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.
21 documents
This strategy combines Bollinger bands with an average true range stop on fifteen-minute bars. When flat, it places stop-entry orders at the upper and lower bands, aiming to enter on a move beyond the recent range. The band window, band deviation, ATR…
This strategy enters long or short positions when price reaches the rolling high or low over an entry window. It adds up to four fixed-size units at progressively spaced price levels, with spacing tied to the average true range (ATR). When a position is…
This strategy seeks directional breakouts on one-hour bars. A long entry requires positive CCI and an intraday bid above the upper Bollinger Band and the previous bar’s high; a short entry requires negative CCI and an ask below the lower band and previous…
This strategy builds Keltner-style bands from a simple moving average of closing prices and a simple moving average of true range. On five-minute bars, when flat, it places linked stop orders above and below the bands so that a move beyond either boundary…
This strategy combines Bollinger Bands with MACD to enter long or short positions when price crosses an outer band and MACD points in the same direction. It calculates bands from closing prices, uses a rolling standard deviation to size positions against a…
This strategy combines Bollinger-style price bands with the Commodity Channel Index (CCI) to generate directional entries on 15-minute bars. It calculates a simple moving average and standard deviation over a configurable lookback, then places a stop entry…
This strategy uses 15-minute bars to trade breakouts beyond Bollinger Bands. When flat, it places stop entries at the upper and lower bands, so a move through either boundary can open a long or short position. Band settings determine the entry channel, while…
This strategy uses Bollinger-style price bands to enter long or short positions when a bar reaches beyond the upper or lower band. It adds a directional filter based on the difference between the latest close and a close from an earlier lookback: positive…
This strategy builds 15-minute bars from incoming ticks and updates a rolling indicator manager. After the indicator window is initialized, it calculates Bollinger Bands and a simple moving average midline. When flat, it places stop entries above the upper…
This strategy combines Bollinger Bands, MACD, and ATR to trade breakouts in either direction. It opens a long position when price reaches the upper band while MACD and its histogram are positive; it opens a short position when price reaches the lower band…
This strategy builds 15-minute bars and uses Bollinger Bands to place stop entries at the upper band for a long position and the lower band for a short position when flat. It calculates the middle band as a simple moving average and also computes ATR. Once…
This strategy uses Bollinger Bands on 15-minute bars to place stop entries above the upper band and below the lower band while flat. It calculates a simple moving average as the middle band and uses that level as an exit trigger: long positions are sold when…
This overview maps a CTA trading system into components for strategy templates, example strategies, backtesting, order conversion, live execution, and a graphical interface. It describes how live initialization can retrieve historical bars through a data…
This strategy uses the previous trading day’s high-to-low range to set stop-entry levels around the next day’s opening price. Separate multipliers scale the upward and downward thresholds. During the session, it chooses an entry side based on whether the…
The document outlines a cryptocurrency futures system that combines MACD direction signals with Bollinger Band breakouts. It proposes opening a long position when MACD forms a bullish crossover with its fast line above zero and price breaks the upper band,…
This strategy uses 15-minute bars to calculate Bollinger Bands, a simple moving average, and average true range. When flat, it places stop entries at the upper and lower Bollinger bands, allowing a move beyond either boundary to initiate a long or short…
This strategy combines a 15-minute moving-average trend filter with 5-minute Bollinger bands and RSI conditions. A bullish moving-average relationship and sufficiently high RSI trigger a stop entry at the upper band; a bearish relationship and sufficiently…
This strategy uses hourly bars to trade breakouts from Donchian channels. When flat, it places stop orders at the upper and lower boundaries of a longer channel, using average true range (ATR) to set trade size. Its risk allocation is divided by twice the…
The document outlines a long and short cryptocurrency strategy that combines MACD direction with Bollinger Band breakouts. Long entries require a bullish MACD cross with the fast line above zero and a price break above the upper band; short entries use the…
The document implements a Turtle-style breakout strategy using Donchian channel levels for entries and exits, with ATR-based stop placement and position sizing. It tracks the trade’s high and low, moves stops as prices advance, and adds to positions at…
This strategy uses Bollinger Bands calculated from hourly closing prices to generate long and short trades. It enters long when the latest tick rises above the upper band and enters short when it falls below the lower band. A long is closed below the middle…