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.
1,197 documents
This trend-following method assigns separate long and short scores using five components: trend direction, RSI momentum, directional efficiency, the ATR volatility regime, and volume participation. Each contributes up to 20 points. Trades open only when a…
This intraday Nifty futures strategy builds an opening range from the 09:15–09:30 IST session window and considers entries after that range is locked. It allows a long when the close is above the range high or a short when it is below the range low, subject…
This script describes an intraday options approach that opens short call and put positions around the current underlying price, using a configurable strike offset and simulated base premium. Its state-machine setup tracks the selected strikes, position…
This strategy seeks to re-enter an established trend after a countertrend pullback. It defines the trend using the relationship between fast and slow EMAs and the slow EMA’s slope. A short-period RSI detects a pullback, and a price close beyond the previous…
This strategy limits activity to the final 500 chart bars and uses internal position-state variables to alternate trade direction. With swing mode enabled, it opens a long or short position when flat, then switches to the opposite side after two bars in the…
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…
This long-only daily stock strategy looks for pullbacks within an established uptrend. It defines the bullish regime as the 50-period EMA above the 200-period EMA, with price above the faster average. After RSI has recently entered a pullback zone, it waits…
This strategy seeks potential turning points by counting sustained price moves relative to closes several bars earlier. It uses separate bullish and bearish counts and displays signals at three thresholds: 9, 12, and 14. The strategy enters in the direction…
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 script outlines a strategy built around bullish and bearish fair value gaps. It detects a gap when the current candle’s low is above the high from two candles earlier, or when its high is below the low from two candles earlier. A same-direction candle…
This strategy uses 9-period and 21-period exponential moving average crossovers to enter long and short trades, closing on an opposite crossover. It calculates stop and target prices from the entry price, with a stated default stop distance of 0.5% and a…
This strategy combines two MACD histograms to align shorter-term entries with a longer-term trend. It describes long entries when the short-term histogram is positive and the longer-term histogram turns positive, with the inverse conditions for short…
This script pairs a long-only RSI entry with an optional filter based on recent trade outcomes. Its unfiltered entry occurs when the 14-period RSI crosses below 35. The filter version instead checks a simple candle condition for entry and permits a trade…
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 strategy uses hourly candlesticks to detect unusually large intrabar moves. It labels an upward spike when the high stands sufficiently above the close, and a downward spike when the close stands sufficiently above the low. A signal is taken only when…
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 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 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 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…
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…
The strategy computes RSI, applies a stochastic calculation to that RSI, then smooths the K and D lines with simple moving averages. A long entry occurs when K crosses above the oversold threshold, set to 20 by default. The exit order combines a trailing…
This document describes a long-only dollar-cost averaging backtest. It opens a base position within a selected date window, then places a series of lower-priced safety orders. The order levels step farther apart according to a scale factor, while order size…
This strategy seeks a long entry after a high-volume bar makes a lower low and closes below the previous close. It requires the position to be flat. Position size is described as a risk amount based on account equity and a user-set risk percentage,…