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 and trading script uses a 21-period ATR multiplied by 6.3 to set a trailing stop that follows price direction. Its position state changes when price crosses the prior trailing-stop level: a move above it produces a long state, while a move…
This short-term pullback strategy combines ATR-based price levels with volatility and RSI filters. It describes calculating a 10-period ATR and using a grid factor of 0.2 to generate 15 levels. Long signals require price below the first level, sufficient…
The strategy uses a crossover between the Ichimoku conversion and base lines to identify directional changes, then filters long entries by price relative to the projected cloud spans. In the described rules, a conversion-line cross above the base line can…
This strategy combines a short-term closing-price reversal pattern with a weighted rate-of-change oscillator. The reversal component looks for a two-step change in closing prices and filters candidates with a Stochastic oscillator; the KST component weights…
This document presents a trend-following method using four exponential moving averages with periods of 9, 21, 50, and 200 days. A long entry requires the close and each shorter average to be above the next longer average, creating a fully ordered bullish…
This strategy description combines price and volume context with several moving averages and proposed Fibonacci retracement levels. A fast and slow average are intended to indicate trend direction, while volume is compared with its own moving average. The…
This strategy combines a two-bar reversal pattern with STARC Bands, which place ATR-based boundaries around a short-term moving average. The reversal component uses recent closes and stochastic fast and slow readings to form directional signals. The STARC…
This strategy seeks pullback entries in the direction of a strong trend, using a 50-period moving average channel, ADX, and long- and short-period Elder Force Index (EFI). The channel is formed from moving averages of highs and lows, while ADX filters for…
This long-only strategy uses fast, intermediate, and slow exponential moving averages to identify entries in rising trends. It enters when the fast EMA crosses above the intermediate EMA while both intermediate and slow EMA slopes are positive, or when the…
This strategy combines MACD crossovers with RSI thresholds to seek potential reversals. It describes a long entry when the MACD line crosses above its signal line while RSI is below 40, and an exit when MACD crosses below while RSI is above 60. The document…
This trend strategy combines three technical tools: SuperTrend for directional signals, square-root-derived Gann levels for possible support and resistance, and fast and slow smoothed Heikin Ashi series to help confirm direction. The document describes…
This strategy estimates trend direction by measuring each close’s distance from a simple moving average and summing those gaps over a rolling window. A positive total signals a long position and a negative total signals a short position; positions close when…
This strategy combines a fast and slow Hull-style moving average signal with Ichimoku components to confirm entries and exits. The code derives two smoothed lines from weighted moving averages; their relative position, price location, and Ichimoku…
This strategy pairs seven-period price extremes with a Trendflex measure and Bollinger-style bands. Its description says to go long on a break below a recent low and short on a break above a recent high, then filter those signals using trend strength and…
This strategy combines a stack of smoothed and exponential moving averages with MACD to take long or short positions. It describes using the ordering of three shorter SMMA lines, a longer SMMA, and an EMA as a trend filter, while requiring price to sit above…
This configurable crossover strategy enters long when a selected price series or moving average crosses above another, and short when it crosses below. The user can choose among four moving-average types and periods, select the two series compared, and…
This Bitcoin futures strategy combines a 5-period and 13-period exponential moving average (EMA) spread with VWAP to identify directional momentum. Long conditions generally require the faster EMA to exceed the slower one and price to be above VWAP; short…
This long-only strategy combines simple moving averages with the Relative Strength Index. It opens a long position when the closing price crosses above a slower SMA. It exits when RSI crosses below 70 or rises above 75, or when price crosses below either a…
This strategy uses Ichimoku Span B as a trend and support or resistance reference. Span B is calculated from the midpoint of the highest high and lowest low over a lookback period. The strategy buys when the close is above the line and sells short when it is…
This strategy pairs a rolling high-low breakout rule with a two-line trend oscillator. A close above the prior rolling high supplies a long signal when the oscillator is bullish; a close below the prior rolling low combines with a bearish oscillator reading…
This strategy defines a trading box from recent daily price extremes and enters when the daily close crosses beyond its boundaries. A close above the top box triggers a long entry, while a close below the bottom box triggers a short entry. The box length is…
This indicator combines HalfTrend reversal arrows with a Hull Estimate moving average (HEMA) and a simple moving average (SMA) to define directional entry signals. A long signal requires HEMA above SMA, a bullish HalfTrend turn, and the candle body above…
The document presents a short-term mean-reversion idea: treat prices well above or below a moving average as potential extremes, using standard deviation and Bollinger Band concepts as context. It proposes buying below a lower boundary and selling above an…
This example trades a spread between continuous Light Sweet Crude Oil and RBOB Gasoline futures. It estimates a return relationship by regressing crude returns on gasoline returns over a rolling history, then measures the recent spread against its mean and…