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 trend-following method combines a smoothed Coral line with Donchian Channel breakouts. The Coral calculation smooths the average of the high, low, and close, then labels direction by comparing the close with that line. The Donchian component identifies…
This short-term strategy seeks pullback entries in the direction of a broader trend. It uses 9-, 21-, and 50-period exponential moving averages to classify trend direction: an upward trend requires the averages to be ordered from shortest to longest, while a…
This strategy uses a fast and a slow Hull Moving Average (HMA) to identify possible trend changes. HMA combines weighted moving averages to reduce lag relative to conventional moving averages. The specified defaults are 9 periods for the fast line and 16 for…
This strategy forms an upper and lower price channel from moving averages of highs and lows. It supports several average types, and scales each band by a percentage gap. Stop orders are placed at the upper band for long entries and at the lower band for…
This strategy combines a 123 reversal rule with a Rainbow Oscillator direction signal. The reversal component uses recent closing-price movement and stochastic readings to identify long or short states. The Rainbow component compares price with a series of…
This strategy combines an ATR-based Supertrend with rolling Gann high and low levels. It uses the 15-minute timeframe for entries: a long signal requires price above both the Supertrend line and the rolling high, while a short signal requires price below…
This trend-following approach estimates price friction from how often recent bars contained the current closing level. A weighted count over a lookback window acts as a dwell measure; the strategy compares it with recent friction extremes to identify…
This BTC futures strategy combines several technical signals to select trend trades. It uses fast, slow, medium, and major exponential moving averages, alongside momentum, volume, market structure, liquidity, and one-hour and four-hour trend checks. Long and…
This strategy tracks trends using an EMA of closing price and smoothed values derived from rolling volume-weighted average price. In the long configuration, it enters when the price EMA crosses above the first smoothed weighted-price measure and may add a…
This medium- to long-term trend-following approach combines a 20-period and a 60-period exponential moving average (EMA) crossover with Parabolic SAR confirmation. A bullish crossover is intended to support a long entry when SAR is below price; a bearish…
This long-only trend-following strategy combines SuperTrend, calculated from average true range, with a 200-period exponential moving average. It enters when SuperTrend is bullish and price is above the EMA, and exits when SuperTrend turns bearish while…
This system uses a short-period and a long-period simple moving average to generate both long and short signals. A cross above triggers a long position, while a cross below triggers a short position; an opposing position is closed before the new direction is…
This strategy uses swing pivots to track external market structure and assign a bullish or bearish bias when price closes beyond the latest external swing high or low. Within that bias, it tracks internal pivots and defines a pullback zone using a portion of…
This is a long-only trend-following approach that combines Aroon crossovers with a linear regression moving average (LSMA). It enters when the Aroon upper line crosses above the lower line and the close is above the LSMA. It exits when the Aroon upper line…
This strategy combines Parabolic SAR with Bollinger Bands. SAR supplies a directional trend condition, while the bands mark a volatility range: a long entry requires price above SAR but below the upper band, and a short entry requires price below SAR but…
The strategy uses RSI thresholds to identify potential entries and smoothed RSI lines to help gauge direction. It looks for long opportunities when the fast-smoothed RSI is below the oversold threshold while the slower line is rising, and short opportunities…
This strategy combines a Vegas channel, formed from a moving average and standard deviation, with SuperTrend to follow price trends. It scales the SuperTrend multiplier using the channel’s width relative to its average, then treats a change in the resulting…
This script excerpt describes a trend-following strategy built around Supertrend direction changes. A change to the bullish state can trigger a buy signal, and a change to the bearish state can trigger a sell signal. The script optionally requires…
The document presents a strategy description that combines pivot levels, a 20-period simple moving average, and ATR-based trailing bands. Its prose describes using a three-state trend indicator to choose between trend following and reversal trades, with…
This strategy pairs the Hilo Activator, used as a trend filter, with MACD crossovers for entry timing. It opens a long position when MACD crosses above its signal line while Hilo indicates an uptrend, and a short position when both signals point down. ATR…
This approach combines a price reversal rule based on recent closes and the stochastic oscillator with a Triple Exponential Moving Average (TEMA) direction filter. The reversal component produces a bullish or bearish state from a two-step change in closing…
This strategy combines a fast and slow EMA crossover with a higher-timeframe EMA filter. It describes long entries when the fast EMA crosses above the slow EMA while above the reference EMA, or crosses above the reference EMA itself; short signals use the…
The document describes a short-term crossover strategy using an 8-period EMA and a 34-period EMA for directional signals, with a 200-period simple moving average as a trend filter. It specifies ATR-based exits using a 14-period ATR: a stop at 1.5 times ATR…
This trend strategy combines MACD crossovers with a set of 14 bands. Each band is built from a price linear regression line plus or minus a multiple of price standard deviation over a different lookback. The overview describes selecting the most distant…