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 tracks the prior Asian session’s high and low, along with the previous day, week, and month extremes. At the close of the bar identified as 8:30, it checks whether price has crossed above any tracked high or below any tracked low. A bearish…
The indicator measures the absolute gap between a fast and a slow moving average, using either simple or exponential averages. It plots that gap as a histogram and compares it with several thresholds: a percentage of average true range, a moving average of…
This strategy provides configurable long and short entries driven by user-selected signal sources. In single mode, one source must be positive; dual mode requires two sources in the same direction. Entries can be limited to enabled evening, overnight, or New…
The indicator marks unusually active bars with bubbles grouped into small, medium, and big tiers. Its defaults use recent volume percentiles, with separate short, medium, and long lookbacks contributing to a configurable consensus. Users can detect clusters…
The Andean Oscillator estimates the strength of bullish and bearish price variation using exponential envelopes of regular and squared prices. It maintains upper and lower envelope values, then derives bull and bear components from the difference between…
This strategy combines RSI threshold crossings, MACD line and signal crossings, and relative volume to generate directional entries. Relative volume is calculated as current volume divided by its moving average. A long signal occurs when any pair among the…
This short-term strategy combines changes in RSI and MACD histogram momentum to trigger entries in either direction. It calculates RSI, forms a weighted recent RSI measure, and adds its change to the change in the MACD histogram. A configurable threshold on…
This long-only strategy enters when the closing price exceeds the prior all-time high, the prior 52-week high, or either level if both filters are enabled. The premise is that new price highs can signal demand and momentum, so the system joins strength…
This document describes an open-source strategy derived from an automatic Fibonacci golden pocket band indicator. The strategy reportedly adds a strategy tester, several entry-signal filters, and a dynamic stop-loss to the underlying indicator. It is…
This short strategy identifies bullish and bearish fair value gaps using the high and low of a three-bar sequence. A bullish signal occurs when the first bar’s high is below the third bar’s low; a bearish signal occurs when the first bar’s low is above the…
This indicator estimates how outstanding stock positions are distributed across price levels. It processes recent daily candles for stocks on chart timeframes up to daily, using volume and total shares outstanding. Each candle’s volume is spread uniformly…
This educational script combines long mean-reversion entries with short setups based on price extremes and bearish divergence. It calculates Bollinger Bands, main and fast RSI values, and MACD. A long setup requires a close at or below the lower band with…
The strategy uses the relationship between 100-period and 200-period EMAs to define bullish and bearish regimes. In an uptrend, a long setup occurs when price dips below the lowest low of a lookback window, closes back above that level, and finishes with a…
This strategy requires agreement among a moving average trend filter, a break of the latest pivot swing, a recent fair value gap, and above-average volume. Long and short setups are aligned with price above or below the selected SMA and EMA, respectively. A…
The strategy identifies a three-candle bullish reversal formation. The first candle is bearish, the second is a larger bullish candle whose body engulfs the first, and the third is bullish with a close above the second candle’s high. The code marks the…
This script measures the gap between price relative to the latest confirmed pivot high and pivot low. It offers three signal modes: breakout from a squeeze, a moving average crossing zero, or a fast moving average crossing a slow one. Squeeze and breakout…
This strategy combines directional filters to generate long and short signals. Parabolic SAR and Supertrend provide direction, a custom smoothed ADX calculation requires trend strength above a threshold, and an estimated liquidity delta must be positive for…
This strategy detects bullish and bearish ABCD formations from a zigzag sequence of fractal highs and lows. It checks whether the retracement and extension ratios fall within specified ranges, then enters long or short when a new qualifying pattern appears.…
The indicator divides the high-to-low range of a recent window into equally spaced price areas and estimates buying or selling pressure in each. In its standard mode, each candle’s close-minus-open change contributes to every area touched by that candle; an…
This strategy estimates call and put strike levels around a central price, using either VWAP or a 20-period EMA and offsets based on ATR. It rounds the upper level up and the lower level down to a user-selected strike interval, then signals a call sale when…
Cup Finder searches recent bars for a breakout beyond an earlier local high or low, then constructs a circular price path between the reference point and the current bar. It checks whether each bar's range intersects a channel around that curve and displays…
This indicator combines six moving-average families—EMA, Hull, WMA, DEMA, linear-regression, and Kaufman adaptive averages—into adaptive trend signals. It evaluates variants across selectable lengths and assigns weights based on generated equity. A…
Dynamic Money Flow adapts Chaikin Money Flow by incorporating gaps through true range and combining close-to-range positioning with close-to-close movement. Its flow estimate weights these components dynamically according to the close change relative to true…
This long-only strategy identifies a potential bullish reversal bar when the bar closes above its midpoint, makes a low over a configurable recent-bar window, and sits below the three Alligator lines. Optional filters use the Awesome Oscillator and a…