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
This Bitcoin strategy seeks long positions when several measures support an advancing trend. It scores a bullish stack of smoothed moving averages, their separation and slopes, path efficiency, momentum persistence, volatility conditions, breakout strength,…
This intraday futures strategy enters when a closing price breaks above the prior Donchian upper band or below the prior lower band. The bands use the highest high and lowest low over a configurable lookback, shifted back one bar to avoid using the current…
This strategy calculates Heikin-Ashi open and close values from ordinary candle data, then treats their relationship as a directional state. A change from a non-green Heikin-Ashi bar to a green one triggers a long entry; a change from green to red triggers a…
This document explains how the script estimates Ralph Vince’s Optimal F from a strategy’s closed trades. It records profit or loss per contract, scales each result by the largest loss, then evaluates a grid of sizing fractions from zero to one. For each…
This indicator scans multilevel zigzag pivots for reversal chart patterns and draws detected formations on the price chart. Its selectable pattern families include double taps and triple taps, with cup-and-handle and head-and-shoulders patterns also…
This script combines simple and exponential moving averages with periods including 50, 100, 236, 500, 764, and 1000. It plots configurable averages and colors selected pairs to show their relative ordering. The names refer to the chosen lookback periods; the…
The Helios strategy combines an adaptive price baseline, moving-average direction, directional movement, VWAP distance, range position, volatility measures, and higher-timeframe references into a scored long or short framework. Configurable filters include…
This script retrieves the high and low from a selectable timeframe, such as daily, weekly, or monthly, with a lookback shift that can select the current or an earlier period. It then maintains a directional state: price above the retrieved low yields a long…
This strategy enters long when price rises above the highest level from a configurable lookback period, and enters short when price falls below the corresponding lowest level. The default lookback is 41 bars. A second check compares those prior extremes with…
This crypto-oriented strategy enters long or short positions when the chart timeframe’s SuperTrend changes direction, provided Bollinger Band Width is above its own moving average. The width is calculated from Bollinger Bands relative to their basis and…
This short-only strategy combines exponential moving averages with Fibonacci-style levels derived from a rolling range of the 9- and 55-period averages. Its stated entry condition uses the prior close relative to the calculated upper level together with the…
This script describes a configurable, long-only moving-average crossover strategy. It calculates three averages, each with selectable period, source, method, and chart resolution. Supported methods include simple, exponential, weighted, running, hull, double…
This document explains a crossover indicator built from two adaptive averages: the Corrected Moving Average (CMA) as the slower line and the Corrected Trend Step (CTS) as the faster line. Both use a rolling variance as a threshold to adjust how much new…
This Bitcoin swing strategy uses a 200-period EMA as its main trend boundary. With the anti-whipsaw option enabled, entries require price to remain beyond an EMA buffer for a set number of bars, and a minimum spacing between trades can reduce repeated…
This XAU/USD strategy combines a fast and slow EMA with a close crossing the fast EMA to generate confirmed long or short signals in the direction of the broader EMA trend. At entry, it rounds the closing price to the instrument tick, places a stop a…
This strategy combines a VWMA and ATR based SuperTrend with a weighted k-nearest-neighbors classifier. The SuperTrend bands use the moving average as a center and adjust their distance according to volatility. The classifier compares recent SuperTrend values…
This strategy converts MACD behavior into a directional score using changes in the MACD line and histogram, plus a weighted contribution when the MACD line crosses its signal line. It combines the current timeframe score with a score from a mapped higher…
This strategy uses a volatility-adjusted trailing threshold to identify changes in price direction. It multiplies ATR by a configurable reaction factor to set the distance from the selected price feed, then moves the line along with price while limiting its…
The TrendFlex indicator implements a trend-sensitive oscillator attributed to John Ehlers. It first applies a SuperSmoother filter to the chosen price series, then averages differences across a configurable period and normalizes the result using a fast…
This framework turns three-candle Fair Value Gap patterns into trend continuation setups. It records the latest bullish or bearish gap, then waits for price to revisit its boundary and close back beyond it. A 50-period exponential moving average filters…
This stock strategy combines short and long exponential moving averages with MACD, RSI, directional movement, volume, and a higher-timeframe EMA. Long entries require bullish alignment across these indicators, a strong directional movement reading,…
This indicator renders ten moving averages as a shaded, three-dimensional-looking ribbon. Users choose simple or exponential averages, a starting period, and a period increment; the ten series then span a range of smoothing lengths. Color shading reflects…
This Bitcoin strategy combines normalized technical features into a weighted score for long entries. Inputs include fast and slow exponential moving averages, rate of change, price distance from a volume-weighted average, volume, and a regression slope. A…
This long and short trend-following strategy enters when price crosses beyond the previous bar's 55-period high or low, then exits through a 20-period opposite-side breakout. It estimates volatility with ATR and sizes each unit from account equity, a chosen…