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.
54 documents
The document is a historical series of hourly candlestick observations for a BCH/USDT market. Each row records a timestamp, open, high, low, close, and traded volume, giving the basic inputs commonly used to inspect price movement, calculate technical…
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 example demonstrates a workflow for analyzing Bitcoin market data across multiple time intervals. It loads minute bars for a specified historical period, configures a transaction-rate assumption, and selects several technical indicators, including ATR,…
This strategy uses a fast and a slow moving average to trade a cryptocurrency futures contract. A bullish crossover opens a long position or reverses a short position; a bearish crossover opens short or reverses long. Signals use earlier completed bars…
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 document describes a live monitoring system in which users define named formulas over instrument prices. The system subscribes to the instruments referenced by each rule, reads their latest available prices when market updates arrive, evaluates the…
This document implements a directional crossover strategy using fast and slow exponential moving averages on hourly bars. It calculates the averages from closing prices, discards the latest bar if it has not yet closed, and signals a long position when the…
This document explains how to build a multi-contract strategy using synchronized bar data, per-leg targets, and order management. Its example computes the spread between two weighted contract prices, updates a rolling window, and uses Bollinger Bands to…
The document describes a two-leg spread strategy built around Bollinger Bands. It calculates a weighted price difference between two contracts, samples the spread on a five-minute schedule, and compares it with a rolling mean and standard deviation. A move…
This strategy uses a fast and a slow moving average to trade long and short. It detects a bullish crossover when the fast average moves above the slow average, and a bearish crossover when it moves below. When a signal opposes an open position, the code…
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…
The strategy applies a long-only moving average crossover to daily bars for a single stock. After enough bars are available to calculate both averages, it treats an upward cross of the shorter average over the longer one as an entry signal and buys when…
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 example outlines a multi-timeframe analysis workflow for Bitcoin-dollar price data. It loads minute history over a stated date range, configures a transaction-rate assumption and a rolling analysis window, and assigns technical indicators to several…
The document explains utilities for turning incoming trades into one-minute OHLCV bars and combining minute bars into larger time windows. It tracks price extremes, closing price, volume changes, and open interest, then sends completed bars through…
This strategy forms a spread from two instruments’ bar closes, weighted by configurable leg ratios. It updates the spread at five-minute intervals, keeps a rolling history, and calculates a moving average with upper and lower bands based on the spread’s…
This document describes a charting utility for displaying market candles and volume alongside technical indicators. It organizes the view into a main price panel, a volume panel, and a secondary indicator panel, and includes a line for the latest traded…
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…
The strategy computes fast and slow exponential moving averages from hourly price bars and treats a crossover as a directional signal. A bullish crossover sets a long bias, while a bearish crossover sets a short bias. Before calculating the indicators, it…
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 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…