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 long only averaging strategy for leveraged perpetual futures. It seeks an entry when a fast timeframe RSI crosses below an oversold threshold while a slower timeframe’s fast EMA is above its slow EMA. If price falls after entry, up…
This long-only trend-following strategy enters when a fast simple moving average crosses above a slower one. Position quantity is based on account balance divided by price, while a confidence factor scales exposure. The exit is a trailing stop that rises…
This example places a set of limit buy orders below the current Bitcoin price and sell orders above it on a Binance perpetual futures contract. The order prices step progressively farther from the ticker price, while order quantities increase in tiers as…
This example demonstrates a symmetric ladder of limit orders around the current BTC price on a swap contract. It sets 20x margin, then places progressively more distant buy orders below the ticker price and sell orders above it. Order sizes increase in steps…
This trend-following system combines five simple moving averages with slope checks, price location, pullback signals, and Directional Movement Index confirmation. It uses the 20- and 200-period averages as its main trend filters: both slopes and their…
This Pine strategy combines two Vegas channel and SuperTrend configurations to generate entries, with user controls for long, short, or both directions. It also exposes a holding-period limit and configurable take-profit and stop-loss behavior. The visible…
This trend-following strategy combines Parabolic SAR and a fast EMA for direction, RSI for momentum, and ADX for trend strength. A long signal occurs when price crosses above SAR, closes above the EMA, RSI exceeds 60, and ADX meets its threshold; shorts use…
The visible portion describes a reversal scalping strategy that looks for a run of same-direction candles moving away from an earlier reversal candle. The run length is configurable, and a small allowance can permit one candle to close slightly against the…
This example describes a simple long-only system that enters whenever it has no open position and two waiting periods have elapsed. It closes a position at a fixed dollar profit target or loss limit, pauses for twelve hours after a loss, and delays another…
This trend-following strategy combines a short and long EMA crossover with RSI and MACD confirmation. The stated defaults use 9- and 21-period EMAs, a 14-period RSI, and standard MACD settings. A long entry follows an upward EMA cross when RSI is below the…
This strategy uses MACD signal-line crosses as pullback entry triggers, filtered by a long-term price trend and ADX. With the filters enabled, long entries require price above its trend EMA, a bullish MACD cross below zero, and ADX above a threshold; shorts…
This strategy uses prior price channels to enter breakouts and a long-term simple moving average to filter direction. Long trades require price above the trend average and a breakout above the entry channel; optional shorts use the opposite relationship.…
The document describes a multi-level trading approach combining MACD, RSI, EMA, Bollinger-style bands, Fibonacci levels, and Heikin Ashi candles. Its stated method uses technical indicators to assess trend and momentum, then places entries at multiple price…
This strategy combines 10- and 20-period EMA crossovers with a 200-period EMA trend filter and above-average volume confirmation. It is described for four-hour or daily charts: longs follow bullish crossovers above the long EMA, while shorts follow bearish…
This long-and-short system combines signals from 30-minute and 1-hour charts. A 30-minute MACD crossover is the primary trigger, with the higher-timeframe MACD available for confirmation. Long entries also require the 30-minute RSI above 55 and price above…
This system combines Heiken Ashi candle shapes with Supertrend direction and an optional ADX strength filter to identify long and short trend entries. A candle with no lower wick supports a long signal, while one with no upper wick supports a short signal;…
This document outlines a long-only strategy on a one-hour timeframe. It enters when the closing price is above a 100-period exponential moving average and the MACD line is above its signal line. The position is closed when MACD falls below its signal line…
This strategy uses a 12-period RSI to trigger long entries when RSI is above 70 and closes an open long when RSI falls below 62. It restricts new entries to a rolling 2,500-day window and sizes each entry using the full account equity divided by the closing…
This trend-following system forms a channel from separate 44-period EMAs of highs and lows, with a 200-period EMA of closing prices as an optional long-term filter. It enters long when price closes above the upper channel and short when it closes below the…
The document introduces a Pine Script strategy named for opening range breakouts and shows configuration for equity-based order sizing. Its visible settings include optional time-of-day and weekday filters, along with a monthly filter whose inputs begin…
This trend-following system uses a McGinley Dynamic average as a directional filter and a Hull moving average curve to time entries. A turn in the Hull curve can trigger a long or short position when the McGinley baseline points in the matching direction; an…
This Pine Script excerpt outlines a gold scalping strategy that combines moving-average trend direction, RSI pullback signals, and market filters. Its inputs define fast and trend EMAs, RSI trigger and oversold or overbought levels, an ATR-based distance to…
The strategy places a long limit order below a reference price, defined from a selected price series and recent range settings. The documented rule describes using a recent low as the reference, then entering after a percentage decline. It sets…
This strategy uses a GM-8 moving average to identify crossovers, ADX to filter for trend strength, and a second EMA to confirm direction. A long entry occurs when price crosses above GM-8 and is above both averages while ADX exceeds its threshold. A short…