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 builds two price channels around short moving averages: a 3-period EMA channel at 1.5 times ATR and a 3-period RMA channel at 1.0 times ATR. A confirmed close above either upper boundary triggers a long signal, while a close below either lower…
This intraday breakout framework defines a reference range from the high and low of the first two 15-minute bars, spanning 09:15 to 09:44:59. Once the range is locked after 09:45, a move to or beyond its high can trigger a long, while a move to or below its…
This excerpt introduces a VWAP-based futures strategy and shows its configuration and early calculations. It sets fixed contract sizing, commission and slippage assumptions, an ATR-based stop buffer, a reward-to-risk input, a per-trade dollar loss limit, a…
This strategy combines channel breakouts with volatility-based risk management. It tracks recent highs and lows over shorter and longer lookback windows, entering long or short when price breaks a channel boundary. A skip rule can suppress a shorter-window…
This system measures each candle’s upper and lower wick as a share of its full high-low range. A bullish candle with a sufficiently large lower wick can trigger a long signal above a 200-period EMA; a bearish candle with a sufficiently large upper wick can…
This long-only strategy combines short-term RSI mean reversion with a 200-period simple moving average trend mode. When price is below the average, RSI below 20 can trigger a countertrend entry, sized with a configurable mean-reversion factor. When price is…
This script derives a central pivot and Fibonacci-scaled support and resistance levels from daily high, low, and close values. It looks for rejection moves at selected levels: longs when price recovers above support, and shorts when price falls back below…
The script describes a scalping strategy that combines a range filter, smoothed Heikin-Ashi candles, and higher-timeframe Heikin-Ashi direction to seek agreement before trading. An SMI filter is intended to avoid entering after an already extended move. The…
This document describes a trend-following system that combines Donchian Channel breakouts with a long-term SMA trend filter and an RSI entry filter. It enters long positions when price breaks above the entry channel while above the SMA, and short positions…
This example combines RSI threshold crossings with position sizing tied to account equity. It opens a long position when RSI rises through the oversold level and a short when RSI falls through the overbought level. Contract quantity is calculated from…
This Pine Script template separates strategy signals from the mechanics of backtesting. Users supply long and short entry and exit conditions; the example uses a 50-period and 200-period simple moving average crossover. Inputs can enable either direction,…
This trend-following system combines AlphaTrend, which uses ATR-based channels and MFI or RSI to indicate direction, with Kaufman’s Adaptive Moving Average (KAMA). It enters long when KAMA crosses above AlphaTrend and short when it crosses below. A…
This strategy combines a SuperTrend direction filter, a 200-period EMA option, and a smoothed Stochastic oscillator. Long signals require an uptrend and a low Stochastic reading, alongside price above the EMA when that filter is enabled. Short signals use a…
The supplied portion describes configurable controls for a breakout and trend-following strategy, but does not include the entry, exit, or order execution logic. Its risk settings include a per-trade risk percentage, a stop distance based on average true…
This document describes a Bitcoin strategy that evaluates completed eight-hour candles and uses a crossover between 12-period and 169-period exponential moving averages to trade. A positive crossover opens a long position using nearly all available account…
The document presents a configurable candlestick strategy that uses hammer and shooting-star style patterns to identify potential entries. Its visible settings include minimum and maximum candle size relative to ATR, an ATR-based stop distance, a…
This strategy combines a 50/200 EMA trend filter with ATR-based exits and risk-based position sizing. It opens long or short positions according to the EMA relationship, provided a 20-candle range test does not classify the market as consolidating. Stops are…
This strategy builds a set of price zones around a central moving average and scales the spacing using either ATR multiples or fixed percentages. It opens successive long entries as price falls through lower zones, then closes those entries in sequence as…
This strategy scans traditional finance perpetual contracts and ranks them by average daily high-low range as a percentage of closing price. It selects the most volatile eligible markets, then builds proportional price grids around current prices. Grid…
This trading-system example adapts Almgren–Chriss optimal execution to position entries and exits. It estimates a time-varying execution parameter from rolling price volatility, candle range, and volume, then uses that parameter to choose the fraction of…
This short Python strategy monitors a crypto account's coin holdings, cash balance, and the current coin price. It calculates the market value of the coin position and compares that value with the cash balance. When the difference exceeds 5% of the cash…
This strategy uses the direction of the latest close-to-close change to select a side: a higher close prompts long exposure and a lower close prompts short exposure. It builds positions through up to five entries, with four as the default, and the source…
This trend-following system enters long or short when the 13-period EMA crosses the 33-period EMA. It exits longs on the reverse 13/33 crossover and shorts when the 13-period EMA rises above the 25-period EMA. Separate trailing exits use a 10-point distance…
This document describes a long-only reversal setup that waits for price to break below a recent low channel before looking for a recovery. The channel is based on prior lows over a configurable lookback. After a breakdown, the strategy initializes a…