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.
2 documents
This strategy uses price movement relative to an Average True Range threshold to generate long and short entries. It resamples hourly data to a three-hour interval, calculates ATR over fourteen periods and doubles it, then measures the absolute change…
Heracles is a four-hour crypto strategy that computes a Donchian channel percentage band and Keltner channel width, then enters long when a ratio of their shifted values falls within tunable bounds. The indicator shifts and ratio limits are exposed as…