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 uses Parabolic SAR reversals to time long and short entries, with a second SAR reading used as a directional filter. It also requires a preceding price move to meet a threshold before entry. Positions are closed when a profit target is met…
This strategy combines RSI momentum, price divergence, and rolling support and resistance to generate long and short signals. It compares recent price highs or lows with RSI highs or lows: a lower price low alongside a higher RSI low suggests a bullish…
This trend-following system uses a close crossing above the upper Bollinger Band or below the lower band as its entry trigger. It requires ADX to exceed a trend-strength threshold, volume to rise above a multiple of its recent average, and price to be on the…
This document explains how to construct a weighted price average and standard deviation using closing prices and volume, then plot a center line with upper and lower bands. It describes trading moves beyond the bands as directional breakout signals and…
This short-term strategy combines MACD crossovers with RSI, a simple moving average, and price levels derived from recent highs and lows. Long entries require a bullish MACD crossover alongside readings below the RSI midpoint and SMA, with price below a…
The document describes a reversal approach built around the Percentage Price Oscillator and local price pivots. Its stated idea is to look for PPO bottoms alongside relatively low price levels to identify possible bullish reversals, with analogous tops and…
This strategy uses a fast and slow exponential moving average to generate directional signals. The described settings use a three-period fast EMA and a thirty-period slow EMA: a bullish crossover opens a long position, while a bearish crossover closes it.…
This strategy combines a slow moving average based trend state with a faster EMA used to identify potential entries during pullbacks. In the supplied implementation, the trend state is based on consecutive bars remaining on one side of the selected slow…
This long-only strategy combines a crossover between a 13-period and a 26-period simple moving average with a Fractal Adaptive Moving Average (FRAMA). It opens a position when the faster average crosses above the slower one and the FRAMA is below the close.…
This strategy uses defined candlestick color conditions to identify short-term directional setups. A green candle following a yellow signal candle triggers a long entry, while a red candle following yellow triggers a short. Yellow represents an up-close…
This example applies the Commodity Channel Index to daily gold futures data as a threshold-based mean-reversion strategy. It enters long when CCI recovers from below its lower threshold into the middle zone, and enters short when it falls from above its…
This strategy combines MACD crossovers with a simple moving average filter. A bullish crossover is intended to open a long position when price is above the trend average, while a bearish crossover opens a short when price is below it. It also describes…
This intraday system organizes signals around London, New York, and Asian session price ranges. Its main short setup looks for price to reach or exceed the London high during the New York window, then close below the open, interpreting the move as a failed…
This strategy uses two consecutive large daily price changes to choose a direction. When both moves exceed a user-set threshold, it treats the sequence as a strong directional signal and enters on the next candle. The description says it can trade either…
This note explains a trend-following approach that compares fast and slow moving averages. It describes a 24-period fast average and a 100-period slow average: a cross above the slower line signals a buy, while a cross below signals a sell. The crossover is…
This strategy pairs Bollinger Bands with RSI to generate long entries and exits. The bands use a 20-period simple moving average and a width of two standard deviations; RSI uses 14 periods, with 30 and 70 as oversold and overbought thresholds. A long entry…
This strategy uses ADX to screen for trend strength and the Directional Movement Index (DMI) to determine direction. Entries require ADX to be above a key level of 23 and rising over a three-period lookback; DI+ above DI- supports a long, while DI- above DI+…
This strategy combines the Relative Strength Index (RSI) with Supertrend to define directional entries and exits. It opens a long position when RSI crosses above 58 while price is above a green Supertrend, then closes the long if RSI falls below 50 and…
This trend-following method combines the Average Directional Index (ADX) with a fixed lookback price comparison. When ADX exceeds 10, a close crossing above its level 65 bars earlier generates a long signal; a crossing below generates a short signal. The…
This strategy uses seven consecutive candles of the same direction as a signal, then trades against that run: a sequence of declining candles prompts a long entry, while rising candles prompts a short. It also closes positions at set daily times tied to…
This daily breakout system uses the previous trading day's high and low as reference levels. A close above the prior high signals a long trade, while a close below the prior low signals a short trade. Flags limit entries to one trade in each direction per…
This long-only trend strategy enters when price closes above the upper Bollinger Band, aiming to capture continued upward movement after a volatility breakout. The bands use a configurable lookback, standard-deviation multiplier, and moving-average type. An…
This trend-following strategy uses a long moving average to define direction and Average True Range (ATR) bands to require a price move beyond ordinary volatility. A close above the average plus an ATR threshold signals an uptrend; a close below the average…
This strategy description combines a zero-line cross from either the Commodity Channel Index or a momentum measure with recent RSI extremes. It adds a mean filter based on an exponential moving average and standard-deviation bands: long signals require…