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.
7 documents
This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…
The script describes a two-sided futures strategy on hourly bars. It identifies confirmed swing low and swing high fractals, then enters long when price breaks above a bullish fractal’s high during a short-over-long moving-average uptrend. It enters short…
This example implements a futures Turtle-style trend-following system. It enters long when price breaks above a prior Donchian channel high and short when price breaks below the channel low. Position size is based on account balance, contract multiplier, and…
This example presents a basic futures strategy using daily Bollinger Bands. It calculates the 26-period bands with a parameter of 2, enters long when the latest price rises above the upper band, and enters short when it falls below the lower band. The target…
This trading script implements a daily Keltner Channel strategy for a CFFEX index futures contract. It calculates an 8-period exponential moving average as the channel center and uses a 7-period average true range with a 1.5 multiplier to set the bands. A…
This code example implements an intraday R-Breaker strategy for a futures contract. It calculates seven reference levels from the previous daily bar: a pivot, breakout thresholds, setup levels, and reversal entry levels. When flat, price crossing a breakout…
This code example implements an intraday R-Breaker strategy for a futures contract while allowing positions to remain open overnight. It calculates a pivot and six reference levels from the prior daily bar: breakout thresholds, observation levels, and…