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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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1,507 dokument

ProRealCode

The document presents John Ehlers’s Super Bandpass Filter as a nearly zero-lag method intended to reduce noise at high and low frequencies in market data. Its filter output is compared with positive and negative root-mean-square bands calculated from recent…

Tekniska indikatorerTrendföljningVolatilitet
ProRealCode

This note describes an Alligator-style trading method using simple, weighted, and endpoint moving averages calculated from a pivot price. It proposes buying when the three averages cross upward and selling when they cross downward. The endpoint average may…

Tekniska indikatorerTrendföljningPositionsstorlek
ProRealCode

This indicator calculates Fibonacci-style pivot levels from the prior period’s high, low, and close. It supports daily, weekly, monthly, and four-hour periods, with a custom-session option for daily calculations. Users specify session start and finish times…

Tekniska indikatorerTerminerValutahandelVolatilitet
ProRealCode

This ProOrder strategy is designed for three-minute CAC 40 spread data. It builds upper and lower bands from a moving average and standard deviation, then tracks a trend state. A band break sets the initial direction and trailing-stop level; the stop follows…

TerminerTrendföljningTekniska indikatorerVolatilitet
ProRealCode

This document describes an intraday breakout system for the French CAC 40 using the early-session high and low as reference levels. It tracks the range from the opening period, then places stop entries beyond those levels when the range and the price’s…

TerminerUtbrottTekniska indikatorerRiskhantering
ProRealCode

This document describes a recursive channel indicator that produces upper and lower price bands and their midpoint. It contrasts conventional channels, which combine a central tendency estimate with a volatility measure, with a method that updates each band…

Tekniska indikatorerStatistik
ProRealCode

The document presents a chart indicator that marks the active hours of European, US, and Asian trading sessions, including configured lunch intervals. It creates separate vertical bands for each session and labels the session when it begins. The returned…

Tekniska indikatorerMarknadsmikrostruktur
ProRealCode

The indicator calculates the midpoint of the highest high and lowest low observed over a rolling 50-period window. This creates a smoothed reference level based on the range extremes rather than an average of closing prices. The source presents it as a…

Tekniska indikatorerTrendföljning
ProRealCode

This intraday system takes short positions in the DAX using a Repulse-style candle indicator and several filters. Entries are considered at scheduled times on a four-hour chart. The rules also require a short-term exponential-average relationship, a…

TerminerTekniska indikatorerTrendföljningRiskhantering
ProRealCode

The document presents VWAP percent as a more reactive alternative to Bollinger Bands percent for spotting possible reversals or the start of a trend. It describes a normalized measure built from the close relative to VWAP-based bands formed using a standard…

Tekniska indikatorerMedelvärdesåtergångTrendföljningOrderutförande
ProRealCode

This document presents a long-only strategy that compares the daily close with a price from roughly six months earlier. It enters when the close crosses above a level 44% higher than that reference price, then exits after about one year, described as…

AktierMomentumTrendföljningBacktestning
ProRealCode

This document describes a ProRealTime adaptation of the Carbon Double WAM indicator. It calculates two smoothed measures from closing prices, using primary periods of 21 and 3, and plots each measure alongside its inverse. The longer-period line is intended…

Tekniska indikatorerTrendföljning
ProRealCode

This indicator combines a cascaded fractional EMA with two adaptive Kalman filters to create a base line and a faster line. Setting EMA lengths below one makes the EMA extrapolate rather than smooth, reducing apparent lag while amplifying price fluctuations.…

Tekniska indikatorerTrendföljningVolatilitetRiskhantering
ProRealCode

This document presents a swing-line indicator based on the Clear method for visualizing short-term price movement. It tracks rising and falling phases by updating local high and low reference levels. During an upswing, the line follows the evolving low; a…

Tekniska indikatorerTrendföljning
ProRealCode

This indicator modification expands the TTM Squeeze from a single compression state to low, middle, and high levels. It compares Bollinger Bands with several Keltner Channel widths: the relationship between the bands identifies the compression state, while a…

Tekniska indikatorerVolatilitetMomentum
ProRealCode

This document outlines a MetaTrader expert advisor built around a zero-lag momentum indicator. Its stated trade conditions require the fast and slow trends to align and the fast trend to change direction. The setup uses a higher timeframe to display the…

ValutahandelTrendföljningMomentumTekniska indikatorer
ProRealCode

This indicator displays five dots that summarize price direction across five progressively slower candle intervals derived from the chart’s current time frame. For each interval, it compares the current close with a selected reference, such as the open,…

Tekniska indikatorerTrendföljningPositionsstorlek
ProRealCode

The document describes a chart indicator that derives support, resistance, intermediate levels, and a center line from the maximum and minimum of a daily range. It takes the difference between the endpoints, places an inner level at a stated fraction of that…

Tekniska indikatorer
ProRealCode

The document presents a Yang–Zhang extension of the Garman–Klass volatility estimator as an ex-ante volatility measure that can support position sizing in time-series and dual-momentum strategies. Its calculation combines squared overnight gaps, intraday…

VolatilitetPositionsstorlekTekniska indikatorerMomentum
ProRealCode

The document describes a chart indicator that displays several commonly used moving averages and Ichimoku levels together as potential support or resistance. It calculates simple moving averages at the 20, 50, 100, and 200 periods, along with Tenkan, Kijun,…

Tekniska indikatorer
ProRealCode

This proposal applies the Fisher Transform to daily DAX prices and uses threshold crossings to switch between long and short positions. It normalizes the typical price within a rolling high–low range, smooths the resulting value, and transforms it into an…

TerminerTekniska indikatorerTrendföljningBacktestning
ProRealCode

This indicator combines fast and slow Parabolic SAR calculations with price extremes to generate bullish and bearish signals. When price crosses the fast SAR, it records a recent low or high; a qualifying position relative to the slow SAR then triggers a…

Tekniska indikatorerTrendföljningRiskhantering
ProRealCode

The indicator combines three readings of Williams %R across short, intermediate, and long horizons. Its reactive pulse blends the short-range reading with a stochastic transformation, while its slower trend line weights the longest horizon most heavily.…

Tekniska indikatorerTrendföljningMomentumVolatilitet
ProRealCode

This strategy adapts Larry Williams’ three-bar approach to trade pullbacks within a trend. It forms a channel from moving averages of highs and lows, then uses the sign of a linear regression slope as a directional filter. When the slope is positive, it…

TrendföljningTekniska indikatorerBacktestningOrderutförande