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
Nunchucks is a chart-display indicator that redraws each bar as separate upper and lower candle forms relative to the preceding bar's range. The upper form highlights a higher high, and the lower form highlights a lower low; the indicator can therefore make…
This long-only strategy scores potential squeeze setups using relative volume, the latest close-to-close price change, alignment between short and medium exponential moving averages, price relative to the short average, Bollinger Band width, and five-day…
The strategy combines an ATR expansion filter with a 20-bar price momentum check. It enters long when price is above its level 20 bars earlier, or short when below, provided current ATR exceeds half its 20-period average and is not below that average. The…
This indicator offers five ways to calculate a trailing stop: ATR or Supertrend distance, Chandelier levels based on recent swings, Donchian swing extremes, a standard-deviation channel, or a fixed percentage from an anchor price. Each method supplies…
The indicator presents a framework for combining three types of market signals: unusual multidimensional volatility, Hurst-based regime classification, and transfer-entropy measures of information flow between variables such as price and volume. Its guide…
Trend Flow is a configurable directional strategy offering entry rules based on moving-average crosses, RSI, MACD, Bollinger Bands, SuperTrend, Stochastic, Ichimoku, Chaikin Money Flow, Parabolic SAR, squeeze releases, support and resistance, Fibonacci…
This strategy combines a volatility-scaled trailing level with an EMA direction filter. On each bar, it places candidate stop levels one ATR multiple below or above the close. In an uptrend, the level ratchets upward; in a downtrend, it ratchets downward. A…
BERLIN Candles adapt Heikin-Ashi candles to keep their trend-smoothing appearance while retaining the underlying bar’s actual high and low. The indicator uses a smoothed prior close for its open and a Heikin-Ashi close for its close, constraining both to the…
This indicator builds a daily composite score intended to track market fragility. Four weighted inputs cover tail risk from the SKEW index, volatility conditions from VIX levels and term structure, credit stress from a high-yield versus investment-grade bond…
This indicator estimates a simplified Entropic Value at Risk (EVaR) from recent close-to-close returns. It approximates a moment-generating function with a Tsallis q-exponential, then combines that value with a confidence parameter and q parameter. The…
This indicator measures trading activity by multiplying closing price by volume, smoothing that dollar-volume series with a configurable simple moving average, and taking its logarithm. The log transformation compresses large values. It plots the resulting…
This trend-following strategy enters long when a nine-period exponential moving average crosses above VWAP and enters short when it crosses below. It manages open trades with an ATR-based trailing stop whose distance and offset are both set using the ATR…
This indicator constructs a zigzag using one of several pivot rules: a manual percentage move, a move scaled by average true range or maximum true range, high/low pivots, or price action. Users can adjust the method parameters and display pivot prices,…
This indicator presents two normalized measures across a configurable list of cryptocurrency symbols: an ATR-based oscillator and smoothed volume. For the oscillator, it constructs a range measure from each bar's high-low range and the absolute open-close…
This long-only strategy enters when the smoothed stochastic %K line crosses above %D while %K is below an oversold threshold. It prevents pyramiding and opens a position only when flat. Once a new position is detected, the script records the average entry…
The indicator defines the volatility risk premium (VRP) as the difference between the VIX and realized volatility estimated from SPY prices. It offers close-to-close, Parkinson, and Garman–Klass realized-volatility methods, annualizes those estimates, and…
This scalping strategy seeks pullback entries when price remains aligned with both a zero-lag exponential moving average and VWAP. For longs, price must be above both references and the bar must retrace to VWAP, its lower deviation band, or the zero-lag…
This strategy identifies a doji when the candle’s open-to-close body is small relative to its full range. When a doji appears, it places a buy stop above a reference high and a sell stop below a reference low; the two orders share a cancellation group so…
This strategy enters on TRIX zero-line crossovers, subject to filters for market direction and conditions. TRIX is calculated as the one-bar rate of change of a triple-smoothed exponential moving average. The entry must also pass a Choppiness Index threshold…
The indicator identifies price channels from volatility behavior. It normalizes closing price within a rolling high-low range, measures the variability of that normalized series, and uses changes in the relative volatility extrema to define channel…
This indicator combines a simple moving average, ATR-based deviation bands, and a histogram of closing prices during the current trend phase. It sets upper and lower zones at one, two, and three ATR multiples from the average. Trend changes are identified…
This long-only strategy buys when price crosses above the upper band of a smoothed Trend Pulse Channel, provided optional filters agree. The channel applies a multi-pole Gaussian-style filter to price and true range; its range multiple sets the upper…
This long-only strategy combines an N-pole Gaussian filter with a channel based on filtered true range and a Stochastic RSI momentum check. It enters when the Gaussian filter is rising, price crosses above the upper channel, and the Stochastic RSI %K is…
This strategy calculates Supertrend direction from Heikin-Ashi data and places stop entries around the corresponding candle extreme when direction flips. A bullish flip sets a long trigger above the Heikin-Ashi high; a bearish flip sets a short trigger below…