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.
4,613 documents
This profile describes TCN Trading’s approach to crypto competitions, including its reported first-place finishes in both Premier League and Major League divisions of the 2025 OKX Grandmaster Tournament. The team emphasizes standardized processes, shared…
This strategy uses a fast and slow exponential moving average crossover to generate long and short entries. The supplied defaults are a 20-period fast EMA and a 50-period slow EMA. Position quantity is fixed, while a percentage input is used in calculations…
This strategy uses a moving average and a volatility band built from twice the average true range to classify the market as rising or falling. It switches to an uptrend when the low moves above the upper threshold and to a downtrend when the high falls below…
This trend strategy combines fast, medium, and slow Supertrend indicators to create up to three long entries. Its described setups use the indicators’ directions for an initial entry, a later stop entry around the faster Supertrend, and another entry after…
This strategy example uses the relationship between short- and long-period moving averages to identify directional trends. It filters crossover signals using the size of the moving-average difference, recent price momentum, and configurable thresholds tied…
This script describes a mean-reversion strategy for two related futures contracts. It collects daily closes over a rolling window, standardizes each contract’s prices separately, and defines the spread as the difference between those standardized series. It…
This gold strategy builds an opening range during the 13:00–14:00 UTC hour on weekdays, then looks for a long breakout during a later entry window. A signal requires price to cross above the range high, a bullish bar, elevated volume, and volatility…
This U.S. stock strategy takes a directional position when a security has moved far enough from the previous session’s close by 2:00 PM. It buys after a sufficiently large rise and shorts after a sufficiently large decline, then enters shortly after the…
This document describes a configurable strategy that combines channel breakouts and consecutive rising or falling bars with moving-average and MACD crossovers. It also lists chart indicators for context, including swing highs and lows for stop placement,…
This trend-following system builds a cumulative series from price changes scaled by recent variability, then compares that normalized series with a Hull moving average. Crossovers open long positions and crossunders open short positions, with an opposite…
This research framework studies how win rate, realized win-to-loss ratio, trading frequency, and position risk interact in a cryptocurrency trend breakout system. It enters long or short when a completed hourly bar breaks the previous 20-bar range and uses…
This example trains a random forest classifier each trading day to predict whether a Chinese rubber futures contract will close higher or lower on the next trading day. Its features are three price-derived series labeled as SMA, WMA, and momentum measures,…
This strategy uses short-term RSI pivot divergences to identify possible reversals, with a longer-term RSI condition to filter entries. Regular bullish divergence occurs when price makes a lower low while RSI makes a higher low; hidden bullish divergence…
This strategy uses a 14-period RSI and upper and lower thresholds to generate opposing trades. In its default mode, an RSI move above the upper threshold signals a short, while a move below the lower threshold signals a long. The thresholds are 75 and 25 in…
This Pine strategy is designed to detect stop runs around recent swing highs and lows, then trade a reversal after price rejects the swept level. Its inputs show a framework for tracking swing zones, measuring sweep depth and prior touches, and assessing…
This implementation of the Dual Thrust strategy sets upper and lower entry thresholds around the latest anchor-timeframe open. Each threshold is offset by a coefficient times the larger of two recent price ranges, calculated from rolling highs, lows, and…
This strategy enters a long position when a candle occurs at 16:00, then places a take-profit limit and stop-loss based on percentages of the entry price. Position sizing is described as a fixed share of available equity, though the source code calculates a…
This strategy combines RSI thresholds with the direction of a moving average calculated from RSI to generate long and short entries. It enters long when RSI is above its stated upper threshold and the RSI-based average is rising, and enters short when RSI is…
The described system uses a fast and slow double exponential moving average (DEMA) pair to follow trends, with the faster line crossing above or below the slower line to indicate direction. A Hull moving average filter is intended to screen signals unless it…
This strategy calculates a trailing twelve-month percentage return, adapting its lookback to the chart interval. It uses approximate trading-bar counts for daily and weekly charts and calendar months for monthly charts; other intervals estimate bars per year…
This long-only grid strategy operates between fixed upper and lower price bounds. It divides the range into configurable levels, using either geometric or arithmetic spacing, buys when price crosses down through a level, and sells on an upward crossing at…
Despite the document title referring to selling, the supplied script describes a two-sided Turtle-style trend-following system. It enters long after a close crosses above the prior 55-period high, or short after crossing below the prior 55-period low.…
This strategy combines RSI and CCI readings across short intraday timeframes, with Bollinger Bands available as an auxiliary condition. It proposes staged long or short entries using dollar-cost averaging, with configurable order weights, take-profit levels,…
This strategy uses bullish and bearish engulfing patterns to start positions in the direction of a 200-period EMA filter. It sizes an initial entry from a small equity fraction, then permits up to four additional entries when price moves against the position…