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 indicator evaluates a grid of Supertrend settings formed by varying ATR length and multiplier across ten values each. For every combination, it tracks trend reversals as hypothetical entries and exits, records trades and wins, and calculates selectable…
This strategy adapts the Squeeze Momentum indicator into long and short trading rules. It compares Bollinger Bands with Keltner Channels to identify squeeze conditions, then uses a linear-regression momentum value to indicate direction and whether momentum…
This TradingView strategy combines a range filter with configurable entries, volume checks, and trade management. It can enter when price crosses the filter’s middle line or moves beyond its bands; an optional midpoint-pass method adds another entry type.…
This educational example explains how a Pine Script strategy can model leveraged position sizing and broker margin requirements. For percent-of-equity sizing, the author describes scaling the order percentage by the leverage multiple: using 3000% represents…
This strategy turns post-earnings announcement drift into a rules-based equity signal. It compares reported earnings per share with the estimate, expressing the difference as a percentage of the estimate’s absolute value. A surprise must exceed a…
This strategy script backtests a grid whose levels can be spaced arithmetically or geometrically around a reference price. It supports neutral, long-only, and short-only modes, with entries triggered by level crossings or pullbacks. Users can set a test…
This strategy combines a momentum reading, calculated as the change in a selected price source over a lookback, with a fast-minus-slow moving-average difference. It subtracts that MACD-like difference from momentum to form a delta series. A cross above zero…
This strategy places limit orders at the prior bar’s VWAP while using the previous close relative to that VWAP to select long or short direction. The limit level updates as new bars form, creating a rolling entry reference. Inputs let users enable either…
This Pine strategy combines five configurable ICT/SMC-style entry modules: acceptance and rejection around pivot support or resistance, swing failure patterns at prior weekly extremes, higher-timeframe liquidity, displacement, and fair value gaps. The…
This simple rule takes a long position when the current bar opens above the previous bar's open and a short position when it opens below it. The script uses a trailing exit and configures orders at a percentage of equity, with commission included in its…
This long-only strategy tracks recent structure highs and lows, then looks for a low sweep followed by recovery and a close above the previously recorded structure high. After that breakout, it places a limit entry at either a chosen Fibonacci retracement of…
This indicator creates a time-based window intended to limit which chart bars a strategy uses for a backtest. The user selects a bar count; the script estimates the corresponding elapsed duration from the chart timeframe, subtracts it from the current time,…
This strategy uses a fast and slow exponential moving average crossover for directional entries, with an optional ADX filter to block new trades when trend strength is low. It describes four ways to set take-profit and stop-loss distances: fixed points, a…
This strategy combines a 200-period exponential moving average with a Wave Trend style oscillator. The oscillator is derived from price’s deviation from an exponential average, normalized by a smoothed measure of that deviation, and smoothed again. A long…
The script is an intraday MNQ strategy that tracks one-minute swing pivots and market structure, then uses the most recently completed five-minute 20- and 50-period EMAs as a trend filter. It enters long after a bearish change of character when the EMA trend…
This strategy uses a seeded pseudorandom-number routine to trigger entries and exits when generated values fall below fixed probability thresholds. Users can enable long or short trading; the script sets position size as a percentage of equity, disables…
This strategy estimates a rolling price mean and standard deviation over a configurable lookback, then calculates a z-score to identify unusually low or high closes. It opens a long when the score falls below the negative entry threshold and a short when it…
This TradingView strategy divides a fixed BTCUSDT perpetual-futures price range into configurable levels, using either geometric or arithmetic spacing. It allocates the stated total investment evenly across levels. When a bar closes through an unowned level…
This strategy combines price structure, a smoothed baseline, volatility conditions, and volume-derived delta to generate long and short trades. It scores directional evidence from trend regime, swing highs and lows, volatility expansion, squeeze state, delta…
This gold-oriented strategy looks for two consecutive bullish bars whose volumes exceed a simple moving average of volume. The second bar must also have more volume than the first. When both bars satisfy the conditions, the script opens a long position and…
This Bitcoin scalping strategy uses a T3 moving average, calculated from a cascade of six exponential averages, as a smoothed price reference. It opens a long position when closing price crosses above the T3 line and a short position when price crosses below…
This FCPO crude palm oil futures strategy combines five entry filters: price relative to EMA20 sets directional bias; MACD line versus signal line supplies momentum direction; KDJ J readings identify oversold or overbought conditions; Heikin Ashi and regular…
This long-only strategy combines a multi-pole Gaussian filter with a volatility band and Stochastic RSI. It enters when the filtered baseline rises, price closes above the upper band, and the Stochastic RSI %K is above %D. The script applies a date window…
This daily strategy for Grupo Financiero Galicia’s ADR uses moving-average crossovers to build and exit a long position. A faster average crossing above a medium average triggers an entry during a configurable backtest window. The script allows either…