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 sets breakout thresholds using the highest high and lowest low over a prior-bar lookback, adjusted by a multiple of ATR. It takes long trades when the close exceeds the upper threshold, is above a 50-period EMA, and RSI is above its threshold;…
This strategy combines three technical components: 4-, 9-, and 18-period EMAs for trend direction, a 14-period ATR for a volatility threshold, and daily pivot levels calculated from the previous day’s high, low, and close. Its described long and short…
This strategy describes a long-only trend approach using a 7-period and 14-period EMA alongside MACD. It enters when the faster EMA is above the slower one and MACD crosses above its signal line, then uses a trailing stop based on a percentage decline from…
This strategy description pairs a short and a long moving average to identify directional changes: an upward crossover indicates a long bias, while a downward crossover indicates a short bias. It also describes using a candle close crossing the faster…
The described system estimates directional bias from price comparisons with calculated buy and sell reference averages, then uses an ATR-based trailing stop to track exits. The prose specifies a 14-period ATR and a default multiplier of four; the code…
This strategy combines a long-term EMA trend filter with a faster EMA reclaim entry. A long setup requires price above the trend EMA, a move below the fast EMA followed by a cross back above it, and RSI at or above its long threshold. Shorts reverse those…
The LTPI method tracks direction with a moving trend line and ATR-scaled thresholds. A close must move beyond the line by 2.16 ATR to trigger a direction change. After a flip, a configurable hold period suppresses further reversals, while the trend line…
This strategy sets upper and lower price boundaries around a reference price and enters long or short when the close crosses them. After a breakout, it shifts the reference and recalculates both boundaries, creating successive levels in the direction of…
This strategy uses Parabolic SAR as a dynamic stop and reversal level. It places long or short stop entries around the indicator, then exits when price crosses the level. The indicator’s acceleration settings control its starting value, increment, and…
This indicator combines three Supertrend calculations with different ATR lengths and factors, a 200-period exponential moving average, and a stochastic oscillator. Long signals require bullish agreement among the Supertrend directions, price above the EMA,…
This document describes a multi-indicator strategy for stocks and cryptocurrencies. It combines fast and slow moving average crossovers with RSI confirmation and an ADX threshold intended to filter for established trends. ATR is presented as a way to set…
This strategy uses a simple moving average of closing prices to choose a position direction: prices at or above the average indicate long exposure, while prices below it indicate short exposure. A stateful signal filter suppresses repeated signals until the…
This strategy combines an 8-period and a 24-period exponential moving average with a 7-period RSI to identify directional opportunities. It reads a rising or falling EMA spread as a trend cue, then requires RSI confirmation before opening a long or short…
This strategy uses Parabolic SAR reversals to time long and short entries, with a second SAR reading used as a directional filter. It also requires a preceding price move to meet a threshold before entry. Positions are closed when a profit target is met…
This trend-following system uses a close crossing above the upper Bollinger Band or below the lower band as its entry trigger. It requires ADX to exceed a trend-strength threshold, volume to rise above a multiple of its recent average, and price to be on the…
This strategy uses a fast and slow exponential moving average to generate directional signals. The described settings use a three-period fast EMA and a thirty-period slow EMA: a bullish crossover opens a long position, while a bearish crossover closes it.…
This strategy combines a slow moving average based trend state with a faster EMA used to identify potential entries during pullbacks. In the supplied implementation, the trend state is based on consecutive bars remaining on one side of the selected slow…
This long-only strategy combines a crossover between a 13-period and a 26-period simple moving average with a Fractal Adaptive Moving Average (FRAMA). It opens a position when the faster average crosses above the slower one and the FRAMA is below the close.…
This stock strategy combines long-term and shorter-term exponential moving averages with relative strength, a volatility-based price threshold, and volume conditions. One entry condition requires price above a long-term average, positive relative strength…
This strategy combines MACD crossovers with a simple moving average filter. A bullish crossover is intended to open a long position when price is above the trend average, while a bearish crossover opens a short when price is below it. It also describes…
This note explains a trend-following approach that compares fast and slow moving averages. It describes a 24-period fast average and a 100-period slow average: a cross above the slower line signals a buy, while a cross below signals a sell. The crossover is…
This strategy uses ADX to screen for trend strength and the Directional Movement Index (DMI) to determine direction. Entries require ADX to be above a key level of 23 and rising over a three-period lookback; DI+ above DI- supports a long, while DI- above DI+…
This strategy combines the Relative Strength Index (RSI) with Supertrend to define directional entries and exits. It opens a long position when RSI crosses above 58 while price is above a green Supertrend, then closes the long if RSI falls below 50 and…
This strategy uses a 10-period and a 20-period exponential moving average (EMA) to identify trend changes. It enters long when the faster EMA crosses above the slower EMA and the close is above both averages; it enters short on the reverse crossover when the…