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 TSLA strategy combines a custom BlueWave oscillator, smoothed money flow, and 50- and 200-period exponential moving averages. It seeks long entries when both oscillator measures are positive and rising while price is above both averages; an additional…
This strategy uses crossovers between 21-period and 55-period exponential moving averages to generate long and short signals. Optional filters restrict trading to 15-minute charts and weekdays. It closes the existing opposite position before entering in the…
This script describes a scheduled-entry framework rather than a price-indicator signal strategy. It checks for a manually specified signal candle in a chosen timezone, with entries intended for the next bar's open. Its module can allow long, short, or both…
This reversal system looks for candles that test beyond daily Bollinger Bands and show a sufficiently large wick relative to the candle body. Its default configuration uses 20-period bands with a standard-deviation multiplier of 2, and a minimum wick-to-body…
This long-only breakout approach looks for a bullish candle pattern using four conditions: the current low falls below both its open and the prior candle’s low, while its close is above its open and above the prior candle’s open and close. When all…
This document describes a bot that maintains target portfolio weights by comparing each asset’s current value with its assigned share of total portfolio value. For each asset, configurable buy and sell deviation thresholds determine when the bot trades…
This order-placement utility submits a sequence of limit orders at regular price intervals. For a buy ladder, the first order is at the configured starting price and later orders step downward; for a sell ladder, prices step upward. The user specifies the…
The strategy uses 5-, 21-, and 50-day simple moving averages to define a long-only trend filter. It enters when the closing price is above all three averages and exits when price falls below the 21-day average. The published implementation allocates 100% of…
This TradingView strategy is presented for Bitcoin’s 15-minute chart and centers on a WaveTrend oscillator, a volume-weighted average price reference, and divergence signals. WaveTrend is formed from smoothed calculations on the average price, with a short…
This strategy ranks configured equity sectors by the average lookback return of their valid constituents, using closed four-hour bars. It buys every member of the strongest sector and shorts every member of the weakest, with equal total notional on each…
This system uses the relationship between 50-day and 200-day EMAs to set the permitted trade direction. It then waits for price to approach the 50-day EMA and for RSI to recover from an oversold reading in an uptrend, or retreat from an overbought reading in…
This intraday signal framework starts with a 7 period EMA crossing a 14 period EMA. It confirms a long signal with RSI above 50, a positive MACD histogram, and a bullish candle; a short-side crossover with RSI below 50, a negative histogram, and a bearish…
This Python trading script gradually sells a target quantity using repeated limit orders. It sets each order near the current ask, adjusted upward by a configurable depth percentage, and skips placements when that price is below a minimum. Order size varies…
This is a long-only dollar-cost averaging framework for HBAR perpetual futures. A 14-period RSI on the four-hour timeframe arms an entry when it falls below the configured oversold threshold. The strategy begins with a base order and can add up to five…
This partial automated strategy script describes a short-side setup centered on shooting-star candles. Its inputs include a session window, an optional overbought RSI filter, an optional bullish prior-bar condition, and a filter requiring the signal bar to…
This multi-coin futures strategy compares each altcoin’s price relative to Bitcoin with a benchmark index of those relative prices. It shorts coins trading above the index and buys those below it, scaling target exposure with the size of each deviation. A…
This strategy uses RSI thresholds to trigger long and short entries. It calculates RSI and upper and lower bands; crossing below the lower band signals a long, while crossing above the upper band signals a short. Signal counters and configurable pyramiding…
GridDCA combines dollar-cost averaging with price levels: it places buys as the market reaches successive grid prices, with a configured quantity and stop-loss and take-profit levels for each purchase. The description says orders can be submitted as market…
This grid method centers a trading band on a simple moving average, setting its upper and lower bounds by a proportional deviation. It divides the band into equally spaced levels and tracks whether each level has an open long position. In the source logic, a…
This strategy uses five exponential moving averages, spanning short to long lookback periods, to organize four long-entry zones. It adds to a long position as price falls through progressively longer EMA ranges, with larger quantities assigned to later…
The visible script defines controls for long-only, short-only, or two-way trading, a daily trade cap, and a minimum waiting period between trades. It also includes session and expiration settings, configurable chart tables, and futures contract fields for…
This strategy uses a moving average as a reference price and places percentage bands above and below it. It supports several average types, including DEMA, EMA, RMA, and SMA, and lets the trader choose the average window, band spacing, and number of bands.…
This short example illustrates regular fixed-amount investing: at each weekly interval, it uses a fixed 100 USDT to buy an asset at the latest quoted price. The purchase quantity therefore changes inversely with price. It updates cumulative holdings and…
This system combines RSI, a 50-period EMA, SuperTrend, Donchian channel slope, and volume to generate long and short signals. Entries require RSI to cross the midpoint, the Donchian channel to slope in the matching direction, price to be on the corresponding…