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 combines several signal layers to decide when to take directional trades. Its regime engine estimates whether price action is trending or rotating using normalized returns and volatility, an efficiency ratio, and moving-average slope. It…
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 indicator lets a user choose a chart location to start an ATR-based trailing stop, placing the start point below price for a long setup or above price for a short setup. The stop distance is derived from a selected moving average of true range and a…
This strategy combines a long-term exponential moving average filter with two- and three-candle patterns to seek possible reversals. It treats price above the EMA as an uptrend and looks for a bullish setup involving a hammer-like candle, followed by a green…
This indicator builds a moving average from a parametric kernel whose inputs adjust lag and overshoot. A user-selected lookback sets the data window, while the kernel weights observations across that window. The script estimates dispersion as a moving…
This Pine indicator builds Bollinger-style envelopes around a configurable middle average. Users can select among several moving-average methods, price sources, chart resolutions, and candle constructions. Band width can use standard deviation or ATR, with…
This strategy seeks directional moves after volatility contracts and then expands. It detects a squeeze when Bollinger Bands sit inside Keltner Channels, records the release, and permits entries only for a configurable period afterward. A bull or bear power…
This indicator combines a rolling Hurst-style estimate, ATR-based volatility bands, and price offsets described as Fibonacci vortex layers. It derives a fractal-dimension value from the Hurst estimate, labels higher values as persistent trends and lower…
This indicator is a reusable framework for applying a user-defined oscillator calculation across chart, medium, and higher timeframes. Its example signal is directional true range, while the code invites users to substitute their own calculation or supply an…
The strategy combines a local Supertrend direction with an optional higher-timeframe Supertrend agreement filter and a volume threshold. It also calculates prior-bar Donchian channel boundaries and uses ATR-based stop and target levels, with an optional exit…
This strategy combines three Supertrend indicators with different ATR multipliers and lookback periods. A long setup requires all three direction signals to be bullish; a short setup requires all three to be bearish. By default, entries can recur whenever…
This indicator estimates price bands around daily or weekly VWAP using implied volatility as a proxy for expected movement. For SPY, it uses VIX as the volatility input; it also maps several individual-stock volatility indexes and allows a configurable…
This futures strategy combines three signal components: directional trend conditions based on an EMA and directional indicators, a Donchian-style break of a prior high or low, and a volatility squeeze release confirmed by price relative to the Bollinger…
This strategy looks for a compact price range across a configurable number of bars, optionally requiring ATR to be lower than it was over an earlier comparison period. It records the range boundaries and signals a trade when price closes beyond a boundary…
This TradingView strategy combines a weighted score from trend, volume, RSI, and candle direction with ATR-based stop-entry levels. A long score awards points for price above the 200-period EMA, above-average volume, RSI below a threshold, and a bullish…
This Pine library turns paired samples into a chart that shows their joint distribution. Users add x and y values, then choose a scatterplot or a heatmap. A configurable matrix bins observations; cells show points or use color intensity to represent their…
This indicator presents a selected group of crypto assets in a polar chart to compare their activity over a chosen period. For each asset it accumulates traded value, estimated from volume, closing price, and point value, alongside absolute open-to-close…
This strategy standardizes the closing price against its rolling mean and standard deviation. When the Z-score rises above a positive threshold, it closes long positions and opens a short; when it falls below the corresponding negative threshold, it closes…
This indicator estimates where stop orders may cluster around swing highs and lows, then displays active and previously violated clusters as potential breakout areas. Its absorption-extremes model identifies price swings using an ATR-based reversal threshold…
This strategy uses the sign of a benchmark’s long-window log return to set a directional regime for a US equity index instrument. With the default eighteen-month lookback, positive momentum calls for a long position; negative momentum either leaves the…
This Pine library collects streaming methods for processing market observations incrementally, with many updates designed to use constant work per observation. Its stated tools cover recursive filters and extrema, rolling sums, quantile and expectile…
This document presents a configurable trading strategy that combines trend direction, volatility conditions, breakout and mean-reversion signals, and Fibonacci retracements. Its filters include moving-average alignment, a higher-timeframe trend check, volume…
This strategy labels conditions as range bound when ADX is below its ceiling, RSI stays inside a middle band, and Bollinger Band width remains below a threshold. When all three filters agree, it enters a long position, presented as a proxy for timing credit…
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…