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 contract grid strategy with long, short, or two-sided operation. It places orders across a price range anchored to an initial or current price, aiming to capture repeated moves between grid levels. Grid count is calculated…
This document presents a trend-following method using 10-day, 100-day, and 200-day exponential moving averages. The accompanying source enters long when the three averages are aligned in ascending order, with the shortest above the middle and the middle…
This document outlines a rules-based strategy combining moving averages, estimated buying and selling volume, and Bollinger Bands. It uses 20-day and 60-day averages to describe trend direction, and compares estimated buy or sell volume with the opposing…
This combined strategy requires a short-term reversal signal and a longer-term trend signal to agree before entering. The reversal component uses a Stochastic oscillator with price movement over recent bars and fast/slow line relationships around the…
This trend-following method builds a channel from the highest and lowest values of a higher-timeframe opening price over a configurable lookback, then compares the current close with a switching threshold. A close crossing above the threshold triggers a long…
This strategy combines a 20-period EMA for directional bias, a 21-period Hull moving average for trend direction, and a 14-period ADX filter that can be switched off. It enters only when these conditions align, the price is within two ATRs of the EMA, and…
This trend-following method enters long when the close crosses above the first upper standard-deviation band and enters short when it crosses below the first lower band. It exits a long when price crosses below the moving-average basis and exits a short when…
The narrative describes a 20-period simple moving average and 5-period exponential moving average, with price crossings filtered by a MACD cross held for several periods. It also proposes updating stops around post-entry highs or lows. However, the included…
The strategy describes a smoothed RSI-style oscillator intended to reduce short-term noise while limiting lag. Its source first forms a weighted price from the current close and three prior closes, then sums upward and downward changes over a configurable…
This trend-following system uses a 12-period EMA crossing a 21-period EMA to open long or short positions. It calculates a 14-period ATR and places stop-loss orders 1.5 ATR from the average entry price and profit targets 3 ATR away, giving a nominal 1:2…
The BabyShark strategy seeks reversals when price moves far from a volume-weighted average price (VWAP) and a volume-derived RSI reaches an extreme. It calculates VWAP over 60 candles and defines outer bands using three average deviations. A long setup…
This strategy combines three exponential moving averages with the Directional Movement Index (DMI) and MACD to identify directional entries. The 34, 89, and 200 period EMAs are described as short, medium, and longer term trend references, while the stated…
This document describes a long-only moving average crossover system built around prices recorded during unusual liquidity events. It measures liquidity as volume divided by the absolute open-to-close price change, then sets an outlier boundary using an…
This strategy uses crossovers of 8- and 21-period weighted moving averages to signal long or short positions. An optional filter requires ATR to decline over three consecutive bars before a crossover is acted on. Its risk rules allow a position to move…
This document presents a two-sided Bitcoin strategy that combines short- and long-period simple moving average crossovers with Ichimoku cloud and volume filters. A bullish crossover qualifies only when price is above both displaced cloud spans and volume…
This document describes a trend-following approach using MACD crossovers on multiple timeframes. It proposes entering long after a bullish crossover on a 15-minute chart and closing positions when a bearish crossover appears on a 4-hour chart. The listed…
This strategy builds upper and lower thresholds from moving averages of recent highs and lows. It expands those averages by half the distance between them, treating the resulting bands as breakout levels. A move above the upper threshold or below the lower…
This crypto strategy combines RSI threshold crossings with a simple moving average to define long and short entries. It also proposes using a benchmark market series in place of the traded instrument’s own price bars, with the stated aim of filtering signals…
This document outlines a multi-indicator strategy that uses Bollinger Bands and RSI to identify potential long entries near the lower band and short entries near the upper band. It adds ADX as a trend-strength filter, with stronger readings described as…
This strategy combines a moving average and RSI to generate trades within a chosen calendar window. It calculates an RSI on the moving average, enters long when RSI crosses above its lower threshold, and enters short when RSI crosses below its upper…
This statistical-arbitrage demo tracks closing prices for two instruments, takes their logarithms, and uses the difference as a spread signal. When the spread crosses configured positive or negative thresholds, it opens opposing legs: short the first…
This script turns the prior week’s high and low into support and resistance references, then assigns a directional position from the current bar’s range relative to those levels. In one mode, a bar fully below the prior low indicates a short bias and a bar…
This strategy calculates a Woodie pivot from the previous period’s high, low, and close, weighting the close twice. It tracks whether price crosses the pivot: a move from below to above sets a long state, while a close below the pivot sets a short state. An…
This cryptocurrency strategy combines a large absolute price change over a lookback window with an extreme Stochastic RSI reading. It enters long when the move threshold is met and either the smoothed %K or %D is below 3; it enters short when the threshold…