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 long-only strategy scores a potential squeeze setup using relative volume, the latest close-to-close price change, alignment between short and intermediate exponential averages, price relative to the short average, Bollinger Band width, and five-bar…
This indicator is a configurable framework for charting and combining technical oscillators. Users can select up to two built-in oscillators and optionally add an external one; their normalized weights can be combined, with relative volume optionally…
This indicator combines a multiscale high-pass filter with a simple adaptive binary classifier to produce a smoothed directional signal. The filter compares fast and slow components, reduces noise, adjusts the result for ATR, and normalizes it over a rolling…
This strategy script combines price bands derived from short and medium cycles with Supertrend, AlphaTrend, and a Gaussian or multi-timeframe indicator framework. In the supplied trading logic, entries are driven by price crossing above a long entry line or…
The document explains how volatility-control portfolios adjust equity exposure to target a chosen level of portfolio volatility. Exposure is scaled inversely to realised volatility, subject to a leverage cap: low volatility can produce leveraged equity…
This script describes a long-only trading strategy combining volatility expansion, trend alignment, and momentum timing. It calculates Bollinger Band Width Percentile (BBWP) from a selectable moving-average basis and compares current width with a rolling…
This regime-based allocation strategy combines three daily market signals: SPX relative to its 200-day simple moving average, the VIX-to-VIX3M ratio, and a standardized HYG-to-IEF credit ratio. Each signal contributes one point when its condition is…
This indicator plots separate moving averages for prices associated with positive and negative candles. Each series updates when its respective candle direction occurs and carries forward its last value on bars of the opposite direction. The user can choose…
The visible source describes a strategy that screens market conditions before execution. Its regime engine combines ADX, a choppiness measure, and a range-to-ATR compression ratio to distinguish expansion, compression, and transitional conditions. A trend…
This long-only strategy combines a multi-pole Gaussian filter with a channel based on filtered true range and a Stochastic RSI signal. It enters when the filter is rising, the close is above the upper channel, and the Stochastic RSI %K is above %D. It exits…
This Bitcoin strategy combines an ATR-based volatility stop, a volatility measure built from the distance between recent highest closes and the current low, and RSI. Its long entry occurs when the volatility measure crosses below its upper band while price…
This Bitcoin strategy seeks entries on short-term pullbacks following a strong move. It detects impulses from the change in a smoothed primary-timeframe price relative to ATR, with an additional filter comparing current ATR to its recent average. A…
This indicator restarts a volume-weighted price reference when its swing-direction logic changes at a new high or low. It identifies swings using a configurable lookback and marks pivot structure with higher-high, lower-high, higher-low, or lower-low labels.…
The Wave-PM indicator estimates volatility across 30 lookback periods and displays the readings as a colored heatmap or as lines. It calculates each reading from the standard deviation of closing prices, scaled against a 100-bar smoothed measure of squared,…
This strategy enters when Supertrend changes direction, using an upward flip for long trades and a downward flip for shorts. A signal must also pass two regime filters: ADX must exceed a minimum strength threshold, and the Choppiness Index must remain below…
This Nifty futures strategy combines a long-term trend filter, a momentum trigger, and a volatility condition. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR is greater than its own moving average. Short entries use the…
This strategy enters after a bullish or bearish engulfing-style candle when a selected moving average points in the same direction. The moving average can use several calculation methods and can be evaluated on the chart timeframe or another timeframe. The…
This indicator adapts binary entropy from information theory to price and volume series. It first transforms the selected source using one of several measures, including level, change, momentum, acceleration, contribution, percent change, or log-return…
This strategy looks for possible reversals after a configurable run of rising or falling closes. A run of falling closes can qualify a long entry, while a run of rising closes can qualify a short entry. Traders can add increasing volume as confirmation and…
The Efficient Work indicator measures the net change from the previous close relative to the total distance price traveled through the bar’s high and low. This ratio is intended to describe how efficiently movement produced a closing price change, with…
This indicator counts when absolute hourly returns exceed a configurable multiple of recent return volatility, then allocates those spike observations across the 24 hours of the day. The user can include all weekdays or restrict the count to one selected…
This strategy estimates a daily expected-move range from the daily open and an implied-volatility index selected for the asset class. It plots the open and intermediate and outer price bands, then combines a moving-average crossover with volume, ADX,…
This strategy combines ten technical signals into a weighted score: EMA trend, Supertrend, MACD, RSI, ADX and directional indicators, VWAP, Bollinger Bands, Stochastic RSI, OBV, and an ATR activity filter. Bullish conditions add their assigned weights,…
This strategy builds a trend line from the midpoint of a rolling source-price range and an ATR-based offset. A signal occurs when price moves beyond the upper or lower band; users can choose crossover-style or cross-style conditions and optionally smooth the…