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 indicator estimates autocorrelation between a smoothed input series and delayed versions of itself across a range of lags, then displays the coefficients as a color-coded periodogram. Positive and negative correlations use different color gradients.…
This strategy models a trade as a sequence: price sweeps a recognized liquidity level, market structure shifts, and price then returns to a fair value gap for entry. Candidate levels include prior day and week extremes, session highs and lows, equal highs or…
This BTC futures swing-trading indicator combines an EMA trend filter, RSI momentum, and a Supertrend trigger. A signal appears only when all three components align. Its labels display an entry price, a stop, and two profit targets, and it is described for…
This chart indicator displays monthly calendar tables that distinguish trading days, weekends, holidays, and designated expiry days. The user selects a weekday for expiry and can customize colors, table placement, and whether vertical lines mark expiry…
This long-only strategy enters after three consecutive closes above both the 20-period simple moving average and an upper Bollinger band set at half a standard deviation above that average. After a trade is fully closed, a reset rule requires price to close…
This strategy defines an opening range from the first 15, 30, or 60 minutes of a configurable session. Once the range is complete, it signals a long trade when price breaks above the range high and a short trade when price breaks below the range low.…
This day-trading strategy builds ranges during configurable London and New York sessions, then watches for price to sweep a range boundary. It offers several post-sweep confirmations: a three-candle reversal, a close through a recent swing level (CHoCH), an…
This trend-following strategy enters when a confirmed close crosses above the highest high or below the lowest low of a prior lookback channel. A long-term simple moving average filters direction: longs require price above it and shorts below it, with…
This strategy combines a weighted monthly, weekly, and daily trend bias with intraday entries during the New York morning session. It measures each timeframe by whether price is above or below a 21-period EMA, then uses the weighted score to classify bullish…
This example builds a spread-like series from the closing prices of the YM and NQ futures contracts. It smooths their price ratio with a long moving average, uses that ratio to scale one contract against the other, and calculates Bollinger Bands around the…
This ES intraday strategy combines an 8/21 EMA crossover with a 50-period EMA trend filter, smoothed RSI, MACD confirmation, and above-average volume. It opens a long or short position only when the crossover, price location, momentum signals, volume…
This strategy defines opening ranges for the London and New York sessions, then looks for trades when price closes beyond a range boundary by a configurable minimum distance. It can trade either or both sessions, use a 15-minute exponential moving average to…
This strategy seeks mean reversion after an unusually high-volume, wide-range bar in NQ futures. It identifies candidate reaction bars using volume relative to a moving average and range thresholds, with optional filters for repeated recent spikes, candle…
This strategy centers on an opening range whose start time and duration can be configured. It supports direct breakouts, retests of the broken boundary, or retests of the range midpoint, with a timeout for waiting on a retest. Long and short trades receive a…
This futures strategy estimates signed volume from lower-timeframe candles: volume is positive when a candle closes above its open and negative when it closes below. It distributes those signed values across price bins within the chart bar, sums them into a…
This trend-following strategy uses a fast and a slow simple moving average to trigger entries: a cross upward signals a long and a cross downward signals a short. A third, longer-period SMA can filter trades by its slope, allowing longs when it is rising and…
This indicator builds price-level profiles from lower-timeframe volume estimates. It assigns each lower-timeframe bar’s signed volume across the price levels spanned by its high and low, then accumulates those values into a profile. Users can choose…
The strategy looks for a directional impulse followed by a tight consolidation and a close beyond that consolidation’s range. It defines an impulse using bar range relative to ATR, measures compression against ATR, and requires a minimum number of small…
This indicator builds a price-level profile from recent bars and displays it as a heatmap around the current market. It divides the selected historical high-to-low range into bins, then adds each bar’s volume to bins near that bar’s closing price. Profile…
This strategy combines two approaches for Micro E-mini S&P 500 futures during the Globex session: trading confirmed breaks from an opening range and fading moves back inside that range. It builds the range shortly after the evening open, accepts only ranges…
This TradingView strategy combines volume confirmation with rejection moves around session opens and prior-day or prior-week highs and lows. Long and short signals require a candle to probe near a tracked level and close in the direction of rejection.…
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 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 intraday strategy defines an opening range from a configurable morning session, then looks for a close crossing above its high or below its low during a later trading window. Optional filters require alignment with the daily 200-period EMA,…