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 v11 indicator plots a family of moving averages over a chosen close-price series. The user sets the fastest period, the number of additional averages, the moving-average type, and either a constant period increment or a multiplicative…
The document explains the Fractal Adaptive Moving Average (FRAMA), attributed to John Ehlers. FRAMA applies an exponential moving average with a smoothing factor that changes according to an estimate of price fractal dimension. The accompanying ProRealTime…
The document describes a rules-based strategy for the DAX GER30 on an hourly chart. It uses the prior period’s highest high and lowest low over a lookback window as breakout thresholds: a long entry follows an upward crossing of the high, while a short entry…
This indicator records a breakout structure when price exceeds its running high after at least a chosen number of bars below that high. For each structure it tracks the prior high, the intervening pullback low, the reclaim bar, and the subsequent high. It…
This indicator plots pivot levels for daily, weekly, and monthly periods. It offers four calculation modes for the central pivot, combining prior-period high, low, close, and, in some modes, the current period’s open. From each pivot it derives three…
This document presents John Ehlers’s Directional Movement with Hann windowing indicator, a smoothed variant of directional movement. It compares the latest high and low changes, assigns the larger positive move to upward or downward directional movement, and…
This document describes a market direction indicator that combines six technical inputs: RSI, CCI, directional movement, Aroon, moving averages, and Supertrend. Each input is converted to a bullish or bearish state, then weighted and passed through a…
The indicator estimates a separate average high–low range for each weekday from the available daily price history. It displays that weekday’s average range around a selected closing-price reference as upper and lower bands, background candles, or both. A…
This indicator identifies confirmed swing highs and lows, then draws supply and demand zones around them. A pivot requires ten bars on each side, so it is confirmed with a delay. Zone thickness scales with ATR, and a new zone is rejected when its midpoint…
This indicator marks potential supply and demand zones by first detecting a large percentage change in the opening price over several bars. When that rate of change crosses a sensitivity threshold, it searches a recent window for the nearest candle of the…
This indicator tool groups historical outcomes by the rounded value of RSI, Stochastic, Williams %R, or ADX, then displays results across indicator values in a scatter chart. For each value it separates observations by whether the signal candle closed up or…
This indicator builds on a prior colored-candlestick concept by allowing users to combine selected readings from the Commodity Channel Index, RSI, Stochastic, Cycle, and Directional Index. For each selected indicator, it transforms the reading into red and…
This article explains a multi scale market structure indicator built from short, medium, and long term pivot detectors. Their lookback lengths expand or contract with relative volatility, and confirmed pivots define active support and resistance levels. A…
The Relative Volatility Intelligent Index (RVII) compares volatility on rising and falling bars. It assigns each bar’s standard deviation to an upward or downward stream according to the close’s direction, smooths both streams with Wilder averages, and…
This article explains a chart indicator intended to flag failed moves beyond recent support or resistance. It calculates rolling highs and lows over a configurable period, optionally smooths those levels with a selected moving average, and tracks the…
This indicator defines a central trend reference using a 55-period triangular moving average shifted to use its value from 21 periods earlier. It surrounds that reference with upper and lower bands formed by adding and subtracting a fraction of the 13-period…
This indicator combines a fast and slow RSI crossover with volume-derived supply and demand zones. A buy signal requires the fast RSI to cross above the slow RSI after recently reaching an oversold level; a sell signal mirrors this after an overbought…
This stock-selection rule filters Chinese A-share companies identified with the metaverse theme, limits eligible shares by a stated maximum circulating share count, and requires the current close to exceed the previous session’s low. The article interprets…
This indicator studies monthly seasonality using separate in-sample and out-of-sample periods on monthly charts. For each calendar month, it calculates average open-to-close return and the share of observations that rose or fell. It then ranks average…
This indicator builds on the double exponential moving average, which is intended to reduce the lag of a traditional moving average. It applies a correction that compares changes in the DEMA with recent price variability: when the deviation is judged…
This indicator compares price with Bollinger Bands calculated over four lookback periods: 50, 100, 150, and 200. It converts each position within its bands to a %B reading, then marks a bullish phase when all four readings exceed 75 or a bearish phase when…
This document presents three moving averages that use only closing prices whose bar opening times fall within a configured daily time range. The simple version averages a specified number of qualifying observations. The exponential version applies the…
The described approach uses a longer-period Commodity Channel Index to establish directional bias and a shorter-period CCI to identify pullbacks and entry timing. In the original multi-timeframe version, a weekly CCI defines an uptrend or downtrend using…
The document describes a visual indicator made from up to 18 successively smoothed moving averages. Each line applies the same averaging period to the preceding line, creating a layered band; the period and number of lines can be adjusted. Colors distinguish…