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 trades opening gaps by measuring the percentage difference between the current open and the previous close. A configurable threshold filters out small gaps, while a selectable mode determines whether to go long or short on an upward or downward…
This strategy assigns different jobs to three time horizons: a longer interval sets trend context with a simple moving average, a medium interval gauges momentum with stochastic K and D lines, and a shorter interval times entries with a moving-average…
This strategy combines pivot points with an ATR-based trailing channel to generate trend-following entries and exits. The described approach uses pivot levels as support and resistance context, while the channel supplies a volatility-adjusted boundary: enter…
This strategy provides a selectable trend-following rule built around a library of moving averages and regression-style indicators. The trader chooses one indicator and a lookback length; the strategy compares its current value with the prior bar. It opens a…
This strategy uses SuperTrend direction changes to reverse between long and short positions. It calculates open profit in dollars using the instrument’s point value, then converts dollar risk and profit thresholds into price distances. An initial stop is set…
This long-only system builds upper and lower price levels around an initial reference price using a 10% box. It places a limit buy at the upper boundary after price reaches it, subject to a moving-average filter, and uses the lower boundary as a stop. The…
This on-chain strategy tracks the share of wallets reported as profitable for a selected cryptocurrency. It retrieves daily data from IntoTheBlock and plots a smoothed version of the measure, with selectable moving-average methods and a configurable…
This XAUUSD strategy combines a moving-average trend filter with price crossovers. It treats the market as bullish when the 20-period EMA is above the 50-period EMA and enters long when price crosses above the faster average. It enters short under the…
This strategy looks for pullbacks within an established futures trend. It defines direction by whether the close is above or below a 100-period EMA, then signals a long when RSI is at or below a configurable threshold and a short when RSI is at or above its…
This indicator adapts Ichimoku components into a separate oscillator-style display. It applies a T3 smoothing process to closing prices over the conversion, base, and second lagging-span periods, then uses displaced values to form a cloud midpoint and cloud…
This document outlines a trend-following system that combines a fast and slow EMA relationship with RSI thresholds and divergence checks. Long signals require the fast EMA to be above the slow EMA, RSI to exceed the stated upper threshold, and no bearish…
This example builds a futures trend strategy from a linearly weighted moving average and its rate of change. A rate above a positive threshold sets a long position, while a rate below the negative threshold sets a short position. In the neutral band, the…
The strategy combines 9-period and 15-period exponential moving averages with full-body candle patterns to signal directional trades. It enters long when a bullish candle closes above both averages, and short when a bearish candle closes below both. A candle…
This trend-following method compares a fast and a slow moving average, entering long when the fast line crosses above the slow one and short when it crosses below. Users can select among nine smoothing methods, including simple, exponential, weighted,…
This strategy sets long entry and exit levels by shifting a selected price source by percentages. It uses the prior bar’s close as the reference in its overview: a lower shifted level acts as a limit buy, while an upper level acts as a limit exit. The source…
This trend-following system combines price position relative to VWAP and a short EMA with direction from SuperTrend. It adds several confirmation filters: RSI, Bollinger Band midpoint, Parabolic SAR, MACD, ADX, and Stochastic RSI. Trades are considered only…
This long-short strategy combines moving-average signals, Bollinger Band breakouts, and a momentum measure to identify trades. The description presents fast and slow moving averages as trend indicators, with a move above the upper band supporting a long…
This long-only trend-following setup combines a moving-average filter, a candlestick pattern, a momentum threshold, and volatility-based exits. It requires the 100-period EMA to be above the 200-period EMA, then enters when a bullish engulfing condition…
This long-only strategy uses Heikin-Ashi candles to identify a possible shift from a bearish move to bullish momentum. It requires three consecutive green Heikin-Ashi candles and a red candle immediately before them, using the configured validation period to…
This trend-following strategy uses 50-period and 100-period EMAs to define the broader market direction, with MACD crossovers as shorter-term entry triggers. It goes long when MACD crosses above its signal line while price is above both EMAs, and short when…
This strategy combines Bollinger channels and the Commodity Channel Index (CCI) to place entries on 15-minute bars. When flat, a positive CCI prompts a buy order at the upper Bollinger level, while a negative CCI prompts a short order at the lower level. The…
This strategy uses an exponential moving average (EMA) to define a trend reference and places upper and lower bands 0.3% from it. With the default 50-period EMA, a price move above the upper band opens a long position, while a move below the lower band…
This strategy assigns each bar's volume a positive sign when the close is above the open, a negative sign when the close is below the open, and zero when they match. It sums these signed volumes over a selected window and divides by the window length to form…
This strategy compares a short-period and a long-period exponential moving average (EMA) to identify trend direction. It enters long when price is above the short EMA and the short EMA exceeds the long EMA; it enters short under the inverse conditions. A…