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
This strategy looks for price to pierce a confirmed swing high or low and then close back through that level, treating the move as a possible liquidity sweep. A candidate reversal must also meet a candle-close position rule and, by default, volume-spike and…
This intraday futures strategy records the high and low of the bar at the New York 9:30 open, then trades a close that crosses above or below that range during a defined morning window. The opposite edge of the opening bar serves as the stop; trades are…
This strategy allows one setup per New York trading day. It records the 10:00 open, then selects the first confirmed three-candle fair value gap whose middle candle occurs at or after the setup start. For a bullish gap it places a limit order at the gap’s…
This strategy calculates Camarilla pivot levels from daily high, low, and close data, then references the prior day’s levels for signals. It enters long when the current close is above the prior-day H4 level and enters short when the close falls below the…
This TradingView strategy script provides configurable long and short trade handling, session filters, trade frequency limits, and a performance display. Its risk controls let users choose percentage, ATR-based, or fixed-point stop and target levels.…
This strategy builds an opening range from the early New York session, then looks for price to break above its high or below its low during a defined trading window. Entries can require a candle close beyond the range. Optional filters check ADX strength,…
This strategy uses the standard MACD (12, 26, 9) crossover to generate directional trades, with settings for long-only, short-only, or both directions. A crossover above the signal line opens a long position; a crossunder opens a short. The opposite…
This intraday strategy builds an Initial Balance (IB) range during a configurable session window and uses subsequent price action around its high and low to frame long and short setups. The script includes a trigger moving average and optional…
This ES futures strategy looks for short entries when three exponential moving averages are stacked bearishly, price pulls back to the fastest EMA, and the signal candle closes below its open. Entries are restricted to two specified US trading windows. The…
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 trend-following strategy combines the direction of a simple moving average with price position relative to Parabolic SAR. It enters long when the average is rising and price is above SAR, and short when the average is falling and price is below SAR. A…
This intraday strategy looks for Nasdaq futures price extensions away from VWAP, paired with an extreme RSI reading and a two-candle reversal pattern. It buys when price is sufficiently below VWAP, RSI is oversold, and the latest candle turns up after a down…
This strategy uses confirmed pivot highs and lows to establish potential breakout levels. After a pivot high is detected, it places a stop entry one minimum tick above that level; after a pivot low, it places a stop entry one tick below. The setup state…
This strategy builds a directional setup after price sweeps a recent confirmed swing level and closes back inside it during a London or New York session window. It then tracks a sequence of possible confirmation signals: a large displacement candle, a fair…
This strategy searches recent bars for highs or lows clustered within a price tolerance, treating repeated touches as equal-high or equal-low zones. It looks for countertrend entries near those anchors, with optional candle-rejection and RSI filters, a…
This strategy defines the 09:00–10:00 hourly bar as an opening range. On a one-hour chart, it places a buy stop just above that bar’s high and a sell stop just below its low, each with a one-unit position. Both directions have a fixed profit target and stop…
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 crypto futures strategy combines several oscillator and trend tools to generate long and short signals. Its indicators include WaveTrend, RSI with money-flow measures, Stochastic RSI, Schaff Trend Cycle, and divergence detection based on fractal swing…
This intraday Nasdaq futures strategy builds a high-low range from the first configured minutes after the New York open, then looks for closing-price breakouts above or below that range. Long trades can require price above VWAP, while shorts can require…
This strategy uses Supertrend line crossings to enter long or short trades, optionally requiring price to be on the appropriate side of a 200-period EMA and ADX to exceed a threshold. An optional session filter restricts entries to Indian market hours, and…
This strategy uses MACD line crossings of its signal line to generate long and short entries, with an optional moving-average trend filter. The filter defines trend from whether the simple moving average is rising or falling, and the strategy can restrict…
This intraday futures strategy defines the Initial Balance as the high and low during the first hour of regular trading. After that range is set, it looks for a close crossing above the high or below the low during a later entry window. A VWAP filter can…
This indicator combines swing-based market structure with volume profiles. It classifies lower-timeframe volume as buying or selling from price direction, then distributes that volume across price spans within a profile. The profile can be displayed as…
This intraday strategy records the high and low during a configurable opening window, starting at 9:30 a.m. Eastern. After that window closes, it looks for price to break beyond the range and requires a chosen number of consecutive closes outside it before…