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.
8,851 documents
This strategy trades breaks of market structure, using break-of-structure (BOS) and change-of-character (CHoCH) signals to identify potential entries. A configurable pivot lookback finds swing levels, with an option to scale the lookback for higher…
This long-only swing strategy filters for an upward trend using price above the 200-period EMA and the 50-period EMA above the 200-period EMA. It also requires ADX above a configurable threshold, price above the fast EMA, and RSI crossing above 55 before…
This experimental indicator overlays several forward-shifted Keltner channel sets to create a layered visual projection. Each channel uses an exponential moving average as its center and a smoothed true range as its width. Rather than fixing the width…
This strategy combines a long-term EMA filter with MACD crossovers and pivot-based support and resistance. A long signal requires a bullish MACD crossover while MACD is below zero and price is above the EMA; a short signal uses the opposite crossover and…
This indicator builds a Zigzag-style sequence of higher highs and lower lows by requiring a chosen number of breaches beyond the latest trigger bar’s high or low. The breach can be measured using closing prices or intrabar highs and lows. Once a swing is…
This strategy combines pivot-based market structure with moving-average alignment and hourly momentum indicators to generate directional trade setups. It identifies swing highs and lows using configurable bars on each side, classifies higher highs, lower…
This is a simple long-only moving-average crossover strategy intended for daily charts. It calculates short and long simple moving averages from closing prices, using four and thirty bars respectively. A bullish crossover opens a long position if the…
This strategy calculates a Fibonacci retracement level from the highest high and lowest low over a configurable lookback. It enters long when the closing price crosses below the long retracement level, or short when it crosses above the short level. Optional…
This indicator builds trend channels from OHLC data using a volatility-normalized coordinate system. It estimates volatility with the Yang-Zhang method, groups price history into blocks, and represents each block by the geometric midpoint of its high and…
This strategy uses a session VWAP as a dynamic reference for momentum trades during a configurable evening session in UTC+5. A long setup requires two consecutive bullish candles, the current low above VWAP, rising volume relative to the previous candle, and…
This indicator compares six sector ETFs with the S&P 500 proxy, displaying each fund’s daily performance, RSI, volume relative to its lookback average, and one-bar direction. It identifies the strongest and weakest sectors and flags a potential rotation when…
This strategy classifies recent pairs of consecutive returns into four sign-based quadrants and selects the quadrant with the most observations over a rolling sample. A dominant quadrant with two nonnegative returns activates a trend-following mode; a…
This strategy combines a McGinley dynamic curve, a T3 smoothing curve, or their average as a signal basis. It builds a trail around that basis using an ATR distance, then identifies directional signals when the trail crosses its value from two bars earlier.…
This strategy uses a simple moving average of closing prices to define crossover entries: a move above the average triggers a long signal, and a move below triggers a short signal. Its configurable average length controls the lookback. Users can allow both…
This indicator plots a volatility stop and trend direction using an ATR-based stop calculation, with optional higher-timeframe signals. The higher timeframe can be selected from preset steps, set as a multiple of the chart interval, or chosen directly. Users…
TrendPulse is an equity-oriented strategy framework that combines moving-average direction, an EMA basis, VWAP context, and ATR channels. Its regime model uses a choppiness measure, normalized basis slope, persistence above or below the basis, and ATR…
This indicator classifies trend direction using one of two price-versus-time correlation oscillators, selected according to a volatility regime. It estimates current volatility from the standard deviation of returns, smooths that measure, and compares it…
This framework combines a higher-timeframe trend filter with current-timeframe moving-average crossover signals. It classifies direction by whether price is above or below a higher-timeframe EMA, then opens a long on a fast EMA cross above a slow EMA when…
This strategy trades SPY long when its 50-day EMA is above its 200-day EMA following a bullish crossover. Entry is allowed for a limited period after that cross, and requires the moving averages to be separated by a minimum amount and the slow EMA to meet a…
This indicator converts Ichimoku cloud structure into a layered oscillator and a directional trend state. Price above or below a displaced cloud establishes the main bias, while added components reflect the lagging span, conversion and base line…
This strategy combines trend, price-location, and momentum filters to generate long and short entries. For a long setup, the shorter exponential averages must be above one another and the longer averages must show the same bullish ordering; Bollinger %B must…
This scalping strategy combines a higher-timeframe trend filter with a lower-timeframe momentum trigger. It compares price with the previous completed values of three configurable higher-timeframe EMAs, using their alignment to permit only long or only short…
The strategy enters long when a 14-period simple moving average crosses above a 28-period simple moving average, and enters short when it crosses below. The script also plots high and low series requested from daily, hourly, 30-minute, and 15-minute…
This indicator represents trend as a stepped line rather than a continuously sloping average. A price move beyond an ATR-scaled threshold changes the direction state; otherwise, the line advances in volatility-scaled increments. A configurable hold period…