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.
9,797 documents
This indicator combines directional movement and MACD conditions to label a market as bullish or bearish. A bullish state requires the positive directional indicator to exceed the negative one and the MACD line to exceed its signal line. The bearish state…
This long-only trend-following strategy uses a 5-period and a 12-period simple moving average. A cross of the faster average above the slower one opens a long position; a downward cross closes it. The described risk controls begin with a 10% take-profit…
This strategy uses a 14-period Stochastic Oscillator, smoothing %K and %D with simple moving averages. A bullish crossover below 20 opens a long position, while a bearish crossover above 80 opens a short. Each position has fixed take-profit and stop-loss…
This strategy uses the change in direction of a linear regression applied to an exponential moving average as its signal. When the regression value turns upward, it records a long entry level at the bar's high and a stop level at its low; a downward turn…
This automated strategy uses a MACD line crossing its signal line to open long or short positions. Its stated default indicator periods are 12 and 26 for the fast and slow averages and 9 for signal smoothing. The exit framework combines a stop 1% from entry,…
This document describes a mechanical trend-following strategy that uses the prior 20 days’ high and low to define breakout levels. A close above the range triggers a long entry, while a close below it triggers a short entry. The source also calculates a…
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…
This strategy combines Supertrend direction changes with MACD signals calculated from daily data, while RSI contributes additional exit signals. Entries require agreement between Supertrend and MACD direction. The MACD component uses the slope of its line…
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 indicator strategy uses a longer simple moving average and a shorter exponential moving average to frame price direction, then combines their crossings with Stochastic K and D readings. The stated long entry occurs when price crosses above the simple…
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 strategy uses a linear regression of closing prices as a moving trend reference. It opens a long when price rises beyond the line by a configurable percentage and a short when it falls below by the corresponding threshold. The implementation allows one…
This strategy combines Bollinger Bands with an ATR-based trailing stop. It describes entering long when price crosses below the lower band and short when price crosses above the upper band, with additional entries triggered by crosses of the ATR stop.…
This strategy uses two double exponential moving average lines derived from short EMA series to generate directional signals. A crossover between the lines prompts a long or short entry, with the approach presented as a simple trend-following method whose…
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…
This long-only system combines three potential entry triggers: a fast EMA crossing above a slower EMA, MACD momentum crossing above zero, or a daily close rising sharply relative to its open. Exits use a fixed stop below the average entry price and a larger…
This strategy combines the Schaff Trend Cycle (STC), a simple moving average, and Average True Range (ATR) to time entries and manage exits. STC changes in direction trigger potential trades; a price position relative to the moving average and the direction…
The document presents a customizable trend-following framework using short- and long-period simple moving averages. It generates a candidate long signal when price crosses above the short SMA while positioned above the long SMA, and a candidate short signal…
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 Python example demonstrates an iceberg-style execution workflow for a futures contract using a trading API’s target-position task. The user specifies a target trade amount, a minimum and maximum order size, a buy or sell direction, and an execution…
This strategy combines two simple moving averages (SMAs) with the relative strength index (RSI). The short SMA is compared with the long SMA to define direction: the strategy enters long when the short average is above the long average and RSI is below 30,…
This strategy uses an exponential moving average (EMA) as a reference for price bounces. A bullish setup occurs when the prior candle’s low stayed above the EMA, the current candle’s low dips below it, and the current close finishes above it. A bearish setup…