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 strategy builds sloping zones from successive pivot highs and lows, using a volatility-based padding distance to form upper and lower channels. When price moves beyond a zone boundary, it generates a directional signal. The code trades an upper-zone…
This Pine strategy combines market-regime classification, trend and momentum signals, volume pressure, pivot structure, and volatility measures. It estimates directional, equilibrium, and chaotic conditions using price efficiency, ATR rank, and an ADX-style…
This indicator builds a rolling center and surrounding deviation bands from price data. Users can choose among several centers, including mean, median, trimean, midhinge, midrange, root mean square, cubic mean, and contraharmonic mean. Available spread…
This strategy uses Williams %R crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above −79 while five-period ATR is rising; a short signal occurs when it crosses below −21 while ATR is falling. Each…
This strategy seeks entries when a range filter and smoothed Heikin-Ashi candles agree on direction, optionally requiring confirmation from Heikin-Ashi direction on a higher timeframe. A signal is taken when the combined state turns bullish or bearish,…
This strategy seeks reversals after price moves beyond tracked swing highs or lows and then rejects the level. It records pivot levels and their touches, measures sweep depth relative to ATR, and can score signals using touch count, market structure,…
This indicator studies what price does after an RSI threshold crossing or crossunder. For each event, it measures the highest upward and lowest downward displacement during a chosen period, relative to the close at the event bar. Displacement can be…
This strategy places stop entries beyond the high and low of a recent consolidation range. It measures the range over a configurable lookback, calculates its midpoint, and offsets each boundary by a multiple of ATR. A move beyond either adjusted level…
This configurable chart indicator combines four views: volume quartiles, volume aggregation, custom range bars for US trading hours, and price gaps. Its quartile view ranks current volume against an array of observed volumes, using percentile and median…
This indicator identifies and displays bullish and bearish fair value gaps, or price imbalance zones, using chart-timeframe, higher-timeframe, and optional lower-timeframe data. Users can select the source timeframe, limit how far back to scan, choose zone…
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 daily-chart indicator combines several historical measures to estimate risk and suggest position sizes. Its inputs include capital, assumed win rate and profit ratio, a maximum acceptable drawdown, risk-scaling choice, benchmark, and a seasonal…
This strategy enters long or short when a candle closes in one direction and its body exceeds a multiple of the recent average candle body. The threshold is adjustable, with a stated default of four times the average. Entries are taken only when the strategy…
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 overlay indicator combines Bollinger Bands with three Keltner Channel widths to classify low, medium, and high volatility squeezes. It derives a momentum series from the deviation of price from a recent range and moving average, then uses its direction…
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 indicator studies where a bar's open falls within its high-low range, converting that location to a percentage and accumulating observations into bins from the low to the high. The resulting distribution highlights how often opens occur near either…
This short-only strategy is described for XAUUSD on a 15-second chart. It enters when a fast EMA crosses below a slower EMA, provided the signal occurs during a configurable New York time window, the strategy is flat, and enough bars have elapsed since the…
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 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…
The indicator fits linear regressions over a user-selected anchor period and plots the estimated price trend. Its rolling mode updates the regression with new observations and displays the fitted value as a changing line; its static mode extends a regression…
This indicator implements linear predictive filter methods for examining cycles in market time series. A second-order high-pass filter and a Super Smoother band-limit the source data, after which an adaptive predictor updates coefficients from recent signal…