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.
12,303 documents
This long-only daily strategy searches for a low-volatility base and then buys a price breakout. It ranks Bollinger Band width against its trailing distribution and defines a squeeze as a low percentile reading. A close above the prior range high must occur…
This strategy looks for a transition from relatively quiet trading to rising volatility, then enters when price crosses a level recorded during the quiet period. It compares ATR with a longer average of ATR, marks compression below a configurable threshold,…
This intraday strategy looks for reversals around zones built from confirmed pivot highs and lows. It expands those pivot levels using an ATR-based width to form supply and demand areas. Long setups require a pivot low, price near demand, a bullish candle,…
This scalping strategy builds two ATR-based trend lines, one for the main direction and another for faster entry and exit signals. Their multipliers change with ADX conditions: the script selects between configured values based on whether ADX is rising below…
This indicator constructs a simplified financial conditions index from market data. It standardizes component log returns as rolling Z-scores, applies direction adjustments so that each component is intended to reflect easier or tighter conditions…
This intraday strategy enters when price has moved a configurable ATR-scaled distance from session VWAP and current volume is below its recent moving average. It buys below the lower threshold and sells short above the upper threshold, provided the signal…
This indicator calculates a Fractal Dimension Index (FDI) from a selected price series across several lookback lengths. It plots a slower measure and three faster versions, colors them according to their relative ordering, and marks selected crossovers…
This strategy uses an ATR-based ZigZag threshold to identify swing highs and lows after price has reversed by a sufficient amount. When the current swing direction leaves a level unbroken, it places a stop-market entry at the relevant pivot: above the recent…
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 indicator generates forward price paths by repeatedly sampling from a recent history of logarithmic returns. For each simulated step, it adds an estimated drift adjustment based on the average and variance of those returns, then compounds the result…
This strategy combines a volatility regime classifier, swing structure, momentum pressure, and liquidity context to decide when to trade. It labels conditions as accumulation, expansion, or exhaustion using ATR relative to its baseline, balance width, and…
This indicator estimates a recommended stock-versus-cash allocation for an S&P 500 portfolio. It combines five weighted inputs: market regime, portfolio risk, valuation, sentiment, and macro conditions. The regime score uses moving-average trends,…
This strategy looks for a wick imbalance in the previous candle, requiring its combined upper and lower wicks to exceed the prior ATR and its real body to meet a minimum ATR-based size. A dominant upper wick produces a long signal, while a dominant lower…
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 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 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…
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 strategy records the high and low during a New York pre-open session, then watches for a close beyond either boundary during regular trading hours. A close above the range sets a prospective long limit entry at the range high; a close below sets a short…
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 indicator estimates trading costs and liquidity conditions from bar data rather than order-book or trade-level observations. It combines several spread estimators, including Roll’s price-change covariance, Corwin–Schultz’s two-period high-low method,…
This FCPO strategy combines candle momentum with volatility and trading-time filters. It looks for a candle whose body exceeds a minimum size and share of its full range, while ATR must fall between a floor and a ceiling. Presets set take-profit and…
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…
The indicator estimates a range of possible future prices by simulating paths from recent log returns. At a user-selected chart time, it uses a rolling historical window to calculate the average and standard deviation of returns, then generates simulated…
This strategy filters pivot highs and lows by requiring them to exceed neighboring prices by an ATR-scaled margin. The user can set the number of bars checked on each side, the ATR lookback, and the multiplier. This aims to exclude minor turning points that…