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
The document combines Supertrend, calculated using average true range, with Bollinger Bands to define entries and exits. It proposes a long entry when the close moves above the Supertrend line while remaining below the lower band, and a short entry when the…
This document describes a Bollinger Band entry method paired with a fixed-percentage stop. Bands are built around a simple moving average, with upper and lower limits set by a multiple of price standard deviation. The proposed entries buy when price crosses…
The document presents a short-term trend strategy that combines the Awesome Oscillator (AO) with moving averages. Its description proposes taking long positions when AO crosses above zero and a fast average crosses above a slow one, with the reverse…
This trend-following strategy compares fast and slow moving averages, with published default lengths of 25 and 62 periods. It offers EMA, VWMA, SMA, RMA, and WMA choices. When the selected fast average crosses above the slow average, the strategy enters a…
This strategy fits a rolling linear relationship between closing price and bar index. Over a configurable window, it calculates averages, standard deviations, and correlation to derive a regression slope and intercept, then evaluates whether the resulting…
This short-term strategy uses a 14-period RSI with oversold and overbought thresholds of 30 and 70. A move back above 30 triggers a long entry, while a move below 70 closes that position. The overview describes use on a 15-minute timeframe for range trading,…
This strategy combines moving-average crossovers, trend and momentum filters, and volatility-based exits. It generates an initial signal when the 9-period EMA crosses the 21-period EMA. A long is allowed only above the 200-period SMA with RSI above 50; a…
This strategy combines RSI with a linear regression channel to seek potential reversals at price extremes. The channel uses a linear regression baseline and upper and lower bands offset by the standard deviation of recent closing prices. It signals a long…
This strategy uses moving averages of market highs and lows to follow price direction. It supports several average types, including ALMA, EMA, SMA, WMA, HMA, VWMA, and RMA, and allows the period and chart timeframe to be configured. A long signal occurs when…
This document describes a trend-following strategy that uses Donchian Channels to identify price breakouts and a moving average to filter long entries. A long entry is triggered when price reaches above the prior upper channel and satisfies the…
This strategy uses moving averages with periods of 9, 100, and 200 days to seek long entries during an emerging trend. It enters when price crosses above the fast average while that average is above the medium average and the medium average is below the long…
This strategy combines a fixed neural network with price and technical indicator inputs, RSI-based adaptive stops, and a Super Trend filter. The network processes changes in volume, Bollinger Band measures, RSI, and MACD histogram to produce an output used…
This strategy transforms a stochastic oscillator with a Fisher-style function to create an indicator line, then uses threshold crossovers for entries: crossing above a lower threshold signals a long, while crossing below an upper threshold signals a short.…
This strategy combines a three-bar price reversal signal with Ease of Movement (EOM), which relates price movement to trading volume. The 123 component uses a stochastic oscillator alongside consecutive price changes to identify long or short conditions. EOM…
This mean-reversion strategy looks for price extremes confirmed by RSI. It enters long when the close falls below the lower Bollinger Band while RSI is below its oversold threshold, and enters short when the close rises above the upper band while RSI exceeds…
This strategy combines RSI levels, RSI moving-average crosses, and Bollinger Bands to identify possible reversals. It looks for long entries when RSI is below its oversold threshold and lower band, and exits when RSI is above its overbought threshold and…
This strategy combines Heikin Ashi candles with a Supertrend indicator to identify trend direction and signal potential entries when price crosses the indicator bands. The Supertrend bands are derived from a midpoint price and an average true range…
This strategy uses a Wave Trend oscillator to generate directional entries. It smooths the average of the high, low, and close with an exponential moving average, normalizes the deviation from that average, and smooths the result again. Crosses of configured…
The article describes a volatility-based channel strategy: calculate rolling volatility from log-price returns, use rolling highs and lows of a volatility-derived range as upper and lower boundaries, enter on an upper-boundary break, and use the average of…
The strategy combines ATR trailing stops across several chart horizons for long-only cryptocurrency trend trading. A four-hour price crossing above its ATR stop can trigger an entry when the daily close is above a separate daily ATR stop. A one-hour cross…
This strategy uses Bollinger Bands to turn price extremes into directional trades. The bands are formed from a moving-average center and a standard-deviation envelope, with the stated defaults set to a 20-period average and a width of two standard…
This script presents a spread-style signal using continuous YM and NQ futures. It divides the YM close by the NQ close, smooths that ratio with a 200-period simple moving average, and uses it to scale NQ in a difference series. Bollinger Bands over that…
This swing strategy uses a Hull Moving Average calculation on a selected price series and a one-candle-shifted version to define trading conditions. The code derives weighted moving averages over the full period and half period, then smooths their…
This strategy combines price breaks of the previous candle’s range with high-volume candle signals. It calculates average volume over a lookback period and labels bearish and bullish candles as vector candles when volume exceeds a multiple of that average. A…