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.
9,797 documents
The strategy describes a reversal scalp built around divergence and convergence between a 9-period EMA and session VWAP. For a long setup, price first establishes a low of day and turns upward; the EMA then rises to cross VWAP while VWAP remains flat or…
This strategy applies a time-window approach to Nasdaq trading, allowing entries during the 10:00–11:00 a.m. New York session window. It counts consecutive bullish or bearish candles and enters after the configured count is reached, provided price is on the…
This strategy records the high and low during a New York pre-open session, then watches for a close beyond either boundary during regular trading hours. A close above the range sets a prospective long limit entry at the range high; a close below sets a short…
This FCPO strategy combines candle momentum with volatility and trading-time filters. It looks for a candle whose body exceeds a minimum size and share of its full range, while ATR must fall between a floor and a ceiling. Presets set take-profit and…
This scalping strategy combines a higher-timeframe trend filter with a lower-timeframe momentum trigger. It compares price with the previous completed values of three configurable higher-timeframe EMAs, using their alignment to permit only long or only short…
This futures strategy defines direction using the relationship between closing price and a configurable exponential moving average. It enters long when price is above the average while RSI is sufficiently low, treating weakness as a pullback within an…
This ES strategy combines a higher-level directional bias with short-term breakout entries. It defines bullish or bearish bias from price relative to the 50- and 200-period EMAs, then requires ADX to exceed a threshold and price to cross the corresponding…
This MNQ strategy defines the opening range from the first 15-minute bar beginning at 9:30 a.m. New York time and tracks the overnight high and low from 6:00 p.m. through 9:29 a.m. It arms a direction when a candle closes beyond the opening range and, by…
This indicator assigns bullish or bearish daily and optional weekly bias using the previous period’s high and low, the current period’s developing range, and the prior close. A close beyond a previous high or low sets bias toward that level. Other rules use…
The script is an intraday MNQ strategy that tracks one-minute swing pivots and market structure, then uses the most recently completed five-minute 20- and 50-period EMAs as a trend filter. It enters long after a bearish change of character when the EMA trend…
This FCPO strategy is designed around specified market sessions and configurable presets for shorter and longer chart intervals. Its stated approach combines momentum entries with an ATR volatility floor and ceiling, minimum candle body size and…
This FCPO crude palm oil futures strategy combines five entry filters: price relative to EMA20 sets directional bias; MACD line versus signal line supplies momentum direction; KDJ J readings identify oversold or overbought conditions; Heikin Ashi and regular…
This strategy trades pullbacks around a 21-period exponential moving average, using a smoothed version of that average as a directional filter. Long setups require the smoothed line below the EMA, a prior-bar low reaching the EMA, a close above the EMA and…
This five-minute MNQ strategy combines a fast and slow exponential moving average trend filter with pullback entries. Longs require the fast average above the slow one, price to touch or cross the fast average intrabar and close back above it, a sufficiently…
This strategy uses Wilder-style running moving averages of closing price with default lengths of 20 and 55. It enters long when the shorter average crosses above the longer average and enters short when it crosses below, using the crossover direction as a…
This strategy, inspired by Linda Bradford Raschke, uses the five-period simple moving average to identify extended directional runs and trade a reversal back across the average. After at least eight consecutive closes above the average, it enters long when a…
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 trend-following strategy enters long when price crosses above the upper Bollinger Band and the long-term simple moving average is rising. It enters short when price crosses below the lower band while that average is falling. The bands are calculated…
This indicator compares net positions reported for commercial traders and noncommercial traders in CFTC Commitment of Traders data. For each group, it subtracts short positions from long positions and plots the resulting net value around a zero line. The…
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 MNQ strategy combines opening range breakouts with reversals at the previous day’s high or low. It builds the opening range during a configurable window after the New York open, then accepts ranges only within set minimum and maximum widths. A breakout…
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 indicator calculates and plots six session reference levels: point of control, value-area high and low, and session high, low, and midpoint. It defines value area as the price range containing 70% of session volume and presents the POC as the most…
This countertrend strategy looks for repeated tests of recent high or low levels within a configurable price tolerance. It counts earlier bars near the lookback high and low, then signals a short when price returns near a repeatedly tested high or a long…