Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
1,507 documentos
This ProRealTime indicator is intended to visualize intraday trading activity by price level. Its script scans a configurable price range, counts how often bars touch each level, and highlights the most frequently visited prices. It also draws a center line…
This indicator colors volume according to how each bar’s high and low compare with the prior bar. Bars that make a higher high without a lower low receive one color; bars that make a lower low without a higher high receive another. Bars extending both sides…
The Fill Channel is a chart indicator intended to help traders plan entries, stop losses, profit targets, and position size. It draws a regression-based central line with surrounding bands, then uses those levels to display potential long or short entry…
This indicator adjusts an exponential moving average using an R-squared measure calculated from price observations over a chosen period. The measure compares a linear fit of recent prices with their variation, then changes the EMA period through a formula so…
The Average Sentiment Oscillator estimates bullish and bearish pressure from OHLC prices. It offers two calculations: one measures sentiment within each bar and averages those readings across a chosen period; the other treats the period’s full high-low range…
This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…
Blai5 Astro combines the Money Flow Index, RSI, stochastic, and a Bollinger-based price oscillator into a composite series. It smooths that series with an exponential average, derives a histogram and a Wilder-smoothed version, then applies adjustable-period…
This forum post describes a Chinese equity backtest comparison between standard regression models and a platform stock ranking model. The author trained XGBoost, LightGBM, and CatBoost regressors on five-day returns using rolling historical periods, then…
The Wave Period Oscillator (WPO) is presented as a time-cycle oscillator, attributed to a 2018 article in the IFTA Journal. Its described calculation derives a signed period-like value from price and a preceding close, then smooths that value with an…
This indicator first smooths a selected price series using a configurable moving-average period and method, then calculates RSI on that smoothed series. It adds floating overbought and oversold levels derived from the recent minimum and maximum RSI values…
The indicator converts a fan of moving averages into three bounded readings: price versus the fan, the fan’s ordering around a reference average, and the fan’s position relative to its slowest active average. Each score divides signed differences by their…
This indicator marks each bar according to whether its close is above or below the previous close. It draws a point at the close in green for an increase and magenta for a decrease, and returns the close alongside two values associated with the upward and…
This document describes a chart overlay that displays recent daily market data for a selected instrument. It gathers open, high, low, close, and volume values for a configurable number of prior days, and calculates each close’s percentage change relative to…
The document presents a recursive smoother that updates an initial price series toward the current close by a fixed fraction of the difference. It initializes a chain of intermediate values from median price, then propagates smoothing through the chain so…
The indicator calculates theoretical long and short stop levels at a multiple of the Average True Range from the current close. It then estimates position size from account value, a base risk percentage, the stock’s beta, and the stop distance. The risk…
The document describes a pivot oscillator intended for scalping the S&P 500 on tick charts. For each bar, it defines a pivot value as the average of the open, high, low, and close, then applies an exponential moving average with a period of 14. The indicator…
The document describes John Ehlers’ MESA Stochastic, a modified stochastic oscillator designed to reduce noise and spectral dilation. It combines a high-pass filter, a SuperSmoother filter, and normalization over a lookback window, then smooths the resulting…
This indicator separates bars into upward and downward volatility readings according to whether the close is above or at or below the prior close. For the selected direction, it uses the prior bar’s average true range plus half the difference between the…
This document outlines a basic directional system for EUR/USD on a two-hour chart. It opens a long position after a bullish candle whose body exceeds twice the ATR, and opens a short after a bearish candle whose body exceeds the same threshold. A position…
This text introduces Volume Spread Analysis as an approach that interprets price and volume together to infer the activity of large, coordinated market participants. It presents the ideas of strong and weak hands, accumulation, distribution, and pooled…
This intraday DAX strategy applies an opening-range breakout on one-minute data. It records the high and low of the two-hour morning range, then places stop entries above or below those levels after the range ends. The rules restrict entry to before a stated…
This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…
The document describes a long-only S&P 500 trading system built from two simple moving averages. It enters when the two-period average from one day earlier exceeds the current two-period average, the average from ten days earlier exceeds its value from…
This post outlines a daily long-short strategy for the S&P 500 using a two-period RSI. It opens a long position when RSI falls below a parameter and a short position when RSI exceeds a mirrored threshold. Long exits require RSI to recover to a separate…