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.
4 documents
This example describes a futures strategy using the Volume Price Trend (VPT) indicator on daily bars. It updates VPT by adding volume multiplied by the latest percentage price change, then compares the current value with a moving average. A trade is…
This Chinese-corn-futures example combines the Chande Momentum Oscillator (CMO) with a short moving average to generate long and short entries. Signals include reversals from overbought or oversold levels, CMO crossings of its signal line, and zero-line…
This example describes a short-term price timing strategy for a gold futures contract. It calculates an AR indicator from recent daily bars by comparing the accumulated distance from open to high with the distance from open to low, scaled as a percentage.…
This example implements a daily futures strategy around triple-smoothed exponential moving averages. It calculates TRIX and a rolling signal line, then enters long when TRIX crosses above the signal or short when it crosses below. The position is set to a…