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 document describes a long-only trend-following system that builds Renko bricks from price movement and trades only during a configured session. Brick size can be fixed or set from ATR; in the example, the ATR period is 5 and the multiplier is 1.0. Up or…
This system attempts to make Elliott Wave analysis more systematic by finding pivots at three nested lookback scales, then applying structural rules such as requiring Wave 3 not to be the shortest. Its trading logic uses an identified impulse structure to…
This strategy combines a 50-period EMA on a three-minute chart with a 50-period EMA from the one-hour timeframe. A long signal requires price to be above both averages and current volume to exceed 1.5 times its 20-period average. The described exit is…
The strategy uses a 200-day simple moving average to identify the broad trend and a 10-day average to identify a short-term pullback. It proposes buying when the close is above the long average but below the short average, and selling short under the inverse…
This trend-following system enters when price closes beyond a recent Donchian Channel high or low. A 50-period EMA filter limits trades to the direction of the prevailing trend, and RSI above or below its midpoint confirms momentum. Optional filters require…
The described approach trades XAUUSD using a short and long simple moving average. A cross of the 30-period average above the 200-period average signals a long position, while a cross below signals a short position. The accompanying code also plots a…
This strategy uses a staged sequence of EMA and MACD signals to time trades. For longs, a fast EMA crossing above a slower EMA starts the setup; the MACD difference then moves above zero, makes a bearish crossover while still positive, and later crosses…
This strategy combines Supertrend, which uses price and ATR to track trend direction, with the SSL Channel, built from moving averages of highs and lows. Breaks or crosses in these indicators generate directional signals. In confirmation mode, the system…
This trend-following method estimates direction over two lookback periods. For each period, it compares the close with the midpoint of the recent high-low range, then smooths consecutive above- or below-midpoint readings. A long signal occurs when both…
This trend-following approach uses a 200-period simple moving average as its main filter. It looks for price crossings, then confirms signals using RSI thresholds, ADX above 20, and a two-bar delay. The description specifies an ATR-based stop and a fixed 2%…
This strategy combines Parabolic SAR readings from the chart timeframe and a user-selected higher timeframe. Its dual-confirmation mode enters when both readings indicate the same direction and the chart-timeframe SAR has just flipped. Alternative modes use…
This strategy uses a Donchian channel to define a midpoint between the recent highest high and lowest low. It enters long when the close crosses above that basis and short when it crosses below, provided the signal falls within an optional trading session…
This strategy estimates short-term cost as the midpoint between the highest high and lowest low over a recent window, then compares it with a long-term simple moving average of closing prices. A simple moving average smooths that deviation. Values above a…
Despite its pair-trading label, this document describes a long-only strategy for a single instrument. It combines three simple moving averages and two exponential moving averages with candle and volume conditions to create two alternative entry signals. One…
This strategy uses the change in closing price over a lookback period as a simple linear regression slope proxy to classify conditions as bullish or bearish. Its published defaults are a 20-bar slope length, a 50-bar simple moving average, and a slope…
This trend-following framework builds a range filter from a simple moving average and a smoothed measure of price deviation. It confirms an uptrend when price closes above the upper band for two consecutive periods and a downtrend after two closes below the…
The strategy uses AlphaTrend, a trailing curve built from an ATR-based band and a directional filter. It selects RSI when volume data is unavailable and MFI when volume is present, then generates long or short signals when AlphaTrend crosses its value from…
This strategy combines a 200-period exponential moving average as a directional filter with MACD alignment and an ADX threshold to identify potential trend entries. Long conditions require price above the EMA, MACD above its signal line while below zero, and…
This short-term strategy uses a 20-period simple moving average and a 21-period exponential moving average to generate directional signals. It buys when the EMA crosses above the SMA and sells when the SMA crosses above the EMA, treating the crosses as…
This trend-following strategy combines T3, a Fibonacci-parameterized T3 variant, and the MavilimW weighted moving average. Depending on which components are enabled, entries and exits use price crossings, crosses between the two T3 lines, or agreement among…
This strategy defines consolidation on a four-hour chart and seeks entries on a five-minute chart after a breakout and retest. It uses the prior 12 higher-timeframe bars to form a range, requires a strong breakout candle and a buffer beyond the range, and…
This strategy combines a 14-period RSI with short- and medium-term simple moving averages to seek entries when momentum and trend conditions coincide. Its stated rules use a 9-period average crossing a 50-period average, with RSI below 30 for longs and above…
This strategy compares two linear regression curves calculated from closing prices: a 100-day curve and a 150-day curve. It signals a long position when the shorter curve crosses above the longer one and a short position when it crosses below. The shorter…
This trend-following strategy aims to stay long during sustained price advances. It enters after a weighted moving average has risen for five consecutive days and exits after it has fallen for four consecutive days. The document says that counting…