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 document describes a long-only dollar-cost averaging backtest. It opens a base position within a selected date window, then places a series of lower-priced safety orders. The order levels step farther apart according to a scale factor, while order size…
This strategy seeks a long entry after a high-volume bar makes a lower low and closes below the previous close. It requires the position to be flat. Position size is described as a risk amount based on account equity and a user-set risk percentage,…
The document presents an adaptive trend-following strategy and describes ATR-based trailing stops, RSI direction signals, and parameter risks. Its prose says to go long above an RSI center line and short below it, with the stop distance scaled to ATR. It…
The document presents a two-sided trading strategy that combines momentum signals with trend filters and predefined exits. Its prose describes separate RSI periods, with oversold or overbought threshold crossings filtered by short and long moving averages.…
This short-term breakout method uses VWAP as a directional reference. It identifies a sequence of rising or falling closes around VWAP, records a relevant bar's high or low, and enters when price later breaks that level. Positions are closed when price…
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 system attempts to make Elliott Wave analysis more systematic by finding pivots at three nested lookback scales, then applying structural rules such as requiring Wave 3 not to be the shortest. Its trading logic uses an identified impulse structure to…
This strategy combines a 50-period EMA on a three-minute chart with a 50-period EMA from the one-hour timeframe. A long signal requires price to be above both averages and current volume to exceed 1.5 times its 20-period average. The described exit is…
This example schedules a target futures position across a chosen trading window using historical intraday volume patterns. It divides the session into fixed-length time cells, calculates each cell’s share of total session volume for each selected prior…
This trend-following method estimates direction over two lookback periods. For each period, it compares the close with the midpoint of the recent high-low range, then smooths consecutive above- or below-midpoint readings. A long signal occurs when both…
This strategy uses a 14-period and a 28-period simple moving average to generate directional signals: an upward crossover indicates a long, while a downward crossover indicates a short. The description specifies a 2% stop loss and a 4% take-profit level,…
This strategy calculates Fibonacci retracement levels from the rolling high and low over a configurable lookback. It seeks bullish candles near the low boundary and bearish candles near the high boundary, then requires volume to exceed a multiple of its…
This intraday NQ strategy records the high and low formed during the New York lunch session, then watches for the first sweep during the afternoon trading window. A short setup occurs when price moves above the lunch high but closes back below it; a long…
This example applies a z-score to daily closing prices for a gold futures contract. It calculates the mean and standard deviation over a rolling window, then compares the latest close with that mean in standard deviation units. When flat, it buys after a…
This strategy estimates short-term cost as the midpoint between the highest high and lowest low over a recent window, then compares it with a long-term simple moving average of closing prices. A simple moving average smooths that deviation. Values above a…
This mean-reversion strategy uses two Bollinger Band envelopes around a 20-period simple moving average, one at two standard deviations and another at three. It opens a long when price crosses back above the lower three-standard-deviation band, or a short…
This strategy combines a short-period RSI with consecutive candle colors to look for reversals after sustained moves. It uses an RSI period of 7 and a threshold of 30, treating readings below 30 as oversold and readings above the mirrored 70 level as…
This trend-following strategy combines T3, a Fibonacci-parameterized T3 variant, and the MavilimW weighted moving average. Depending on which components are enabled, entries and exits use price crossings, crosses between the two T3 lines, or agreement among…
This strategy defines consolidation on a four-hour chart and seeks entries on a five-minute chart after a breakout and retest. It uses the prior 12 higher-timeframe bars to form a range, requires a strong breakout candle and a buffer beyond the range, and…
This short-term system combines price levels, volume-weighted average price, and Stochastic RSI. Its stated logic looks for alignment among breaks of pivot or Fibonacci support and resistance, VWAP and average-price crosses, and Stochastic RSI crosses before…
This strategy combines a 14-period RSI with short- and medium-term simple moving averages to seek entries when momentum and trend conditions coincide. Its stated rules use a 9-period average crossing a 50-period average, with RSI below 30 for longs and above…
This strategy compares two linear regression curves calculated from closing prices: a 100-day curve and a 150-day curve. It signals a long position when the shorter curve crosses above the longer one and a short position when it crosses below. The shorter…
This trend-following strategy aims to stay long during sustained price advances. It enters after a weighted moving average has risen for five consecutive days and exits after it has fallen for four consecutive days. The document says that counting…
This strategy uses a short and long simple moving average to generate directional trades. The description presents a 30-day average crossing a 200-day average as the long or short signal, with a fixed 40,000-point stop and target and a reversal when the…