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.
8,851 documents
This strategy uses 9-period and 21-period exponential moving average crossovers to enter long and short trades, closing on an opposite crossover. It calculates stop and target prices from the entry price, with a stated default stop distance of 0.5% and a…
This strategy combines two MACD histograms to align shorter-term entries with a longer-term trend. It describes long entries when the short-term histogram is positive and the longer-term histogram turns positive, with the inverse conditions for short…
This document presents a trend-following method that pairs fast and slow simple moving averages with a MOST indicator. A fast-average crossover above the slow average is described as a buy signal, and a downward crossover as a sell signal. The written…
This document describes a trend-following strategy built around John Ehlers’ three-pole Butterworth low-pass filter. A recursive calculation smooths price data and produces a trigger line from the prior filter value. The strategy enters long when the filter…
This strategy combines a moving-average trend filter with a breadth-style participation proxy and ATR-based exits. It treats the fast EMA being above the slow EMA as a bullish trend, and below it as bearish. The proxy is the rolling average of a binary…
This strategy combines Fibonacci levels calculated from the recent price range with an EMA trend filter. It measures the highest high and lowest low over the previous 10 bars, derives five retracement levels, and compares 20-period and 50-period EMAs to…
This long-only trend-following strategy uses a 5-period and a 12-period simple moving average. A cross of the faster average above the slower one opens a long position; a downward cross closes it. The described risk controls begin with a 10% take-profit…
This strategy uses the change in direction of a linear regression applied to an exponential moving average as its signal. When the regression value turns upward, it records a long entry level at the bar's high and a stop level at its low; a downward turn…
This TradingView strategy looks for pullbacks after a 9-period EMA crosses a 20-period EMA. It keeps a directional setup active until a qualifying signal appears, then requires price to touch either EMA, ADX to exceed its threshold, and a candle in the trade…
This strategy combines a 68-period exponential moving average with a 13-period relative strength index. It opens a long when price crosses above the EMA plus an offset and a short when price crosses below the EMA minus an offset. For a long, the described…
This document describes a mechanical trend-following strategy that uses the prior 20 days’ high and low to define breakout levels. A close above the range triggers a long entry, while a close below it triggers a short entry. The source also calculates a…
This strategy combines Supertrend direction changes with MACD signals calculated from daily data, while RSI contributes additional exit signals. Entries require agreement between Supertrend and MACD direction. The MACD component uses the slope of its line…
This open-source strategy framework combines several market filters: a smoothed regime band, normalized pressure measures, participation across price levels, recent price structure, and an optional higher-timeframe directional bias. It also offers optional…
This automated trend system combines an 8-period EMA direction filter with pivot highs and lows to place breakout stop orders. It enters long above a recent pivot high when the EMA is rising, or short below a recent pivot low when the EMA is falling. The…
This strategy uses a linear regression of closing prices as a moving trend reference. It opens a long when price rises beyond the line by a configurable percentage and a short when it falls below by the corresponding threshold. The implementation allows one…
This short-term system combines fast and slow EMAs to identify trend direction with RSI filters intended to avoid entries when momentum is stretched. It requires signal conditions to persist across multiple candles, then enters in the trend direction. Risk…
This strategy combines Bollinger Bands with an ATR-based trailing stop. It describes entering long when price crosses below the lower band and short when price crosses above the upper band, with additional entries triggered by crosses of the ATR stop.…
This strategy uses two double exponential moving average lines derived from short EMA series to generate directional signals. A crossover between the lines prompts a long or short entry, with the approach presented as a simple trend-following method whose…
This strategy combines a 20-period simple moving average crossover with an eight-period RSI filter. A close crossing above the average while RSI exceeds the stated upper threshold creates a buy signal; a close crossing below it with RSI below the lower…
This strategy combines the Schaff Trend Cycle (STC), a simple moving average, and Average True Range (ATR) to time entries and manage exits. STC changes in direction trigger potential trades; a price position relative to the moving average and the direction…
This QuantConnect demonstration shows how an algorithm can export portfolio targets to Collective2 when a fast and slow EMA relationship changes. It initializes SPY plus example equity, forex, futures, and options securities, warms up the indicators, and…
The document presents a customizable trend-following framework using short- and long-period simple moving averages. It generates a candidate long signal when price crosses above the short SMA while positioned above the long SMA, and a candidate short signal…
This strategy uses a hierarchy of exponential moving averages to define trend direction and time entries. The long-term pair, EMA 340 and EMA 500, sets the broad bias; a crossover between EMA 50 and EMA 120 supplies a potential entry, subject to additional…
This indicator adapts SuperTrend bands around a selectable moving-average baseline. The default baseline is an exponential moving average, while the parameters allow several alternatives, including weighted, Hull, zero-lag, and Tillson T3 averages. ATR sets…