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 scalping strategy seeks mean reversion toward VWAP when price appears stretched and the market is classified as ranging. It buys when price is below VWAP and RSI falls under a configurable threshold, and sells short when price is above VWAP with RSI…
This strategy framework builds trade ranges from the Asia session, London session, or a New York opening range, then looks for breakouts during a defined trading window. Its session-bias model compares the London move and range with the Asia range, and can…
This charting tool calculates theoretical call and put values using the Black–Scholes framework and displays their sensitivities. Its functions cover first-, second-, and third-order Greeks, including delta, gamma, vega, theta, rho, vanna, vomma, and other…
This indicator rebuilds a linear regression channel after RSI crosses configured overbought or oversold thresholds. The regression window grows from a minimum number of bars after each reset, up to a user-defined maximum. A standard deviation measure around…
This strategy converts MACD behavior into a directional score using changes in the MACD line and histogram, plus a weighted contribution when the MACD line crosses its signal line. It combines the current timeframe score with a score from a mapped higher…
This strategy records the high and low of the 09:00 candle each day and uses them as an opening range. It is designed for a one-hour chart. Once the range is available, the script places stop orders above and below its boundaries, offset by a multiple of the…
This strategy uses a volatility-adjusted trailing threshold to identify changes in price direction. It multiplies ATR by a configurable reaction factor to set the distance from the selected price feed, then moves the line along with price while limiting its…
This indicator automatically builds Fibonacci speed resistance fans from detected price pivots. It uses a depth-based pivot search and an ATR-scaled deviation threshold to decide whether a reversal is significant enough to form a new zigzag leg. From…
This framework turns three-candle Fair Value Gap patterns into trend continuation setups. It records the latest bullish or bearish gap, then waits for price to revisit its boundary and close back beyond it. A 50-period exponential moving average filters…
This indicator combines a double fractional-length exponential moving average measurement with two single-state Kalman filters, one baseline and one faster variant. Each filter updates its price estimate using a gain based on state uncertainty, process…
This long and short trend-following strategy enters when price crosses beyond the previous bar's 55-period high or low, then exits through a 20-period opposite-side breakout. It estimates volatility with ATR and sizes each unit from account equity, a chosen…
This indicator turns recent price and volume observations into an oscillator. In its default mean-reversion mode, it calculates a volume-weighted average price and the volume-weighted absolute deviation around that average, then scales current price’s…
This document explains a binomial tree for estimating European and American vanilla call or put values. It projects the underlying up or down over two time steps using a volatility estimate, combines possible terminal payoffs with risk-neutral probabilities,…
This strategy script combines several configurable signal components: trend direction from moving averages, a higher-timeframe EMA filter, moving-average ribbon alignment, order-flow proxies, Fibonacci retracement zones, volatility-regime measures, and…
This indicator adapts a SuperTrend line to current volatility by clustering recent Average True Range values into high, medium, and low groups. It initializes three centroids from selected points within the ATR range, repeatedly assigns observations to their…
This strategy combines several market filters to produce long and short triggers. It scores fast and slow exponential moving averages across higher timeframes alongside a local trend measure, then adds an auction profile built by distributing each bar’s…
This chart indicator estimates CME equity index futures price-limit levels from a reference price associated with the prior session. It plots overnight boundaries at five percent above and below that reference and, during the session, optional downside…
The Risk-Adjusted Momentum Oscillator combines a selected price-momentum measure with drawdown-based risk adjustment. It offers rate of change, absolute price momentum, or log returns, then scales signals according to current drawdown relative to the maximum…
This indicator presents four MESA Stochastic lines calculated over separate lookback lengths. Each calculation applies a high-pass filter to the selected price series, smooths the result, normalizes it against its recent high and low, and smooths the…
This indicator builds adaptive-looking price envelopes from an exponential moving average and a smoothed measure of the absolute deviation between closing price and that average. It forms upper and lower boundaries, then smooths price-aware versions of those…
This strategy combines an adaptive forecast, a price channel, and several regime measures to generate long and short trades. Its forecast engine updates an intercept and slope using a forgetting-factor regression approach, estimates forecast error, and…
This indicator is designed to make directional price movement clearer by filtering out changes smaller than a selected range. It calculates a smoothed or unsmoothed range from the chosen basis, then updates a price filter when price crosses the range…
The Range Filter is an experimental indicator intended to suppress small price movements so broader directional changes are easier to see. It estimates a price range, optionally smooths it, and moves the filter only when price passes a range threshold. Bands…
This indicator is a configurable framework for simulating trades from moving average crossovers or external sources and trigger signals. Built-in choices include EMA crosses and a long-term SMA cross; external signals can be interpreted through marker…