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 strategy template uses the direction of a short-period simple moving average (SMA) as its entry signal and ADX as a filter for trend strength. A longer SMA’s slope can restrict long entries to rising trends and short entries to falling trends. Users can…
This strategy builds Fibonacci levels from the highest high and lowest low in a rolling window, then looks for touches or breaks accompanied by a candle direction confirmation. A configurable option enables break entries. It also compares recent candle color…
This research implementation turns a sparse linear model into a long-or-flat signal for GLD on the daily timeframe. The model uses five features derived from short moving averages of volume and price relationships among open, high, low, and close. It…
This strategy uses two SuperTrend calculations with different ATR periods and moving-average channel windows. Each trend indicator adjusts its multiplier according to the width of a channel formed from a simple moving average and standard deviation. A long…
This configurable strategy combines trend pullbacks, compression breakouts with optional retests, and failed-breakout liquidity sweeps. Signals can be filtered by indicators and context, including RSI, moving averages, relative volume, higher-timeframe and…
This strategy combines a three-EMA trend state, a higher-timeframe close relative to its 50-period EMA, and a candle-impulse breakout condition. It assigns weighted scores to long and short setups, then applies mode-specific score thresholds. Additional…
This strategy calculates a central floor-trader pivot and three support and resistance levels from high, low, and close data at a selectable resolution, with daily data as the default. Users choose which support and resistance levels govern the signals. A…
This strategy identifies an inside day when the prior daily high and low both fall within the range from two days earlier. During the configured session, it places stop entries at the prior day's high and low, with options to trade long, short, or both…
The Bastion Execution Protocol is a configurable intraday strategy that combines market regime, structure, momentum, and order-flow filters. It classifies conditions using normalized VWAP slope, moving-average alignment, and Bollinger Band width; detects…
This BTC/USDT three-hour strategy builds a cumulative signal from volume and momentum indicators. Its volume-change oscillator compares short and long volume averages, using configurable SMA or EMA smoothing. Crossings of multiple high thresholds adjust the…
This strategy builds an uptrend line from the two latest confirmed higher lows and a downtrend line from the two latest confirmed lower highs. A close crossing above the descending line can trigger a long; a close crossing below the rising line can trigger a…
This strategy seeks short-term mean reversion in TQQQ by placing a long limit order one percent below Monday's regular-session open. If filled, it sets a one percent profit target from the entry price at the start of the next trading day. A position that…
This MES strategy offers selectable long-only, short-only, and paired-direction modes. Entry signals come from moving-average crossovers or states and RSI overbought or oversold readings. In paired mode, the selected signal maps to its directional…
This strategy calculates daily Camarilla pivot levels from the prior day’s price data and looks for moves across the outer H4 and L4 levels. A long entry requires the bar to open below H4 and close above it, with price also above an eight-period exponential…
The strategy identifies an inside bar when the current candle’s high and low both fall within the previous candle’s range. It takes a directional cue from the previous candle: a bullish candle sets a buy stop above its high, while a bearish candle sets a…
This document describes a fixed, ten-level long-only grid centered on a user-selected price. Levels are spaced by a configurable percentage, and the script places buy orders at each level. Order notional decreases geometrically with each successive level, an…
This extensive Pine strategy combines several signal and filter layers for crypto trading. Its configurable framework includes moving-average and higher-timeframe trend checks, volume and ATR filters, candle-body criteria, chop-regime detection, adaptive…
The strategy combines a 1-2-3 reversal signal with high and low levels taken from a selectable timeframe and lookback period. Its reversal component uses recent closing-price turns together with fast and smoothed stochastic values: the stated long and short…
This reversal strategy first identifies significant swing highs and lows. A candidate pivot is judged against surrounding bars with a tolerance scaled by the average true range, making the significance test responsive to volatility. The script then tracks…
This Pine strategy is a configurable framework for defining long and short entries and exits through comparisons between chart data sources or fixed values. Users can select conditions such as greater than, equality, or crossovers, combine enabled conditions…
This weekly long-only strategy for a leveraged ETF enters at the start of Monday’s regular session and sets an initial profit target and a fixed stop. At Monday’s close, it raises the target if the position is modestly profitable, lowers it if the position…
This Bitcoin perpetual-futures strategy combines a daily EMA bias and a four-hour RSI confirmation with hourly RSI, MACD, engulfing candles, elevated ATR, and a volume spike for entries. It places pattern-based stops with a maximum distance, sizes positions…
This strategy modifies a conventional ATR-based SuperTrend by checking how close the closing price is to the previous trend line. When the distance falls below a configurable ATR threshold, it moves the line farther from price by an ATR-scaled amount and…
This indicator estimates whether current price action resembles the historical slope patterns associated with pivot highs or lows. It detects confirmed pivots, stores regression slopes around those events, and compares the current rolling close slope with…