Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
1,976 documents
This configurable strategy combines trend pullbacks, compression breakouts with optional retests, and failed-breakout liquidity sweeps. Signals can be filtered by indicators and context, including RSI, moving averages, relative volume, higher-timeframe and…
This short-term strategy uses crossovers between a 5-period and a 13-period exponential moving average to trigger long and short entries. On entry, it places a stop at a fixed percentage from the signal-bar close and specifies a trailing distance based on…
This strategy combines a three-EMA trend state, a higher-timeframe close relative to its 50-period EMA, and a candle-impulse breakout condition. It assigns weighted scores to long and short setups, then applies mode-specific score thresholds. Additional…
This strategy calculates a central floor-trader pivot and three support and resistance levels from high, low, and close data at a selectable resolution, with daily data as the default. Users choose which support and resistance levels govern the signals. A…
This indicator replaces the flat boundaries of a Donchian channel with boundaries that track anchored VWAP changes. It detects rolling-window highs and lows, anchors a separate VWAP to each, and updates the channel from the VWAP’s change. When a boundary…
This strategy identifies an inside day when the prior daily high and low both fall within the range from two days earlier. During the configured session, it places stop entries at the prior day's high and low, with options to trade long, short, or both…
The Bastion Execution Protocol is a configurable intraday strategy that combines market regime, structure, momentum, and order-flow filters. It classifies conditions using normalized VWAP slope, moving-average alignment, and Bollinger Band width; detects…
This indicator demonstrates how to locate a chart bar corresponding to a timestamp a chosen number of years before the current bar. It constructs the target timestamp by subtracting a user-selected number of years while retaining the current month, day, and…
This BTC/USDT three-hour strategy builds a cumulative signal from volume and momentum indicators. Its volume-change oscillator compares short and long volume averages, using configurable SMA or EMA smoothing. Crossings of multiple high thresholds adjust the…
This strategy builds an uptrend line from the two latest confirmed higher lows and a downtrend line from the two latest confirmed lower highs. A close crossing above the descending line can trigger a long; a close crossing below the rising line can trigger a…
Focus Bars uses lower-timeframe data to break recent chart candles into configurable price rows. It estimates directional participation from intrabar price movement, distributes that activity across the prices traversed, and displays buy-side and sell-side…
This indicator estimates two sloping reference lines from the highest and lowest prices in a rolling lookback window. It uses the locations of those extremes within the window and the total price range to derive a vector slope. It then plots the current…
This strategy looks for long breakouts in stocks that are consolidating near a fast exponential moving average and trading close to their 52-week high. It triggers when the close exceeds the highest high over a recent lookback and relative volume clears a…
The Sovereign Horizon Matrix strategy centers on a fast weighted moving average and a much slower macro baseline, with price envelopes around both. It includes optional break-and-retest engines for the fast and macro averages, configurable entry modes, and…
This long-only strategy combines a 50-period exponential moving average, a 200-period simple moving average, a 21-period exponential moving average, RSI, and price momentum. It enters when the fast average is above the slow average, price is above the trend…
This indicator compares current trading volume with volume observed at the same point in a chosen timeframe, helping users identify unusually active or quiet periods. It offers two calculation approaches: cumulative volume from the start of a timeframe…
This indicator estimates trend direction and strength by calculating Pearson correlation between price and time across lookbacks from 50 to 500 bars, in steps of 50. Users can select up to four timeframes. A table displays the correlations, averages across…
This indicator tracks price advances to new all-time highs, subject to a minimum bar gap between qualifying breaks. For each detected breakout sequence, it records the starting and ending high, the intervening low, and later highs. From these points it…
This strategy seeks short-term mean reversion in TQQQ by placing a long limit order one percent below Monday's regular-session open. If filled, it sets a one percent profit target from the entry price at the start of the next trading day. A position that…
This indicator compares net positions reported for commercial traders and noncommercial traders in CFTC Commitment of Traders data. For each group, it subtracts short positions from long positions and plots the resulting net value around a zero line. The…
This indicator groups volume into recurring hourly, daily, weekly, or monthly buckets and separates it according to candle direction. Volume on bullish candles is counted as buy volume, while volume on bearish candles is counted as sell volume. The chart…
This MES strategy offers selectable long-only, short-only, and paired-direction modes. Entry signals come from moving-average crossovers or states and RSI overbought or oversold readings. In paired mode, the selected signal maps to its directional…
This SPY strategy combines a volatility contraction signal with VWAP and bar direction. It defines a squeeze as Bollinger Bands sitting inside Keltner Channels, using configurable lookback lengths and multipliers. A squeeze is considered to have fired when…
This strategy calculates daily Camarilla pivot levels from the prior day’s price data and looks for moves across the outer H4 and L4 levels. A long entry requires the bar to open below H4 and close above it, with price also above an eight-period exponential…