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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 a basic DAX breakout strategy for a one-hour chart. It enters long when price closes above the upper 20-period Bollinger Band and volume reaches the stated threshold; it enters short when price closes below the lower band with the same…

TerminerUtbrottTekniska indikatorerBacktestning
ProRealCode

This indicator selects regression channels by comparing multiple lookback periods instead of relying on one fixed window. For each candidate, it fits a linear regression to closing prices and sets upper and lower bands using standard deviation. A composite…

Tekniska indikatorerTrendföljningStatistikMedelvärdesåtergång
ProRealCode

The indicator blends moving averages of highs and lows with shifted Bollinger Bands to define adaptive upper and lower reference levels. A short moving average and OsMA sign changes are then used alongside price tests of those levels to mark potential…

Tekniska indikatorerVolatilitetMedelvärdesåtergång
ProRealCode

The AI Trend Navigator is a ProRealTime indicator that applies a nearest-neighbor approach to price-derived series. It compares a current target value with values in a historical window, selects the closest matches, and averages them into a smoothed…

MaskininlärningTekniska indikatorerTrendföljningStatistik
ProRealCode

The Fibonacci Opening Range indicator uses the high and low recorded during a chosen opening-session window to define a price range. It projects levels above and below that range by multiplying its width by extension ratios, including 1.618, 2.618, and…

Tekniska indikatorerUtbrottVolatilitetRiskhantering
ProRealCode

The document presents a relative strength ranking indicator for comparing stocks, ETFs, or futures within a chosen universe. It combines short- and long-term price movement relative to moving averages, averages those components, and divides by a 10-day…

Flera tillgångsslagMomentumTekniska indikatorerVolatilitet
ProRealCode

The document presents a price-following indicator built from a percentage envelope around the close. A recursive reference line, initialized at the first close, is constrained by the upper and lower bounds of that envelope: it rises when the lower bound is…

Tekniska indikatorerTrendföljningVolatilitet
ProRealCode

This indicator averages upper and lower Keltner bands calculated over four lookback periods: 50, 100, 150, and 200. The difference between the averaged bands is displayed as a histogram, intended to show volatility with less abrupt variation than a…

Tekniska indikatorerVolatilitetRiskhantering
ProRealCode

This indicator combines a 50-bar linear regression channel with a squeeze measure that ranks current channel width against its range over the previous 100 bars. A signal occurs when price crosses a channel boundary after the prior bar met the squeeze…

UtbrottVolatilitetTekniska indikatorerRiskhantering
ProRealCode

The Three Step Future-Trend indicator divides candle volume into three consecutive blocks and assigns each bar positive volume when it closes above its open, or negative volume otherwise. For each block, it sums this delta volume alongside total volume, then…

Tekniska indikatorerStatistikTrendföljning
ProRealCode

This document introduces the Keltner Channel as a moving-average line surrounded by upper and lower bands. It describes the bands as the central moving average plus or minus a volatility measure, and compares the concept with Bollinger Bands, which use…

Tekniska indikatorerVolatilitetStatistik
ProRealCode

This ProRealTime indicator divides the price range over a selected lookback into equal bands and estimates how much traded volume belongs to each band. The user can anchor the calculation around the period’s highest high or lowest low, or use a fixed…

Tekniska indikatorerMarknadsmikrostrukturStatistik
ProRealCode

This document presents a fractal-dimension calculation proposed by John Ehlers and Ric Way as a way to characterize whether price movement is trending or cycling. It starts with median price, applies a short weighted smoothing filter, and compares the price…

Tekniska indikatorerStatistikTrendföljning
ProRealCode

This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning…

RåvarorTrendföljningTekniska indikatorerPositionsstorlek
ProRealCode

This indicator overlays candles from a chosen higher timeframe onto a chart using a lower default timeframe. It aggregates lower-timeframe bars into higher-timeframe open, high, low, and close values, detecting when a new higher-timeframe bar begins. A shift…

Tekniska indikatorerFlera tillgångsslag
ProRealCode

This indicator seeks breakout entries by requiring several conditions to align. A long signal uses a bullish candle whose body exceeds half its range, a close above the prior two highs, a 20-period average above a 50-period average, and RSI below 70. The…

UtbrottMomentumTekniska indikatorerTrendföljning
ProRealCode

This strategy uses Heiken Ashi candle color changes as entry signals and a moving average as a trend filter. It buys when the calculated Heiken Ashi close moves above its open after the prior bar showed the reverse relationship, provided the market is above…

TerminerTrendföljningTekniska indikatorerBacktestning
ProRealCode

This example explains a simple single-layer perceptron that combines several time-lagged readings of a smoothed RSI. Each selected reading is multiplied by a parameter-specific weight, and the weighted values are added to produce a raw score. The inputs can…

MaskininlärningTekniska indikatorerBacktestning
ProRealCode

This strategy applies an ADX regime filter to DAX trading, using breakout rules when ADX is above a chosen threshold and mean-reversion rules when it is below. The accompanying 30-minute example uses ATR-scaled candle bodies to trigger entries. In the…

TerminerUtbrottMedelvärdesåtergångTekniska indikatorer
ProRealCode

The document introduces the Hodrick–Prescott filter as a way to decompose a time series and produce a smooth estimate that emphasizes longer-term movement over short-term fluctuations. It includes a ProRealTime implementation that applies the calculation to…

StatistikTekniska indikatorerBacktestning
ProRealCode

This indicator estimates the angle of a moving average, smooths that measure, and uses its direction and magnitude to describe trend conditions. Rising readings are presented as strengthening trends, while falling readings suggest weakening momentum and…

Tekniska indikatorerTrendföljningMomentum
ProRealCode

The document explains the Intraday Intensity Index (III), a volume-based indicator intended to estimate buying or selling pressure from a security's close within its daily high-low range. It describes an underlying calculation that weights the close's…

Tekniska indikatorerMedelvärdesåtergångBacktestning
ProRealCode

This indicator identifies a broad set of candlestick formations, including reversal patterns such as engulfing candles, stars, hammers, and multi-candle formations, as well as price gaps. It labels detected patterns on a chart and uses green or red arrows to…

Tekniska indikatorerStatistikTrendföljning
ProRealCode

This indicator combines a faster WaveTrend oscillator for entry and exit timing with a slower oscillator that provides a broader momentum bias. Both are calculated from median price using channel and averaging lengths; the fast line also has a moving average…

Tekniska indikatorerMomentum