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.
16,761 documents
This long-only strategy looks for pullbacks toward a rising 9-period EMA after an established uptrend. It requires the 9-, 21-, and 50-period averages to be stacked bullishly, price to have stayed above the 21-period average for a minimum period, repeated…
This strategy seeks reversals during sideways conditions. It first defines a flat regime by comparing the Bollinger basis across a lookback with an ATR-scaled tolerance. While that condition holds, a touch of the lower or upper band opens a configurable…
This strategy builds traditional Renko values using a configurable brick size, then plots Renko opens and closes over a standard candle chart. It enters long when the Renko close crosses above the Renko open and short when it crosses below. Each entry…
This long-only strategy looks for a reversal pattern in Heikin-Ashi candles: a configurable run of green candles must follow a red candle. The validation period defaults to three green candles, and the script obtains Heikin-Ashi open and close values on the…
This script combines three indicators to generate directional scores: smoothed stochastic K and D lines, RSI relative to its midpoint, and the MACD histogram relative to zero and its recent direction. It assigns up to three bullish or bearish criteria and…
This strategy uses changes in the Relative Strength Index as a short-term momentum signal. It compares the current RSI change with the rolling standard deviation of RSI changes, scaled by a user-adjustable multiplier. A long signal requires positive momentum…
This document describes a Pine Script library for building and running machine learning models. Its primitives include tensors and matrix operations, differentiable computation graphs, neural network layers, recurrent and attention operations, and sequential…
This strategy combines a selected moving average with a multi-timeframe trend filter, relative volume, volatility checks, and a pullback-based breakout setup. It supports EMA, SMA, or HMA calculations and evaluates a 15-minute EMA and its slope to qualify…
This low-timeframe strategy estimates recent swing highs and lows from rolling extremes, then uses their midpoint as an equilibrium reference. It labels the swing high as a premium or resistance area and the swing low as a discount or support area. A simple…
Despite its option-selling label, the script implements a short-only signal on the charted instrument rather than modeling option positions or option payoff. It enters when a configurable fast moving average crosses below a slow moving average. By default,…
This long-only Bitcoin strategy opens a base position when a 14-period RSI on the four-hour timeframe falls below a configurable threshold. If price declines farther from the base entry, it adds up to five orders at fixed percentage levels measured from that…
WJ Strategy B combines Bollinger Bands, long moving averages, and RSI into a score intended to detect deeply oversold conditions. A close below the lower band adds a point; trading below progressively longer moving averages adds weighted points; and lower…
This strategy formalizes bullish and bearish three-bar and four-bar continuation setups. Each begins with a wide, strong-bodied bar that closes beyond a prior Donchian-channel boundary. One or two smaller consolidation bars follow, holding near the…
This strategy combines intrabar volume estimates, price-level delta displays, clustered points of control, and swing-failure-pattern entries. It classifies lower-timeframe volume as buying or selling based on whether each close is above or below the…
The strategy sets upper and lower price levels from the nearest 500-point increments at 9:45, then enters long or short when a candle closes beyond the corresponding level. It places an initial stop 100 points from the entry, targets the next round-number…
This intraday strategy builds a high-low range from the 8:00 to 8:15 a.m. New York session and calculates its midpoint. During the specified later trading window, it records a close above or below the range as the breakout direction, then enters when price…
This strategy combines a Kaufman Adaptive Moving Average with Kalman smoothing to estimate direction, then uses breaks of recent swing highs or lows to confirm entries. A break is classified as a continuation break or a change of character based on the prior…
This long-oriented trend strategy uses confirmed pivot highs and lows in closing prices to build step-like resistance and support levels. A close above the latest pivot high triggers a long entry, while a close below the latest pivot low marks bearish…
The strategy builds three rolling scores from candlestick formations: indecision patterns such as dojis and spinning tops, bearish patterns such as shooting stars and bearish engulfing candles, and bullish patterns such as hammers, marubozu candles, bullish…
The document introduces Williams Accumulation/Distribution (WAD) as a way to interpret buying and selling pressure. Its written explanation recommends looking for divergence: a security making a new high while the indicator fails to make a new high is…
This strategy looks for reversals after price crosses a recent extreme and closes back through the prior bar. It calculates the rolling highest high and lowest low over a 20-bar lookback. A short signal occurs when the current high exceeds the previous bar's…
This strategy enters long when the close moves above the upper Bollinger Band and is also above an exponential moving average. It enters short when the close is below the lower band and below the EMA. The configuration uses a 50-period EMA, 20-period band…
This strategy builds an oscillator from the difference between fast and slow moving averages of the midpoint of each bar, then subtracts a further moving average of that difference. A selectable weighted, simple, or exponential moving average of the…
This long-only strategy searches for two RSI pivot lows separated by a configurable number of bars. The first RSI low can be required to lie below an oversold threshold; the second RSI low must be higher while its corresponding price low is lower. Once a…