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 estimates call and put strike levels around a central price, using either VWAP or a 20-period EMA and offsets based on ATR. It rounds the upper level up and the lower level down to a user-selected strike interval, then signals a call sale when…
Cup Finder searches recent bars for a breakout beyond an earlier local high or low, then constructs a circular price path between the reference point and the current bar. It checks whether each bar's range intersects a channel around that curve and displays…
The indicator measures one-bar changes in the selected price series, then divides each change by an estimated standard deviation based on a rolling sample. It plots the absolute standardized change as a bar, colored by whether the price move was positive or…
This indicator builds support and resistance zones from swing highs and lows. Users control how many bars are checked on each side of a pivot, how many pivots to track, and zone width using an average true range multiplier, with a price-percentage cap. The…
This indicator uses an ATR-scaled trailing stop to classify price as bullish or bearish. It offers modified and unmodified true-range calculations, then multiplies a smoothed range by a configurable factor to set the stop distance. The stop ratchets as the…
The strategy combines two smoothed measures of absolute price changes, one using a faster period and one a slower period. It averages their scaled ranges and uses that result to constrain a recursive price filter: the filter moves only when price passes its…
This strategy uses a SuperTrend calculation based on average true range to classify the market as rising or falling. Users can choose among several averaging methods for the ATR, set its period and multiplier, and optionally filter unusually large true-range…
This strategy builds an initial balance range from the first hour of the Asia, London, and New York sessions. It classifies a symbol as bullish when its close is above all three session highs, bearish when below all three lows, and neutral otherwise. The…
This indicator collects several rolling volatility estimators built from price bars. The visible functions include Parkinson, Garman–Klass, Rogers–Satchell–Yoon, Yang–Zhang, and historical volatility; the code also contains modified variants and an…
This strategy combines two Supertrend indicators calculated with different deviation factors to reduce noise. It opens long positions when both indicators align bullishly and short positions when both align bearishly, subject to one-signal state controls. It…
This allocation strategy combines a trend regime filter with volatility-based position sizing for leveraged index ETFs. It holds exposure only when price is above a long-term simple moving average; otherwise, it moves to cash. While the regime is favorable,…
This strategy presents a post-absorption reversal approach centered on VWAP. Its configurable inputs indicate that absorption is identified using unusually high volume, limited price displacement relative to ATR, and proximity to VWAP; candidate signals can…
The indicator builds a ladder line from either the midpoint of a Donchian range or a weighted, smoothed moving average called CoRa Wave. It rounds that line to price steps, with step size selected from price ranges and adjusted for timeframe, or set…
This seasonal model describes a short-selling schedule for agricultural commodity futures, intended to help producers sell at prices above the seasonal average. It assumes prices tend to be relatively low around harvest and stronger during the growing…
This Pine strategy builds an adaptive moving average using Kaufman’s Efficiency Ratio (ER): the average responds more quickly when price movement is efficient and more slowly when it is choppy. It estimates deviation around the KAMA to form bands, classifies…
The strategy combines a three-candle fair value gap with a directional break of a recent swing high or low. It records confirmed structure breaks, accepts gaps that form within a configurable bar window in the same direction, and enters when price retraces…
This indicator maps price and volume behavior for six selectable sector symbols into a shared two-dimensional loop. It applies a high-pass filter followed by a smoother to each series, then normalizes both with a rolling root-mean-square measure. The…
This swing strategy looks for a failed break of a recent price extreme, treating it as a possible liquidity sweep. A long setup occurs when price falls below the prior five-bar swing low and closes back above it; a short setup is the inverse at the prior…
This strategy combines a moving-average trend filter with a simplified measure of participation. It labels the market bullish or bearish according to whether the fast EMA is above or below the slow EMA. Its breadth-style proxy is the 20-bar average of a…
This strategy proposes buying an index after a sharp rise in the VIX, treating extreme volatility as a possible panic episode that may reverse. Triggers can compare current VIX with the prior confirmed daily close or detect a rapid intraday change. A minimum…
The Parallax Covenant strategy is a configurable framework that combines several forms of market context. Its visible code defines a regime state from an Ichimoku-style baseline, candle-body tolerance, and range bands, with compression and expansion…
This document describes a configurable strategy built around the Squeeze Momentum indicator. It offers several signal approaches, including momentum moving-average crossovers and crossings of the zero line, and a later update adds selectable logic types plus…
This strategy takes a contrarian approach to Bollinger Bands. It opens a long after a close below the lower band and a short after a close above the upper band, provided there is no open position. The middle band, calculated as a moving average, serves as…
This script builds a smoothed reference line from a moving average adjusted toward VWAP, then places two pairs of bands around it using rolling price standard deviation. The line is called an ML prediction in the script, but the shown calculation is a…