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.
8,851 documents
This stock screen combines three conditions: at least five moving averages converging, a morning star candlestick pattern, and a rising 30-day moving average. It presents these as signs of an aligned bullish setup, then suggests adding technical,…
The document introduces an adaptive version of the Triple Exponential Moving Average (TEMA) that uses Jurik Volty to adjust its behavior. It compares the adaptive line with a standard TEMA, with both using a period of 50, and states that the adaptive version…
This tutorial explains how to identify symmetric, ascending, and descending triangles from converging or partly horizontal trendlines connecting at least two swing highs and two swing lows. It treats all three forms similarly: wait for price to cross a…
This stock screen combines three conditions: MACD above zero, positive price-to-earnings ratio, and the prior close above the 250-day simple moving average. The stated rationale is to favor stocks with positive trend momentum, conventional positive earnings…
This strategy uses a fast and a slow moving average to trade a cryptocurrency futures contract. A bullish crossover opens a long position or reverses a short position; a bearish crossover opens short or reverses long. Signals use earlier completed bars…
This strategy enters long or short positions when price reaches the rolling high or low over an entry window. It adds up to four fixed-size units at progressively spaced price levels, with spacing tied to the average true range (ATR). When a position is…
This document implements a directional crossover strategy using fast and slow exponential moving averages on hourly bars. It calculates the averages from closing prices, discards the latest bar if it has not yet closed, and signals a long position when the…
This strategy uses a fast and a slow moving average to trade long and short. It detects a bullish crossover when the fast average moves above the slow average, and a bearish crossover when it moves below. When a signal opposes an open position, the code…
The strategy applies a long-only moving average crossover to daily bars for a single stock. After enough bars are available to calculate both averages, it treats an upward cross of the shorter average over the longer one as an entry signal and buys when…
This multi-instrument strategy updates bars from incoming ticks and calculates ATR and RSI for each instrument. It only considers new entries when the latest ATR is above its recent average. RSI levels set around the midpoint then determine direction: a high…
This strategy builds Keltner-style bands from a simple moving average of closing prices and a simple moving average of true range. On five-minute bars, when flat, it places linked stop orders above and below the bands so that a move beyond either boundary…
The document presents a workflow for evaluating individual trades from a Turtle-style strategy backtest on an hourly Bitcoin instrument. It configures a backtest with a historical date range, fees, slippage, contract size, tick size, and starting capital,…
The strategy computes fast and slow exponential moving averages from hourly price bars and treats a crossover as a directional signal. A bullish crossover sets a long bias, while a bearish crossover sets a short bias. Before calculating the indicators, it…
The strategy uses a fast and slow moving average to trade both directions in a USD margined futures contract. It checks completed bars for a bullish or bearish crossover, entering a position when flat and reversing an existing position when the signal points…
This example describes a directional strategy that uses two exponential moving averages on hourly bars. It compares a 15-period average with a 50-period average and treats a crossover between the latest and prior readings as a change in direction. When flat,…
This strategy uses the previous trading day’s high-to-low range to set stop-entry levels around the next day’s opening price. Separate multipliers scale the upward and downward thresholds. During the session, it chooses an entry side based on whether the…
The document presents a bar-by-bar backtest using historical price data loaded from a CSV file. As each bar is added, the strategy calculates 20-period and 30-period moving averages after sufficient history is available. It enters a long position when the…
The document describes a long and short strategy driven by fast and slow moving averages. It checks crossover conditions using completed-bar values, then opens a position or reverses an existing one. Position size is calculated from current account assets,…
This bar-based strategy combines an average true range (ATR) filter with RSI entry signals. It calculates ATR over a configurable lookback and compares the latest reading with the mean of recent ATR values. Trades are considered only when current ATR exceeds…
This strategy example processes historical daily equity bars one at a time, updating a backtest and recording buy and sell markers for later charting. After enough bars have accumulated, it calculates 20 period and 30 period moving averages. A bullish…
This strategy combines a 15-minute moving-average trend filter with 5-minute Bollinger bands and RSI conditions. A bullish moving-average relationship and sufficiently high RSI trigger a stop entry at the upper band; a bearish relationship and sufficiently…
This strategy uses hourly bars to trade breakouts from Donchian channels. When flat, it places stop orders at the upper and lower boundaries of a longer channel, using average true range (ATR) to set trade size. Its risk allocation is divided by twice the…
This example demonstrates a historical equity backtest over a user-specified date interval. It processes daily bars incrementally, waits until enough history is available, and enters a long position when the 20-period moving average crosses above the…
This strategy combines a slower trend signal with faster entry and exit rules. It builds 15-minute bars and compares a fast simple moving average with a slow one; their ordering sets the directional trend. On 5-minute bars, it calculates RSI and opens a long…