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 strategy combines three indicators to generate directional trades. A long setup requires price to cross above VWAP, a positive MACD histogram, and RSI below its overbought threshold. A short setup requires a cross below VWAP, a negative histogram, and…
The Maiko strategy defines a trading range from higher-timeframe highs and lows, then looks for entries on a lower timeframe when price reaches a Bollinger Band boundary and RSI confirms an extreme. Longs require price at or below the lower band with RSI at…
This automated strategy seeks intraday momentum breakouts during London trading hours. It opens a long when a bullish candle exceeds the prior candle’s high without breaking its low, or a short when a bearish candle breaks the prior low without exceeding its…
This strategy combines a ribbon of 18 moving averages, spanning periods 5 to 90, with a 100-period baseline and an RSI filter. It counts rising and falling averages to assess trend direction: at least 13 rising averages supports a long signal, while at least…
This long-only strategy calculates a weekly pivot from the prior week’s high, low, and close, then sets four support levels and corresponding resistance targets at configurable point distances. When price reaches a support level, it opens a position and…
This SPY strategy seeks short-term reversals from hourly price moves. It enters long when a fast EMA crosses above a slower EMA while RSI is above 50. It exits on a bearish EMA relationship combined with MACD falling below its signal line and a stochastic…
The described method combines a 20-day baseline derived from the highest high and lowest low with Williams %R confirmation for daily GBP/JPY trading. A move across the baseline sets the directional signal, while Williams %R crossing above -35 confirms a long…
This strategy seeks volatility regime transitions by comparing fast and slow ATR values, standardizing their ratio as a VoVix Z-score, and detecting local peaks. It then requires additional confirmation: clustered volatility spikes and a price move beyond a…
This long-only approach calculates RSI on the MACD line rather than directly on price. It opens a position when that RSI crosses above either of two nearby oversold-entry levels, provided price is above a slow EMA. The strategy sizes the order as a fraction…
The code places a fixed set of buy limit orders below the current BTC perpetual-futures price and sell limit orders above it. The price offsets widen in regular increments, while order quantities grow rapidly at deeper levels, creating symmetric bid and ask…
This document outlines a short strategy for liquid currency pairs, using a price move and a time limit to define trade decisions. It describes sizing positions from a set fraction of account equity and setting stop-loss and take-profit levels. The listed…
This futures algorithm opens an initial long or short, then monitors a configured profit-taking price and a stop threshold. When the stop threshold is crossed, it closes the position and attempts a new position sized as a multiple of the closed amount. A…
This short-term system combines fast and slow exponential moving average crossovers with an RSI direction filter. It opens long positions when the fast average crosses above the slow average and RSI is above its midpoint, and opens shorts on the inverse…
This document outlines a long strategy that starts a trade when price crosses below the lower Bollinger Band. It combines a shorter moving average and standard deviation bands with a longer moving average, then adds safety orders as price moves further below…
This two-direction strategy uses fast and slow exponential moving averages to detect shifts in trend. A bullish or bearish change occurs when the fast average moves across the slow one; an optional candle direction check can require a rising candle for long…
This document describes a short-only trend-following system built around the crossover of 20-period and 50-period simple moving averages. A downward cross opens a short position, while an upward cross closes it. The source implementation uses the crossover…
This educational Python example follows price moves using a reference price that resets after each trade. When BTC/USDT rises more than the configured 5% threshold above the reference, the bot buys using a fraction of available cash, provided the calculated…
This document describes a long-only strategy based on Bollinger Bands %B. It computes the bands from a configurable lookback and price source, then calculates %B as the source price's position between the lower and upper bands. A long entry is signaled when…
This strategy approximates low-volume-node behavior without calculating a true volume profile. It centers a zone on a rolling simple moving average and sets upper and lower boundaries using ATR. A relative-volume filter identifies bars with activity below…
This long-only strategy combines a weekly trend filter with moving-average and price conditions for entry and exit. It permits entries when price is above the 50-period weekly volume-weighted moving average (VWMA). On the chart timeframe, two consecutive…
The supplied excerpt shows the configuration for a multi-filter trading strategy called Helios. Its inputs cover an adaptive baseline, efficiency lookback, ATR and directional movement measures, volatility and channel windows, a higher-timeframe confirmation…
This Pine strategy combines directional movement and ADX with an EMA trend filter to organize trend trades. Its configurable inputs cover DI and ADX lengths, minimum ADX and DI spread thresholds, pullback entries using a faster EMA, and optional reversal…
This strategy describes trading breaks of recently detected pivot highs and lows, with direction filtered by a 200-period simple moving average. It records the latest pivot as resistance or support, then seeks a breakout followed by a confirming candle: a…
This Pine strategy combines a fast and slow exponential moving average, Supertrend direction, candle color, and RSI thresholds to generate long and short signals. It requires all four conditions to agree and only enters when no position is open. The script…