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.
2,013 documents
The document gathers recommendations for readers seeking stronger statistical foundations for financial data analysis. Suggested books span risk and asset allocation, statistical learning, financial engineering, time series, Bayesian econometrics,…
This indicator builds a dashboard of technical ratings for a configurable list of assets across several chart resolutions. Users can choose among ratings based on moving averages, oscillators, or both, and set the symbols, timeframes, table layout, and…
This strategy combines several market readings into directional confluence scores. Its regime engine uses normalized EMA spreads, ADX, and ATR to distinguish trend, balance, expansion, and transition conditions. It adds higher-timeframe EMA bias, confirmed…
This indicator marks configurable trading sessions on a price chart and provides a panel showing each session’s current or latest candle information. Users can set session names, times, time zone, and colors; the supplied defaults cover Tokyo, London, New…
This indicator constructs a simplified financial conditions index from market data. It standardizes component log returns as rolling Z-scores, applies direction adjustments so that each component is intended to reflect easier or tighter conditions…
This indicator overlays higher-timeframe candle information and pivot-based reference levels on a lower-timeframe chart. Users can choose an automatic or specified higher timeframe, display candle bodies and ranges in several styles, and select how…
This framework combines a higher-timeframe trend filter with current-timeframe moving-average crossover signals. It classifies direction by whether price is above or below a higher-timeframe EMA, then opens a long on a fast EMA cross above a slow EMA when…
This indicator compares growth in selected central-bank money supply measures with growth in a user-chosen market index. It converts country M2 data to approximate US dollar values using exchange rates, then weights the selected components by their converted…
This strategy combines a price-state filter, a rolling volume profile, and an estimated large-volume imbalance to create long and short setups. The profile divides a recent price range into rows, allocates bar volume across touched rows, and derives the…
This indicator requests lower-timeframe OHLC data and renders recent intrabar movement alongside the current chart. Users can choose traditional candles, Heikin-Ashi candles, or a baseline display, and either use automatically derived intervals or specify…
This indicator builds a daily composite score intended to track market fragility. Four weighted inputs cover tail risk from the SKEW index, volatility conditions from VIX levels and term structure, credit stress from a high-yield versus investment-grade bond…
This indicator ranks a configurable group of assets using directional signals from RSI, CCI, SuperTrend, DMI, and Parabolic SAR. Each selected indicator contributes a binary bullish or non-bullish reading; a combined mode sums the readings and assigns a…
This strategy measures whether the selected price is above or below its value at the start of each four-hour, daily, weekly, and monthly period. Each comparison becomes a positive, negative, or neutral vote, and the four votes are summed. A 60-bar simple…
This indicator turns several macroeconomic and market series into a color coded dashboard and a simple composite recession risk score. Its inputs include S&P 500 moving average growth, the US 10 year versus 3 month Treasury yield spread, M2 direction, a GDP…
This Pine Script library provides country-specific market holiday timestamps, including special historical closures, as arrays that other indicators and strategies can use. Its exported function accepts a country code and combines data held in separate…
This strategy measures the difference between weighted Bitcoin futures and spot prices from Binance and OKX, then standardizes that spread as a rolling z-score. It calculates the measure on three configurable timeframes, with example defaults of 60, 120, and…
This indicator attempts to identify Wyckoff accumulation, distribution, reaccumulation, and redistribution structures. Its logic combines swing and trend context with price range behavior, volume, spread, and volatility to label events such as selling or…
This indicator overlays up to three other symbols as candles on a selected chart. To make unlike price scales comparable, it measures each symbol’s open, high, low, and close as percentage changes from its open at the chosen anchoring period, then maps those…
This indicator displays pairwise correlations among six selected symbols using closing prices over a user-defined look-back window. It retrieves each series on a chosen timeframe, stores recent values in arrays, and calculates correlation from covariance…
The Vortex Indicator uses two normalized series to represent upward and downward movement. Each sums the distance between the current high and prior low, or current low and prior high, over a lookback period, then divides by summed true range. The indicator…
This indicator plots a historical trail of year-over-year GDP growth and CPI inflation against user-defined sustainable benchmarks. It maps inflation relative to its threshold horizontally and growth relative to its threshold vertically, then labels the four…
This indicator constructs a synthetic index from a user-selected basket of up to 34 symbols. It retrieves constituent prices and share counts, estimates each holding’s market capitalization, and derives weights from the holdings’ relative capitalization.…
This indicator compares the recent closing-price percent rank of up to ten selected instruments. Percent rank expresses how many observations in a lookback window are at or below the current value, placing the reading on a zero-to-one-hundred scale. Each…
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…