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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 document explains why computing variance from sums of squares can be numerically unstable, particularly with large values, and describes Welford’s method as a single-pass alternative. The method updates a running mean and an accumulated squared-deviation…

StatistikVolatilitetTekniska indikatorer
ProRealCode

This document explains a variant of the Moving Average Convergence Divergence indicator in which its fast and slow averages are calculated with a recursive Jurik-style moving-average procedure. Their difference forms the MACD line, and a conventional moving…

Tekniska indikatorerAktierMomentumBacktestning
ProRealCode

The document describes a Jurik-style smoothed RSI oscillator paired with Discontinued Signal Lines (DSL) to create adaptive overbought and oversold thresholds. It uses separate exponentially updated levels for oscillator readings above and below the…

Tekniska indikatorerMedelvärdesåtergångStatistik
ProRealCode

The document presents a Yang–Zhang volatility estimator built from open, high, low, and close prices. It separates the overnight return from intraday price movement, combines the variance of overnight returns with close-to-open variance and the…

VolatilitetOptionerStatistik
ProRealCode

The Jeffrey Kennedy Trend Analyzer applies short lookback Williams %R style calculations to three price-derived series: a fast line based on the difference between short and longer exponential averages, a base line based on a short exponential average, and a…

Tekniska indikatorerTrendföljningStatistik
ProRealCode

The document describes a charting setup that combines support and resistance levels with two smoothed price lines and a wave oscillator. Its ProRealCode indicator calculates rolling highs and lows over two lookback windows, an exponential average of closing…

Tekniska indikatorerMedelvärdesåtergångVolatilitet
ProRealCode

This ProRealTime indicator marks two candlestick shapes directly on a price chart. It labels an inverted hammer when a bullish candle opens at its low and has an upper shadow at least three times the candle body. It labels a hammer when a bullish candle…

Tekniska indikatorerAktierStatistik
ProRealCode

Trend Lord transforms price data into custom candles whose shapes and colors are intended to make trend direction easier to read. Its parameters let users choose a moving-average period and method, and switch between a recursive smoothing calculation and a…

Tekniska indikatorerTrendföljning
ProRealCode

This document explains an indicator for detecting the three-line strike candlestick pattern. It identifies three consecutive candles in one direction followed immediately by a larger candle in the opposite direction. Three rising candles followed by a larger…

AktierTekniska indikatorerUtbrottMedelvärdesåtergång
ProRealCode

This indicator system assigns a score to bullish or bearish market conditions using ADX, directional indicators, Parabolic SAR, moving averages, and RSI. ADX above a threshold establishes a minimum trend-strength condition; the other signals check price…

Tekniska indikatorerTrendföljningRiskhantering
ProRealCode

This document explains volume profile as a view of trading activity distributed across price levels. High volume nodes (HVNs) are described as acceptance areas where price spends more time and trading volume is concentrated. Low volume nodes (LVNs) are…

MarknadsmikrostrukturTekniska indikatorerOrderutförande
ProRealCode

The document presents an implementation of John Ehlers’ Smoothed Relative Strength Index. It first applies a short weighted moving average to closing prices, giving more weight to the middle observations. Across a chosen lookback period, it separately totals…

Tekniska indikatorerMomentumStatistik
ProRealCode

This indicator combines a price-based Relative Strength Index with volume bars. It calculates RSI from closing-price changes using Wilder smoothing, then colors volume orange when RSI is above the stated upper threshold and blue when it is below the lower…

Tekniska indikatorerMomentum
ProRealCode

This indicator combines a smoothed RSI oscillator, thresholds derived from its recent high and low range, regime coloring, and automatic divergence markings. The described implementation offers several smoothing choices and uses pivot highs and lows to…

Tekniska indikatorerMomentumTrendföljningMedelvärdesåtergång
ProRealCode

The indicator applies a stochastic calculation to RSI, then smooths the resulting series to produce fast and slower lines. It calculates a moving average and standard-deviation bands around the smoothed stochastic RSI; these bands are intended to mark…

Tekniska indikatorerVolatilitet
ProRealCode

The middle high-low moving average (MHLMA) is formed by finding the highest high and lowest low over a recent range, taking their midpoint, and smoothing that series with a simple moving average. The described default settings use a three-period range and a…

Tekniska indikatorerTrendföljning
ProRealCode

This indicator calculates intraday Camarilla pivot levels using user-selected periods and a defined session window. The user chooses a calculation interval from the supported set of minute periods and specifies the session start and finish in time format.…

Tekniska indikatorerMedelvärdesåtergångUtbrott
ProRealCode

The Trend Trigger Factor (TTF), attributed to M. H. Pee in 2004, compares price ranges across recent and older lookback windows. It calculates buy power from the recent high and older low, and sell power from the older high and recent low. Their normalized…

Tekniska indikatorerTrendföljningAktier
ProRealCode

Change in State of Delivery (CISD) is presented as an early signal that a directional leg may have failed. It marks the point when a candle closes back across the open of the first candle that began the leg. A bullish leg’s origin level can trigger a bearish…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
ProRealCode

This indicator description explains a three-bar trailing stop associated with Larry Williams. Its intended use is to stay with strong directional moves while tightening protection when a correction begins. The author recommends waiting until price has left a…

TrendföljningTekniska indikatorerRiskhantering
ProRealCode

This indicator-based system smooths Heikin-Ashi candles and interprets runs of rising or falling candle bodies as directional trends. Larger bodies with limited opposing shadows are treated as stronger trends; small bodies and long shadows suggest weakening,…

Tekniska indikatorerTrendföljningMomentumRiskhantering
ProRealCode

This MQL5 Wizard signal design combines pullback conditions with candle-pattern direction. A long entry requires price above a moving average, RSI below a configurable level, and bearish-side candle action; a short entry reverses those conditions. A spread…

ValutahandelTekniska indikatorerBacktestning
ProRealCode

This indicator combines a conventional RSI with moving average smoothing in two selectable ways. In single mode, it applies a triple exponential moving average (TEMA) to the RSI. In composite mode, it averages that TEMA series with three additional moving…

Tekniska indikatorerMomentum
ProRealCode

This note describes a ProRealTime version of a volume indicator originally made for TradingView. It compares each bar’s volume with the prior bar’s volume, coloring the histogram green when volume rises and red when it falls. The described calculation is a…

Tekniska indikatorerMarknadsmikrostruktur