Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
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This strategy combines a long-term trend filter with a compression condition and directional expansion signals. It classifies the trend using price and a faster moving average relative to a slower moving average, then defines a narrow state by the percentage…
This positional strategy treats an inside bar as a contraction in price range and uses the preceding bar as the mother candle. It waits for a confirmed close above or below that candle's range before entering long or short, and permits one breakout attempt…
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…
This indicator applies a chi-square goodness-of-fit framework to historical market observations. Users can select price fields, RSI, or predefined levels, compare lagged values with chosen inequalities, and combine conditions. The observed outcomes are…
This strategy seeks reversals toward a rolling, volume-weighted price mean. It computes the basis over a configurable lookback and measures volume-weighted absolute deviation to form outer bands. A long setup occurs when price crosses below the lower…
This indicator combines a moving-average trend cloud with ZigZag swing points to identify ABC pullbacks. It estimates trend direction from the placement of several simple and exponential moving averages relative to candle bodies. The recent ZigZag waves are…
This strategy combines fast and slow momentum readings to classify price action as bullish, bearish, or mixed. It enters long when both momentum values are above zero and closes the position if either falls below zero. In short-enabled mode, it enters short…
This indicator draws a linear trend over a configurable lookback and surrounds it with deviation channels. A smart-period option adjusts the window to the chart timeframe, using day or week boundaries for many intraday settings; users can instead choose a…
This indicator compares price swing pivots from a Zigzag process with pivots in a selectable oscillator. Available sources include common momentum measures and normalized positions within Bollinger, Keltner, Donchian, or adaptive Donchian channels; an…
This configurable strategy builds a volume-weighted average price from typical prices and cumulative volume, resetting the calculation by session, week, or month. It estimates volume-weighted dispersion around VWAP and plots three bands at selectable…
The strategy defines an equilibrium level as the midpoint between the highest high and lowest low over a chosen lookback. It uses that level as each synthetic candle’s opening reference and classifies closes above or below it. After a configurable run of…
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 uses confirmed pivot highs and lows to set potential reversal entry levels. When a pivot high appears, it retains that price and places a long stop order one minimum price increment above it. A pivot low similarly establishes a short stop one…
The indicator estimates expected volume for each time grouping and compares current volume with that baseline. Groupings can use minutes, hours, days, months, or quarters, alone or in combination. For a given group, it stores recent observations and…
Stochastic Weights combines several bounded momentum and money-flow measures into a weighted oscillator. Components include price stochastic, stochastic RSI, stochasticized price change, stochasticized volume, RSI, smoothed RSI, MFI, and smoothed MFI. Users…
KCGmut combines a Donchian-range center-of-gravity zone with ATR-spaced outer channel bands. Its lookback is assigned according to chart timeframe, and its channel width and inner COG width are displayed as percentages of the range midpoint. Price above,…
This oscillator derives its input from the close at each change of a selected higher-timeframe interval, weekly by default. It calculates a 14-period RSI on that sampled series, smooths the RSI with an EMA, and uses the difference between the two to form…
This indicator combines a custom LOWESS smoother with a volatility-adaptive Gaussian moving average. Its Gaussian calculation uses ATR and close-price standard deviation to adjust weighting, then applies LOWESS smoothing. The smoothed line’s direction,…
This indicator presents a simple classification approach that compares two selected inputs with past observations to produce a bullish or bearish reading. Inputs can include stochastic, RSI, z-score, money flow, volume, or distance from a moving average. The…
This daily-chart strategy seeks long exposure using signals from the Nasdaq alongside market context from the S&P 500 and Bitcoin. Its main entry filter requires S&P 500 lows to remain above a 21-day EMA for several sessions, QQQ lows above short EMAs, no…
This backtest script implements a long and short version of a three-candle setup called the 123 Stormer strategy. For longs, the first candle must make a higher high and higher low than the second; the third must either make a higher low or, when the option…
This Pine Script framework demonstrates ways to color chart signals according to direction and strength. Its relative gradient functions map a signal’s position within a chosen range to bull or bear colors, with the midpoint separating the two sides. The…
This long-only strategy derives a trailing stop from average true range and a selected price series. The source can be manually calculated Heikin-Ashi values, Heikin-Ashi data requested from the platform, or regular candles. A buy signal occurs when the…
The strategy measures how far the closing price is from its rolling mean in standard deviation units. It seeks longs when the z-score is sufficiently negative and shorts when it is sufficiently positive, with optional RSI confirmation, a minimum Bollinger…