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 XAUUSD scalping strategy uses a fast and a slower exponential moving average to identify short-term directional crossovers, then checks RSI for momentum confirmation. Long entries require the fast average to cross above the slow average with RSI above…
This indicator attempts to identify Wyckoff accumulation, distribution, reaccumulation, and redistribution structures. Its logic combines swing and trend context with price range behavior, volume, spread, and volatility to label events such as selling or…
This indicator identifies swing highs and lows using a configurable lookback, then records the size and duration of completed price legs. It estimates the next move from up to twenty recent swings, using a weighted estimate, an equal-weight average, or a…
This indicator marks repeated candle extremes that may help traders identify potential support or resistance retests. It flags consecutive bars with equal lows or highs, highlights a third matching extreme with a separate marker, and identifies mirror levels…
This indicator builds a configurable fair-value reference from a selected price source and smoothing method, including moving averages or anchored VWAP. It estimates threshold bands from the median proportional distances between price extremes and that…
This strategy uses Bollinger Bands and Keltner Channels to identify periods of compression, then enters when a confirmed candle closes beyond the channel boundary. It supports long and short trades, with optional squeeze checks across lower and higher…
This script describes a weekly short strangle framework that places call and put strike levels around a center based on VWAP or EMA. It offsets the center by a multiple of ATR, rounds the levels to a selected strike interval, and can skip entries when the…
This indicator varies the lookback period of a Hull-style moving average according to either volatility or volume conditions. Its volatility mode compares short and longer ATR readings; its volume mode smooths an RSI of volume and checks it against a…
This indicator uses two selected features, drawn from RSI, CCI, rate of change, and normalized volume, to compare current market conditions with stored historical observations. Each observation is paired with a label representing a subsequent price…
This short strategy defines a changing resistance level using the prior high associated with a lower high. It plots that level and checks the previous bar's close against it: a close at or above resistance triggers a long entry, while a close below it…
This document presents reusable calculations for weighted mean, variance, standard deviation, mean squared error, and root mean squared error. It provides two implementations: one for time series and another for arrays. Both multiply observations by their…
This indicator presents two normalized oscillators intended to distinguish short-term cycle behavior from trend behavior in a price series. Both use an Ehlers two-pole SuperSmoother filter to reduce high-frequency noise. Reflex measures deviations from the…
This strategy marks the latest confirmed swing high and low as potential liquidity levels. A long setup occurs when price trades below a swing low and closes back above it; a short setup reverses that condition around a swing high. A volume filter requires…
This indicator implements Ichimoku Kinkō hyō with selectable presets or adaptive line lengths, optional alternative price sources, and smoothing. Its chart features include the Tenkan, Kijun, Senkou, and Chikou lines, with configurable display and signals…
This intraday Nasdaq futures strategy builds a high-low range from the first configured minutes after the New York open, then looks for closing-price breakouts above or below that range. Long trades can require price above VWAP, while shorts can require…
This script combines several configurable trading approaches: TEMA and least-squares moving-average signals, reversal indicators, swing-based zones, and a separate long-term/short-term moving-average method. It calculates trend and volatility references,…
This Bitcoin-focused trend-following strategy looks for a volatility squeeze to release, then requires directional agreement from several indicators before entering. A squeeze is defined by Bollinger Bands sitting inside Keltner Channels; a release is…
This TradingView indicator builds Gann box and arc overlays using a selected chart timeframe or astronomical cycle events. Users choose a planet and event type for cycle timing, while the script uses planetary calculations to estimate cycle boundaries. A…
This strategy uses Supertrend line crossings to enter long or short trades, optionally requiring price to be on the appropriate side of a 200-period EMA and ADX to exceed a threshold. An optional session filter restricts entries to Indian market hours, and…
This strategy uses an ATR-based Supertrend to identify directional changes and enter long or short positions when its trend state flips. It builds trailing upper and lower bands from the midpoint price and ATR, with a choice between built-in ATR and a simple…
This script places selected technical indicators in compact windows above or below the main price chart, using the closing price’s recent movement to position them. Available measures include RSI, CCI, OBV, Stochastic, MFI, ATR, CMO, Chaikin Money Flow,…
This indicator reports descriptive statistics for a user-selected span of chart bars. It displays the instrument and timeframe, start and end dates, average closing price, normalized price range, percentage change, average volume, and optionally the count of…
This indicator adapts John Ehlers’ Ehlers Loops to compare price and volume after filtering and normalization. A two-pole high-pass filter removes slower components, a Super Smoother filters the result, and a fast RMS calculation scales each series. It…
This strategy combines a rolling price z-score with a smoothed stochastic oscillator rescaled to the z-score's range. It averages the two measures and signals short positions when that composite exceeds a positive threshold, or long positions when it falls…