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 strategy builds a modified On-Balance Volume series by weighting signed volume with volume relative to ATR. It then calculates a fast and a slow exponential moving average of that series, using their crossover and crossunder as long and short signals.…
This indicator presents four MESA Stochastic lines calculated over separate lookback lengths. Each calculation applies a high-pass filter to the selected price series, smooths the result, normalizes it against its recent high and low, and smooths the…
This document combines a stop-entry strategy based on confirmed pivot highs and lows with a performance display that summarizes weekly and yearly returns. When a pivot high appears, the script tracks that level and can place a long stop just above it; a…
This strategy looks for price to break outside a Bollinger Band and then close back inside, treating that move as a liquidity sweep. It enters only when ADX is below a threshold, price agrees with a higher-timeframe EMA filter, and the configured trading…
This indicator plots support and resistance levels and zones derived from fractal highs and lows, with volume conditions used to filter candidate pivots. It can display several timeframes at once, including chart, intraday, daily, weekly, and longer periods.…
This indicator builds adaptive-looking price envelopes from an exponential moving average and a smoothed measure of the absolute deviation between closing price and that average. It forms upper and lower boundaries, then smooths price-aware versions of those…
The document describes a bearish three-candle reversal setup. It begins with an up candle followed by a smaller bearish candle contained within the first candle’s range, forming a bearish harami. A third bearish candle must close below the prior candle, with…
This indicator visualizes the relative cycles of two securities to help time a strategy that holds a long position in whichever is stronger. It applies the same high-pass and smoothing filters to both price series, then scales each filtered stream by its…
This strategy combines an adaptive forecast, a price channel, and several regime measures to generate long and short trades. Its forecast engine updates an intercept and slope using a forgetting-factor regression approach, estimates forecast error, and…
This indicator is designed to make directional price movement clearer by filtering out changes smaller than a selected range. It calculates a smoothed or unsmoothed range from the chosen basis, then updates a price filter when price crosses the range…
The Range Filter is an experimental indicator intended to suppress small price movements so broader directional changes are easier to see. It estimates a price range, optionally smooths it, and moves the filter only when price passes a range threshold. Bands…
This strategy combines MACD crossovers with an 18-period exponential moving average (EMA) to time directional entries. It opens a long position when MACD crosses above its signal line while price closes above the EMA, and a short when MACD crosses below…
This indicator combines estimated buy and sell volume measures with a decorative vial and helix display. Its inputs allow the user to choose a visible-range or custom lookback window for the buy/sell pressure calculation, adjust bubble colors, and toggle…
This Nifty intraday strategy defines an opening range from the highest high and lowest low of a configurable number of session candles, set to ten by default. Once that range is established, it enters long when price crosses above the high or short when it…
This XAUUSD scalping strategy uses a 14-period RSI to look for short-term overextension: it opens a long when RSI falls below 30 and a short when RSI rises above 70, provided the strategy is flat. It sets a take-profit distance of 10 minimum ticks and a stop…
This indicator estimates an intrabar volume footprint by dividing each candle’s price range into evenly spaced intervals. The interval width can be based on an ATR setting or a manually chosen value, which changes how many price bands are drawn. As tick…
This indicator is a configurable framework for simulating trades from moving average crossovers or external sources and trigger signals. Built-in choices include EMA crosses and a long-term SMA cross; external signals can be interpreted through marker…
This strategy builds a MACD-like oscillator by subtracting a slower moving average of price from a faster one. The moving average type can be selected from simple, exponential, weighted, or linear regression averages. Bollinger Bands are then calculated…
This short timeframe strategy enters long after a down fractal and short after an up fractal, subject to a fast and slow EMA trend filter. The EMA relationship sets the allowed direction, while the fractal bar’s close is checked against both averages.…
This indicator calculates a volume oscillator by assigning volume a positive or negative sign according to whether the selected price source rose or fell, then subtracting a slower exponential average from a faster one. The script provides optional…
This indicator turns a separate script's numeric output into horizontal price levels. When the prior bar's selected source equals positive one, it draws a resistance line at that bar's high; when it equals negative one, it draws support at that bar's low. It…
This indicator is a visual framework for defining stops, multiple profit targets, and trailing stops across long and short setups. It offers configurable templates for stochastic, moving-average cross, MACD, Bollinger Band, and Supertrend signals. A user can…
This indicator plots open, high, low, and equilibrium levels for current and previous intervals, spanning timeframes from intraday periods to yearly periods. For each interval it records the opening price, tracks the interval's running extreme for highs and…
This strategy builds a trend line that advances in ATR-sized steps. It switches between faster and slower step sizes according to how far price has moved from the line, and changes trend direction when price crosses the line by a reversal threshold measured…