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.
1,404 documents
This short-term approach combines MACD and RSI information. Its explanation describes MACD line crossovers and histogram changes as signs of strengthening or weakening momentum, while RSI levels below 20 and above 80 mark oversold and overbought conditions.…
This partial strategy script seeks reversals around repeated highs or lows. It counts prior bars whose highs or lows fall within a configurable point tolerance of the current bar, then treats enough matches as equal-high or equal-low levels. Inputs control…
The document presents a strategy that places a ladder of limit orders above and below a calculated baseline, with spacing determined by the average true range and a user multiplier. The source derives the baseline from recent price movement extremes, with a…
The script trades a spread between Dalian Commodity Exchange coke and coking coal futures. It estimates the spread from each contract's close, volume multiplier, and a fixed contract ratio, then calculates a z-score from a rolling set of daily observations.…
This BTC/USDT strategy uses a 20-period simple moving average with bands two standard deviations away. It opens long positions when price falls below the lower band by an adjustable point threshold and closes them after price rises above a separate threshold…
This strategy combines Keltner Channel levels with CCI and RSI conditions, a volume test, and an optional moving-average trend filter. A long setup requires price to reach below the lower channel alongside oversold readings from CCI and RSI; a short setup…
This strategy identifies short-term price moves that exceed a configurable percentage threshold over a lookback interval, then trades against the move: an unusually large rise triggers a short, while an unusually large fall triggers a long. The description…
This short-term strategy builds price bands around an EMA using ATR distances multiplied by configurable Fibonacci ratios. It offers several upper and lower thresholds, with entry conditions selected by choosing which prior-bar band the closing price must…
This strategy smooths log prices with a Nadaraya–Watson kernel regression and surrounds the estimate with volatility bands derived from ATR. The bands use near and far multipliers, while configurable regression and ATR settings control their behavior. The…
This long-only strategy calculates support and resistance from the lowest low and highest high over a chosen lookback, then derives upper and lower channel boundaries using a percentage width. The described entry occurs when price is within one percent of…
This strategy combines a long-period simple moving average with a short-period RSI to generate short entries. The stated rule opens a short when RSI crosses above its entry threshold while price is below the SMA. It closes the position if RSI reaches a…
This strategy script defines candidate price bases by checking whether enough recent bars form lows near the current bar's bottom. It lets the user choose candle lows or the lower of opens and closes as the base source, set the lookback and required…
This document outlines a short-only dollar-cost averaging strategy for DOT perpetual futures. It starts a short when a nine-period RSI on a three-minute timeframe crosses down through 80, treating the move as a possible exhaustion of overbought momentum. If…
This short-term long-only strategy seeks entries after a pronounced decline, using several conditions together. On a five-minute timeframe, it requires closing price to be below the five- and twelve-period EMAs, at the twelve-period rolling low, and at or…
This strategy combines a 68-period exponential moving average with a 13-period relative strength index. It opens a long when price crosses above the EMA plus an offset and a short when price crosses below the EMA minus an offset. For a long, the described…
This strategy combines a 2/20 exponential moving-average signal with the Adaptive Price Zone, a volatility-based band indicator, to trade possible turning points in oscillating markets. The moving-average component tracks price behavior around short and…
This strategy combines a 2/20 exponential moving-average signal with the Adaptive Price Zone, a volatility-based band indicator, to trade possible reversals in oscillating markets. The moving-average component tracks price behavior around short and longer…
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 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 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 futures strategy opens a long position when a 15-minute bar crosses above the upper Bollinger Band, using a 30-bar window and a 2.2 standard-deviation setting. If price later falls at least 4% below the last entry, it adds another long position, with…
This futures strategy combines a reversal signal with the Three-Ten oscillator and trades only when both signals agree. The reversal component looks for two consecutive closes moving in the same direction, with a stochastic condition around the 50 level. The…
This strategy combines a rolling price channel, deviation bands around the channel midpoint, and a two-period RSI to identify potential reversals. Its channel logic retains a bullish or bearish trend state after price moves beyond a band, while bar direction…
This strategy combines a 123-style reversal rule based on recent closes and Stochastic readings with a second rule based on the absolute value of the Chande Momentum Oscillator (CMO). The first component uses a Stochastic level around the midpoint alongside…