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 long-only strategy seeks potential bottoms when RSI is oversold and forms a bullish divergence: RSI makes a low relative to its lookback while price remains above the price reference associated with the RSI low. A smoothed RSI, calculated with weighted…
The document discusses a strategy combining a volume-weighted moving average (VWMA), simple moving average Bollinger Bands, and RSI. The bands frame price relative to a moving average and its volatility, while RSI measures momentum. The VWMA is used to…
This document defines bullish and bearish engulfing patterns by comparing the current candle’s open and close with the preceding candle’s prices. A bullish signal occurs when the current candle opens at or below the previous close, below the previous open,…
This strategy uses the MACD difference and its smoothed signal line to classify market direction. Crossings of their difference through zero establish bullish or bearish states; changes in which state was most recent then trigger long or short entries. The…
This strategy calculates a simple moving average and standard deviation over the same lookback, then places bands three standard deviations above and below the average. It treats a move below the lower band as an oversold condition and enters long when price…
This strategy seeks long entries when several signals align: a smoothed moving-average condition, a daily close gain above a threshold, bullish Ichimoku cloud alignment, and MACD above its signal line. Its source also requires price to be above the smoothed…
This strategy builds recursive upper and lower bands from price and a selected volatility measure, with the midpoint defined by the two bands. A scaling factor and lookback length govern how responsive the bands are; the described choices include ATR,…
This strategy follows moving-average crossovers using a shorter and longer simple moving average. A cross of the shorter average above the longer one opens a long position; a downward cross opens a short. At entry, the strategy calculates profit-taking and…
This long-only trend strategy combines four technical tools. It uses price above a 200-period EMA as a trend filter, a MACD histogram move from negative to positive as a momentum trigger, and a positive short-versus-long volume EMA oscillator as…
This strategy uses cumulative VWAP as a reference price and places upper and lower bands at a configurable multiple of the closing-price standard deviation. It enters long when price crosses below the lower band and short when price crosses above the upper…
This trend-following strategy uses Ichimoku Conversion and Base Lines, calculated from the midpoint of recent highs and lows using lookbacks of 9 and 26 periods. A cross of the Conversion Line above the Base Line opens a long position; a cross below opens a…
This long-only approach combines a Donchian-style trend filter with StochRSI timing. The trend filter is the highest value of an EMA of highs over a rolling window; the document describes an EMA length of 6 and a 30-bar window. A close above that filter…
This strategy framework supports seven moving average types: SMA, EMA, WMA, VWMA, HMA, RMA, and ALMA. Traders can choose a fast and slow line, optionally add a middle line, and select either crossover signals or prior-close position relative to the averages…
This strategy combines price position relative to six EMA and SMA periods with RSI, Stochastic, CCI, momentum, and MACD signals on a one-hour timeframe. It counts bullish and bearish readings and uses their difference to trigger long or short entries and to…
The described method uses an EMA as a directional filter and MACD-related values to time entries: prices above the EMA are associated with long trades, while prices below it are associated with shorts. The narrative presents this as requiring both a price…
This short-term strategy combines Heiken Ashi candle direction with the ordering of the three Williams Alligator lines. It seeks longs when recent Heiken Ashi candles are bullish and the jaw, teeth, and lips are ordered upward; shorts use bearish candles and…
This strategy combines short- and long-period EMAs, a 15-minute RSI, current-timeframe VWAP, and an optional ADX trend-strength filter. Its short entry requires a bearish EMA crossover, RSI above the oversold threshold, VWAP below both EMAs by a set gap,…
This intraday futures method records the high and low during a user-selected opening window, then locks those boundaries for the rest of the trading day. A closing price above the range signals a long entry; a close below signals a short. The range resets at…
This strategy uses fast, standard, and slow exponential moving averages to identify directional crossovers. The specified periods are 25, 50, and 100 bars; the fast line crossing both slower lines generates a long or short signal. The method also restricts…
The strategy applies a Kalman-style recursive filter to track price and uses a stop line whose distance from the filtered value narrows over time. It starts with a wider percentage gap; as the line moves favorably, the permitted distance decreases toward a…
This strategy uses the highest high and lowest low from the previous three trading days as breakout levels. A close above the recent high triggers a long entry, while a close below the recent low triggers a short entry. An opposite breakout closes an…
The Dual Thrust method places upper and lower breakout thresholds around the daily opening price. It estimates a range from recent high, low, and close data, then scales that range by separate long and short coefficients. A close above the upper threshold…
The supplied excerpt identifies a VWAP reversal strategy that uses an absorption-detection module, a regular-trading-hours filter, configurable presets, execution modes, risk gates, exits, and webhook alerts. It distinguishes backtest, paper, and live…
The strategy uses two simple moving averages with different lookback periods. It signals a short position when the faster average crosses below the slower one, and a long position when it crosses above. The source uses 4- and 34-period averages, while the…