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 strategy combines three exponential moving averages with the Directional Movement Index (DMI) and MACD to identify directional entries. The 34, 89, and 200 period EMAs are described as short, medium, and longer term trend references, while the stated…
This document describes a long-only moving average crossover system built around prices recorded during unusual liquidity events. It measures liquidity as volume divided by the absolute open-to-close price change, then sets an outlier boundary using an…
This strategy uses crossovers of 8- and 21-period weighted moving averages to signal long or short positions. An optional filter requires ATR to decline over three consecutive bars before a crossover is acted on. Its risk rules allow a position to move…
This document presents a two-sided Bitcoin strategy that combines short- and long-period simple moving average crossovers with Ichimoku cloud and volume filters. A bullish crossover qualifies only when price is above both displaced cloud spans and volume…
This document describes a trend-following approach using MACD crossovers on multiple timeframes. It proposes entering long after a bullish crossover on a 15-minute chart and closing positions when a bearish crossover appears on a 4-hour chart. The listed…
This document outlines a multi-indicator strategy that uses Bollinger Bands and RSI to identify potential long entries near the lower band and short entries near the upper band. It adds ADX as a trend-strength filter, with stronger readings described as…
This strategy combines a moving average and RSI to generate trades within a chosen calendar window. It calculates an RSI on the moving average, enters long when RSI crosses above its lower threshold, and enters short when RSI crosses below its upper…
This script turns the prior week’s high and low into support and resistance references, then assigns a directional position from the current bar’s range relative to those levels. In one mode, a bar fully below the prior low indicates a short bias and a bar…
This intraday strategy uses a one-hour EMA relationship to set directional bias, then seeks entries on a 15-minute chart through EMA crossovers or price crossing VWAP after approaching it. RSI ranges filter momentum, while an ATR-based measure screens for…
This trend-following method uses a Kijun baseline to define direction and an ATR envelope to avoid entries when price has moved beyond the channel. Aroon crossovers trigger candidate entries, while MACD, RSI, and Parabolic SAR confirm direction. Longs are…
The excerpt describes a long-only Bitcoin trend strategy that combines three smoothed EMAs with filters for trend structure, price-path efficiency, momentum persistence, volatility, and breakouts. It requires the fast, middle, and slow EMAs to be ordered…
The Mustang strategy uses a smoothed MACD-derived trend line to define bullish and bearish zones. With the stated 12/26/9 MACD settings and a five-period smoothing step, a cross above zero is treated as a long signal and a cross below zero as a short signal.…
This strategy combines higher- and lower-timeframe trend checks to generate long and short signals. It calculates moving averages, Supertrend, and Ichimoku components on a selected higher timeframe, then compares Supertrend direction with the chart…
This sample strategy uses a pair of exponential moving averages as a trend filter, then times entries with RSI and price position. Long entries require the fast EMA to be above the slow EMA, RSI to cross above 40, and the close to exceed the fast EMA. Short…
This strategy combines the Schaff Trend Cycle (STC) with two moving averages to define directional entries. A long signal occurs when STC crosses above 25, the faster average is above the slower one, and price is above the faster average. A short signal uses…
This document describes a trend-following method that compares a Hull moving average with an exponential moving average. A cross of the Hull line above the EMA signals a long entry, while a cross below signals a short entry. Both averages use a five-period…
This swing-trading system buys a close above the prior 50-day closing high when volume is at least 1.5 times its 50-day average. It requires a bullish trend structure: price must be above both the 50- and 200-day moving averages, and the shorter average must…
This trend-following system uses three exponential moving averages to identify directional setups. A long signal occurs when the short EMA crosses above the medium EMA while the medium EMA is above the long EMA; a short signal uses the opposite conditions.…
This system combines an adaptive G-Channel, built from upper and lower price boundaries, with an exponential moving average. The channel boundaries update using current and prior prices, while their midpoint helps represent the channel’s state. The described…
This strategy uses short- and long-period simple moving averages to identify crossovers, then checks a still longer moving average to filter entries. A bullish crossover can open a long position only when the long-term average is rising. A fixed percentage…
This long-only trend-following strategy uses the Ichimoku Cloud to identify bullish conditions, with volume and an optional exponential moving average filter for entry confirmation. Price must be above both cloud spans, current volume must exceed its recent…
This strategy builds upper and lower trendlines from detected swing highs and lows over a configurable lookback. It updates line slopes using one of three methods: ATR, standard deviation, or linear regression. A close crossing the projected trendline…
The document explains a Darvas Box approach that defines upper and lower price boundaries from recent highs and lows. Its code generates a long entry when the close crosses above the box top and closes that position when price crosses below the box bottom.…
This long-only swing approach is described for four-hour charts and combines trend, momentum, breakout, and pullback checks. It requires price above a 50-period EMA, RSI above 40 and rising for three periods, a bullish MACD crossover, and volume above 1.5…