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.
39 documents
This strategy combines a 50-period EMA on a three-minute chart with a 50-period EMA from the one-hour timeframe. A long signal requires price to be above both averages and current volume to exceed 1.5 times its 20-period average. The described exit is…
This short-term strategy uses a 20-period simple moving average and a 21-period exponential moving average to generate directional signals. It buys when the EMA crosses above the SMA and sells when the SMA crosses above the EMA, treating the crosses as…
This scalping approach calculates a linear regression estimate and places upper and lower trigger levels around it using a configurable price gap. It buys when the close falls below the lower level and sells short when the close rises above the upper level,…
This short-term breakout strategy combines price breaks of recent highs or lows with trend and momentum filters. It uses fast and slow exponential moving averages for trend direction, a simple moving average as a price filter, and RSI to avoid entries at…
This intraday strategy enters long when one EMA crosses above another and short when it crosses below. The document lists periods of 110 and 40 for the inputs named fast and slow, respectively; those labels and values are unusual because the longer period…
This high-frequency Bitcoin strategy pairs short-term burst trading with portfolio rebalancing. It estimates a reference price from several order book levels, tracks recent trades and volume, and enters in the direction of a sharp move when price clears a…
This short-term countertrend approach uses the upper and lower shadows of candlesticks to identify possible price rejection. A large upper shadow is interpreted as fading buying pressure, while a large lower shadow suggests selling pressure may have been…
This strategy combines True Strength Index crossovers with a CCI variant calculated using a Hull moving average. TSI's fast and signal lines indicate direction, while the Hull-based CCI's level and direction, together with a comparison to a prior price,…
This short-term strategy combines fast and slow Supertrend lines with the Commodity Channel Index (CCI). The fast line is intended to react to nearer-term price changes, while the slower line supplies broader trend context. A fast-line cross against price,…
This short-term strategy combines an ATR-derived price envelope with fast and slow exponential moving averages and two RSI readings. The described long setup requires price below the lower band, an upward EMA crossover, and the fast RSI above the slow RSI;…
This intraday strategy uses two differently smoothed Stochastic oscillators on a 15-second timeframe. Crossovers of the primary %K and %D lines form potential entries, while the reference oscillator, an optional moving-average filter, and regular US market…
This document describes a high-frequency Bitcoin strategy combining momentum trading with inventory rebalancing. It estimates short-term price movement from a smoothed sequence of order-book prices and trade volume. When price moves beyond a threshold…
This document describes a two-sided trading framework led by price crossing a nine-period EMA. An entry also requires either a confirming MACD crossover, using the stated 12-26-9 settings, or an RSI condition near an extreme: below 35 for buys or above 65…
This document adapts the Avellaneda–Stoikov market making model into threshold based signals. It estimates a mid-price from the current and prior prices, then constructs bid and ask levels by offsetting that midpoint with a term based on gamma, volatility,…
This short-term strategy compares three moving averages intended to reduce lag. Its stated setup uses fast, medium, and slow lines with periods of 12, 26, and 55. Entries depend on a crossover between the fast and slow lines, conditioned on the fast line's…
This strategy uses a neural network to turn the percentage difference between current OHLC4 and a reference-timeframe OHLC4 into a directional signal. The described network has two hidden layers, uses tanh activations, and applies fixed weights in a forward…
The document presents JavaScript utilities for obtaining a remote time reference from an NTP server and comparing a local clock with Binance Futures server time. The NTP function sends a UDP request, reads the server timestamp from the response, converts it…
This one-minute long-only scalping strategy seeks frequent entries and small gains. Entry requires the open to be below a short EMA of lows, ADX to exceed a threshold, and the fast stochastic lines to be in a low region with the faster line crossing above…
This strategy places buy and sell limit orders at regular price increments around the midpoint of the best bid and ask. It aims to earn the spread by keeping a ladder of orders on both sides, adjusting the ladder as prices and account balances change. Order…
This short-term strategy combines a 21-period and 65-period EMA pair, RSI, and ATR. The description presents the EMA cross as a broad trend filter and RSI above or below 50 as a directional check. Its source triggers entries when price moves beyond an…
This proposed cryptocurrency strategy scores potential short-term reversal trades using RSI, Bollinger Bands, a Hull moving average, on-balance volume averages, and an ATR-based volatility filter. The description assigns one point to each of five directional…
This strategy combines a MACD histogram color filter with a linear regression curve and a price action channel formed from exponential averages of highs, lows, and closes. Long signals require the regression curve to cross above the channel’s lower band and…
This document describes a BTC/USDT futures strategy that looks for a candle signal during a fixed 15-minute window in Cape Town time. It buys when the candle closes above its open and closes the long position when a bearish candle appears within the same…
This document outlines a long-only strategy that buys when the closing price falls below the lower Bollinger Band. Its bands use a simple moving average of closing prices as the center line and a standard-deviation envelope; the published defaults are a…