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 strategy combines one-hour swing levels with five-minute entry conditions. It marks confirmed pivot highs and lows, then treats a wick beyond a prior swing followed by a close back inside that level as a bullish or bearish mitigation. After mitigation,…
This strategy builds an opening range during a configurable period after the New York market open, then looks for a breakout confirmed by consecutive closes above the range high or below its low. It allows weekday filters and contract sizing, and enters at…
This indicator draws selected higher-timeframe candles beside the current chart, reconstructing each candle’s open, high, low, and close from lower-timeframe bars. It adds buy and sell volume profiles across price rows, with options for split or stacked…
This strategy uses the slopes of a fast and a slow simple moving average to define direction. It signals long when both averages rise and short when both fall, with an optional additional filter based on the slope of another moving average. Traders can…
This VN30F1M strategy treats a close above the upper Bollinger Band as a long breakout and a close below the lower band as a short breakout. A configurable SMA direction filter can require the moving average to be rising for long trades or falling for…
This NQ strategy combines a fast and slow exponential moving average crossover with price location relative to VWAP. It enters long when the 20-period EMA crosses above the 50-period EMA and the close is above VWAP. It enters short when the 20-period EMA…
This strategy uses unusually wide bars to time long entries. It calculates each bar’s high-to-low range and ranks it against the preceding lookback window. When the range reaches the stated upper percentile threshold and the bar closes below its open, the…
This intraday ruleset uses the direction of a Nasdaq futures morning candle to choose a position: a bullish candle signals a long, while a bearish or non-bullish candle signals a short. The page description says to use five-minute candles and enter after the…
This strategy enters long when the close breaks above the upper Bollinger Band while RSI is above its neutral threshold, and enters short when the close falls below the lower band while RSI is below that threshold. An optional SMA filter permits longs when…
This strategy builds demand and supply zones around confirmed pivot lows and highs, padding each pivot by a configurable amount. Long setups require a demand-zone rejection, a bullish sweep of recent lows or a simpler bullish attempt, upward displacement,…
This backtest strategy combines a reversal-style signal with prior-day floor pivot levels. Its first component looks for a two-step change in closing prices and compares fast and smoothed stochastic readings around a configurable threshold. The second…
This intraday strategy detects failure patterns and inside bars on a configurable higher signal timeframe, then supports two entry modes. It can enter when price breaks the higher-timeframe signal bar, or use that break to establish directional bias and wait…
This strategy identifies bullish and bearish fair value gaps from three-bar price relationships, keeps them active for a configurable period, and looks for a later candle to retrace into the gap. In its default mode, the retracement candle must have the…
This indicator builds a footprint view by dividing price into levels and estimating buying volume, selling volume, total volume, and delta at each level. It can request lower timeframe data at minute, second, or tick granularity. For minute and second data,…
This indicator estimates continuous third- and fourth-month VIX futures series from VIX spot and the first two continuous VX futures. It is intended to fill a historical data gap for charting and backtesting maturities beyond the front two contracts. The…
This Nasdaq futures scalping strategy looks for pullbacks toward a moving average while price remains on the trend side of that average. It confirms long signals with RSI above a bullish threshold and short signals with RSI below a bearish threshold. A…
This intraday strategy is designed around the NYSE regular-session open. It seeks long or short trades after price reclaims the open-anchored VWAP and then holds a pullback, with a short-term EMA curl and optional rising-volume confirmation. The trade window…
This TradingView script describes an EMA-based strategy with configurable trigger and trend lengths, optional re-entry or setback behavior, and controls for long-only or short-only trading. Its broader configuration supports futures signals and optional…
This MNQ strategy builds an opening range from the New York session’s first 15 minutes, recording its high and low. During the following trade session, a confirmed bar that closes outside the range can trigger a long above the high or a short below the low;…
This ES five-minute strategy looks to short after a bullish fair value gap forms, defined as the first candle’s high being below the third candle’s low, when that third candle closes down. It filters out setups when the 14-period ATR is below the stated…
This intraday strategy combines a daily directional bias with prior-day liquidity levels, swing structure, and order blocks. It tracks sweeps of the previous day's high or low, identifies swing points with a five-bar fractal, and marks a market structure…
This strategy uses a higher-timeframe candle pattern to establish directional bias, then maps a swing on a lower timeframe. It draws a Fibonacci range from the swing’s start to its extreme and looks for a pullback to the midpoint. Stops are placed beyond the…
This intraday strategy looks for pullbacks toward a daily session VWAP, then enters in the direction of a trend. A trend requires price to remain on the appropriate side of VWAP and a volatility-scaled EMA slope to point the same way; an EMA50 price filter…
This strategy identifies bullish or bearish market structure breaks by detecting price crossings of recent pivots, with a momentum z-score filter. On a break, it searches recent bars for an opposite-colored candle and uses that candle’s high and low to…