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 long-only breakout strategy enters when price exceeds a prior high over a configurable lookback, or a prior rolling all-time high. The reference excludes the current bar. Entries may require a closing-price break and can be filtered by an uptrend,…
This strategy seeks to re-enter established trends after a countertrend pullback. Trend direction requires a fast EMA to be above or below a slower EMA, with the slower average also rising or falling over a lookback. A short-period RSI registers a dip in an…
This short-term forex strategy combines Williams-style fractals with three exponential moving averages. It is intended for charts of one to five minutes, with a recommendation to revisit parameter settings weekly. The EMA lengths and fractal period are…
The script calculates Williams Accumulation/Distribution (WAD), smooths it with a simple moving average, and assigns a positive or negative position according to whether WAD is above or below that average. It then submits long or short entries based on that…
This short strategy uses two exponential moving averages of closing price to generate directional entries. It enters long when the 26-period EMA crosses the 12-period EMA upward, and enters short when the 26-period EMA crosses the 12-period EMA downward.…
This long-only strategy enters when price makes a new high relative to either a rolling all-time-high proxy or a 52-week high calculated from weekly data. Each breakout condition can be enabled independently, and the strategy enters only when it has no open…
This strategy generates directional signals when a configurable short moving average crosses a longer one. It supports simple, exponential, and smoothed moving averages. The crossover is filtered by several conditions: Bollinger Band width relative to ATR,…
This strategy detects swing highs and lows using a configurable fractal period. With the default period, a fractal is identified by comparing a bar's high or low with the surrounding window. It stores the three most recent highs and lows separately, then…
This long-only silver strategy combines a slow moving-average trend exit with optional macro stress filters and a rapid-decline safeguard. It enters when the silver trend is not weak, enabled macro indicators have remained calm for the required bars, and any…
This strategy uses a configurable moving average as its trend reference and places upper and lower bands at a multiple of ATR. A trend is confirmed after price remains beyond a band for the required consecutive bars, with confirmation based on either closes…
This strategy combines a moving-average trend filter with a one-bar price breakout. It signals long when the faster EMA is above the slower EMA and the close exceeds the prior bar's high; it signals short when the averages and close show the opposite…
This Nifty-oriented strategy takes long or short positions when price, VWAP, and a short-term EMA align with RSI momentum. Long entries require price above both reference lines and RSI above its bullish threshold; short entries require the inverse alignment…
This strategy trades crosses of the chart’s 200-period EMA in either direction, subject to an optional filter based on the previous completed daily candle: longs are allowed after an up day and shorts after a down day. It uses a fixed six-contract position…
This long-only trend-following method places a stop entry at the latest qualifying Williams fractal high. A fractal is considered valid when it lies above the Alligator teeth line, calculated from a smoothed price average. The strategy also calculates the…
This strategy generates short signals when a configurable fast moving average crosses below a slow moving average. Both averages may use EMA, SMA, or WMA calculations. A slope filter can require each average to be falling beyond a set threshold, and an…
This strategy trades Tenkan-sen and Kijun-sen crossovers, classifying bullish and bearish crosses by whether the cross level lies above, inside, or below the current Ichimoku cloud. Configurable entry and exit tiers determine which strengths qualify. Traders…
This system combines two intraday approaches using UTC-defined sessions. During the London and New York windows, it looks for trend trades using fast and slow exponential moving averages, with optional higher-timeframe agreement. Candidate signals accumulate…
The strategy uses SPY’s 200-day simple moving average as a regime filter: the code opens a long position when SPY closes above a threshold 4% over the average and exits below a threshold 3% under it. The accompanying discussion applies these signals to…
The ATR Rope indicator filters small price fluctuations by moving a central line only when price travels beyond a threshold based on average true range. Its upper and lower channel boundaries show that threshold. The rope changes color with its direction,…
This indicator fits linear trends to logarithmic prices across a set of candidate lookback periods, then selects the period with the highest Pearson correlation. It draws the fitted midline and upper and lower channel boundaries, with channel width based on…
This strategy separates directional filtering from entry timing. A 38- and 62-period EMA comparison sets the trend direction, while current-timeframe and automatically selected higher-timeframe stochastic measures must confirm momentum around the 50 midline…
This strategy combines three chart signals: the relationship between 50- and 200-period exponential moving averages, RSI(14) crossings of 30 or 70, and price crossing back through a 20-period Bollinger Band. A buy or sell signal occurs when at least two…
This indicator constructs Renko-style bricks over ordinary chart candles to emphasize price movement while filtering out smaller fluctuations. Brick size can be fixed, based on average true range, scaled fractions of that measure, or set as a percentage of…
This strategy looks for pullbacks to a 44-period exponential moving average while price remains on the trend side of a 200-period average. A long signal requires the daily and four-hour trends to be bullish; a short signal requires both to be bearish. In…