DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 14,365–14,400 of 14,444 resources
A short/medium EMA crossover must occur above a long-term EMA. RSI exhaustion can end the position before a bearish moving-average reversal, producing asymmetric entry…
A Hull average is compared with previously confirmed local pivot levels. Pivots become usable only after confirmation; the benchmark never trades at an earlier,…
An ordered EMA stack defines trend while a bounded price zone identifies a pullback. The entry therefore seeks a pause within strength rather than…
Several averaging methods and current prices are combined into the source's custom ESSMA series. The rule compares that blend with its weighted average; the…
Price above its mean, positive RSI and rising on-balance volume must agree. The exit combines downside band behavior with the source's bearish counterpart; original…
Long-horizon money flow is compared through two exponential smoothers. An additional source delay is retained before the common execution lag, making the timing slower…
RSI is applied to a rate-of-change series rather than directly to price. High transformed momentum enters and low transformed momentum exits, making this a…
A short and a longer rate of change must share a sign. The rule seeks horizon agreement, while source stop-entry semantics are normalized to…
Distances between moving averages are arranged as a synthetic oscillator bar. Crossings of its upper and lower components determine exposure; these are calculated components,…
A standardized price difference is passed through regression and a long smoothing reference. The long normalization window requires substantial history and does not imply…
Price above an upward-sloping EMA establishes a bullish context, and stochastic alignment times exposure. A close below the trend average ends the daily position.
Several differently smoothed versions of a long stochastic oscillator must agree. The benchmark converts the source trailing-order logic into a completed-close state transition.
Stochastic and RSI recovery crossings must occur together. Requiring simultaneous events makes the setup selective and can leave one asset with no completed trades.
Recovery above a very distant lower Keltner-style boundary is the entry event. Extreme settings can produce no trades in the evaluation sample; inactivity is…
A close beyond a true-range envelope triggers a directional move. Original pending stop orders are replaced by the benchmark's following-open target, which can differ…
Fast/slow weighted-average separation is scaled by relative ATR and transformed with tanh. The sign defines exposure, combining a trend measure with a volatility normalization.
Price's relationship to rolling channel extremes is smoothed and compared with a slower signal. This is a channel-derived oscillator rather than a direct trade…
A price-range stress proxy arms a reversal setup, with price-strength confirmation and a stochastic exit. The Williams Vix Fix is a price-derived proxy and…
Three simple moving averages must appear in a full bullish or bearish ordering. Despite the source name, the reviewed implementation is not the canonical…
An EMA/SMA crossover is confirmed by price location and a rising Awesome Oscillator. Optional squeeze and Bollinger filters are disabled in the reviewed configuration.
A prior close is compared with the current lower Bollinger boundary before entry, and EMA9 supplies the recovery exit. This unusual timing alignment is…
CCI, a two-RSI crossover and an EMA trend boundary must align. A literal price-unit exit offset is retained from the source, so its economic…
A sequence of price comparisons at fixed offsets defines a timing pattern. The source's Fibonacci label is a naming convention; these comparisons do not…
Successive MACD histogram crossing points are compared for rising bottoms and falling tops. The rule tracks oscillator structure across events rather than acting on…
A causal Detrended Price Oscillator comparison removes a moving-average component from an older price observation. Signals are timestamped when all inputs are known, rather…
Buying pressure is normalized by true range over three horizons. The lower-threshold recovery and upper-threshold exit form the benchmark's explicit oscillator convention.
Know Sure Thing combines differently weighted rate-of-change horizons. Its signal-line crossover seeks agreement across horizons while retaining the lag and overlap of its constituent…
The Chande Momentum Oscillator balances sums of gains and losses over a rolling window. This reference uses its zero line as the long/cash boundary,…
True Strength Index compares smoothed signed changes with smoothed absolute changes. A signal-line crossover converts that normalized momentum measure into an explicit daily rule.
Triple exponential smoothing reduces short-term variation before a one-day rate of change is taken. The resulting oscillator crosses a signal average; extra smoothing also…
The percentage price oscillator expresses moving-average separation relative to the slower average. Signal-line crossings provide an interpretable normalized momentum reference.
On-balance volume is compared with its own exponential average. The rule asks whether signed volume accumulation is strengthening, without interpreting raw OBV levels as…
Fast and slow averages of the accumulation/distribution line define a volume-momentum signal. This standard A/D construction differs from the candle-body pressure formula in the…
Chaikin Money Flow's zero line separates positive and negative close-location-weighted volume pressure. Exposure follows that sign; the mechanism is a volume-price interpretation rather than…
Money Flow Index recovery from its lower zone initiates exposure. The oscillator weights price movement by volume, so it differs from an otherwise similar…
The relative strength of positive and negative Vortex movement drives crossovers. This directional indicator rule is evaluated as a long/cash state without borrowing a…
