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.
6 documents
This multi-instrument strategy updates bars from incoming ticks and calculates ATR and RSI for each instrument. It only considers new entries when the latest ATR is above its recent average. RSI levels set around the midpoint then determine direction: a high…
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 spot strategy generates signals from a fast and a slow moving average. It identifies a bullish crossover using completed bar values rather than the current bar, which is intended to avoid signals that flicker while a bar is forming. A bullish cross…
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…
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 combines a slower trend signal with faster entry and exit rules. It builds 15-minute bars and compares a fast simple moving average with a slow one; their ordering sets the directional trend. On 5-minute bars, it calculates RSI and opens a long…