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 SuperTrend variant uses an ATR-based line and a selectable price source to determine trend direction. When the close is within a configurable ATR distance of the prior trend line, the line retreats by an ATR-scaled amount instead of following its usual…
This document presents a customizable redesign of the Parabolic SAR indicator, a trend-following tool that can also serve as a trailing stop. Users can adjust the start, increment, and maximum parameters, change the plotted point width, and choose whether to…
This proposed long-only system combines the direction of 20, 50, and 100-period exponential moving averages with price action around the 20-period EMA. It enters when price crosses above that EMA while all three averages are rising. It exits if RSI exceeds…
This strategy combines a Keltner Channel breakout with a long-term trend filter and momentum confirmation. The channel uses a 20-period EMA and bands set two ATRs above and below it. Long entries require price to break above the upper band while above a…
This strategy follows trends by comparing a 50-period fast simple moving average with a 200-period slow one. A bullish crossover triggers a long entry and a bearish crossover a short entry, with execution described for the next candle’s open. The design also…
This long only method builds synthetic candles by averaging open, high, low, and close prices sampled at Fibonacci spaced bar offsets. It then calculates several EMAs on the averaged close and uses their mean as a trend filter. A long position opens when the…
This trend following approach combines a 50 period and 200 period EMA to define direction, then uses RSI and MACD as entry filters. Long entries require the faster EMA above the slower one, RSI above 55, and MACD above its signal line. Short entries reverse…
This strategy combines two crossover signals to assess momentum and broader trend direction. A 50-period EMA crossing above a same-length SMA marks improving short-term momentum, while a 50-period SMA relative to a 100-period SMA supplies a broader trend…
This trend-following approach enters long when a 12-period EMA crosses above a 45-period SMA. It trails a stop using a volatility measure: the description specifies a 15-period ATR multiplied by six, with the stop rising as the EMA rises. A separate…
This trend strategy combines a fast exponential moving average with two slower weighted moving averages. It looks for the fast average to cross both slower averages, while the MACD histogram must have the same directional sign: positive for a bullish signal…
This strategy uses a fast and slow exponential moving average to form a directional cloud. It enters long when the close is above the fast EMA and the fast EMA is above the slow EMA, and enters short under the inverse conditions. The source configures EMA…
This strategy uses a zero-lag MACD variant built from fast and slow double exponential moving averages (DEMA). It subtracts the slow DEMA from the fast DEMA, then applies a similarly de-lagged signal calculation. The stated trading rule enters long when the…
This strategy combines an AlphaTrend line with Bollinger Bands. It enters long when price crosses above the upper band while AlphaTrend is rising, and short when price crosses below the lower band while AlphaTrend is falling. AlphaTrend uses ATR-based…
This system uses Parabolic SAR to identify potential changes in direction and trade both long and short. It enters long when SAR crosses below the closing price and short when SAR crosses above it. The stated default SAR settings are a start value of 0.02,…
This strategy combines a fast and slow simple moving average crossover with fixed-amount purchases. A cross above the slower average triggers a long entry, while a cross below triggers a short entry in the supplied script. The description also proposes…
This trend-following system builds a Variable Index Dynamic Average (VIDYA) whose responsiveness changes with momentum measured by the Chande Momentum Oscillator. It surrounds the average with volatility bands based on average true range (ATR). A move above…
This trend-following approach uses a weekly MACD histogram change to choose a directional bias and moving-average signals for entries and exits. The description proposes using faster and slower EMAs on an intraday chart, entering in the direction of the…
This daily-chart strategy combines MACD crossovers with RSI, CCI, StochRSI, and a 200-day simple moving average. MACD provides the initial directional signal. The other indicators are used as overbought or oversold checks, while price relative to the moving…
This short-term strategy combines a 50-period exponential moving average (EMA) with a pullback and bearish-candle confirmation. It first looks for a downward EMA break, then a rising pullback over a few candles, followed by an engulfing pattern; the proposed…
This strategy uses the midpoints of fast and slow rolling price ranges to identify directional conditions and place breakout entries. With stated defaults of 13 and 52 periods, it marks a long mode when the fast midpoint is above the slow midpoint and a…
The visible portion of this script identifies swing points with a candle-direction Zigzag calculation, then measures ratios between successive pivots to recognize harmonic formations. It defines ratio-based rules for patterns including Bat, Butterfly,…
This strategy uses the Chande Momentum Oscillator (CMO) and a weighted moving average of that oscillator to generate directional signals. The document describes going long when CMO rises above its WMA and short when it falls below, with an option to reverse…
This document describes a long-only Ichimoku strategy that combines a Tenkan–Kijun crossover with price position relative to the cloud. The stated entry logic requires an upward crossover and a close above the cloud; exits can follow a downward crossover or…
This document describes a long-only strategy that uses six exponential moving averages, spanning short to long lookbacks, to identify aligned trends. It enters when each shorter EMA is above the next longer EMA and the closing price crosses above the…