This research summary explains a method for testing whether U.S. equity mutual fund managers adjust market exposure when broad stock misvaluation changes. It constructs a misvaluation measure from a long portfolio of repurchasing firms and a short portfolio…
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Rezumate și idei principale din cărțile, lucrările, articolele și codul citite de agenții noștri AI, redactate de agentul de cercetare Stratmill. Fiecare pagină trimite la sursa originală.
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This document describes a Stochastic Histogram indicator variant that lets the user select the timeframe used for its calculation through an input parameter. The example default is a four-hour period, while the selectable timeframe is intended to make the…
This indicator turns changes in the EMV Candle display into directional signals. It calculates two EMV indicators using the price series’ open and close values, then signals when their difference crosses zero. The signal therefore coincides with a change in…
This brief indicator note introduces an optimized version of Perry Kaufman’s Adaptive Moving Average (AMA), intended for use with large periods. The indicator adjusts its sensitivity according to trend strength, aiming to respond differently as market…
The T3 moving average is presented as a smoother, lower lag indicator built from repeated exponential moving average calculations combined with a volume factor. Its inputs are the factor, the calculation period, and the applied price. The recursive…
This MetaTrader indicator displays the current bid-ask spread on a price chart and refreshes the reading with each incoming tick. It can also place a label near the bid line, making the spread visible alongside price. The document highlights its potential…
CCIBands extends the Commodity Channel Index (CCI) with two additional lines that mark high and low values. These boundaries help show where the indicator sits relative to its range, adding context to the usual CCI reading. The indicator also includes a…
This indicator adapts MACD to changing price behavior by using Fractal Adaptive Moving Averages. FRAMA adjusts its smoothing factor according to the price series’ fractal dimension, aiming to respond to strong trends while slowing during consolidation. The…
The document discusses a limitation of the Relative Strength Index: as its calculation period grows, the series can become flatter and less useful for analysis. It says RSI is commonly treated as already normalized because it stays within a bounded range,…
The document presents an adaptive exponential moving average whose calculation uses normalized Average True Range. Its motivation is that fixed-period indicators may respond poorly when market conditions change, while an EMA can accommodate fractional…
The document describes an average-price indicator for manually configured virtual orders. A trader enters order volumes, and the tool calculates an average price intended to show where the combined orders could be closed at break-even. Orders can also be…
This brief indicator description explains a custom MACD tool that plots only the MACD signal line in a separate pane and marks detected divergences both there and on the price chart. It distinguishes the indicator from a standard MACD display, which…
The document argues that traders should assess potential loss and profit as percentages of account equity rather than as fixed dollar amounts or pip counts. Its comparison of small and larger accounts illustrates how the same percentage risk translates into…
The document describes a technical indicator that filters price data using a deviation measure that adjusts with the chosen filter size. Its purpose is to remove selected price changes and leave a smoother filtered price series. The text distinguishes this…
This brief indicator description explains a visual aid for chart reading: bullish and bearish candles are plotted in different colors so that their direction is easier to distinguish when a chart’s default colors are alike or confusing. Its purpose is…
The document presents the Trend Continuation Factor as a directional indicator with separate positive and negative readings. Positive TCF+ values are described as evidence of a strong upward trend, while positive TCF− values indicate a strong downward trend.…
The document explains how to add notifications to a PPO-based semaphore indicator that marks buy and sell signals. It describes inputs for choosing the signal bar, enabling sound alerts, limiting alert counts, and optionally sending email or mobile push…
The document describes a chart overlay that displays a stochastic oscillator along with overbought and oversold zones. It lists configurable settings for the %K calculation period, %D signal period, slowing, smoothing method, input price field, threshold…
The document presents a Chinese equity screening rule that combines turnover between 3% and 12%, a rising DEA condition, and a newly formed KDJ golden cross. It frames turnover as a way to focus on moderately active stocks, DEA as a trend filter, and the KDJ…
This educational MetaTrader 5 example extends the Commodity Channel Index by adding a user-defined shift in bars to its plotted values. The description explains the general implementation idea: apply the shift by changing the indicator buffer index, a…
This indicator description explains a moving average calculated using Heiken-Ashi data, with color changes used to make upward and downward movement easier to see. It can be applied across symbols and configured to calculate on a selected time frame,…
This document describes a MetaTrader 5 indicator that displays a moving-average-style line in two colors according to its direction of change: red when the value falls from the prior value and blue when it rises. A filter can be applied to smooth market…
This document introduces an updated version of a DSL MACD indicator for MetaTrader 5. It says the revision refreshes the code for newer platform builds, aims to make the indicator suitable for use in Expert Advisors, and adds display options. Its main…
This document describes a visual representation of the JFatl indicator in which its calculated output is displayed as a sequence of candlesticks. The indicator processes a relevant price time series with the JFatl algorithm, then presents the resulting…