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Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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Sök i biblioteket

1,507 dokument

ProRealCode

The article examines a z-score indicator whose automatic lookback selection is described as machine learning. It selects among ten fixed windows using price-trend fit, then trades z-score extremes as mean-reversion signals. The audit identifies problems in…

MedelvärdesåtergångTekniska indikatorerMaskininlärningBacktestning
ProRealCode

The document presents an array-based ZigZag indicator for plotting alternating swing highs and lows. A configurable threshold can be expressed in pips or as a percentage; the percentage mode uses the previous day’s close as its reference, which the author…

Tekniska indikatorerValutahandelVolatilitet
ProRealCode

This indicator combines three components to distinguish smaller moves within a trend from possible directional changes. A recursive Kalman filter smooths closing prices; SuperTrend applied to that filtered series supplies directional bias; and bands around…

Tekniska indikatorerTrendföljningUtbrottVolatilitet
ProRealCode

The document discusses ICT and Smart Money Concept interpretations of market structure, contrasting a fractal view of price action with static pivot levels and Donchian channel boundaries. Donchian channels use the highest high and lowest low over a chosen…

Tekniska indikatorerUtbrottTrendföljningMarknadsmikrostruktur
ProRealCode

The Super Arrow indicator combines several technical conditions to display upward and downward arrows on a price chart. Its described inputs include a fast and slow moving average, RSI, Bollinger Bands, and Bulls Power and Bears Power measures. It also…

Tekniska indikatorerMomentumUtbrottVolatilitet
ProRealCode

This indicator displays nested daily-range zones derived from average high-to-low movement over several lookback windows, including a 20-day measure. It draws rectangles around the current day’s range and marks levels offset from the current daily high and…

Tekniska indikatorerVolatilitetRiskhanteringTerminer
ProRealCode

The document describes a cyclically smoothed Relative Strength Index (CRSI), intended to adapt RSI signals to market cycles. It begins with upward and downward price changes, smooths them exponentially using a period derived from the estimated dominant…

AktierTekniska indikatorerStatistikRiskhantering
ProRealCode

This document describes an indicator that applies John Ehlers’ inverse Fisher transform to either RSI or RSX. The transform is presented as a way to reshape an indicator’s probability distribution and produce a smoother oscillator for timing buy and sell…

Tekniska indikatorerMedelvärdesåtergångStatistik
ProRealCode

The Arnaud Legoux Moving Average (ALMA) is described as a price-smoothing method that applies Gaussian weights across a rolling window. Its offset parameter shifts the weight distribution and adjusts the balance between smoothness and responsiveness, while…

Tekniska indikatorerStatistikBacktestning
ProRealCode

This indicator aims to separate trading volume into estimated buying and selling components and display them as a two-color histogram. Its description associates green bars with buyer activity and red bars with seller activity. The calculation uses bar…

Tekniska indikatorerMarknadsmikrostrukturOrderutförandeStatistik
ProRealCode

The document describes an intraday DAX opening range breakout approach for five- and fifteen-minute charts. It records the session high and low during the opening window, then uses a five-period TEMA crossing those levels as the entry signal. Long and short…

TerminerUtbrottTekniska indikatorerRiskhantering
ProRealCode

This indicator applies Bollinger-style bands to an RSI series. It smooths RSI with an exponential moving average, estimates dispersion using a rolling standard deviation, and defines a narrower zone around the basis. An upward RSI cross through the upper…

Tekniska indikatorerMedelvärdesåtergångVolatilitet
ProRealCode

The Market Thermometer is an indicator described in Alexander Elder’s trading book. It estimates intraday volatility by measuring how far the current high or low extends beyond the previous bar’s range. It compares this measure with an exponential moving…

VolatilitetTekniska indikatorer
ProRealCode

The document describes a two-panel indicator for identifying bullish and bearish divergences between closing prices and the MACD line. One version draws divergence segments on the price chart, while a second plots corresponding segments in a separate MACD…

Tekniska indikatorerMomentumAktier
ProRealCode

This document adapts a three-day high-low method to one-minute bars on the US Tech 100. It enters long when price is above a 200-bar moving average but below a 5-bar average, while the highs and lows of three consecutive bars each decline relative to the…

Tekniska indikatorerAmerikanska marknaderTrendföljningRiskhantering
ProRealCode

The document proposes an Ichimoku-based classifier for market regime and trade setup. It compares price with the cloud and checks whether the current and forward clouds share the same direction. It assigns positive or negative values to bullish or bearish…

Tekniska indikatorerTrendföljningMedelvärdesåtergångBacktestning
ProRealCode

This indicator measures the current candle’s open, high, low, and close relative to the close from 60 bars earlier. It expresses each log price change on a scale adjusted by average true range, framing the result as a way to compare recent movement with…

Tekniska indikatorerVolatilitetMedelvärdesåtergångOptioner
ProRealCode

This document describes a corridor approach built from two Bollinger Band envelopes: inner bands at one standard deviation and outer bands at two standard deviations around a 20-period exponential moving average. It presents the indicator as applicable to…

ValutahandelTrendföljningTekniska indikatorer
ProRealCode

This indicator displays Commodity Channel Index readings across a range of lookback periods as a colored heatmap. It varies the period from a starting value to a maximum using a fixed step, then plots each reading at its corresponding period. Red and green…

Tekniska indikatorerTrendföljningMedelvärdesåtergång
ProRealCode

This document describes a chart indicator for visualizing a planned trade’s entry, stop, and reward targets at one, two, and three times the distance between entry and stop. Users supply entry and stop prices along with the number of bars over which to draw…

RiskhanteringPositionsstorlekOrderutförande
ProRealCode

This long-only Dow Jones strategy on an hourly timeframe combines a close crossing above a 600-period moving average with a close above the Ichimoku cloud. It opens a two-contract position only when both entry conditions hold and no position is already open.…

TerminerUtbrottTrendföljningTekniska indikatorer
ProRealCode

This indicator framework combines a zero-lag moving average with a conventional EMA of the same period. The zero-lag line is formed by reflecting price across its EMA and smoothing that adjusted series; its crosses of the EMA mark changes in regime. At each…

Tekniska indikatorerTrendföljningMomentumVolatilitet
ProRealCode

The Balance of Power (BoP) indicator is presented as a way to compare buyers’ and sellers’ ability to move price. Its basic form divides the close-to-open change by the high-to-low range; the document also describes a variant that uses the prior close as the…

Tekniska indikatorerStatistikMomentum
ProRealCode

This document explains a fixed-range volume profile that maps traded volume across price levels over a configurable lookback window. It divides the high-to-low range into channels, estimates each candle’s volume allocation across its body and wicks, and…

Tekniska indikatorerMarknadsmikrostrukturStatistikBacktestning