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
The document asks whether a Hurst exponent above one has a valid interpretation. Under the conventional definition described, H lies between zero and one, with values below one-half associated with anti-persistence, one-half with random-walk-like behavior,…
This exchange explains why buying when a short-term exponential moving average crosses above a longer-term average may appear effective on a chart but fail as a trading strategy. The main failure mode described is a market moving sideways rather than…
The document considers whether a price crossing a moving average can avoid repeated trades during sideways, choppy conditions while still capturing sustained trends. It explains the underlying trade-off: trend-following signals tend to enter and exit late,…
The discussion considers why experienced human traders can earn money using familiar approaches such as pairs trading, trend following, and factor investing. It offers several possible explanations: chance can leave a visible group of winners, strategy…
The document compares a moving average crossover of prices with a moving average of price changes. It shows that, when prices are cumulative sums of their changes, any weighted moving average of prices can be rewritten as a weighted sum of past price…
The discussion distinguishes directional strategies, which take a view on an asset’s future movement, from relative-value approaches that trade multiple assets against one another. It names trend following as a clear example and also points to systematic…
The document considers how to build a total return time series for interest rate swaps, including market-value changes and carry or roll, for use in trend-following research. One suggested route is to use an existing swap total-return index if accessible.…
This template trades crossovers between a fast and a slow exponential moving average, with configurable lengths and an optional filter based on the direction of a longer simple moving average. A bullish crossover can open a long when the filter is rising; a…
This long-only strategy looks for pullbacks toward a rising 9-period EMA after an established uptrend. It requires the 9-, 21-, and 50-period averages to be stacked bullishly, price to have stayed above the 21-period average for a minimum period, repeated…
This strategy builds traditional Renko values using a configurable brick size, then plots Renko opens and closes over a standard candle chart. It enters long when the Renko close crosses above the Renko open and short when it crosses below. Each entry…
This long-only strategy looks for a reversal pattern in Heikin-Ashi candles: a configurable run of green candles must follow a red candle. The validation period defaults to three green candles, and the script obtains Heikin-Ashi open and close values on the…
This strategy combines a selected moving average with a multi-timeframe trend filter, relative volume, volatility checks, and a pullback-based breakout setup. It supports EMA, SMA, or HMA calculations and evaluates a 15-minute EMA and its slope to qualify…
This strategy trades breakouts from support and resistance levels identified with confirmed swing highs and lows. It averages recent pivot highs and lows over a configurable lookback, then uses their difference to create adjusted reference levels. The…
This low-timeframe strategy estimates recent swing highs and lows from rolling extremes, then uses their midpoint as an equilibrium reference. It labels the swing high as a premium or resistance area and the swing low as a discount or support area. A simple…
This indicator automatically draws pitchforks from successive pivot points found by a recursive zigzag. It iterates through zigzag levels, selects three pivots for each candidate fork, and filters candidates using a pivot ratio range and a maximum span.…
This strategy combines a Kaufman Adaptive Moving Average with Kalman smoothing to estimate direction, then uses breaks of recent swing highs or lows to confirm entries. A break is classified as a continuation break or a change of character based on the prior…
This ETH strategy combines swing-based order block levels with optional fair value gap setups. For an order block entry, price must move through a stored pivot-derived level and close back across it. Gap entries require a recent bullish or bearish gap, a…
This long-oriented trend strategy uses confirmed pivot highs and lows in closing prices to build step-like resistance and support levels. A close above the latest pivot high triggers a long entry, while a close below the latest pivot low marks bearish…
This long-only daily strategy searches for a low-volatility base and then buys a price breakout. It ranks Bollinger Band width against its trailing distribution and defines a squeeze as a low percentile reading. A close above the prior range high must occur…
This long-only strategy combines a fast and slow exponential moving average crossover with an RSI filter. It opens a position when the fast average crosses above the slow average and RSI lies between the configured oversold and overbought thresholds. It…
This open-source indicator organizes volume spread analysis (VSA) into candle-level classifications and broader market context. Its settings let users adjust how it identifies small bodies, long wicks, closes near a bar’s extremes, and narrow or wide spreads…
This daily-bar strategy for ETH combines a Gaussian-filtered price channel with a Stochastic RSI entry filter. It enters long when the channel is rising, price closes above the upper band, the oscillator is outside a specified threshold, price is above its…
This scalping strategy builds two ATR-based trend lines, one for the main direction and another for faster entry and exit signals. Their multipliers change with ADX conditions: the script selects between configured values based on whether ADX is rising below…
This long-only strategy combines trend, momentum, strength, and volume conditions for entries. It requires the 50-period EMA to be above the 200-period EMA, price to be above both averages, RSI to be rising and between its configured threshold and ceiling,…