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 combines a market facilitation measure, volume, trend filters, and momentum indicators to produce short-term forex trade signals. Market facilitation is calculated as the bar’s high-low range divided by volume; a rising value alongside rising…
The Vortex Indicator uses two normalized series to represent upward and downward movement. Each sums the distance between the current high and prior low, or current low and prior high, over a lookback period, then divides by summed true range. The indicator…
This strategy combines a seven-condition trend score with a short EMA crossover trigger. Bullish and bearish scores draw on fast and slower moving-average relationships, price relative to a long EMA, and RSI relative to its midpoint. A trade requires the…
The indicator estimates autocorrelation between a smoothed input series and delayed versions of itself across a range of lags, then displays the coefficients as a color-coded periodogram. Positive and negative correlations use different color gradients.…
This strategy first classifies conditions using ADX and the ratio of current ATR to its longer average. It permits directional trading in trend regimes, distinguishing bullish and bearish states by price relative to an EMA. Directional filters combine price…
This long-only swing strategy adapts Turtle-style Donchian breakouts through two selectable systems: a shorter entry channel and a longer entry channel. Entry requires a close above the prior channel high, with optional filters for price above an exponential…
This charting study combines automatic swing-point detection with Andrews-style pitchforks, Fibonacci retracements, zigzag lines, and support and resistance pivots. It offers Original, Schiff, Modified Schiff, and Inside pitchfork constructions, deriving…
This strategy combines directional movement indicators and ADX with an EMA trend filter to identify bullish or bearish regimes. Entries can follow a pullback through a fast EMA and its reclaim, or use a directional indicator crossover. Optional minimum ADX…
The Mean Deviation Index (MDX) measures price distance from an adaptive mean while accounting for volatility. It builds the mean from an EMA whose responsiveness is adjusted using the standard deviation of ATR; the indicator then suppresses deviations that…
This strategy modifies Supertrend by centering its volatility bands on a rolling volume-weighted average price instead of a conventional price source. ATR determines the band offset, while the bands are carried forward under Supertrend-style rules to…
This indicator combines narrow-range patterns, inside bars, and breakout levels. It defines an N-bar range and flags a new narrow-range setup when that range is smaller than the prior ranges in a lookback window. Its inputs include a fixed NR2 setting and a…
This script combines several technical conditions into long and short signals. Its trend layer uses a Hull moving average, while the signal logic includes a wave-style oscillator, EMA crosses, stochastic comparisons, money-flow bias, a custom directional…
This strategy generates directional signals from crossovers in a moving-average series of opening prices and its one-bar lag. A rising open-based series crossing above its prior value triggers a long entry; crossing below triggers a short entry. The script…
This daily ETF strategy separates ongoing contributions from management of the accumulated position. Monthly dollar-cost averaging can continue during bearish regimes while a simple moving-average filter exits the accumulated stack after a downturn. On…
The strategy records the high and low during a morning opening range, then looks for a close that crosses beyond either boundary during a later trading session. Long entries require price above the range high and a 50-period exponential moving average;…
This trend-following strategy enters when a confirmed close crosses above the highest high or below the lowest low of a prior lookback channel. A long-term simple moving average filters direction: longs require price above it and shorts below it, with…
This strategy combines a weighted monthly, weekly, and daily trend bias with intraday entries during the New York morning session. It measures each timeframe by whether price is above or below a 21-period EMA, then uses the weighted score to classify bullish…
This Supertrend variant calculates separate true-range averages from rising and falling candles. In an uptrend, it uses the average from falling candles to set the long-side stop distance; in a downtrend, it uses rising-candle volatility for the short-side…
This BTCUSD trend-following strategy enters when price closes beyond a prior-period Donchian channel, with an optional EMA filter that restricts trades to the prevailing trend. It sizes positions from a percentage of account equity and the ATR-based stop…
This strategy combines market-structure breaks or changes of character with configurable trend filters and trade management. It tracks prior swing highs and lows, with an option to increase pivot lookback on higher timeframes. Entries can be restricted to…
This intraday strategy is designed for gold on a five-minute chart. It requires the faster of two exponential moving averages to be above the slower average on both the five-minute and fifteen-minute charts for long setups, and below on both for short…
This daily, short-only strategy looks for a narrow-range seven day that is also an inside day. The signal bar must have a lower high and higher low than the prior bar, while its high-low range is narrower than each of the preceding six ranges. A short entry…
This indicator uses a zigzag pivot framework to examine how price pivots relate to an oscillator and a trend measure. Users can select among several oscillators and set the pivot length, then view pivot lines, sentiment labels, optional supertrend lines, and…
This ES intraday strategy combines an 8/21 EMA crossover with a 50-period EMA trend filter, smoothed RSI, MACD confirmation, and above-average volume. It opens a long or short position only when the crossover, price location, momentum signals, volume…