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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

This intraday index strategy trades breaks of the overnight high or low during a morning entry window. It uses recent highs and lows to define levels, adds a configurable spread to some stop or limit orders, and uses the Parabolic SAR to shape entries and…

TerminerUtbrottTekniska indikatorerPositionsstorlek
ProRealCode

This strategy proposal combines four trend measures on four-hour EURUSD bars to filter weaker signals: an ATR-based Andrew Abraham trend method, a simplified price-based Supertrend, an adaptive Supertrend whose period responds to an R-squared calculation,…

ValutahandelTrendföljningTekniska indikatorerRiskhantering
ProRealCode

This document describes a NonLag moving average whose line color indicates its estimated trend direction. Green marks an upward trend, red a downward trend, and yellow a bar on which the direction has just changed. The method derives the moving-average value…

Tekniska indikatorerTrendföljning
ProRealCode

This ProRealTime indicator marks candidate price imbalance zones by comparing candle ranges two bars apart. A support candidate is recorded when the high from two bars earlier is below the current low; a resistance candidate is recorded when the current high…

Tekniska indikatorerUtbrottBacktestning
ProRealCode

This short note defines historical volatility as the standard deviation of regularly sampled logarithmic price changes, following Sheldon Natenberg’s description in an options-pricing text. Its indicator recipe calculates close-to-close log returns, takes…

OptionerVolatilitetStatistik
ProRealCode

This indicator draws monthly, weekly, or daily candlesticks over the current price chart. It detects the end of each selected period, then uses that period’s open, close, high, and low to draw a candle body and wicks. Separate switches let users choose which…

Tekniska indikatorer
ProRealCode

This document describes a chart indicator that attempts to identify the first two waves of an Elliott Wave impulse and map potential levels for a subsequent move. It finds swing highs and lows with a ZigZag-style pivot process, then checks whether the second…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
ProRealCode

This indicator places the Commodity Channel Index (CCI) and Relative Strength Index (RSI) in one oscillator window. It rescales and clips CCI to a 0–100 range, leaves RSI on its usual scale, and plots moving averages of both series. The example uses…

Tekniska indikatorerMomentumMedelvärdesåtergång
ProRealCode

This price-chart indicator combines RSI-derived support and resistance with swing-pool sweeps and a volume filter. It detects pivots in the RSI series, anchors resistance to the pivot bar’s price high and support to its low, and retains a rolling set of…

Tekniska indikatorerMedelvärdesåtergångMomentumRiskhantering
ProRealCode

The indicator marks opening ranges for the London or US session and projects price levels beyond each range. It measures the high-to-low span of two consecutive opening windows, then plots upper and lower targets at multiples of that span. The first window’s…

TerminerUtbrottTekniska indikatorerRiskhantering
ProRealCode

The Detrended Ehlers Leading Indicator (DELI) is described as a cycle-based tool for anticipating possible turning points in price. It begins with a synthetic price intended to stay in phase with the dominant market cycle. The document explains this as the…

Tekniska indikatorerStatistikMedelvärdesåtergång
ProRealCode

Ahoora Trend adapts the relative strength index by calculating it from a value derived from moving averages of candle highs and lows, rather than directly from closing prices. It uses a lookback of 25 periods for those averages and for the RSI and average…

Tekniska indikatorerVolatilitetMedelvärdesåtergång
ProRealCode

This indicator strategy treats a failed breakout beyond a recent swing high or low as a liquidity sweep. A move above the lookback high that closes back below it can signal a short; a move below the lookback low that closes back above it can signal a long.…

ValutahandelTekniska indikatorerVolatilitetRiskhantering
ProRealCode

The document presents a long-only strategy derived from a gap-detection indicator. It uses a configurable lag to compare the close with a prior close and checks for a gap between the current high and the previous bar's low to trigger an entry. A…

AktierTerminerUtbrottBacktestning
ProRealCode

The Mean Reversion Channel combines a selectable moving average with volatility-scaled bands to frame price deviations from a central value. Inner bands mark smaller departures, while wider outer bands identify more extreme readings. The indicator can use…

MedelvärdesåtergångVolatilitetTekniska indikatorer
ProRealCode

The Projection Oscillator expresses the closing price as a percentage of a range formed by projected high and low bands. The described calculation estimates linear regression slopes for highs and lows over a 14-period lookback, projects earlier observations…

Tekniska indikatorerAktierStatistik
ProRealCode

The Ehlers Decycler estimates trend by filtering cyclical movement from price. The document distinguishes the first-order Simple Decycler from the second-order version: the first responds more quickly but leaves more cycle noise, while the second rejects…

Tekniska indikatorerTrendföljning
ProRealCode

This document describes a chart indicator that applies linear regression separately to open, high, low, and close prices to create smoothed candles. Candle color reflects whether the adjusted close is above or below the adjusted open. A signal line,…

Tekniska indikatorerStatistikTrendföljningMedelvärdesåtergång
ProRealCode

The LRLR indicator aims to flag sustained directional phases by tracking the slope of a moving average. It averages typical price, measures the change in that average relative to ATR, and detects when the slope crosses between positive and negative. A signal…

Tekniska indikatorerTrendföljningVolatilitet
ProRealCode

This indicator identifies bullish and bearish order blocks after market structure breaks, then attaches a probability derived from a supervised classifier trained on recent chart data. Its inputs are RSI, money-flow index, relative ATR, and a volume z-score;…

AktierTekniska indikatorerMaskininlärningMarknadsmikrostruktur
ProRealCode

The document describes an opening-range breakout approach for the FDXS on a five-minute chart. It tracks the high and low formed from 9 to 10 a.m., then enters long or short when price breaks beyond that range. The proposed stop is at the range midpoint,…

TerminerUtbrottRiskhanteringTekniska indikatorer
ProRealCode

The document explains a linear regression moving average (LRMA) constructed from two smoothed versions of a price series: a linearly weighted moving average and a simple moving average. It combines them by multiplying the weighted average by three and…

Tekniska indikatorerTrendföljningStatistik
ProRealCode

The document describes a reversal setup it calls a confirmed engulfing pattern. It identifies a prior candle whose high and low extend beyond those of the candle before it, followed by a candle closing in the same direction. A bullish signal suggests buying;…

ValutahandelTekniska indikatorerMedelvärdesåtergångRiskhantering
ProRealCode

The document introduces the Klinger Oscillator as a volume-based indicator intended to track both short-term turning points and longer-term flows of money into and out of a security. Its underlying interpretation treats price range as movement and volume as…

Tekniska indikatorerAktierTrendföljning