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 framework pairs fast and slow moving averages, with a choice among several average types, to identify directional conditions. Long signals require price and the fast average to be above the slow average; short signals use the opposite…
This trend-following method combines the Average Directional Index (ADX) with a fixed lookback price comparison. When ADX exceeds 10, a close crossing above its level 65 bars earlier generates a long signal; a crossing below generates a short signal. The…
This Bitcoin strategy assigns each calendar year to a category using the year modulo twelve. It labels selected remainders as bullish, bearish, or neutral: bullish years trigger long positions, bearish years trigger short positions, and neutral years close…
This strategy uses five configurable moving averages to show trend context. The first three generate signals: it enters long when price is above all three and short when price is below all three. The fourth and fifth averages are auxiliary visual references.…
This long-only trend strategy enters when price closes above the upper Bollinger Band, aiming to capture continued upward movement after a volatility breakout. The bands use a configurable lookback, standard-deviation multiplier, and moving-average type. An…
This trend-following strategy uses a long moving average to define direction and Average True Range (ATR) bands to require a price move beyond ordinary volatility. A close above the average plus an ATR threshold signals an uptrend; a close below the average…
The document combines Supertrend, calculated using average true range, with Bollinger Bands to define entries and exits. It proposes a long entry when the close moves above the Supertrend line while remaining below the lower band, and a short entry when the…
The document presents a short-term trend strategy that combines the Awesome Oscillator (AO) with moving averages. Its description proposes taking long positions when AO crosses above zero and a fast average crosses above a slow one, with the reverse…
This trend-following strategy compares fast and slow moving averages, with published default lengths of 25 and 62 periods. It offers EMA, VWMA, SMA, RMA, and WMA choices. When the selected fast average crosses above the slow average, the strategy enters a…
This strategy fits a rolling linear relationship between closing price and bar index. Over a configurable window, it calculates averages, standard deviations, and correlation to derive a regression slope and intercept, then evaluates whether the resulting…
This QuantConnect alpha model turns changes in the relationship between fast and slow exponential moving averages into directional price insights. Its defaults are 12 periods for the fast EMA and 26 for the slow EMA, with daily resolution. After both…
This strategy uses an 8-period and a 21-period EMA crossover to establish trend direction, then delays entry until a second qualifying momentum event. The described long setup requires price to move more than 1.5 ATR from the 21-period EMA and produce a…
This strategy combines moving-average crossovers, trend and momentum filters, and volatility-based exits. It generates an initial signal when the 9-period EMA crosses the 21-period EMA. A long is allowed only above the 200-period SMA with RSI above 50; a…
This strategy uses moving averages of market highs and lows to follow price direction. It supports several average types, including ALMA, EMA, SMA, WMA, HMA, VWMA, and RMA, and allows the period and chart timeframe to be configured. A long signal occurs when…
This document describes a trend-following strategy that uses Donchian Channels to identify price breakouts and a moving average to filter long entries. A long entry is triggered when price reaches above the prior upper channel and satisfies the…
This strategy uses moving averages with periods of 9, 100, and 200 days to seek long entries during an emerging trend. It enters when price crosses above the fast average while that average is above the medium average and the medium average is below the long…
This script describes a trend-following breakout approach built around confirmed swing fractals. It tracks recent upper and lower fractal levels, uses a shifted smoothed moving average line from the Alligator indicator to set activation levels, and…
This strategy places staged limit orders at levels offset from a moving average. As price reaches successive levels, it can build a pyramidal long or short position, while a return through the central moving average triggers a position-closing order. The…
This strategy combines Heikin Ashi candles with a Supertrend indicator to identify trend direction and signal potential entries when price crosses the indicator bands. The Supertrend bands are derived from a midpoint price and an average true range…
This trend-following system enters long or short when a fast exponential moving average crosses a slower one. The described setup uses 9-period and 21-period averages and opens a position of 0.02 lots. It then closes half the position after a stated profit…
This strategy uses a Wave Trend oscillator to generate directional entries. It smooths the average of the high, low, and close with an exponential moving average, normalizes the deviation from that average, and smooths the result again. Crosses of configured…
The strategy combines ATR trailing stops across several chart horizons for long-only cryptocurrency trend trading. A four-hour price crossing above its ATR stop can trigger an entry when the daily close is above a separate daily ATR stop. A one-hour cross…
This strategy combines three moving averages with different roles. TEMA and DEMA provide the crossover signal: a bullish crossover can open a long position, and a bearish crossover can open a short position. HMA acts as a longer-term direction filter,…
This swing strategy uses a Hull Moving Average calculation on a selected price series and a one-candle-shifted version to define trading conditions. The code derives weighted moving averages over the full period and half period, then smooths their…