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 script outlines an intraday opening-range breakout strategy that uses an anchored VWAP retest as part of its setup. Its inputs define a session timezone, a range-building window, a breakout timeframe, and a final time for new entries. It can enable long…
This strategy treats a narrow-range day as a possible precursor to a volatility expansion. It identifies a day whose high is below the high from a reference period and whose low is above that period's low, then places buy-stop and sell-stop orders at the…
This hourly EUR/USD strategy assigns a short position during the specified morning window, when Europe is open and the US is described as closed, then a long position during the following window, described as Europe closed and the US open. Outside those…
This strategy uses a 20-period simple moving average and bands set two standard deviations above and below it. A move crossing upward through the lower band triggers a long position, while a move crossing downward through the upper band closes it. Position…
This strategy uses a 200-period EMA to set directional bias, then looks for price to break a trendline drawn through two recent confirmed pivots. Long setups use descending pivot highs when price is above the EMA; short setups use ascending pivot lows when…
This visual-programming example describes a loop that compares the market value of a crypto holding with the account's cash balance. It calculates the difference between those values and, when that difference exceeds a threshold of five percent of the…
This RSI-based strategy uses a 21-period RSI with thresholds of 20 and 80. The described entry signal is an upward cross of the oversold threshold, while a downward cross of the overbought threshold is described as a sell signal. It also specifies a stop…
This Bitcoin strategy trades both long and short as the SuperTrend indicator changes direction. It sets stop distances using ATR, with described defaults of a 14-period ATR and a 1.5 multiplier, while SuperTrend uses a 9-period ATR and a 2.5 factor. The plan…
This strategy combines stochastic oscillator levels and moving average direction to take long or short positions. A long entry is triggered by an upward stochastic cross in oversold territory or a filter signal, provided the moving average is rising; short…
This long-only DCA system starts with a fixed-amount purchase, then adds safety orders when price falls by a specified percentage from the latest entry. Each successive order grows by a configurable multiplier, while the strategy tracks aggregate cost and…
This short-term strategy combines the RSI of the Ultimate Oscillator with Williams Alligator averages to identify short entries. It opens a short when the Alligator averages are ordered downward, price is below the middle average, and the RSI of the Ultimate…
This long-only strategy opens a position when the close crosses above a simple moving average, set to 20 periods by default. If the holding falls to a specified loss threshold, it adds a fraction of the current position, aiming to lower the average entry…
This strategy implements a Turtle style breakout system using Donchian channels. When flat, it calculates an entry channel and places stop orders for breakouts above or below its boundaries. It also calculates a shorter Donchian channel for exits. After an…
This strategy uses a seeded pseudorandom sequence to generate long or short entries and exits. Thresholds control how often signals occur: lowering them reduces trading frequency, while raising them increases it. Users can enable longs or shorts, and the…
This strategy seeks reversals at automatically detected support and resistance, while using the relationship between 20-period and 50-period EMAs to filter entries by trend. A long setup requires price to approach support within a stated tolerance and close…
This Bitcoin long strategy combines a daily higher-timeframe signal with faster chart entries. It derives a volume-weighted RSI from daily price changes and smooths it to form a directional filter. On the lower timeframe, a linear-regression measure crossing…
This script describes a long-only breakout system with configurable filters and trade management. It enters when price breaks above either a recent high or an all-time-high proxy, with an option to require a closing-price break. The default filters require…
This proposed framework combines price, volume, RSI, accumulation/distribution, and a Smart Money Index to infer crowd extremes, institutional activity, and potential liquidity traps. It also defines an equilibrium band using a moving average and standard…
This script defines a long-only S&P 500 benchmark that holds a position sized at 160% of account equity during a selected backtest window. It enters when the window is active and the strategy has no long position, then closes the position when the window…
This short-timeframe strategy uses a 20-period exponential moving average as a trend line and on-balance volume (OBV) as confirmation. It enters long when price crosses above the EMA and OBV rises from the prior candle; it enters short when price crosses…
This intraday system combines a fast and slow EMA, RSI, MACD, a minimum volume filter, and engulfing candlestick patterns. Long signals require the fast EMA above the slow EMA, RSI above 50, MACD above its signal line, sufficient volume, and a bullish…
The strategy builds a range from prices during the 8:00–8:15 a.m. New York session, then tracks whether price closes above or below it. During the 9:45–11:00 a.m. trading window, it enters in the breakout direction when price returns to the range midpoint.…
This strategy looks for a two-bar inside pattern within a mother candle and uses a moving average to choose direction. When the pattern is confirmed, a close above the selected average permits a buy-stop near the second inside bar’s high; a close below it…
This strategy uses pseudo-random values to choose long or short entries and separate random conditions to close positions. After entry, it sets an ATR-based stop and divides the position into three parts with progressively farther profit thresholds. As price…