Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
1,507 na dokumento
Tension Flow Trend combines a Hull moving average baseline with a Z-Score of price’s deviation from that baseline. The baseline slope sets the directional colour, while the deviation divided by its rolling standard deviation measures how far price has…
The document describes a weekly long strategy based on an asserted pattern of weak Mondays and strong Fridays in the Nasdaq 100. It waits for Monday’s cash-market open, places a limit entry one percent below that open, and initially targets a return to the…
The indicator combines an adaptive One More Average (OMA) smoothing formula with a step function. Its adaptive period estimates the balance between directional movement and accumulated price noise, then adjusts the averaging period within bounds based on a…
This indicator displays whether candles are rising, falling, or unchanged across intraday and longer timeframes, from one-minute bars through monthly bars. It compares each candle’s open and close, then uses a color-coded text label to show the direction for…
The document presents a quadratic regression indicator that fits a parabola to recent closing prices. It uses a configurable lookback window, set to 100 by default, and calculates the polynomial coefficients from rolling sums of the bar index, its square,…
The Hyperfork Matrix extends Andrews Pitchfork analysis from three swing pivots. It plots a median line and parallel tines, with Original, Schiff, and Modified Schiff variants that differ in how the anchor is positioned. Pivots can be detected automatically…
This document explains how changing the moving average used in the Directional Movement System alters the smoothing of its components. It contrasts Wilder’s recursive average, described as a calculation-efficient approach developed for hand computation, with…
This document presents a simplified Supertrend whose distance from median price is set as a fraction of the current close, rather than as a multiple of average true range. The line trails in the active direction and changes direction when the close crosses…
This document explains an oscillator intended to compare institutional and retail activity using the Positive Volume Index (PVI) and Negative Volume Index (NVI). It describes the conventional interpretation behind the comparison: high-volume periods are…
This ProRealTime version 11 indicator builds a historical distribution of price changes by comparing each close with the price from a configurable number of bars earlier. It separates gains and losses, rounds percentage moves into buckets of 0.1 percentage…
This indicator description presents a simplified Know Sure Thing style calculation inspired by Martin Pring. It sums the close-price rates of change over four lookback periods, then smooths that combined series with a moving average. The supplied example…
This strategy describes an hourly DAX breakout approach. It enters long when price crosses above a prior Donchian channel high, with the MACD histogram rising and nonnegative, RSI above a threshold, and price above a moving average. A stop is placed at the…
Fractal Bands adapt a Bollinger Band style envelope around a fractally modified moving average. The indicator estimates fractal dimension from recent price changes, derives a Hurst-based adjustment to the moving-average speed, and scales the bands using…
This document describes a price channel built from centered linear regressions of high and low prices over a configurable lookback, set to 300 periods by default. It calculates separate regression lines for highs and lows, then offsets each line by the…
PhantomFlow identifies trend from market structure rather than smoothing price and reading its slope. It detects five-bar fractal highs and lows, which are confirmed two bars after the swing, then applies a zigzag filter so accepted pivots alternate between…
This document describes a rule for identifying potential bullish or bearish breaks through the Ichimoku cloud, also called the Kumo. It calculates the Tenkan-sen and Kijun-sen from recent highs and lows, then derives the two cloud spans using shifted values.…
This indicator framework combines a nine-bar momentum setup with a thirteen-count terminal phase modeled on DeMark-style exhaustion logic. The first phase compares closes with those four bars earlier; the second counts qualifying closes beyond the…
Finite Volume Element (FVE) is presented as a money flow indicator that combines intraday and day-to-day price movement. It assigns positive or negative volume when a price-based measure exceeds a volatility threshold, and ignores volume when the movement is…
This indicator plots two reference levels on an intraday chart using the daily Average True Range. It calculates true range from daily highs, lows, and the previous close across a configurable lookback, then positions one line above the current daily low and…
The strategy first classifies market conditions with a linear-regression slope statistic, treating readings below a stated threshold as a no-trend phase. During that phase, a smoothed stochastic turning upward from a low level triggers a long stop entry…
DayImpuls T3 combines a DayImpuls measure with a T3 moving average to describe market direction and strength. The oscillator is built from the accumulated difference between open and close prices over a configurable period, then smoothed through a…
The document describes a three-bar volume and candle indicator adapted for ProRealTime. It identifies potential bullish and bearish signals by combining the direction of recent candles with a rising or falling sequence in volume, then colors qualifying…
This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…
MACD-V modifies the classic MACD by scaling the difference between short and long exponential moving averages by the asset’s average true range, then multiplying by 100. The resulting momentum reading is designed to be more comparable across time and markets…