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.
9,660 documents
This intraday futures strategy defines the Initial Balance as the high and low during the first hour of regular trading. After that range is set, it looks for a close crossing above the high or below the low during a later entry window. A VWAP filter can…
This strategy combines ten indicator groups into directional scores for long and short setups. Trend inputs include ADX with directional movement, Supertrend, an EMA, MACD, and Ichimoku conditions. A second group uses ATR expansion, price relative to VWAP,…
This intraday strategy detects failed highs and lows, where a signal-timeframe candle moves beyond the previous candle’s range but closes back inside, as well as inside bars. A later chart-timeframe close beyond the signal candle’s high or low triggers a…
This document presents a configurable, short-focused gold strategy with operational controls for trade alerts, partial exits, break-even adjustments, trailing stops, session timing, and a date-limited backtest. Inputs also include a daily trade cap, a…
This chart indicator displays monthly calendar tables that distinguish trading days, weekends, holidays, and designated expiry days. The user selects a weekday for expiry and can customize colors, table placement, and whether vertical lines mark expiry…
This long-only strategy enters after three consecutive closes above both the 20-period simple moving average and an upper Bollinger band set at half a standard deviation above that average. After a trade is fully closed, a reset rule requires price to close…
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 indicator summarizes historical trading volume by hour of day and day of week. It accumulates volume and observation counts for each hourly slot across the seven weekdays, then computes average volume for each slot. A table displays the hourly pattern,…
This strategy builds entries around breaks of market structure, with configurable choices for break-of-structure or change-of-character signals, candle strength, and entry timing. It can filter direction using moving-average slope, stacking, and divergence,…
This Pine Script framework is designed to test externally supplied long and short signals while configuring trade management around them. Its connector expects a numeric signal, with positive and negative values representing bullish and bearish entries.…
This strategy seeks mean reversion after an unusually high-volume, wide-range bar in NQ futures. It identifies candidate reaction bars using volume relative to a moving average and range thresholds, with optional filters for repeated recent spikes, candle…
This futures strategy estimates signed volume from lower-timeframe candles: volume is positive when a candle closes above its open and negative when it closes below. It distributes those signed values across price bins within the chart bar, sums them into a…
This simple long-only strategy uses the 200-period EMA to define an uptrend and the 50-period EMA to time entries and exits. It buys when the closing price crosses above the 50 EMA while also trading above the 200 EMA. It closes the long position when price…
This strategy places limit orders to buy near support levels and sell near resistance levels derived from a selected pivot-point formula. The pivot type can be changed among several established calculation methods, and the anchor timeframe is configurable.…
This TON strategy divides a fixed price range into evenly spaced arithmetic or percentage-spaced geometric levels. When the close crosses down through a level, it opens a long position sized from an allocated investment per grid slot. When price later…
This gold strategy is presented as a test of a weekday timing effect. Its description says to enter a long position at the start of Friday trading and exit near Friday’s close, with user-adjustable backtest dates. The stated defaults allocate 10% of equity…
This intraday strategy combines fast and slow EMAs, Supertrend direction, candle color, and RSI thresholds to form long and short signals. It specifies a 15-minute chart as the intended timeframe and displays a warning label on other chart intervals. Stops…
This strategy combines recent swing sweeps with trend and momentum conditions to generate swing entries. For longs, price must sweep below recent lows and then close bullish above the sweep high, the chart-timeframe Hull Moving Average, and a rising 1-hour…
This intraday strategy records the NASDAQ opening range from 9:30 to 9:45 New York time, then permits one trade per day after the range is locked. It enters when a bar closes across the range high or low, provided relative volume meets a threshold. The stop…
This script imports transaction rows from a broker or paper-trading CSV and replays them as orders in TradingView’s strategy engine. Users paste the exported history, apply the script to the matching chart symbol, and use the Strategy Tester to view a…
This intraday strategy defines an opening range from a configurable morning session, then looks for a close crossing above its high or below its low during a later trading window. Optional filters require alignment with the daily 200-period EMA,…
This indicator builds a compact time and sales table showing timestamp, inferred direction, last price, and volume for recent observations. It offers two data modes: sampling a selected lower timeframe or processing live updates tick by tick. Direction is…
This strategy combines swing structure, liquidity sweeps, and a break of structure to define directional setups. A sweep occurs when price moves beyond a recent swing extreme and closes back inside; a break of structure in the same direction must follow…
This indicator and strategy script estimates European call and put values with Black-Scholes formulas, using a normal cumulative distribution approximation. Inputs cover option type, strike, expiry, the underlying price source, risk-free rate source, and…