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 estimates preferred trading hours from cumulative rate-of-change observations, using a user-selected time zone and price source. It computes an indicator-weighted average hour for long signals and a separate average based on reciprocal ROC…
This strategy derives a bounded momentum measure from price changes and smooths it with a weighted moving average (WMA). The described calculation compares net price change over a lookback with average absolute daily movement, scaling the result to a range…
This indicator pairs an adaptive Jurik Moving Average (JMA) with upper and lower bands spaced by a multiple of average true range (ATR). Its rationale is that an asset reaching an extreme may react in the opposite direction, regardless of the prevailing…
This script repeatedly places a limit order a chosen percentage away from the latest ETH/USDC price on Hyperliquid futures. In buy mode, it targets a price below the market; in sell mode, it targets one above. After placing the order, it waits for a set…
This strategy combines three EMAs, RSI, and the MACD histogram to generate long and short signals from price data. It calculates the indicators using an average of the high, low, and close prices, then requires an EMA crossover, price alignment with a slower…
This grid strategy places limit orders above and below the current market price, opening short positions on the upper side and long positions on the lower side according to the selected grid mode. It tracks open position amounts and combined unrealized…
This strategy combines Hammer and Shooting Star candlestick patterns with an Average True Range filter. It defines each pattern using the relative lengths of candle bodies and wicks, and requires the candle’s total range to exceed an ATR-based threshold. A…
This strategy adapts a squeeze-momentum indicator to trade volatility breakouts. It identifies a squeeze when Bollinger Bands fall inside Keltner Channels, then waits for the squeeze to release and uses the direction of a linear-regression momentum measure…
This strategy uses the Ichimoku cloud to identify medium- to long-term directional moves. Its entry rule compares the close with the cloud boundaries, calculated from Senkou Span A and B: a close crossing above the upper boundary signals a long, while a…
This trend-following strategy watches price crossings of four simple moving averages: 21, 50, 100, and 200 periods. A close crossing above any one of them triggers a long entry, while a cross below any one triggers a short. The source also calculates stop…
The strategy uses ATR-based SuperTrend direction changes to generate long and short signals, then filters entries by the price’s position relative to a long-term average. The accompanying explanation describes a DEMA filter, requiring price above the average…
This strategy looks to buy short-term weakness while the market remains above a long-term moving average. It enters long when the close is above the 200-day simple moving average but below the 10-day average, with RSI(3) below 30. The stated rules set a stop…
This cryptocurrency futures strategy identifies turning points in two exponential moving averages. A bullish setup occurs when both averages form a local trough across recent bars; a bearish setup occurs when both form a local peak. The system enters long or…
This long-only trend system layers a long-term EMA filter with Williams Alligator and Fractals to establish trend direction, then uses an Awesome Oscillator saucer pattern to time entries. It can add positions as further signals appear, allocating a portion…
This BTC futures strategy combines a rate-of-change measure with three simple moving averages. It enters long when price is below a reference average, the lookback price range exceeds a lower ROC threshold, and the fast average is rising while the slow one…
This strategy combines a reversal signal based on closing-price patterns and the Stochastic oscillator with a direction signal from the Chande Forecast Oscillator. The reversal component looks for a two-bar change in closing-price direction alongside a…
This strategy uses the Detrended Price Oscillator (DPO) and an EMA of the DPO to generate long entries and exits. It calculates a 24-period simple moving average, reads a displaced value of that average, and subtracts it from the close to form the…
This tutorial implements a SuperTrend strategy for a BTC futures contract. It calculates ATR-based upper and lower bands around the midpoint of each bar, then carries forward adjusted bands to define the active trend line. A change in which side of the line…
This strategy opens a long or short position in a chosen calendar month and closes it in another chosen month, aiming to capture recurring seasonal price behavior. The example enters in October and exits in January. It permits only one open position at a…
This strategy compares a closing price with an N-period simple moving average and expresses the absolute difference as a percentage of price. It assigns a short position when the gap exceeds an upper threshold and a long position when it falls below a lower…
This note explains why a futures position’s displayed average price may not represent its original entry price. It contrasts the generic position price field with exchange-specific fields for opening cost, average cost, or entry price. The example shows a…
This strategy combines the Traders Dynamic Index (TDI), a Price Action Channel (PAC), and MACD to identify directional signals around possible trend changes. TDI uses RSI and smoothed RSI lines, with their crosses and positions relative to a middle line…
This strategy uses a 120-minute Supertrend, calculated with an ATR period of 14 and factor of 3.42, to set directional entries when price crosses its line. It uses a 15-minute RSI with length 5 as an additional exit signal, closing longs at an upper…
This document outlines a trend-following method using a 5-period exponential moving average and a 20-period simple moving average. Its written description calls for signals to align across the chart timeframe and a 4-hour timeframe: an upward crossover on…