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 research script builds an opening range from five-minute data starting at 9:30 a.m. New York time. It offers entry choices based on the first five-minute close outside the range, a later retest after a breakout, or a 15-minute close beyond a range…
This strategy builds a 30-minute opening range for MNQ futures from 9:30 to 10:00 Eastern, then looks for trades after the range is fixed. A breakout requires a close beyond the range edge by default, elevated volume relative to its moving average, and a…
This strategy generates long and short entries from fair value gap patterns or momentum reversals. The reversal conditions use MACD crossings with RSI thresholds, while the gap conditions compare current price extremes with levels from two bars earlier. A…
This intraday strategy builds the premarket high and low, locks those levels at the market open, and watches for setups during a configurable opening window. Its breakout branch waits for a close beyond a range boundary, then a retest near that boundary and…
This chart overlay represents each bar's volume as a box whose horizontal width varies with volume relative to a recent rolling total. It places these boxes beside price bars and colors them according to whether the corresponding candle closed up or down. A…
This strategy uses a short-period RSI to trade reversals after the indicator leaves an extreme zone. It opens a long when RSI crosses back above the oversold threshold and a short when RSI crosses back below the overbought threshold. A new opposite signal…
This intraday strategy trades during a configurable overnight window in Eastern Time, with weekday selection and a forced close at the session end. It uses fast and slow EMA crossovers for direction, then filters entries with RSI. A short preference can…
This charting indicator organizes intraday analysis around configurable trading sessions, labeled as killzones. It can mark each session’s high and low, extend pivot lines until or beyond mitigation, display midpoints, and alert when selected pivots are…
This NQ/MNQ strategy is designed to fade extended moves, using a combination of price, volatility, volume, and market-structure signals. Its named setups include overextension fades, delta divergence, liquidity-sweep traps, aggressive-flow fades, absorption,…
This NAS100 strategy combines session timing with an ICT-style market structure shift. It tracks recent swing highs and lows, resets those levels when a configured Asian, London, New York, or New York lunch window begins, and looks for a close beyond a pivot…
This MES strategy builds a price range during the first half hour of its configured evening session, then trades until the session ends. It rejects ranges outside a minimum and maximum size. A breakout entry requires a close beyond the range plus a buffer,…
This strategy builds trades around a New York opening range, using a breakout above or below the range, optionally after a retest. Signals can be filtered or scored with higher-timeframe EMA direction, market-structure breaks, liquidity sweeps, order blocks,…
The strategy turns a volatility-scaled measure of distance from an exponential moving average into directional signals. It divides the close-to-EMA distance by a multiple of ATR, smooths that reading, and enters long or short when it crosses a selected…
This strategy combines swing-structure breaks with a recent fair value gap (FVG) and a moving-average trend filter. A bullish signal requires price to cross above the latest pivot high, a bullish gap to have appeared within the configured lookback, and price…
The strategy builds a price range during the 8:00–8:15 a.m. Eastern session, then fixes its high, low, and midpoint. Between 9:45 and 11:00 a.m., it waits for a close outside the range and enters when price retests the midpoint in the breakout direction. The…
This strategy calculates daily floor-trader pivot levels from the previous day’s high, low, and close. It averages those values for the central pivot and derives first resistance and support from the distance between the pivot and the prior day’s range. On…
This Pine library helps scripts construct and request Commitment of Traders data series. It maps report families, metric names, directions, options inclusion, and report types into ticker identifiers, then retrieves the selected series through a security…
This strategy looks for repeated highs or lows within a user-set price tolerance over a rolling lookback, treating those clusters as potential reversal zones. It enters when price returns near a detected level, subject to a rejection-candle condition,…
This MES strategy builds price bands around VWAP from the rolling standard deviation of percentage distance from VWAP. It looks for price to cross back inside the outer three-standard-deviation boundary, entering long below the lower boundary when a…
This strategy trades gold during a configured Asia session, using VWAP as the intraday trend reference. It looks for price to approach a narrow band around VWAP while price remains on the trend side of VWAP; an optional candle close back across VWAP confirms…
The strategy applies the market-profile idea of an open drive: a persistent directional move during the first 30 minutes after the cash-market open. It evaluates this behavior on 30-minute bars and identifies setups at specified opening times, primarily…
This strategy defines a fair-price zone from the open-close body of selected time-of-day anchor candles. After price moves beyond the zone, it waits for a break of the latest three-candle wick swing structure back toward the zone. A bearish break can trigger…
This MGC futures strategy combines candle structure, relative volume, trend, and trading-session filters to produce entries. A bullish setup requires an up candle whose range covers the prior candle’s range and whose close exceeds the prior open; the bearish…
This intraday strategy seeks pullbacks that resume the prevailing direction. A long setup requires price above a trend EMA, a move below a faster EMA followed by a reclaim, and RSI above a threshold. Shorts reverse those conditions. An optional VWAP filter…