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.
7,910 documents
The strategy enters spot positions after a strong hourly or four-hour price rise, provided the candle’s high is not too far above its close. It exits after the position reaches a profit threshold and price pulls back from the highest price tracked since…
This indicator strategy uses a longer simple moving average and a shorter exponential moving average to frame price direction, then combines their crossings with Stochastic K and D readings. The stated long entry occurs when price crosses above the simple…
This utility automates selling holdings across a user-specified list of spot trading pairs, a task that can arise when stopping a multi-pair grid or martingale system. It repeatedly checks each pair, combines available and order-frozen balances, estimates…
This strategy combines two RSI readings, a SuperTrend-style trend filter, and ATR-based volatility concepts to define long and short signals. The explanatory text describes longs when the fast RSI is below the slow RSI while price is above the trend line,…
This automated trend system combines an 8-period EMA direction filter with pivot highs and lows to place breakout stop orders. It enters long above a recent pivot high when the EMA is rising, or short below a recent pivot low when the EMA is falling. The…
This modified indicator script pairs an RSI and simple-moving-average Bollinger Bands with a volume-weighted moving average. The bands use a configurable lookback and standard-deviation width, while the RSI has its own period and overbought and oversold…
This algorithm demonstrates how an options strategy helper can submit a covered put as a grouped position. It selects an option contract by closeness to the underlying price and then by expiration, constructs covered-put and protective-put strategy objects…
This strategy uses a linear regression of closing prices as a moving trend reference. It opens a long when price rises beyond the line by a configurable percentage and a short when it falls below by the corresponding threshold. The implementation allows one…
This Pine Script strategy combines pivot-based support and resistance levels with an exponential moving average, volume measures, and ATR-based trailing levels. Its settings include pivot lookback lengths, a volume threshold, an EMA period, separate ATR…
This short-term system combines fast and slow EMAs to identify trend direction with RSI filters intended to avoid entries when momentum is stretched. It requires signal conditions to persist across multiple candles, then enters in the trend direction. Risk…
This strategy combines Bollinger Bands with an ATR-based trailing stop. It describes entering long when price crosses below the lower band and short when price crosses above the upper band, with additional entries triggered by crosses of the ATR stop.…
This strategy uses two double exponential moving average lines derived from short EMA series to generate directional signals. A crossover between the lines prompts a long or short entry, with the approach presented as a simple trend-following method whose…
This long-entry strategy looks for a return inside the lower Bollinger Band after the previous bar's high remained below that band. It treats the pattern as a possible oversold reversal, with the band center as the first profit target and the upper band as…
This strategy combines a 20-period simple moving average crossover with an eight-period RSI filter. A close crossing above the average while RSI exceeds the stated upper threshold creates a buy signal; a close crossing below it with RSI below the lower…
This long-only system combines three potential entry triggers: a fast EMA crossing above a slower EMA, MACD momentum crossing above zero, or a daily close rising sharply relative to its open. Exits use a fixed stop below the average entry price and a larger…
This strategy combines the Schaff Trend Cycle (STC), a simple moving average, and Average True Range (ATR) to time entries and manage exits. STC changes in direction trigger potential trades; a price position relative to the moving average and the direction…
This QuantConnect demonstration shows how an algorithm can export portfolio targets to Collective2 when a fast and slow EMA relationship changes. It initializes SPY plus example equity, forex, futures, and options securities, warms up the indicators, and…
The document presents a customizable trend-following framework using short- and long-period simple moving averages. It generates a candidate long signal when price crosses above the short SMA while positioned above the long SMA, and a candidate short signal…
This strategy uses a hierarchy of exponential moving averages to define trend direction and time entries. The long-term pair, EMA 340 and EMA 500, sets the broad bias; a crossover between EMA 50 and EMA 120 supplies a potential entry, subject to additional…
This document describes a scalping strategy assembled from several technical indicators, including ADX, Parabolic SAR, a range filter, MACD, RSI, relative momentum, moving averages, volume, and ATR. Its settings allow choices such as price source, indicator…
The algorithm constructs a call butterfly from SPX weekly index options. It queries contracts within a selected expiration range and near the underlying index level, chooses the nearest expiry, and looks for three call strikes arranged symmetrically around…
This strategy builds a moving level from Bollinger-style bands calculated using the high and low series, then adjusts that level as price moves. Crosses of the dynamic level generate potential long or short entries. An optional RSI filter compares a smoothed…
This indicator adapts SuperTrend bands around a selectable moving-average baseline. The default baseline is an exponential moving average, while the parameters allow several alternatives, including weighted, Hull, zero-lag, and Tillson T3 averages. ATR sets…
This strategy combines Bollinger Bands and Keltner Channels to identify volatility compression, then uses a regression-based momentum value and rate of change to set directional signals. It describes long signals when the regression value is positive and…