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 strategy uses a long-term moving-average framework to identify a favorable trend, with a 150-period average above a 200-period average, a rising 200-period average, and price above the faster average. Optional filters include breakout confirmation,…
This BTC long-only strategy uses a low RSI reading on a four-hour timeframe to arm an entry, then averages into the position through five fixed price-deviation orders. Each successive order is larger, with sizing scaled from the base order. The strategy…
This indicator-based strategy combines the Commodity Channel Index, directional movement measures, and the Awesome Oscillator to generate long entries. The stated entry rule requires CCI below zero, +DI below a threshold, and AO below zero; a position closes…
This document describes an older crypto trend strategy, originally aimed at ETH perpetual or quarterly futures. It evaluates signals on a configurable candle interval using an EMA and a standard deviation calculated from candle midpoints or closes. The…
MilleMachine is a long/short trend-following system built around a configurable moving-average entry signal. A baseline moving average can filter trades and switch directional bias; an optional confirmation indicator adds another filter. Users can choose…
This long-only approach treats a Bollinger lower band calculated from low prices as a dynamic support area. It enters when the low moves below that band, optionally requiring a sufficiently large candle body and a bearish candle. An exit occurs on a…
This educational example uses moving average crossovers to open and close long or short positions. It sets separate fast and slow periods and requires a crossover to persist for a configurable observation period before entering. The example allocates a…
This document describes a leader-follower system for copying futures positions. The leader is polled for changes to its open positions; additions, reductions, and removals are translated into trade instructions for subscribed accounts. Followers can scale…
This long-only intraday strategy combines RSI threshold reversals with Fibonacci-style levels calculated from the highest high and lowest low of the latest two bars. A buy signal occurs when RSI crosses back above the oversold threshold, price is above the…
This strategy opens a long position and adds further buys as price falls below the initial entry by configured increments. Later order sizes are scaled from the prior safety order, while the spacing between triggers can also be scaled. It caps the number of…
This generic backtesting script accepts user-provided long and short input series and turns changes in those series into entry signals. It permits a new position only when flat, sizes orders from a chosen fraction of equity and the configured stop distance,…
This daily strategy uses Internal Bar Strength, calculated from the previous session’s close relative to its high-low range, to identify potential short-term reversals. A low IBS reading triggers a long entry when price is above a configurable EMA; a high…
The document describes an EMA-based trading approach with short-, medium-, and long-period averages, plus RSI and candle-based filters. Its overview says a fast EMA crossing a slower EMA triggers directional signals, while candle-body comparisons and a close…
This Turtle-inspired system enters when price breaks above a recent high or below a recent low, then exits at a channel level on the opposite side of the position. ATR measures volatility and is used with account equity to calculate trade quantity, while the…
This document introduces a configurable grid strategy backtest. Users can choose a neutral, long, or short mode, set the number of grid levels, and distribute levels using arithmetic or geometric spacing. Investment controls include leverage and order sizing…
This document describes a two moving average strategy that uses a fast EMA and a slow EMA to identify directional changes. A crossover of the fast line above the slow line opens a long position, while a cross below opens a short position. Positions close…
This trend-following strategy enters long when a short moving average crosses above a longer one and enters short when it crosses below. It then places as many as four limit exits against the average entry price, closing preset portions of the position at…
The document describes a long-only ETH price grid with configurable upper and lower bounds, number of levels, and geometric or arithmetic spacing. It buys when price crosses a grid level downward and sells after an upward crossing to the next level. The…
This futures strategy opens a long position after price falls a specified amount from a recent Donchian high. If price falls further from the latest entry and then rebounds from its post-entry low, it adds to the position. Added trade value grows by a fixed…
This intraday strategy is designed to take both long and short positions in Bank Nifty futures. It combines kernel regression and VWAP for directional agreement, with volume behavior, cumulative volume delta, RSI, and candle-body size as additional entry…
This strategy combines a short-period RSI with candle direction and body-size filters to generate directional futures trades. Its rules use extreme RSI readings alongside several consecutive candles of the same color, and require a minimum candle body…
This crypto strategy adapts the RSI-2 pullback approach for long entries. It signals when the two-period RSI falls below 10, then requires the close to be above both Ichimoku cloud spans and the Hilbert Transform trend mode to indicate a trend. The Ichimoku…
This stock strategy uses the Relative Strength Index to time long trades. It opens a position when RSI falls below a configurable oversold threshold, provided the symbol has no current position and is outside a post-entry holding window. It closes a long…
This BTC-USDT futures strategy uses a fast QQE line, derived from a smoothed RSI, and a slower line built from RSI volatility bands. A cross above the slow line signals a long; a cross below signals a short. The description adds ATR-based stop and profit…