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 futures strategy combines three signal components: directional trend conditions based on an EMA and directional indicators, a Donchian-style break of a prior high or low, and a volatility squeeze release confirmed by price relative to the Bollinger…
This futures-oriented framework enters when a selectable fast moving average crosses a slower one. Before entry, it can require expanding volatility, measured by a shorter-period ATR exceeding a longer-period ATR, and directional RSI confirmation. A time…
This strategy builds Bollinger Bands from a configurable simple moving average of closing prices and a standard-deviation envelope. It enters long when the close moves above the upper band and short when it falls below the lower band. A direction setting can…
This futures strategy looks for an impulse formed by two strong candles with rising volume, then waits for price to wick into a Fibonacci retracement zone of the second candle. It recognizes same-direction candles and mixed patterns that still close beyond…
This strategy seeks long and short entries when several conditions align: price is positioned relative to a long-term EMA and VWAP, a smoothed range filter agrees with direction, a wave-style momentum measure crosses its signal, and RSI, MACD, volume, and…
This MES strategy looks for closing breaks above confirmed pivot highs or below pivot lows. A long also requires price above a higher-timeframe EMA, RSI above its midpoint, elevated volume, an enabled morning or afternoon session, and an available trade…
This intraday breakout strategy is presented for VN30F1M futures. It enters long when a bar closes above the upper Keltner band and short when it closes below the lower band. The channel is centered on an EMA and widened by an ATR multiple. An optional…
This document combines an ICT-style session visualization tool with a strategy script. The indicator can mark Asia, London, and New York trading windows, track each window’s highs and lows as pivot levels, display midpoints and ranges, and optionally show…
This indicator summarizes intraday behavior by hour and by named trading session. Its ranking boards compare average bar range, volume, the proportion of bars closing up, average open-to-close drift, and a composite ranking that equally combines percentile…
This intraday strategy trades Nifty futures breakouts beyond the high or low of the first 15 minutes of the session. It skips days when the opening range is wider than a set percentage of price, limits entries to before the late-session cutoff, and permits…
This indicator builds a price-level display from lower-timeframe data, with selectable views for total volume, volume delta, or open-interest delta. It groups activity into levels spaced by ticks or percentages, then draws profile elements, a heatmap, and an…
This strategy combines a price-and-stochastic reversal signal with a modified price-volume trend filter. The reversal component tracks recent closing-price direction alongside fast and slow stochastic values: it signals long when the coded upward price…
This strategy combines a Turtle-style price breakout with a long-term trend filter, staged entries, and two exit mechanisms. It opens long positions when the close exceeds the highest high over the entry lookback and, by default, sits above a simple moving…
This intraday Bank Nifty strategy looks for breakouts aligned with a short-term EMA trend. Long entries require the faster EMA to exceed the slower EMA, price to be above the faster EMA, and the close to break above the previous bar’s high; short entries…
This strategy for Vietnamese index futures combines SuperTrend direction changes with RSI and an optional moving-average slope filter. A long signal occurs when SuperTrend turns upward and RSI is below its overbought threshold; a short signal requires a…
This strategy places rolling limit orders at the prior bar’s EMA when the previous close is on the corresponding side of that EMA. It can trade long, short, or both directions, within a configurable New York time window. The order price updates with the…
The document presents a configurable long-and-short strategy built around fast and slow EMA crossovers, with optional confirmation from higher-timeframe Hull moving averages, RSI, VWAP, MACD, volume, and recent price structure. Only enabled higher-timeframe…
This intraday strategy combines Supertrend direction, MACD crossovers, RSI bounds, and a long-term EMA bias to generate long and short signals. Long entries require bullish Supertrend direction, a bullish MACD crossover, RSI above the oversold threshold, and…
This intraday strategy first records the high and low of an opening range, then permits a single trade per day after that range is established. A long requires a close above the range high, a recent break of a swing high interpreted as a Change of Character,…
This Nifty futures strategy combines a long-term trend filter, a momentum trigger, and a volatility condition. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR is greater than its own moving average. Short entries use the…
This strategy combines a price reversal signal with daily floor-trader pivot levels. Its reversal component tracks stochastic values and recent closes, while the pivot component uses the previous day’s high, low, and close to calculate a central pivot and…
This indicator compares two ways to estimate volume delta: updates from real-time tick data and a selectable lower timeframe. In tick mode, it tracks price and volume changes within the current chart bar, assigning volume to up, down, or unchanged price…
This strategy estimates a daily expected-move range from the daily open and an implied-volatility index selected for the asset class. It plots the open and intermediate and outer price bands, then combines a moving-average crossover with volume, ADX,…
This NQ strategy looks for reversals during selected New York trading windows. A setup combines a liquidity sweep beyond a prior-day or recent swing level, a large directional displacement candle, a close through a recent swing as a market-structure shift,…