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.
1,721 documents
This intraday Nifty futures strategy builds an opening range from the 09:15–09:30 IST session window and considers entries after that range is locked. It allows a long when the close is above the range high or a short when it is below the range low, subject…
The strategy combines three filters: volume and price behavior, MACD direction, and fair value gap location. A bullish volume signal requires an up candle, volume above its moving average, and a close above a recent high; the bearish condition mirrors these…
This indicator identifies a possible consolidation range from recent highs and lows, then tracks whether the range persists. It uses a configurable lookback to locate candidate extremes and follows changes in direction to determine whether price remains…
This strategy combines Keltner Channel levels with CCI and RSI conditions, a volume test, and an optional moving-average trend filter. A long setup requires price to reach below the lower channel alongside oversold readings from CCI and RSI; a short setup…
This short-term strategy uses a 20-period simple moving average and bands set two standard deviations above and below it. It goes long when the close crosses upward through the lower band and goes short when the close crosses downward through the upper band,…
The visible portion describes a configurable strategy framework combining impulse, compression, breakout, and retest setups with trend pullbacks and liquidity sweeps. Users can choose breakout entry or wait for a retest, allow long or short trades, and set a…
This script outlines a strategy built around bullish and bearish fair value gaps. It detects a gap when the current candle’s low is above the high from two candles earlier, or when its high is below the low from two candles earlier. A same-direction candle…
This short-term strategy builds price bands around an EMA using ATR distances multiplied by configurable Fibonacci ratios. It offers several upper and lower thresholds, with entry conditions selected by choosing which prior-bar band the closing price must…
This Pine strategy buys when price breaks above the upper Donchian Channel and exits by trailing a stop along the lower channel. The upper and lower lookback periods can be set independently, allowing breakout and exit sensitivity to differ. Traders can…
This intraday method defines a range from the market’s first hour, then looks for a close above its high or below its low after that period ends. A long entry also requires the 9-period EMA to cross above VWAP with a positive EMA slope; a short entry…
This strategy looks for four-candle fair value gap reversals, using a 50-period EMA to filter trade direction. A setup combines an initial gap, a liquidity sweep and retracement, then a confirming candle that reverses the gap. The document describes longs…
This strategy combines Fibonacci levels calculated from the recent price range with an EMA trend filter. It measures the highest high and lowest low over the previous 10 bars, derives five retracement levels, and compares 20-period and 50-period EMAs to…
This strategy script defines candidate price bases by checking whether enough recent bars form lows near the current bar's bottom. It lets the user choose candle lows or the lower of opens and closes as the base source, set the lookback and required…
This document describes a mechanical trend-following strategy that uses the prior 20 days’ high and low to define breakout levels. A close above the range triggers a long entry, while a close below it triggers a short entry. The source also calculates a…
This automated trend system combines an 8-period EMA direction filter with pivot highs and lows to place breakout stop orders. It enters long above a recent pivot high when the EMA is rising, or short below a recent pivot low when the EMA is falling. The…
This strategy uses a linear regression of closing prices as a moving trend reference. It opens a long when price rises beyond the line by a configurable percentage and a short when it falls below by the corresponding threshold. The implementation allows one…
This Pine Script strategy combines pivot-based support and resistance levels with an exponential moving average, volume measures, and ATR-based trailing levels. Its settings include pivot lookback lengths, a volume threshold, an EMA period, separate ATR…
This strategy combines Bollinger Bands with an ATR-based trailing stop. It describes entering long when price crosses below the lower band and short when price crosses above the upper band, with additional entries triggered by crosses of the ATR stop.…
This long-only system combines three potential entry triggers: a fast EMA crossing above a slower EMA, MACD momentum crossing above zero, or a daily close rising sharply relative to its open. Exits use a fixed stop below the average entry price and a larger…
This simple daily trend-following method compares the latest daily close with a configurable moving average. When the close is at or above the average and the strategy is not holding the asset, it buys using 95% of the account balance. When the close falls…
This strategy combines Bollinger Bands with a volume threshold to identify breakouts. It calculates a moving average and standard deviation of closing prices over a configurable lookback, then signals a long entry when price closes above the upper band while…
This strategy scores long and short setups using four conditions: price relative to a 200-period EMA, volume relative to its moving average, RSI thresholds, and the current candle's direction. When a score reaches a configurable minimum, it places a stop…
This short-term breakout method uses VWAP as a directional reference. It identifies a sequence of rising or falling closes around VWAP, records a relevant bar's high or low, and enters when price later breaks that level. Positions are closed when price…
This document outlines a Turtle-inspired breakout system that compares price with rolling highs and lows. It offers two entry and exit modes: one uses shorter lookback channels, while the other uses longer ones. Breaks above a prior high can initiate longs,…