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 tracks confirmed swing highs and lows as potential liquidity levels, discarding levels that are too close together or older than a configurable age. A high sweep occurs when price trades above a stored swing high and closes back below it; a low…
This long-only swing system looks for a close above the prior 50-day closing high, paired with volume at least 1.5 times its 50-day average. It takes the signal only when price is above both the 50- and 200-day simple moving averages and the shorter average…
This strategy combines an exponential moving average trend filter with a shorter-term price crossover and RSI thresholds to define long and short entries. It is presented for 15-minute scalping in NQ, ES, and gold. A long setup requires price above the…
This strategy marks two candle shapes as hammer signals and opens a long position when either appears. Its rules use the relationship between candle body and wick lengths; both bullish and bearish candle variants can trigger the same long entry. Position…
This script imports transaction rows from a broker or paper-trading CSV and replays them as orders in TradingView’s strategy engine. Users paste the exported history, apply the script to the matching chart symbol, and use the Strategy Tester to view a…
This script identifies doji-like candles using a configurable maximum body size, with an additional exact equality check between open and close. It establishes a bullish state when such a candle occurs while the close is above its value two bars earlier, and…
This weekly long strategy combines three entry filters: price must lie between two Hull moving averages, the MACD histogram must be below zero, and both a short RSI series and its smoothed average must cross above a longer RSI weighted average on the same…
This document presents a passive benchmark: enter long once on the first chart bar at or after a chosen start date, hold through market moves, and close at the selected end date or near the end of available chart history so the backtest can report final…
This strategy generates long entries from two consecutive close comparisons and a candle range-to-body measure. A configurable delta scales the close comparisons, while buy and sell resistance thresholds filter the candle measure. When the buy conditions…
This strategy combines several technical measures into a composite score intended to represent bullish or bearish conditions. Its components include moving-average relationships and momentum, RSI and Williams %R readings, directional movement strength,…
This example presents a directional strategy that uses a fast and slow exponential moving average to define the prevailing trend. It enters long when RSI crosses above a lower threshold while price is above the fast average, and enters short when RSI crosses…
This intraday strategy builds an opening range from a configurable number of early-session candles, then looks for a close beyond the range high or low. Entry conditions also require a candle in the breakout direction, a SuperTrend direction check, and—when…
This strategy combines four Fisher Transform series calculated over different lookback multiples with RSI, the direction of a weighted moving average, and an OBV oscillator. A long signal requires all four Fisher values to be rising, RSI to clear a…
This strategy looks for a compact price range across a configurable number of bars, optionally requiring ATR to be lower than it was over an earlier comparison period. It records the range boundaries and signals a trade when price closes beyond a boundary…
This strategy uses a relative strength index with a configurable lookback and identifies a centered pivot low in the RSI series as its long-entry trigger. The pivot requires bars on both sides, so the signal is confirmed only after subsequent data arrives,…
This strategy compares two instruments by calculating a rolling z-score for each price series, then subtracting the paired instrument’s score from the main instrument’s score. It applies a modified z-score to that spread using the rolling median and median…
This long-only daily spot strategy makes confirmed market structure a prerequisite for entries. It tracks swing highs and lows, defines structural trends from higher highs and higher lows or lower highs and lower lows, and detects breaks of the latest…
This strategy estimates buying and selling pressure from each bar’s price range, allocates traded volume between bullish and bearish pressure, and cumulatively sums their difference into a Cumulative Volume Delta series. It can optionally compare that series…
This strategy combines ten oscillator signals with twelve moving average comparisons to estimate bullish, bearish, and neutral consensus. Indicators include RSI, Stochastic, CCI, MACD, momentum, and Williams %R, alongside averages from short to long periods.…
This strategy standardizes the closing price against its rolling mean and standard deviation. When the Z-score rises above a positive threshold, it closes long positions and opens a short; when it falls below the corresponding negative threshold, it closes…
This document presents a composite indicator intended to summarize several dimensions of trading-system quality in one figure. Its components include profit-taking efficiency, the ratio of favorable to adverse open-trade excursions, a measure of how…
This strategy tracks confirmed pivot highs and lows using configurable left- and right-bar lookbacks. It enters a long position when the closing price rises above the previous bar’s stored pivot high, and closes all positions when price falls below the…
This script combines swing failure pattern (SFP) signals with a 200-period EMA direction filter and optional London, New York, and Asia session filters. It enters long when price moves below the prior ten-bar low and closes back above it, or short when price…
This strategy combines swing structure, liquidity sweeps, and a break of structure to define directional setups. A sweep occurs when price moves beyond a recent swing extreme and closes back inside; a break of structure in the same direction must follow…