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 rules-based strategy pairs a fast and a slow exponential moving average with a minimum-duration filter. It classifies the market as bullish when the fast average is above the slow average and bearish when it is below. A counter tracks consecutive bars…
The indicator presents the direction of a user-selected range of simple moving averages in a compact chart panel. For each period between the chosen minimum and maximum, it compares the current source value with that source value from the corresponding…
This indicator builds a histogram of risk readings collected across a selected portion of chart history. Users can choose among absolute log-return size, ATR as a fraction of price, downside return magnitude, drawdown from a period or rolling high, a…
This strategy uses levels calculated from the previous day’s high, low, and close to generate directional entries. It derives a set of pivot and outer support and resistance levels, then carries the prior day’s H4 and L4 values onto the chart. A long entry…
This script presents a configurable framework with reversal and trending modes. It builds a baseline from a selectable moving average, then places entry thresholds at a chosen distance measured with ATR, price standard deviation, or session VWAP standard…
This strategy combines confirmed pivot highs and lows with SuperTrend direction to define stop entries. After a pivot is detected, the script tracks its price and can place a long order just above a pivot high when the SuperTrend condition permits, or a…
This strategy test explores two implementation problems in TradingView Pine Script: canceling a pending limit order and calculating position size from a chosen dollar risk amount, leverage, and prospective entry and stop prices. The described example uses an…
This Pine Script template provides a framework for assembling and testing indicator-based strategies. It offers configurable time and session filters, weekday selection, and several indicators—including moving averages, Supertrend, RSI, stochastic RSI, ADX,…
This indicator divides a user-defined price range into evenly spaced levels and marks buys or sells when price crosses into another grid zone. Signals can use intrabar highs and lows or confirmed closes. The script tracks the latest signal, limits repeated…
This short strategy uses the previous bar’s high and low as directional thresholds. It enters long when the current close exceeds the prior high and enters short when the close falls below the prior low. Because opposite entries reverse the position, the…
This strategy looks for breakouts beyond an opening range built during selected London and New York morning sessions. A signal requires a close outside the range, a sufficiently strong candle, and—when enabled—confirmation relative to VWAP. The strategy…
This indicator compares up to three user-configured groups of assets by plotting percentage changes from a selected period. The reset point can be a fixed interval, a timestamp, or the visible chart range, and calculations can use chart data or a chosen…
The strategy is presented as a layered system that combines market regime, directional bias, momentum, and price structure. Its configurable components include ADX and ATR regime measures, moving averages for directional bias, RSI and MACD momentum signals,…
This indicator compares simple moving average lengths from 10 to 1,000 in increments of 10. For each length, it tracks trades triggered when closing price crosses above or below the average, supporting either long-only or long-and-short mode. It calculates…
This strategy identifies swing highs and lows with pivot calculations, then classifies direction using higher highs and higher lows or lower highs and lower lows. In an uptrend it looks for price to pull back near the latest higher low and close above it; in…
This intraday futures strategy uses MACD line crossovers of the signal line to trigger long or short entries. Signals are confirmed at a bar’s close and orders are intended for the next bar’s open. Users can choose trading direction and enable a trend filter…
This indicator builds its own Renko price series while running on a time-based chart, then calculates RSI from changes in the synthetic brick closes. Brick size can be fixed or based on ATR, and users can choose closing prices or high-low data as the input.…
This strategy treats volume on rising and falling bars as rough proxies for buying and selling pressure. It smooths each series with a moving average, divides up volume by down volume, and rescales the ratio between its rolling historical minimum and maximum…
This Pine library fits a straight line to paired arrays of x and y observations using ordinary least squares. It returns fitted values alongside the largest positive and negative residuals and the average absolute residual. A separate drawing routine uses…
The strategy standardizes three inputs—rate of change, RSI, and relative volume—over a shared lookback, then combines them with configurable weights into a composite score. An EMA-like smoother adjusts its length using the ATR percentile rank: it responds…
This script identifies a three-candle bullish reversal setup. It looks for a bearish first candle followed by a smaller bullish candle contained within the first candle’s body, then a bullish third candle that closes above the second candle’s close and the…
This indicator defines trend direction with a moving average surrounded by bands based on exponentially smoothed absolute deviation. The average type, source price, lookback length, and deviation multiplier are configurable. A bullish state begins when the…
This strategy divides the trading day into six half-hour windows, from the market open through the afternoon. For each window it records the price change from that slot’s start to its end, then uses the sign of that return to guide a position at the next…
This scalping strategy offers four selectable entry methods: moving-average crossovers, mean reversion from session VWAP, Heikin-Ashi direction confirmed by RSI, and short-term higher-high or lower-low structure. An efficiency-ratio filter classifies market…