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 document describes a long and short strategy combining Bollinger Bands, RSI, MACD, and Stochastic signals. It treats moves beyond the Bollinger envelope, RSI extremes, MACD crossovers, and Stochastic crossovers in overbought or oversold territory as…
This strategy uses rate of change (ROC) thresholds to identify possible long entries and exits. A price move through a ROC-derived level activates a temporary threshold line; further movement through that line triggers the trade. The reverse process closes…
This strategy converts dollar-denominated stop-loss and take-profit inputs into price distances using position size, contract point value, and minimum tick size. It enters long when a 14-period simple moving average crosses above a 28-period average, and…
This library provides helper routines for opening and reducing long or short cryptocurrency futures positions. The opening routine reads the existing position, submits orders with a configurable price offset, checks position changes, and cancels outstanding…
The strategy uses configurable fast, slow, and exit moving averages, each selectable from simple, exponential, weighted, or Hull types. A long entry requires price to cross above the fast average while price remains above the exit average and the fast…
This example builds a monthly rebalanced U.S. common-stock portfolio. Its pipeline screens for stocks in the middle portion of a 90-day average dollar-volume ranking and, when the fee limit is enabled, excludes names whose recorded borrow fee exceeds the…
This script defines an inside day by checking whether the prior daily high and low both fall within the daily range from two days earlier. When that condition holds, it places stop entries at the prior day's high and low, subject to a selectable…
This strategy combines RSI, MACD, and Stochastic signals to generate directional trades, then sets profit targets and stop losses as percentages of average entry price. Its stated long condition requires all three indicator crossover signals, while the short…
This trading framework combines moving-average crosses, RSI extremes, MACD crosses, and Bollinger Band touches. It counts bullish and bearish signals and opens a position when one side reaches a threshold and outnumbers the opposing signals. The described…
This strategy uses a simple moving average as the reference level for staged entries. It opens a long position when price falls sufficiently below the average, or a short when price rises sufficiently above it. If price moves farther against the position, it…
This strategy combines a 14-period RSI condition with a fast 2-period RSI crossover and the alignment of 50-, 100-, and 200-period EMAs. The written rules seek long entries when the medium RSI is low, the fast RSI turns upward, and the EMAs are bearishly…
This short-only BCHUSDT perpetual strategy opens when a 9-period RSI sampled from the 5-minute timeframe crosses downward through 80. It is intended to run on a 15-minute chart. If price rises above the initial short entry, the strategy can add up to three…
This trend-following framework enters long when a fast simple moving average crosses above a slower one, and short when it crosses below. The described defaults use 24- and 48-period averages, with trades evaluated at candle close. Position size is intended…
This intraday strategy takes a directional position based on the first 15-minute candle after the market opens. A bullish candle triggers a long entry and a bearish candle a short entry, subject to the trader’s direction settings. The candle’s low or high…
This strategy uses changes in RSI to generate long and short signals. It compares the current RSI change with the recent standard deviation of RSI changes, requiring a sufficiently strong move in the relevant direction. An exhaustion condition also compares…
This script compares the selected price source with its value at the start of each four-hour, daily, weekly, and monthly interval. Each comparison is reduced to a positive, negative, or unchanged state, and the four states are added together. A 60-period…
This medium- to long-term trend strategy combines Ichimoku components to set direction and looks for a recent pullback to the Tenkan and Kijun lines before entry. Long conditions require Tenkan above Kijun, both lines above the cloud, and a bullish cloud;…
This document describes a long-only ETH strategy that arms an entry when 4-hour RSI(14) falls below 28. It adds up to five averaging orders at fixed price deviations from the base entry, with order sizes increasing by a stated 1.8 scaling factor. The…
The document presents a configurable opening-range breakout scalping strategy. It defines a session by start and end times and timezone, then builds a range over a chosen opening period. The visible inputs allow filtering trades by range size relative to…
This futures strategy begins with a randomly selected long or short position. It sets percentage-based profit and loss thresholds, closes a position when either threshold is reached, and opens a position in the opposite direction after a loss. The reversal…
This strategy compares cumulative volume delta (CVD) with price swings to identify regular and hidden bullish or bearish divergences. Regular divergence is framed as a possible reversal signal, while hidden divergence is presented as a possible continuation…
The document presents a long-oriented strategy using a 34-period EMA, staged profit-taking at 5%, 10%, and 15%, a 7% stop, and a stated 10% residual position for longer trends. It also describes a minimum eight-hour interval between trades and offers…
This 15-minute trend-following system uses a fast and slow simple moving average crossover to signal direction, then filters entries with RSI and Bollinger Band position. It sets stop-loss and profit-target levels at ATR-based distances from the entry and…
This document describes a long-only RSI strategy. It enters when RSI crosses above 35, sets a stop below the entry price and a take-profit above it, then liquidates when RSI crosses below a configurable exit threshold or falls below 10. The accompanying…