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 intraday breakout strategy is presented for VN30F1M futures. It enters long when a bar closes above the upper Keltner band and short when it closes below the lower band. The channel is centered on an EMA and widened by an ATR multiple. An optional…
This strategy treats returns from the outer Keltner bands as potential mean-reversion signals. A long is opened when price crosses back above the lower band, and its limit exit is placed at the upper band; a short begins when price crosses below the upper…
This strategy seeks short-term momentum reversals around a 13-period exponential moving average. It enters long when a green candle closes above the EMA after the prior close was at or below it, and enters short on the mirrored red-candle move below the EMA.…
This document combines an ICT-style session visualization tool with a strategy script. The indicator can mark Asia, London, and New York trading windows, track each window’s highs and lows as pivot levels, display midpoints and ranges, and optionally show…
This indicator estimates how many bars simulated prices may take to reach an upside or downside threshold from the current close. It derives historical log-return volatility and average drift over a configurable lookback, then generates Monte Carlo paths…
This simple breakout setup compares the combined high-to-low range of the latest two candles with a configurable fraction of a smoothed ATR. When that two-candle range is smaller than the chosen ATR threshold, it marks the combined high as a potential long…
This strategy builds directional signals by combining several technical-analysis components. Its momentum score blends volume flow, smoothed RSI, a Fisher transform, trend strength, money flow, and volume-based accumulation measures. A separate structure…
This strategy combines internal and swing market structure breaks with fair value gap confirmation and premium or discount zones. Users can choose which structure scale to follow, adjust signal aggressiveness, and optionally require divergence or a Bollinger…
This indicator builds separate price-volume profiles from bullish and bearish candles in the chart’s currently visible range. It sorts the closing prices for each group, then plots cumulative volume as opposing shapes extending from the left and right sides…
This indicator summarizes intraday behavior by hour and by named trading session. Its ranking boards compare average bar range, volume, the proportion of bars closing up, average open-to-close drift, and a composite ranking that equally combines percentile…
This strategy looks for price to exceed the highest high over a recent lookback while trading volume exceeds its moving average by a chosen multiple. It classifies such breakouts using a fast and slow exponential moving average trend filter and RSI momentum.…
The strategy combines a lower Bollinger Band score, a score based on price relative to long moving averages, and an RSI score to identify potential long entries. In its ordinary mode, it uses separate score thresholds for two entry paths: one can trigger…
This intraday strategy records the high and low of the first bar in a trading session as opening-range boundaries. It enters long when a confirmed close crosses above the high, or short when a confirmed close crosses below the low, provided it has no open…
This script presents a configurable multi-signal trading framework built around trend following, Fibonacci retracements, and other technical filters. Its settings include moving-average trend and ribbon alignment, a higher-timeframe EMA check, volume and…
This strategy seeks directional trades only when its regime engine identifies a tradeable trend. It combines a recursive H-infinity price smoother with its slope for direction, an R-squared efficiency threshold to identify persistent movement, and a…
This strategy combines swing structure, higher-timeframe supply and demand zones, fair value gaps, order blocks, and reversal signals. Pivot highs and lows are classified as higher highs, lower highs, higher lows, or lower lows; closing breaks of the latest…
This crypto strategy combines a zero-centered momentum measure with a volume-based money-flow indicator. The momentum series is derived from price relative to a rolling range and moving average, then smoothed with linear regression. A long signal occurs when…
This script generates directional signals using a UT Bot ATR trailing stop: a close crossing above the stop triggers a put-selling signal, while a cross below triggers a call-selling signal. RSI ranges differ by signal, and ADX must exceed a threshold. A…
This intraday strategy trades Nifty futures breakouts beyond the high or low of the first 15 minutes of the session. It skips days when the opening range is wider than a set percentage of price, limits entries to before the late-session cutoff, and permits…
This strategy uses five exponential moving averages with different lookback lengths to detect trends that are actively gaining strength. It calculates each EMA’s percentage change over a configurable number of bars, then requires all slopes to point in the…
This long-only strategy enters when price is above VWAP and several directional conditions agree. The entry rule checks that Supertrend is bullish, MACD is above its signal and above zero, RSI remains below a ceiling, the positive directional indicator…
This strategy applies a recursive Kalman-style filter to price and tracks a directional state. A stop line trails the filtered price at a percentage distance: it ratchets in the direction of the current trend and flips sides when the filter crosses it. The…
This strategy seeks breakouts from automatically drawn support and resistance lines. It constructs descending resistance from two successively lower pivot highs and rising support from two successively higher pivot lows. Pivots are confirmed after bars on…
This strategy combines a market regime model with several directional signals to qualify long and short trades. It identifies swing pivots, builds smoothed ATR bands around their midpoint, and changes its regime state when price crosses a band and satisfies…