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 indicator compares historical daily volume reported by intraday and end-of-day data feeds. It plots the two series and reports their cumulative intraday-to-end-of-day volume ratio, with visual cues for low ratios and missing data. The purpose is…
This indicator presents open-interest data for selectable futures markets, including contracts associated with financial, currency, equity-index, energy, and agricultural markets. Its settings expose multiple ticker slots and choices that distinguish data…
This strategy implements a Turtle-style trend-following system for long and short positions. It enters when the closing price crosses beyond the prior 55-period high or low, then exits when price crosses the opposing 20-period channel boundary. The lookback…
The listing gives a brief description of a NAS100 zone-trading approach that follows two pairs of moving averages: the 50- and 200-period averages for broader trend context, and the 10- and 20-period averages for a nearer-term trend. This suggests using…
This intraday strategy is designed for BankNifty futures and uses both long and short signals. Entries combine the direction and slope of a linear-regression price estimate with price relative to VWAP and VWAP slope. Optional cumulative volume delta and RSI…
This intraday natural gas strategy uses moving-average alignment, MACD, and RSI to filter for directional trades. Long entries require price and the fast EMA above the slow EMA, MACD above its signal with a positive histogram, and RSI above a threshold;…
This document presents a complex scalping strategy for Nasdaq futures, including NQ and MNQ. Its settings and code excerpt describe several possible entry paths, drawing on opening range breaks, fair value gaps, retracement zones, structure breaks, liquidity…
This intraday futures strategy scores failed moves through prior-day, premarket, and opening-range levels. A long setup requires price to trade below and close back above at least two reference lows; a short setup mirrors this at reference highs. Trades are…
This strategy uses a fast and slow exponential moving average crossover to generate directional entries, with volume or short-term price direction as additional confirmation. A trend filter accepts conditions when ADX exceeds a threshold or the positive and…
This intraday futures strategy enters when a closing price breaks above the prior Donchian upper band or below the prior lower band. The bands use the highest high and lowest low over a configurable lookback, shifted back one bar to avoid using the current…
This strategy uses the previous week’s high and low as reference levels, then compares each current bar’s high and low with those boundaries. In one signal mode, a bar fully below the prior weekly low sets a short state, while a bar fully above the prior…
This entry-only setup tracks the high and low formed during the noon-to-1 p.m. New York lunch session, then watches for the first sweep during the 1–4 p.m. window on a 5-minute NQ chart. A move above the lunch high that closes back below it signals a short;…
This strategy combines confirmed swing pivots, market-structure breaks, and Fibonacci retracements to generate trades. It labels higher highs, lower highs, higher lows, and lower lows, then marks breaks as continuation or change-of-character events. An ATR…
This futures strategy seeks intraday rebounds from daily or New York session VWAP. Long setups require price above weekly VWAP and a prior low that touched or crossed the daily or session VWAP before the current close returns above it. Short setups mirror…
This script demonstrates an alert-driven limit-order workflow using price levels derived from recent pivot highs and lows. A selected Fibonacci-style level sets a prospective long entry; as that level changes, alerts can place, move, or cancel a limit buy.…
This strategy framework builds trade ranges from the Asia session, London session, or a New York opening range, then looks for breakouts during a defined trading window. Its session-bias model compares the London move and range with the Asia range, and can…
This indicator displays the open, high, low, and close from a selected higher timeframe as horizontal price levels on a lower-timeframe chart. Its resolution choices range from hourly periods to yearly periods, and the script includes settings for which…
This TradingView indicator annotates Renko bars with volume and elapsed time, then colors the labels according to each measure relative to a moving average. Users can choose EMA or SMA comparisons, show all or only larger readings, and control candle body,…
This strategy records the high and low of the 09:00 candle each day and uses them as an opening range. It is designed for a one-hour chart. Once the range is available, the script places stop orders above and below its boundaries, offset by a multiple of the…
This strategy outlines long entries for the Micro E-mini S&P 500 futures contract on a 30-minute chart. It arms after the 9-period EMA or closing price reaches or falls below the 200-period simple moving average, then waits for the short EMA's slope to turn…
This framework turns three-candle Fair Value Gap patterns into trend continuation setups. It records the latest bullish or bearish gap, then waits for price to revisit its boundary and close back beyond it. A 50-period exponential moving average filters…
The strategy records the high and low during a configurable evening session in New York time, then looks for confirmed closes beyond that range during a later trading window. It can require price to be above or below an exponential moving average, and can…
This intraday strategy trades during a configurable New York session and uses a higher-timeframe EMA to set directional bias. Its default entry is a VWAP retest: price touches or crosses the session VWAP, then closes back on the trend side. Optional entries…
This backtest strategy calculates floor-trader pivot levels from the previous day’s high, low, and close. It averages those prices to obtain the central pivot, then derives the first resistance and support levels from that pivot and the prior day’s range.…