This strategy combines Parabolic SAR, a Stochastic Oscillator, and a higher-timeframe price comparison to generate long or short entries. It requires all three components to agree: the Stochastic K value must be below 20 for a long or above 80 for a short,…
Knowledge library
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.
Search the library
40 documents
This strategy combines Parabolic SAR readings from the chart timeframe and a user-selected higher timeframe. Its dual-confirmation mode enters when both readings indicate the same direction and the chart-timeframe SAR has just flipped. Alternative modes use…
This strategy seeks agreement among momentum readings on three timeframes, then uses stochastic signals to time entries. Momentum can be measured with RSI relative to a neutral band around 50 or with the slope of an exponential moving average. Long entries…
This script excerpt describes a trend-following strategy built around Supertrend direction changes. A change to the bullish state can trigger a buy signal, and a change to the bearish state can trigger a sell signal. The script optionally requires…
This short-term strategy combines MACD signals from a selected timeframe with histogram momentum, a 200-period EMA trend filter, and an ATR minimum-volatility condition. Long entries require an upward MACD crossover, strengthening histogram impulse, price…
This document describes a Bitcoin strategy that calculates a P-Signal from a smoothed ratio of price changes to their standard deviation, then maps the result through an approximation of the Gaussian error function. It tracks the indicator on daily, weekly,…
This strategy defines a broad trend by comparing open and close prices across four timeframes. When all four bars close above their opens, it classifies conditions as bullish; when all close below their opens, it classifies them as bearish. The stated…
This read-only Web3 scanner compares yield opportunities across Ethereum, Arbitrum, Base, and BNB Chain. It reports Aave V3 supply and borrowing rates, utilization, available liquidity, and collateral limits; estimates leveraged stablecoin lending returns;…
This trend-following approach combines Ichimoku cloud position, moving averages, SuperTrend, WaveTrend, and money flow across multiple timeframes. A long requires price and the moving average to be above the cloud, SuperTrend to indicate an uptrend,…
This swing-trading framework combines four kinds of analysis: Wyckoff market phases, simplified volume-profile levels, mean-reversion signals, and trend following. It uses price and volume to classify accumulation or distribution, POC and value-area levels…
This document describes a polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best…
This document describes a bot that maintains target portfolio weights by comparing each asset’s current value with its assigned share of total portfolio value. For each asset, configurable buy and sell deviation thresholds determine when the bot trades…
The main discussion describes a system that calculates support and resistance zones from prior high-low ranges and closes across monthly, weekly, and daily timeframes. It uses scaled range offsets to define nearer and farther levels, then seeks a long entry…
This strategy combines trend direction across hourly, four-hour, and daily charts with momentum, optional volume and breakout filters, and market structure concepts. Trend is assessed using price relative to EMA and VWAP; signals are intended to align with a…
This framework combines linear-regression support and resistance lines with RSI, MACD, volume, and market-structure checks. It describes long entries around support when several bullish conditions align, short entries around resistance with bearish…
This five-minute Freqtrade strategy calculates RSI on the base timeframe and on two resampled, slower intervals. It also computes short and long simple moving averages. A long entry is triggered when the shorter average is at or above the longer average and…
This strategy compares 14-period RSI readings from 15-minute, hourly, and four-hour charts. The accompanying explanation describes using the shorter-period RSI relative to the two longer readings to assess alignment, with extreme readings around 30 and 70 as…
The document describes a multi-mode system that changes its trading approach according to signals intended to identify ranging, trending, reversal, and breakout conditions. Its four modes use a grid around a reference price, moving-average crossovers, or EMA…
This strategy runs repeating long grid orders across selected traditional-asset perpetual contracts, such as equity indices, gold, oil, and currencies. It scans USDT perpetual markets, filters for TradFi instruments, scores candidates by average daily…
This utility tracks balances across configured exchanges and converts held assets into a combined net asset value using each exchange’s latest ticker price. It adds available and frozen cash balances, values available and frozen holdings at the last price,…
This educational example monitors several crypto pairs and maintains a separate reference price for each. When the last price moves beyond a configured percentage threshold above that reference, it submits a buy sized as a fraction of available quote…
This strategy averages RSI and smoothed stochastic readings across four chart intervals, then uses the combined oscillator values to identify extreme conditions. The stated long entry requires the average RSI to be below 30 and average stochastic below 20;…
The document describes a portfolio strategy for BTC, gold, a US equity index, and crude oil perpetual contracts. It estimates covariance from recent 15-minute log returns with an EWMA scheme, then iteratively assigns weights intended to equalize assets’ risk…
This swing-trading framework combines SuperTrend for direction, ADX for trend strength, and a volume-based liquidity delta for buying and selling pressure. Optional Parabolic SAR adds another directional check. The described logic produces a signal only when…