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 provides multiple configurable Nadaraya-Watson kernel regression lines for analyzing price at different speeds. Each line can use a rational quadratic, Gaussian, periodic, or locally periodic kernel, with settings for lookback window,…
This long-only Bitcoin strategy combines a filtered Gaussian channel with Stochastic RSI. It enters when the channel filter is rising, the close breaks above the upper band, and the oscillator is either above an overbought threshold or below an oversold…
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 strategy turns liquidity sweep concepts into long and short trading rules. It flags a sweep when price moves beyond a recent high or low, then closes back inside that level with a sufficiently large move relative to ATR. Entries also require a rejection…
This strategy enters long when the close falls below the lower Bollinger Band while RSI is below its oversold threshold. It enters short when the close rises above the upper band while RSI exceeds its overbought threshold. The example uses configurable…
The indicator measures band width relative to average true range, using a selectable Bollinger Band, Keltner Channel, or Donchian Channel for the width calculation. It then applies Bollinger Bands to that relative-width series and compares the current…
This indicator compares oscillator pivots with corresponding price pivots to mark four divergence patterns. Regular bullish divergence pairs a lower price low with a higher oscillator low; regular bearish divergence pairs a higher price high with a lower…
This chart indicator combines several price action displays: internal and external market structure, breaks of structure and changes of character, swing order blocks, fair value gaps, and swing highs and lows. It also offers previous-day and rolling…
This indicator constructs a moving average by weighting observations across a fixed lookback with a beta-distribution-shaped function. Its two shape parameters let users alter how weights are distributed, which changes the balance between responsiveness and…
This strategy trades directional flips in a price range while optionally requiring alignment with higher-timeframe market structure. It tracks a range bounded by recent highs and lows, updates direction when price closes beyond a boundary, and can use…
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 Forex strategy combines swing-based supply and demand zones with doji candles to identify potential reversals. Zones are centered on confirmed pivot highs or lows, sized using ATR, and managed with settings for duplicate removal, expiry, broken…
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 configurable strategy uses an ordered stack of moving averages to define direction and can evaluate that stack on the chart timeframe or a selected higher timeframe. Traders can choose among several average types and set how many confirmed closes the…
This strategy builds long and short setups from confirmed swing pivots. It places a prospective entry at a configurable Fibonacci retracement, requires the swing to exceed a minimum ATR size, and expires setups after a set number of bars. Entries also depend…
This strategy combines standardized readings from volatility-related ratios with the underlying instrument's position within Bollinger Bands. It calculates rolling Z-scores for MOVE relative to inverse VIX, VIX relative to VVIX, and oil price relative to…
This indicator maps normalized price and volume movements into a two-dimensional loop for several selectable symbols. It first applies a two-pole Butterworth high-pass filter to remove slower components, then a Super Smoother filter to reduce noise. Each…
This swing trading strategy uses prior-day pivot levels to define trend context and pullback entries. A close above the second resistance level marks a bullish regime; after that strength, the script looks for price to retrace toward the central pivot range…
This indicator builds a bear market risk score from macroeconomic, technical, sentiment, and market breadth inputs. Macro measures include yield curve inversions, high yield credit spreads, dollar strength, and a gold to oil ratio. Technical signals track…
This indicator groups historical observations by a selected calendar period and displays the median volume or true range for each group. The available groupings are hours of day, days of week, days of month, and months. A dashboard uses color intensity to…
This indicator aggregates open, high, low, and close values for four configurable trading sessions, with default UTC windows corresponding to London, New York, Sydney, and Tokyo. It can draw session candles, highlight session periods, and calculate a…
This long-only strategy combines a Supertrend crossover entry with a higher-timeframe EMA filter. It enters when price crosses above the Supertrend while the higher-timeframe fast, medium, and slow EMAs are ordered from lower to higher. If already long, it…
This strategy uses two Tilson T3 moving averages calculated from a weighted price input. The user can trigger entries when the shorter Fibonacci-parameter line crosses the main T3 line, or use price closing above or below the main line. Upward conditions…