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.
6 documents
Peek+ is a configurable indicator that looks back over a window to find when the most recent highest high or lowest low occurred. It turns those offsets into separate streak measures associated with persistent upward and downward extreme-setting. A signal…
This tutorial explains how to convert a discretionary futures idea into a specification a program can follow. Its five elements are signal timeframe, entry rules, exit rules, position size, and behavior in edge cases. It emphasizes separating directional…
This code walkthrough explains how a Dual Thrust strategy tracks each day’s opening price, high, and low. When a bar’s date differs from the prior bar’s date, it uses the accumulated previous-day range to set long and short entry levels around the new day’s…
The article introduces fair value gaps (FVGs) through patterns of three consecutive candlesticks. It calls the pattern balanced when the third candle’s range overlaps the ranges of the first two, and unbalanced when the third candle leaves a gap relative to…
The discussion describes a target-position CTA strategy that enters when a bar's high exceeds a breakout level and exits when its low falls below a stop. When both conditions occur within one bar, the strategy can enter, stop out, and then re-enter because…
This code describes a multi-contract futures strategy that combines daily contract selection with three-minute entry signals. It ranks instruments by trading activity relative to open interest and by daily range relative to the open, then permits new…