describes a modified variable moving-average indicator that can replace its averaging method, display the latest value as a price label, and round channel levels to a chosen number of digits. Its main analytical feature is a three-level…
The article uses binomial price paths to explain how adding to positions changes the distribution of trade outcomes. In a fair random walk with zero expected return, it shows that both adding in the direction of the move and adding against it leave expected…
The document describes a short-term signal method that combines Stochastic direction with price crossing a moving average and an ADX-based trend assessment. A long setup requires Stochastic to rise, price to break the moving average, and the trend to…
The Vertical Horizontal Filter (VHF), introduced by Adam White in 1991, is designed to assess whether prices are trending or moving sideways. The document presents it as a way to guide the choice between trend following and range oriented indicators. It…
This strategy seeks reversals when price breaks a diagonal trend line defined from detected swing highs or lows. It tracks a trend state, estimates the line's steepness using the tangent function, and treats a possible close beyond that boundary as a…
This post presents a custom oscillator that combines a modified STORSI with the Rahul Mohindar Oscillator (RMO). The STORSI component averages a relative-strength-style measure of gains and losses with a measure of the close within its recent high-low range.…
The author argues that strategies depend on market behaviors that are not stable over time. Arbitrage is presented as relying on price differences between venues tending to converge; trend following, grid trading, martingale approaches, and news trading each…
This Chinese-language article describes an A-share stock screen using three conditions: at least five moving averages overlap, large-order net buying occurs in the afternoon, and the 30-day average is rising. The author interprets the overlap as relative…
The strategy first switches between the CSI 300 and the ChiNext index based on the changing gap between their performance curves. It describes a widening gap as a signal to buy the stronger index and a narrowing gap as a signal to buy the weaker one, using a…
This stock selection method combines three daily technical conditions: turnover must be between 3% and 12%, the opening price must be within 5% of the 10-day average closing price, and the 30-day average closing price must be rising. The document presents…
This indicator draws a quadrangle from the daily open, high, close, and low, while being intended for use on hourly charts. The described method visually compares the shape of the latest figure with its base. A narrowing smaller than the base is treated as a…
The Phase Change Index (PCI) is presented as an indicator for distinguishing consolidation, uptrend, and downtrend phases. It compares price deviations with a linear path over a lookback period, then scales the positive and negative deviations into an…
This research describes a systematic trend-following strategy for commodity futures. It first uses MACD crossings, filtered by cumulative distance relative to ATR, to classify rising and falling trends. It then revises those classifications when price…
This document describes a long-or-short crossover strategy that searches pairings among 70 moving average and filter types for a chosen market and timeframe. The selected series use a common period, and an additional exponential smoothing step is intended to…
This indicator combines a fast ZigZag with plotted DiNapoli target levels. It marks a possible stop-loss level in red, followed by a start line and three successive target lines. The display also includes vertical lines aligned with corresponding points in…
The document describes a modified momentum indicator that adds a correction period to make momentum readings less prone to false signals. It says that setting the correction period below zero reproduces ordinary momentum, with a 100-point adjustment when…
This note proposes estimating volatility from the thickness of the Ichimoku Kumo, calculated as the absolute distance between its two forward spans. It normalizes that distance against a 200-period average and standard-deviation bands. Readings above 100 are…
This introduction defines an algorithm as a set of explicit, consistently followed rules for trade entry, exit, sizing, and risk management. It contrasts discretionary, rule-based, and hybrid trading, then describes two potential advantages: control over…