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 looks for long and short pullbacks within directional trends. It defines bullish conditions with price above VWAP, a fast EMA above a slow EMA, and positive directional movement leading; bearish conditions reverse those relationships.…
This indicator projects a short sequence of future price values using an autoregressive model with a one-bar lag. A library function estimates forecast results and variance bounds from a chosen training window. Users can display the central forecast and its…
This strategy combines four exponential moving averages with RSI to identify trend pullbacks. The 50 EMA relative to the 200 EMA sets the broad bullish or bearish direction. A crossover or crossunder of the 7 and 21 EMAs triggers a potential entry, provided…
This indicator is designed to scan for geometric chart formations using Zigzag-derived price pivots. Users can select the number of pivots, configure multiple Zigzag settings, and set tolerances for trendline error, flatness, and the relative placement of…
This strategy builds a financial regime index from eight standardized market components: US and global equity returns, credit conditions, short-term rates, the yield curve, the dollar, volatility, and a liquidity proxy. Each component is converted to a…
This strategy looks for a sequence of price action conditions around recent swing levels. Within configurable London or New York sessions, it identifies a bullish sweep when price trades below a prior pivot low and closes back above it, or a bearish sweep…
This example shows how to limit a Pine Script strategy's entries and exits to configurable calendar dates and intraday sessions. It builds start and end timestamps, checks whether each bar falls inside that date window, and uses a session-time function that…
This gold swing strategy combines a trend filter with a pullback entry. It identifies bullish conditions when price is above VWAP, the fast EMA is above and rising relative to the slower EMA, and a candle reclaims the fast EMA; bearish conditions reverse…
This strategy is presented as a framework for defining long and short trade conditions from selected price or indicator inputs. Users can enable up to three conditions per side, choose comparison tests such as greater-than, equality, crossovers, or…
This strategy places limit orders to buy near support levels and sell near resistance levels derived from a selected pivot-point formula. The pivot type can be changed among several established calculation methods, and the anchor timeframe is configurable.…
This strategy calculates daily Fibonacci pivot levels from the daily high, low, and close, then looks for reversal candles at selected support and resistance levels. Longs are signaled after price probes below S3 and closes back above it, or under a…
This strategy converts RSI readings into a normalized oscillator using different mappings depending on whether price is above or at or below a 200-period simple moving average. It uses a 14-period RSI by default. The resulting value is multiplied by 100 and…
This gold strategy is presented as a test of a weekday timing effect. Its description says to enter a long position at the start of Friday trading and exit near Friday’s close, with user-adjustable backtest dates. The stated defaults allocate 10% of equity…
This EUR/USD strategy uses the relative strength index (RSI) as a momentum signal, then smooths it with a five-period exponential moving average. It opens a long position when the smoothed RSI crosses above 50 and a short position when it crosses below 50.…
This futures strategy combines higher-timeframe direction with a pullback and price-action trigger on the chart timeframe. It defines bullish or bearish bias by requiring price to be above or below a 50-period EMA on both a trend timeframe and a setup…
This Pine library provides functions for measuring price and time ratios between swing points and checking whether those ratios fit named chart patterns. It covers harmonic structures such as AB=CD, Bat, Butterfly, Gartley, Crab, and other formations,…
This daily-chart strategy enters long when a fast, double-smoothed exponential moving average crosses above a slower double-smoothed average. It closes on the reverse crossover or when price reaches a hard stop set as a percentage below the average entry…
This XAUUSD strategy uses a fixed lattice of round prices to define breakout triggers, stops, and targets. On a confirmed 15-minute candle, a bullish close crossing above a green level can trigger a long entry; a bearish close crossing below a red level can…
This backtesting strategy adapts a moving average indicator into long and short entries. It offers several selectable average calculations and periods, but its default signals use the 13-period and 21-period averages. A bullish crossover begins a long setup…
This strategy looks for price to move beyond a reference high or low and then close back inside that level, treating the reversal as a possible liquidity sweep. Reference levels include the Asian session range, optionally the London range and recent swing…
The strategy combines a local Supertrend direction with an optional higher-timeframe Supertrend agreement filter and a volume threshold. It also calculates prior-bar Donchian channel boundaries and uses ATR-based stop and target levels, with an optional exit…
The indicator compares Bitcoin market capitalization with realized capitalization and offers a free-float variant that substitutes free-float market capitalization. Its Z-score expresses the gap between market and realized capitalization relative to the…
This strategy combines an RSI-adjusted T3 moving average with a volatility squeeze and momentum filter. RSI controls the T3 smoothing length: lower RSI produces a longer setting, while higher RSI shortens it. The squeeze component compares Bollinger Bands…
This strategy calculates annualized Sharpe ratios from rolling excess returns, subtracting a per-period risk-free rate derived from the US three-month Treasury bill yield. It opens a long position when the ratio falls below a configurable low threshold, then…