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 trend-following method uses a Kijun baseline to define direction and an ATR envelope to avoid entries when price has moved beyond the channel. Aroon crossovers trigger candidate entries, while MACD, RSI, and Parabolic SAR confirm direction. Longs are…
This strategy combines higher- and lower-timeframe trend checks to generate long and short signals. It calculates moving averages, Supertrend, and Ichimoku components on a selected higher timeframe, then compares Supertrend direction with the chart…
This strategy combines the Schaff Trend Cycle (STC) with two moving averages to define directional entries. A long signal occurs when STC crosses above 25, the faster average is above the slower one, and price is above the faster average. A short signal uses…
This document describes a trend-following method that compares a Hull moving average with an exponential moving average. A cross of the Hull line above the EMA signals a long entry, while a cross below signals a short entry. Both averages use a five-period…
This cryptocurrency strategy uses a custom candle-body oscillator to identify forceful upward moves. It compares each candle’s body size with a multiplied moving average of candle bodies; a large bullish body signals a “pump” and opens a long position at the…
This strategy combines fixed support and resistance levels with a simple daily trend filter. It enters long when the close is below the configured support level while above the previous daily close, and enters short when the close is above resistance while…
This BTC futures strategy looks for a possible market bottom by combining a fast RSI with a candle-body filter. It calculates RSI from recent price changes over a two-period smoothing window and treats a reading below 10 as oversold. A long signal also…
This trend-following system uses three exponential moving averages to identify directional setups. A long signal occurs when the short EMA crosses above the medium EMA while the medium EMA is above the long EMA; a short signal uses the opposite conditions.…
This system combines an adaptive G-Channel, built from upper and lower price boundaries, with an exponential moving average. The channel boundaries update using current and prior prices, while their midpoint helps represent the channel’s state. The described…
This strategy uses short- and long-period simple moving averages to identify crossovers, then checks a still longer moving average to filter entries. A bullish crossover can open a long position only when the long-term average is rising. A fixed percentage…
This long-only trend-following strategy uses the Ichimoku Cloud to identify bullish conditions, with volume and an optional exponential moving average filter for entry confirmation. Price must be above both cloud spans, current volume must exceed its recent…
This strategy combines Bollinger Bands with RSI to filter entry signals. It describes a 20-period simple moving average with bands two standard deviations away, alongside a 16-period RSI. The stated RSI thresholds are 45 for oversold and 55 for overbought.…
This strategy builds upper and lower trendlines from detected swing highs and lows over a configurable lookback. It updates line slopes using one of three methods: ATR, standard deviation, or linear regression. A close crossing the projected trendline…
This strategy combines RSI and CCI thresholds to seek trades after extreme readings. It proposes a long entry when both indicators are below their oversold levels and a short entry when both exceed their overbought levels. Stops are set at a fixed percentage…
This strategy identifies hammer-like and shooting-star-like candles using the candle body’s position relative to a configurable fraction of its high-low range. It filters candidates by candle range relative to ATR and requires a completed bar. Long and short…
This strategy pairs a 123 price reversal setup with an Ergodic TSI momentum filter. The reversal component looks for a close to turn after two days moving the other way, with a stochastic condition to qualify the signal. The TSI component smooths price…
The document explains a Darvas Box approach that defines upper and lower price boundaries from recent highs and lows. Its code generates a long entry when the close crosses above the box top and closes that position when price crosses below the box bottom.…
The document describes a short-term strategy that combines moving-average direction, MACD momentum, an oscillator threshold, and price interaction with a moving average. Its stated setup uses 50- and 100-period EMAs for trend direction, MACD crossing its…
This long-only breakout strategy enters when price reaches or exceeds the upper Bollinger Band and exits when it reaches a stop based on the lower band. The bands use a moving-average basis and standard-deviation offsets, allowing their levels to change with…
This strategy combines MACD momentum, volume spread analysis (VSA), and fair value gap (FVG) detection to generate long and short signals. MACD provides directional confirmation; VSA looks for high-volume breakouts beyond recent highs or lows; and FVG rules…
This document presents a customizable redesign of the Parabolic SAR indicator, a trend-following tool that can also serve as a trailing stop. Users can adjust the start, increment, and maximum parameters, change the plotted point width, and choose whether to…
This proposed long-only system combines the direction of 20, 50, and 100-period exponential moving averages with price action around the 20-period EMA. It enters when price crosses above that EMA while all three averages are rising. It exits if RSI exceeds…
This strategy combines a Keltner Channel breakout with a long-term trend filter and momentum confirmation. The channel uses a 20-period EMA and bands set two ATRs above and below it. Long entries require price to break above the upper band while above a…
This strategy follows trends by comparing a 50-period fast simple moving average with a 200-period slow one. A bullish crossover triggers a long entry and a bearish crossover a short entry, with execution described for the next candle’s open. The design also…