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 intraday strategy records the highs and lows observed during a user-selected session, then enters long when the close crosses above the range high or short when it crosses below the range low. The session and a separate exit window can be configured.…
This indicator estimates momentum acceleration from either closing prices or On-Balance Volume. It calculates a smoothed rate of change over a configurable period, then compares that velocity with its own change. Positive and negative readings are plotted as…
This long-only strategy looks for pullbacks with RSI below an oversold threshold and volume above a multiple of its moving average. It can add positions up to a configurable cap, but each additional entry requires a fresh signal and a minimum percentage drop…
This strategy identifies potential bullish and bearish order blocks from a candle three bars earlier. It requires the candidate candle to have a minimum body relative to ATR and subsequent price movement to exceed an ATR-based impulse threshold. The candle’s…
This strategy combines RSI, MACD, Williams %R, and Bollinger Bands to count bullish or bearish conditions. A signal occurs when a configurable minimum number of indicators align; bullish readings generally support a long reversal and bearish readings a short…
This strategy seeks frequent long and short trades in volatile, active stocks. It enters when the ATR-based Supertrend changes direction, subject to optional confirmation from volume above its recent average and price relative to a simple moving average. The…
This strategy defines an opening range from the first 15, 30, or 60 minutes of a configurable session. Once the range is complete, it signals a long trade when price breaks above the range high and a short trade when price breaks below the range low.…
This strategy combines a fast and slow exponential moving average, VWAP, and a short-period RSI to generate long and short scalping signals. A long setup requires the fast EMA to be above the slow EMA and price above VWAP, alongside RSI below the oversold…
This strategy generates directional signals from crossovers in a moving-average series of opening prices and its one-bar lag. A rising open-based series crossing above its prior value triggers a long entry; crossing below triggers a short entry. The script…
This daily ETF strategy separates ongoing contributions from management of the accumulated position. Monthly dollar-cost averaging can continue during bearish regimes while a simple moving-average filter exits the accumulated stack after a downturn. On…
This day-trading strategy builds ranges during configurable London and New York sessions, then watches for price to sweep a range boundary. It offers several post-sweep confirmations: a three-candle reversal, a close through a recent swing level (CHoCH), an…
This strategy approximates a TTM scalper buy-and-sell method using recent closing-price patterns to identify potential reversals. A sell trigger occurs when the previous close is below the current close and either of the two earlier closes is below the…
This long-only strategy combines a price-based support condition with a bullish MACD crossover. It enters when the MACD line crosses above its signal line, the histogram is positive, and the close is above the plotted support price. A percentage stop loss…
This example builds a spread-like series from the closing prices of the YM and NQ futures contracts. It smooths their price ratio with a long moving average, uses that ratio to scale one contract against the other, and calculates Bollinger Bands around the…
This strategy combines a recent-range breakout trigger with a session filter and a liquidity-inducement condition. It checks whether price exceeds a recent high or low, then enters when price crosses a shorter lookback boundary during configured trading…
This indicator framework aggregates results for multiple assets and exposes configurable entry signals, trade directions, filters, stops, position sizing, fees, and slippage. Its controls include optional MACD, moving-average, RSI, volume, and price-change…
This strategy uses bullish and bearish engulfing patterns to initiate trades, with a long-term exponential moving average as a directional filter: longs require price above the average and shorts require price below it. It calculates confirmed pivot highs…
This forex-oriented strategy enters in the direction of a long-bodied Marubozu candle. It defines bullish and bearish patterns as candles whose bodies exceed a recent average body size and whose upper and lower shadows are each no more than a small fraction…
This strategy combines several signal layers to decide when to take directional trades. Its regime engine estimates whether price action is trending or rotating using normalized returns and volatility, an efficiency ratio, and moving-average slope. It…
This Pine Script framework is designed to test externally supplied long and short signals while configuring trade management around them. Its connector expects a numeric signal, with positive and negative values representing bullish and bearish entries.…
This strategy seeks mean reversion after an unusually high-volume, wide-range bar in NQ futures. It identifies candidate reaction bars using volume relative to a moving average and range thresholds, with optional filters for repeated recent spikes, candle…
This strategy centers on an opening range whose start time and duration can be configured. It supports direct breakouts, retests of the broken boundary, or retests of the range midpoint, with a timeout for waiting on a retest. Long and short trades receive a…
This futures strategy estimates signed volume from lower-timeframe candles: volume is positive when a candle closes above its open and negative when it closes below. It distributes those signed values across price bins within the chart bar, sums them into a…
This strategy combines a moving-average direction filter with a measure of how directly price has moved over a lookback window. Trend efficiency is the absolute net price change divided by the sum of absolute bar-to-bar changes. A higher score means price…