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 presents a simplified Turtle-style strategy for Bitcoin spot trading. It opens a position when price exceeds a Donchian upper channel, adds units after price advances by a fraction of ATR from the last entry, and exits the entire position when…
This document outlines a trend-following system using an augmented RSI and a smoothed signal line. Its RSI variant uses the period’s high-low range and price changes, smooths the resulting measures with a selectable average, and scales the output to a 0–100…
This workflow describes a process for sizing USDT-margined perpetual futures positions from available account balance and a configurable equity fraction. It reads market contract value and quantity precision, converts the chosen risk amount into contract…
This strategy combines a 10-period simple moving average, short-window support and resistance, hammer and shooting-star patterns, and pyramid position sizing. Price above the average defines an uptrend and price below it a downtrend. A hammer above the…
This strategy combines four exponential moving averages with a one-bar price breakout. A long signal requires the close to be above the 20-, 50-, 100-, and 200-period EMAs and above the prior bar's high. A short signal requires the close to be below all four…
This strategy combines Supertrend, which uses average true range bands to indicate trend direction, with Heikin Ashi candle direction as an entry filter. It enters long when the trend signal is bullish and the candle is bullish, and enters short when both…
This countertrend strategy seeks a long entry after a stock has fallen below a fast exponential moving average by a chosen margin and then crosses back above it. Moving average ordering and the gap between the fast EMA and a slower SMA define the setup;…
This strategy combines a three-average trend filter with Pin Bar entries in the direction of the prevailing trend. The bullish alignment places a fast EMA above a medium EMA and a slow SMA; bearish alignment reverses that order. A qualifying Pin Bar is…
This simple long-only moving-average strategy compares the closing-price four-period simple moving average with the thirty-period average, with the script intended for daily charts. It opens a long position when the shorter average crosses above the longer…
This MetaTrader strategy combines the Average Force indicator, Andean Oscillator, and MACD to time entries. A buy requires the Andean bullish line to exceed its bearish line, Average Force to cross from negative to positive, and MACD to be positive and…
This strategy combines two RSI readings, using periods of 7 and 14 with a limit of 25, to generate long and short signals. It also checks candle direction and body size against a recent average before entering. When holding a position, it exits after RSI…
This example pairs SMA crossover entries with several percentage-based profit exits. A fast 14-period average crossing above a 28-period average opens a long position; a downward cross opens a short. A helper converts a percentage of average entry price into…
The Simple Holder strategy repeatedly buys a cryptocurrency with quote currency, beginning with an initial purchase and adding to the position at intervals. Its parameters include a candle-count limit and start and end times. Alerts can start a bot deal, add…
This long-only strategy enters after a recent MACD crossover above its signal line, provided both lines remain below zero and price is above a weighted moving average. The entry signal must have occurred within the previous five bars, and the strategy…
This long-only strategy opens a position when RSI crosses below an oversold threshold. If price then falls by a set percentage from the most recent entry, it adds another buy. Each successive DCA order scales from the starting quantity by a configurable…
This automated strategy identifies local highs and lows over a rolling candle window and places stop-entry orders at those levels when price is sufficiently far away. It can restrict entries to chosen hours. Take-profit and stop-loss distances are calculated…
This strategy calculates Fibonacci retracement and extension levels from the recent 100-bar high and low. It proposes long entries when price lies between the 38.2% and 78.6% retracements, and short entries between the 23.6% and 61.8% levels, subject to a…
This example opens a randomly chosen long or short position in a Bitcoin perpetual futures market. If the position’s unrealized loss exceeds its margin, it adds another order in the same direction; it closes the position when profit exceeds a fixed target.…
This strategy tracks recent pivot highs and lows to calculate Fibonacci price levels, then uses a selected level as a long-entry trigger. Once an order is placed, the strategy updates its level and can cancel and replace the pending order as levels move. The…
This strategy combines a Gaussian channel, a long-period Kijun-Sen, a volume-adjusted price indicator, and ATR-based risk controls to filter entries. The stated settings use a four-pole filter over 144 periods, a 130-period Kijun-Sen, and an 11-period ATR…
This document describes a long-only grid configured for NVDAX-USDT on a 15-minute chart. The grid spans fixed high and low prices, and its levels can be spaced geometrically or arithmetically. The stated design buys when price crosses a grid level downward…
This document presents a long-only grid strategy configured for TON-USDT on a 15-minute chart. It places grid levels between fixed upper and lower price bounds, with either geometric or arithmetic spacing. The script’s description says it buys as price…
This strategy looks for upside breakouts above the preceding 20-bar high when volume exceeds its 20-bar average by a configurable multiplier. Long entries also require the fast EMA to be above the slow EMA, rising RSI over a lookback, and RSI above a…
This strategy combines a short and long simple moving average, an RSI entry filter, and ATR-based exits. The described long rule requires the short average to be below the long average and RSI to be above 30. For an open position, the stop distance is based…