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.
1,125 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 strategy combines ATR and RSI to select trades and manage exits. It treats ATR above its moving average as a high-volatility condition, then uses RSI thresholds to determine long or short direction. In the supplied parameters, an RSI entry offset is…
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 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 strategy combines Ichimoku calculations with Bollinger Bands. Its trading signals come from price crossing the 52-period Ichimoku Span B: an upward cross opens a long position, and a downward cross opens a short position. The position closes when the…
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…
The document introduces a session-based momentum scalper for FCPO, with configurable presets for different chart intervals and a custom mode for manual take-profit and stop-loss settings. Its listed filters include an ATR ceiling and floor, minimum…
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…
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 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 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…
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…
This trend-following system combines a 200-period exponential moving average with an ATR-based Chandelier Exit, Price Volume Trend (PVT), and a momentum oscillator. A long entry requires price above the EMA, a Chandelier buy signal, and confirmation from…
This crypto strategy combines a linear-regression approximation to KAMA with TEMA, MACD, RSI, and volume conditions. Long entries require the regression line to cross above TEMA, positive MACD alignment, RSI above its oversold threshold, elevated volume, and…
This document outlines a Turtle-inspired breakout system that compares price with rolling highs and lows. It offers two entry and exit modes: one uses shorter lookback channels, while the other uses longer ones. Breaks above a prior high can initiate longs,…
This document describes a long-only trend-following system that builds Renko bricks from price movement and trades only during a configured session. Brick size can be fixed or set from ATR; in the example, the ATR period is 5 and the multiplier is 1.0. Up or…
The document presents a CRT-style framework that labels market conditions as accumulation, manipulation, or distribution. Its proposed signals combine range, candle body and wick proportions, volume relative to an average, and recent price extremes. For…
This strategy combines Supertrend, which uses price and ATR to track trend direction, with the SSL Channel, built from moving averages of highs and lows. Breaks or crosses in these indicators generate directional signals. In confirmation mode, the system…
This strategy looks for price deviations from a rolling mean after converting closing prices to logarithms. It uses a rolling mean and standard deviation to form a Z-score, opening long positions when the score falls below a negative threshold and short…