Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
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This indicator estimates a simplified Entropic Value at Risk (EVaR) from recent close-to-close returns. It approximates a moment-generating function with a Tsallis q-exponential, then combines that value with a confidence parameter and q parameter. The…
This indicator measures trading activity by multiplying closing price by volume, smoothing that dollar-volume series with a configurable simple moving average, and taking its logarithm. The log transformation compresses large values. It plots the resulting…
This indicator identifies potential V bottoms and tops from deviation-based pivots, then marks a pattern confirmed when price breaks a selected reference level. A potential bottom begins when the close crosses above the last low pivot; a potential top begins…
This screener detects regular and hidden bullish or bearish divergences between price pivots and a selected oscillator. It supports built in oscillators such as RSI, CCI, CMO, momentum and stochastic measures, or an external oscillator series. A Zigzag…
This indicator turns several macroeconomic and market series into a color coded dashboard and a simple composite recession risk score. Its inputs include S&P 500 moving average growth, the US 10 year versus 3 month Treasury yield spread, M2 direction, a GDP…
The Faith Indicator estimates whether buying or selling pressure is prevailing by comparing volume on directional price bars. It counts a bar toward buyer demand when price makes a higher high alongside greater volume, and toward seller supply when price…
This Pine strategy combines a short EMA compression setup with momentum, volume, trend, and risk filters. It defines a squeeze by measuring the spread among the 6, 12, and 20 period EMAs, and checks whether the 20 period EMA has been relatively flat. A…
This strategy looks for price to pierce a confirmed swing high or low and then close back through that level, treating the move as a possible liquidity sweep. A candidate reversal must also meet a candle-close position rule and, by default, volume-spike and…
This indicator combines three related views of a price series: the real and imaginary components of its correlation with a rotating sine and cosine reference, a derived correlation angle, and a categorical market-state reading. The correlation calculation…
This intraday futures strategy records the high and low of the bar at the New York 9:30 open, then trades a close that crosses above or below that range during a defined morning window. The opposite edge of the opening bar serves as the stop; trades are…
This strategy seeks trades in the direction of a broader trend, defined by price and the 50-period EMA being above or below the 200-period EMA. It then looks for a pullback to the 25-period or 50-period EMA, followed by aligned fast and slow EMA crossovers…
This Pine Script library provides country-specific market holiday timestamps, including special historical closures, as arrays that other indicators and strategies can use. Its exported function accepts a country code and combines data held in separate…
This chart indicator combines fair value gaps with a directional market-structure process. It identifies gaps using price relationships across three bars, tracks swing highs and lows as direction changes, and marks structural reversals when price breaks the…
This four-hour strategy combines an ATR-based UT Bot trailing stop with a 50-period EMA and MACD. A long setup requires the UT Bot to cross upward, MACD to be above its signal line, and the candle to remain above the EMA; short setups apply the inverse…
This strategy looks for price to sweep a confirmed swing high or low and then close back beyond that level. The reclaim must occur within a configurable window and satisfy candle-strength and close-location filters. An optional 200-period EMA filter aligns…
This trend-following strategy enters long when a nine-period exponential moving average crosses above VWAP and enters short when it crosses below. It manages open trades with an ATR-based trailing stop whose distance and offset are both set using the ATR…
This strategy allows one setup per New York trading day. It records the 10:00 open, then selects the first confirmed three-candle fair value gap whose middle candle occurs at or after the setup start. For a bullish gap it places a limit order at the gap’s…
This Pine library defines reusable data structures and methods for calculating and drawing zigzags. Pivots can store their chart coordinates, direction, level, component relationships, and ratios describing price movement, wave size, and bar counts. The…
This indicator constructs a zigzag using one of several pivot rules: a manual percentage move, a move scaled by average true range or maximum true range, high/low pivots, or price action. Users can adjust the method parameters and display pivot prices,…
This strategy calculates Camarilla pivot levels from daily high, low, and close data, then references the prior day’s levels for signals. It enters long when the current close is above the prior-day H4 level and enters short when the close falls below the…
This indicator detects upward and downward price gaps and displays them as boxes arranged into a profile beside the chart. Users can set a minimum gap-size threshold, limit how many gaps remain visible, choose left or right placement, and adjust the profile…
This TradingView strategy script provides configurable long and short trade handling, session filters, trade frequency limits, and a performance display. Its risk controls let users choose percentage, ATR-based, or fixed-point stop and target levels.…
This strategy detects bearish divergence when price forms a higher swing high while RSI forms a lower high, and bullish divergence when price makes a lower swing low while RSI makes a higher low. It uses pivot points with a configurable lookback and admits…
This chart indicator scans for regular and hidden divergence between price pivots and as many as ten built-in measures, including MACD, RSI, stochastic, CCI, momentum, OBV, volume-weighted MACD, Chaikin money flow, and money flow index. An external indicator…