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 strategy watches price crossings of four simple moving averages: 21, 50, 100, and 200 periods. A close crossing above any one of them triggers a long entry, while a cross below any one triggers a short. The source also calculates stop…
The strategy uses ATR-based SuperTrend direction changes to generate long and short signals, then filters entries by the price’s position relative to a long-term average. The accompanying explanation describes a DEMA filter, requiring price above the average…
This strategy looks to buy short-term weakness while the market remains above a long-term moving average. It enters long when the close is above the 200-day simple moving average but below the 10-day average, with RSI(3) below 30. The stated rules set a stop…
This strategy combines RSI, MACD histogram direction, above-average volume, and a 50-period simple moving average to form long and short entry conditions. Long signals require RSI above the oversold threshold, positive MACD histogram, elevated volume, and…
This cryptocurrency futures strategy identifies turning points in two exponential moving averages. A bullish setup occurs when both averages form a local trough across recent bars; a bearish setup occurs when both form a local peak. The system enters long or…
This two-sided strategy tracks the latest close associated with an up move and the latest close associated with a down move. It measures the current close’s percentage change from each reference level, then compares those changes with configurable thresholds…
This long-only trend system layers a long-term EMA filter with Williams Alligator and Fractals to establish trend direction, then uses an Awesome Oscillator saucer pattern to time entries. It can add positions as further signals appear, allocating a portion…
This trend-following strategy lets the user select a price input and moving-average calculation, then compares the resulting average with a percentage-based adaptive stop line. The source generates long and short entries when the average crosses that line in…
This strategy uses the Detrended Price Oscillator (DPO) and an EMA of the DPO to generate long entries and exits. It calculates a 24-period simple moving average, reads a displaced value of that average, and subtracts it from the close to form the…
This tutorial implements a SuperTrend strategy for a BTC futures contract. It calculates ATR-based upper and lower bands around the midpoint of each bar, then carries forward adjusted bands to define the active trend line. A change in which side of the line…
This framework combines trend, momentum, volume, volatility, and candle-pattern inputs to classify the market into ten named states. It describes indicators including EMA, MACD, RSI, ATR, and volume averages, then assigns different weights to signals…
This strategy combines four technical filters to define long and short setups. It uses fast and slow EMA relationships to establish direction, Bollinger %B thresholds to require price near the upper or lower band, the Awesome Oscillator to confirm momentum,…
This strategy combines the Traders Dynamic Index (TDI), a Price Action Channel (PAC), and MACD to identify directional signals around possible trend changes. TDI uses RSI and smoothed RSI lines, with their crosses and positions relative to a middle line…
This strategy uses a 120-minute Supertrend, calculated with an ATR period of 14 and factor of 3.42, to set directional entries when price crosses its line. It uses a 15-minute RSI with length 5 as an additional exit signal, closing longs at an upper…
This document outlines a trend-following method using a 5-period exponential moving average and a 20-period simple moving average. Its written description calls for signals to align across the chart timeframe and a 4-hour timeframe: an upward crossover on…
This document presents a trend-following method using 10-day, 100-day, and 200-day exponential moving averages. The accompanying source enters long when the three averages are aligned in ascending order, with the shortest above the middle and the middle…
This document outlines a rules-based strategy combining moving averages, estimated buying and selling volume, and Bollinger Bands. It uses 20-day and 60-day averages to describe trend direction, and compares estimated buy or sell volume with the opposing…
This combined strategy requires a short-term reversal signal and a longer-term trend signal to agree before entering. The reversal component uses a Stochastic oscillator with price movement over recent bars and fast/slow line relationships around the…
This trend-following method builds a channel from the highest and lowest values of a higher-timeframe opening price over a configurable lookback, then compares the current close with a switching threshold. A close crossing above the threshold triggers a long…
This BTC perpetual strategy combines several trend and activity measures: ADX, a cloud indicator, a range filter, a fast moving average, MACD, volume, and RSI. Its main entries use these indicators to identify direction and avoid flat or overextended…
This strategy combines a 20-period EMA for directional bias, a 21-period Hull moving average for trend direction, and a 14-period ADX filter that can be switched off. It enters only when these conditions align, the price is within two ATRs of the EMA, and…
This trend-following method enters long when the close crosses above the first upper standard-deviation band and enters short when it crosses below the first lower band. It exits a long when price crosses below the moving-average basis and exits a short when…
This trend-following system uses a 12-period EMA crossing a 21-period EMA to open long or short positions. It calculates a 14-period ATR and places stop-loss orders 1.5 ATR from the average entry price and profit targets 3 ATR away, giving a nominal 1:2…
This long-only system combines SuperTrend direction, an RSI filter, and a simple moving average to select entries. It buys when SuperTrend is bullish, RSI is below 65, and price is above the 50-period average. The stated exit is a bearish SuperTrend turn,…