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 strategy turns a Hull moving average indicator into a directional trading system. It compares the current Hull value with a value from two bars earlier: a higher reading triggers a long entry and a lower reading triggers a short entry. The script offers…
This strategy starts with either RSI or MFI as a measure of directional strength, then adjusts the bullish and bearish readings using a Dow-inspired factor: the correlation between price and volume over a configurable lookback. It derives adjusted bull,…
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 trend-following approach combines 8- and 21-period exponential moving averages with sequences of higher lows or lower highs. The accompanying description presents those price patterns as confirmation for reversals, with stop-loss and take-profit levels…
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 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…
This strategy combines Bollinger Bands with a volume threshold to identify breakouts. It calculates a moving average and standard deviation of closing prices over a configurable lookback, then signals a long entry when price closes above the upper band while…
This document describes a trend-following system that uses 5-period and 15-period exponential moving average crossovers to open long or short positions. It places a stop loss 1.5% from entry and a take-profit target 3% from entry, giving a stated 1:2…
This document describes a multi-symbol perpetual-futures strategy whose trading logic is delegated to external services. Its main loop polls for stop commands, applies strategy interactions and symbol selection, checks entry signals, processes reduction…
This strategy uses 8-, 13-, and 21-period exponential moving averages relative to a 55-period EMA to identify directional trends. The described approach goes long when all three shorter averages cross above the 55-period average, goes short when they cross…
This short-term strategy combines 10-, 21-, and 50-period moving averages with a 200-period CCI to signal long and short trades. It enters long when the 10-period average is above both longer averages and CCI is positive; the inverse conditions signal a…
This long-only trend-following system compares a 20-period exponential moving average with a 50-period EMA. It enters long when the faster average crosses above the slower one and exits when it crosses below. Optional percentage-based stop-loss and…
This trend-following system uses a fast and slow double exponential moving average (DEMA) to generate directional signals: a cross above prompts a long entry, while a cross below prompts a short signal. A third, configurable DEMA can filter crossovers by…
This strategy uses RSI, a volume-weighted money-flow measure, CCI, and Stoch RSI to identify strong price conditions. Its stated concept is to combine indicator readings around the neutral level of 50, using agreement among measures to confirm a possible…
This futures strategy combines a reversal signal with the Three-Ten oscillator and trades only when both signals agree. The reversal component looks for two consecutive closes moving in the same direction, with a stochastic condition around the 50 level. The…
This strategy combines a rolling price channel, deviation bands around the channel midpoint, and a two-period RSI to identify potential reversals. Its channel logic retains a bullish or bearish trend state after price moves beyond a band, while bar direction…
This indicator requests prior-period open, high, low, and close data from a selected higher timeframe, converts the values to Heikin-Ashi candles, and smooths each candle component with a selectable moving-average variant. The options include EMA, DEMA,…
This trend-following strategy combines Parabolic SAR with a slow EMA and a faster EMA. It seeks long entries when price and SAR conditions indicate an upward shift and price is above the slow EMA plus an offset; short entries use corresponding downward…
This strategy combines a 123-style reversal rule based on recent closes and Stochastic readings with a second rule based on the absolute value of the Chande Momentum Oscillator (CMO). The first component uses a Stochastic level around the midpoint alongside…
This strategy uses the change in closing price from the previous day as a momentum measure and compares current trading volume with its 20-day average. It enters long when momentum crosses above zero and volume exceeds twice its average, and enters short…
This document describes a crossover approach using 12- and 26-period EMAs alongside 100- and 200-period SMAs. Its accompanying source code, however, generates orders from EMA crosses filtered by whether price is above or below the 100-period SMA: it buys on…
This trend-following system combines a fast EMA, a slower EMA, and a long-term EMA filter. With the stated defaults, it goes long when the fast EMA crosses above the slower one while both are above the filter, and short when the fast crosses below while both…
This strategy manually calculates Heikin-Ashi candles and uses consecutive candles of the same direction to confirm a trend before entering. It supports long, short, or two-sided trading, and can invert the direction of its signals. Separate candle-count…
The document describes a long-only trend-following system that enters when the close crosses above the 34-period exponential moving average. It sets the initial stop at the prior candle's low and defines risk as the distance from entry to that stop. The…