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 crypto-oriented strategy combines four technical modules: a smoothed RSX-style RSI, a QQE-like RSI with a trailing stop, Keltner channel zones, and WaveTrend crosses. Each module contributes a discrete bullish, neutral, or bearish signal. The script…
This indicator marks consolidation zones when recent closing prices stay near a custom centerline. It calculates that centerline as a weighted average, assigning more weight to bars with larger close-to-close moves, then compares the maximum distance of…
This indicator locates candidate resistance and support from recent rolling highs and lows, then surrounds those levels with bands scaled by average true range and current volume relative to a rolling volume percentile. The fill becomes more prominent as…
This futures-oriented framework enters when a selectable fast moving average crosses a slower one. Before entry, it can require expanding volatility, measured by a shorter-period ATR exceeding a longer-period ATR, and directional RSI confirmation. A time…
This indicator-style script records upward and downward price gaps that exceed a user-set minimum percentage relative to the prior bar’s high or low. For each qualifying gap, it stores the date, signed gap percentage, price amount, and the portion of the gap…
This script signals long trades when price crosses above the lowest low of a recent lookback or when a bullish fair value gap is detected; short signals use a cross below the recent highest high or a bearish gap. On each signal, it submits five…
This strategy ranks long and short setups on a 0–100 scale by combining trend, momentum, directional price efficiency, volatility conditions, and volume participation. Each component contributes up to 20 points, allowing strengths in some areas to offset…
This indicator builds an adaptive price center and dispersion bands using exponentially weighted estimates. Trading volume controls the update weight by default, so observations with more volume have greater influence; users can instead weight by true range,…
This indicator explains how to estimate a running percentile for a data stream using the P-Square algorithm. Instead of storing and repeatedly sorting the full history, it updates five marker values and their positions as observations arrive. The approach is…
This Bitcoin strategy combines a long-term trend filter with shorter-term price crossings for entries. It treats closes above a 200-period exponential moving average as an uptrend and opens long positions when price crosses above a 20-period EMA. Below the…
The Caldera Meridian strategy combines several signal families in a close-confirmed framework: moving-average trend state, MACD and RSI momentum, VWAP direction, volatility ranking, a conditional higher-timeframe EMA filter, volume-weighted pressure, auction…
This strategy marks bullish and bearish price zones from confirmed swing pivots, then looks for a candle to close inside the latest zone with directional confirmation. A bullish entry requires a close within the zone associated with a swing low and a rising…
This indicator framework samples price on user-defined events rather than necessarily processing every chart bar. It offers bar-count sampling, time-interval sampling, and price-action sampling, with the latter triggered by moves sized in points, pips,…
This strategy combines several market-state filters to generate long and short setups. A weighted regime score draws on moving-average separation and slope, ADX strength, price-path efficiency, and volatility. A Kaufman adaptive moving average forms the…
This indicator screens a configurable set of market indices, including a benchmark and sector indices, on a daily or weekly timeframe. For each index, it calculates the current period return relative to the standard deviation of prior returns over a chosen…
This strategy builds moving support and resistance guides around Donchian channel extremes. When a new high or low extends the channel, it records a candidate pivot; the corresponding guide then advances or retreats using a slope scaled from an ATR band’s…
This strategy defines support and resistance using confirmed swing pivots, then enters when a bar closes across the latest level with volume above a moving average threshold. An optional EMA filter limits long trades to prices above the average and short…
This indicator compares rolling variability in closing prices with rolling variability in volume across a range of lookback windows. For each window, it calculates standard deviations for price and volume, then correlates those series over a separate…
This strategy treats returns from the outer Keltner bands as potential mean-reversion signals. A long is opened when price crosses back above the lower band, and its limit exit is placed at the upper band; a short begins when price crosses below the upper…
This indicator estimates how many bars simulated prices may take to reach an upside or downside threshold from the current close. It derives historical log-return volatility and average drift over a configurable lookback, then generates Monte Carlo paths…
This simple breakout setup compares the combined high-to-low range of the latest two candles with a configurable fraction of a smoothed ATR. When that two-candle range is smaller than the chosen ATR threshold, it marks the combined high as a potential long…
This indicator summarizes intraday behavior by hour and by named trading session. Its ranking boards compare average bar range, volume, the proportion of bars closing up, average open-to-close drift, and a composite ranking that equally combines percentile…
This script generates directional signals using a UT Bot ATR trailing stop: a close crossing above the stop triggers a put-selling signal, while a cross below triggers a call-selling signal. RSI ranges differ by signal, and ADX must exceed a threshold. A…
This strategy records the high and low of a defined Asian session, then places stop entries at those range boundaries during a later trading window. Users can choose long trades, short trades, or both. Optional filters require a minimum range width relative…