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.
44 documents
This article explains why trend-following systems often endure repeated small losses in pursuit of occasional large gains. It advises traders to select a trend horizon that fits their tolerance, comparing possible timeframes through backtests, and to define…
This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…
R-Breaker uses the previous session’s high, low, and close to calculate six reference levels for the current session. The document contrasts this setup with conventional pivot points and describes a hybrid approach: reversal trades are considered when price…
The document explains the head and shoulders top and its inverse as chart patterns that may mark a change in trend. A top forms after an advance with three peaks and a highest middle peak; an inverse pattern forms after a decline with three troughs and a…
This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…
This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…
This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…
This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…
The document presents two chart-based trading setups. In the 1-2-3 method, price breaks a prior trend line, retraces, and turns back in the opposite direction; a qualifying retracement must meet a stated fraction of the first move. The proposed entry follows…
The document explains how double tops and double bottoms can signal a possible change in trend. A double top forms after an uptrend when price revisits a prior high, then confirms the pattern by falling below the intervening pullback low. A double bottom…
The document presents reusable M-language modules for quantitative trading, including percentage price change, new highs, price and volume surges, narrow ranges, moving-average alignment, prior-high locations, and price gaps. It also outlines moving…
This tutorial describes flags and pennants as consolidation patterns that can follow a sharp price move. A flag is a small rectangle and a pennant a small triangle; both are framed by trendlines around the pause, while the preceding impulse forms the…
The document describes the cup and handle as both a possible reversal pattern after a decline and a continuation pattern within an existing uptrend. A rounded cup is followed by a pause or pullback called the handle. The proposed long entry occurs when price…
The document introduces quantitative trading as the use of computers, mathematics, statistics, and a systematic process to develop signals for buying and selling. It briefly describes the field’s history, including Jules Regnault’s work on price variation,…
This essay presents futures trading as identifying a trend within a chosen time frame and trading in its direction. It suggests using longer charts to establish context and shorter charts to judge the trend or choose entries, with the specific chart…
The document presents an implementation of a Dual Thrust style breakout system. On a new bar, it calculates a range from the larger of the recent high-to-low-close and close-high-to-low ranges, then places upper and lower trigger rails around the bar’s open…
This Chinese-language overview groups trading systems into trend-following, countertrend oscillation, swing, arbitrage and hedging, and intraday categories. It names examples built around moving averages, breakouts, oscillators, chart patterns, spreads, and…
This analysis describes the Profit Harvester as a crypto trading strategy built around short-term price bursts, inventory balancing, and order-book-aware execution. It estimates a smoothed market price from the top three bid and ask levels and sets buy and…
This essay argues that trend following depends on choosing operational rules rather than discovering one universally correct definition of trend. It gives moving-average alignment and the Turtle system’s breakout rule—an upward break above a 20-day high,…
A wedge forms when successive price swings fit between converging trendlines that slope upward or downward. The article describes wedges as potential reversal patterns: a falling wedge may break upward, while a rising wedge may break downward. Traders can…
This teaching example ports a close-based trend strategy into JavaScript and extends it across multiple cryptocurrency futures symbols. It calculates an exponential moving average of typical price as a midline, computes ATR, and places upper and lower bands…
The document outlines a Bill Williams style trading method built from Alligator lines and five-bar fractals. It describes the Alligator as several smoothed averages of the high-low midpoint, with the slow line used as a reference. A fractal marks a local…
This historical OKCoin strategy combines short-term price-breakout trading with a portfolio-balance rule. It tracks recent trades, order-book prices, and a smoothed trading-volume measure. When price moves beyond a threshold relative to recent highs or lows,…
This example describes a futures strategy that tracks the highest high and lowest low over 50 bars. When flat, it enters long above the range high or short below the range low. It closes a long if price falls below the range midpoint, and closes a short if…