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 long-only strategy combines a volume-confirmed bullish fractal with a low-volatility filter. It identifies a local low from a five-candle shape and requires the middle candle’s volume to exceed its recent average. The latest confirmed fractal low…
This intraday strategy uses an ATR-based UT-style trailing level to trigger long and short entries. It filters those signals using a fast EMA and, optionally, a longer EMA on the chart timeframe, a one-minute EMA, a 15-minute EMA, ADX, and a minimum distance…
This chart indicator estimates CME equity index futures price-limit levels from a reference price associated with the prior session. It plots overnight boundaries at five percent above and below that reference and, during the session, optional downside…
This indicator builds a time-price opportunity (TPO) profile by assigning successive letter markers to periods and displaying where price traded during a selected session or interval. It supports regular recalculation periods, a user-defined fixed range, and…
This indicator separates Nasdaq price movement into a pre-market component and a regular-session component by comparing the Nasdaq futures contract with the Nasdaq index. It calculates the index open relative to the futures open for the pre-market measure,…
This strategy uses levels calculated from the previous day’s high, low, and close to generate directional entries. It derives a set of pivot and outer support and resistance levels, then carries the prior day’s H4 and L4 values onto the chart. A long entry…
This strategy looks for breakouts beyond an opening range built during selected London and New York morning sessions. A signal requires a close outside the range, a sufficiently strong candle, and—when enabled—confirmation relative to VWAP. The strategy…
This intraday futures strategy uses MACD line crossovers of the signal line to trigger long or short entries. Signals are confirmed at a bar’s close and orders are intended for the next bar’s open. Users can choose trading direction and enable a trend filter…
This Pine library provides civil date and time arithmetic, fixed-offset and daylight-saving zone conversions, ISO week handling, date adjustment, exchange holiday calendars, trading-day counts, session schedules, and economic-event dates. Its central design…
The VAMA adapts its effective lookback to trading volume instead of using a fixed number of time bars. It compares each bar’s volume with an average-volume increment, scales the selected price by that ratio, and accumulates observations until a target…
This strategy builds volume profiles from recent sessions, distributing each bar’s volume across price rows. It estimates a point of control (POC) and value area by expanding outward from the highest-volume row, and identifies high-volume node (HVN) zones…
This intraday MNQ strategy builds an opening range from the first configurable minutes after the New York session opens, then places breakout entries beyond its high or low with a tick buffer. It can require price to be on the matching side of VWAP, cap the…
This strategy uses the high and low of the 09:30 Eastern one-minute MNQ candle as daily reference levels. From 09:31 through 11:30, it enters when a bar closes across one of those levels and the prior close was still on the other side. It allows up to three…
Waindrops is a charting method that divides a user-defined period into two halves and plots each half’s volume distribution by price, along with the period high and low and a separate volume-weighted average price for each half. The difference between the…
This intraday strategy records the high and low during the New York-time Asia session, then looks for closing prices beyond either boundary during the following trade window. A configurable tick buffer filters marginal breaks, and an optional 200-period…
This strategy combines a fast and slow exponential moving average crossover with an RSI threshold check. A long entry requires the fast average to cross above the slow average, RSI to remain below its overbought threshold, and the higher-timeframe fast…
This strategy tracks the prior Asian session’s high and low, along with the previous day, week, and month extremes. At the close of the bar identified as 8:30, it checks whether price has crossed above any tracked high or below any tracked low. A bearish…
This intraday futures strategy enters when a fast EMA crosses a slower EMA, provided price is on the matching side of a longer trend EMA. Traders can enable either direction. It places stop-loss and profit-target orders at distances based on ATR, and can…
This E-mini S&P futures strategy records the high and low of the first 15 minutes of the New York session, then looks for a close crossing above or below those levels after the range is complete. A long breakout must also be above VWAP and aligned with the…
This strategy defines an opening range from the first configurable minutes after the 9:30 a.m. New York open. After that window, it seeks a close beyond the range high or low, paired with a VWAP retest and confirmation from the VWAP and nine-period EMA. Long…
This strategy uses the SuperTrend indicator, calculated from ATR length and multiplier inputs, to classify the market as bullish or bearish. It generates a long entry when direction flips from bearish to bullish and a short entry when it flips the other way.…
This intraday strategy identifies recent pivot highs and lows, then treats a move beyond a swing level that closes back inside it as a liquidity sweep. Long setups require a sweep below a swing low while price is above a 200-period EMA; short setups require…
This long-only strategy combines an RSI oversold trigger with price thresholds for two staged entries. The first entry requires RSI to cross below its oversold level while price is at or below a user-set limit. After that fill, the script calculates a second…
This script models a nonstop long dollar-cost-averaging position with a base order followed by up to eight safety orders as price falls. Each safety order uses the same configured volume, while the distance from the initial entry grows by a step coefficient.…