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 long-only strategy identifies a bullish reversal bar when the candle closes in its upper half, marks a recent low, and remains below all three Williams Alligator lines. A buy stop is placed one tick above that bar’s high, while its low serves as the…
This indicator presents selected metrics from the CFTC’s Legacy Commitment of Traders report as a time series. Users can choose measures such as open interest, trader counts, and long, short, or spreading positions for noncommercial and commercial…
This strategy looks for short-term reversals after a sharp move beyond a Bollinger Band. A close crossing above the upper band, combined with overbought RSI and Stochastic readings, triggers a short setup; a crossing below the lower band with both…
The STP Flip strategy uses an EMA-centered band widened by an ATR multiplier to determine direction changes. It is designed to remain in a position until the indicator flips, with optional per-trade profit or loss limits and a trailing profit stop. Settings…
This strategy looks for price to return toward VWAP after a move beyond a volatility-adjusted band. It calculates VWAP and a 14-period ATR, then sets entry bands 2.5 ATR from VWAP and stop levels 4 ATR away. A long setup occurs when the current or prior low…
This strategy combines bullish Three White Soldiers and bearish Three Black Crows candle sequences with two moving-average filters. A long signal requires three rising bullish candles and a close above both averages; a short signal requires three falling…
This intraday Bitcoin strategy combines local EMA alignment with trend votes from higher timeframes. Bullish or bearish setups require the 20-, 50-, and 200-period EMAs to be ordered in the same direction on the chart and on at least three of four higher…
This strategy combines session timing with a simplified Smart Money Concepts style signal. It detects confirmed pivot highs and lows, then looks for price to breach and reclaim a prior pivot level. A bullish setup additionally requires a close above the…
This intraday MNQ strategy uses the 09:30–10:00 New York opening range to set direction. After an upside break, it rests a buy limit at a session VWAP; after a downside break, it rests a sell limit there. The entry window is limited to the morning, and the…
This strategy trades breaks above or below the prior range, whose size must fall within a configurable band relative to ATR. It can enter after a closing breakout or place stop orders at the range boundaries. Long and short trades can be enabled separately,…
This long-only breakout strategy enters when price breaks above a recent pivot high and places its protective stop at the latest pivot low. As new swing lows form, the stop can rise, allowing a position to remain open while the trend structure holds. Pivot…
This indicator builds a volume profile for the current higher-timeframe period by dividing its evolving price range into bins. As each lower-timeframe candle arrives, its volume is added to every price bin that the candle’s high-to-low range touches. Line…
This strategy calculates the Awesome Oscillator as the difference between fast and slow simple moving averages of the bar midpoint, using default periods of five and thirty-four. It takes a long position when the oscillator rises from the prior bar and a…
This strategy uses the Arnaud Legoux Moving Average (ALMA) as a directional filter: it favors longs when price is above the average and shorts when price is below. Entries are allowed only during selected London and New York trading windows. An optional TTM…
This indicator groups Bitcoin price changes by calendar month over a configurable historical lookback. It records each completed month’s return as either a percentage or a price change, then calculates the average return and the share of observations with…
This script divides a chosen price range into evenly spaced grid levels and trades only long. When price falls below a grid level, it opens a position sized from an equal share of initial capital; when price rises across the next level, it closes the…
This intraday strategy combines daily pivot levels with session VWAP to identify potential reversals. It derives a central pivot and multiple support and resistance levels from the prior day’s high, low, and close, then extends additional levels using the…
This strategy combines four exponential moving averages (20, 50, 100, and 200 periods) with a one-bar price breakout. A long signal requires the close to be above every EMA and the prior bar’s high; a short signal requires the close below every EMA and the…
This strategy framework combines an Asia-session range breakout mode with a London continuation mode. Its inputs define session windows and time zones, gate trades by the size of the Asia range, and offer weekday and entry-time filters. It also includes…
This indicator estimates upward and downward price-break probabilities from recent observations relative to Bollinger Band levels and a moving average. It combines those estimates into plotted probability series, including a composite reading, and uses a…
This strategy script describes a long-only averaging plan for the POL perpetual market. It opens a base position when the four-hour RSI falls below an oversold threshold, then places up to five additional buys at fixed percentage declines from the original…
This indicator frames intraday price action around an Initial Balance, the high and low formed during a configurable opening session. The user selects session hours and a timezone, then the script tracks how later auction windows interact with those…
This intraday strategy finds the first adjacent pair of candles with opposite directions, then defines a range from their combined high and low. It buys when a later close crosses above the range and sells short when a close crosses below it. On one-minute…
The strategy repeatedly opens a long position at the start of a bar and closes it when that bar is confirmed. The accompanying explanation uses this simple procedure to illustrate the idea that the chance of a candle closing above or below its open is…