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
The document describes a multi-indicator approach that layers moving averages over Bollinger Bands to form price channels. It combines candle-body resistance levels, multi-day support and resistance, a pair of EMAs for trend direction, and an optional Hull…
This system uses a short-period and a long-period simple moving average to generate both long and short signals. A cross above triggers a long position, while a cross below triggers a short position; an opposing position is closed before the new direction is…
This is a long-only trend-following approach that combines Aroon crossovers with a linear regression moving average (LSMA). It enters when the Aroon upper line crosses above the lower line and the close is above the LSMA. It exits when the Aroon upper line…
This strategy combines Parabolic SAR with Bollinger Bands. SAR supplies a directional trend condition, while the bands mark a volatility range: a long entry requires price above SAR but below the upper band, and a short entry requires price below SAR but…
The strategy uses RSI thresholds to identify potential entries and smoothed RSI lines to help gauge direction. It looks for long opportunities when the fast-smoothed RSI is below the oversold threshold while the slower line is rising, and short opportunities…
This strategy uses confirmed pivot highs and lows as resistance and support levels, then combines price-level conditions with a trend filter to seek entries. It describes long entries near support and short entries near resistance, with initial stops…
This strategy combines a Vegas channel, formed from a moving average and standard deviation, with SuperTrend to follow price trends. It scales the SuperTrend multiplier using the channel’s width relative to its average, then treats a change in the resulting…
This RSI2 strategy combines a two-period relative strength index with a configurable moving-average filter. When price is above the moving average, an RSI2 reading above 90 triggers a short entry and a reading below 10 closes that short. When price is below…
This long-only mean-reversion method looks for a short-term bounce after three consecutive days of lower highs and lower lows. It requires the close to remain above a 200-day EMA while sitting below a 5-day EMA, then exits when the close crosses above an…
This strategy pairs the Hilo Activator, used as a trend filter, with MACD crossovers for entry timing. It opens a long position when MACD crosses above its signal line while Hilo indicates an uptrend, and a short position when both signals point down. ATR…
This strategy combines 9- and 21-period EMA crossovers with volume and recent price extremes to generate directional signals. A bullish or bearish crossover sets the market direction; a candle moving in that direction with volume above its 50-period average…
This machine-learning example predicts whether each crypto futures asset’s next closing price will rise or not, then uses those binary predictions as portfolio weights. It builds candidate features from futures data, including a weighted moving-average trend…
This approach combines a price reversal rule based on recent closes and the stochastic oscillator with a Triple Exponential Moving Average (TEMA) direction filter. The reversal component produces a bullish or bearish state from a two-step change in closing…
This strategy looks for disagreement between price pivots and RSI pivots. A regular bullish divergence pairs a lower price low with a higher RSI low, while a regular bearish divergence pairs a higher price high with a lower RSI high. The described entry…
This strategy combines a fast and slow EMA crossover with a higher-timeframe EMA filter. It describes long entries when the fast EMA crosses above the slow EMA while above the reference EMA, or crosses above the reference EMA itself; short signals use the…
The document describes a short-term crossover strategy using an 8-period EMA and a 34-period EMA for directional signals, with a 200-period simple moving average as a trend filter. It specifies ATR-based exits using a 14-period ATR: a stop at 1.5 times ATR…
This tutorial template uses a Ridge Classifier to predict whether a stock's next closing price will be higher or lower than its current close. Its main example loads Amazon data from the Nasdaq-100 universe, uses log closing prices as features, and reserves…
This strategy pairs Bollinger Bands with a reversal candle pattern. It looks for a candle whose body is less than half the preceding candle's body, with the two candles changing direction, after the preceding close has moved outside a band. A smaller bullish…
This trend strategy combines MACD crossovers with a set of 14 bands. Each band is built from a price linear regression line plus or minus a multiple of price standard deviation over a different lookback. The overview describes selecting the most distant…
This indicator combines Bollinger Bands with a smoothed Stochastic RSI to flag potential reversals. A bullish signal follows a close below the lower band when the next close returns above it and both Stochastic RSI lines are below the lower threshold. A…
PresentTrend is a trend-following method that builds a trailing level from average true range and a custom indicator using either RSI or MFI. The indicator’s value is compared with its value two bars earlier to generate long and short signals; a direction…
This document describes an execution utility for opening, closing, or reversing positions in two perpetual futures contracts. When opening, it calculates each leg's quantity from a shared per-asset value and the current ticker price, with a contract-value…
This cryptocurrency strategy uses a 50-period EMA and a 100-period SMA to set direction: an upward crossover opens a long position, while a downward crossover opens a short. RSI provides exit conditions, closing longs above the stated overbought level and…
This BTC perpetual futures strategy combines an EMA crossover with RSI and ADX filters. It enters long when price crosses above the EMA while RSI is above 50 and ADX exceeds a threshold; short entries use the inverse crossover and RSI condition. ATR sets…