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 describes a long-entry strategy that combines five technical checks: oversold RSI, a bullish MACD crossover, price re-entering the lower Bollinger Band, price above a long-term EMA, and volume above its recent average. A signal is generated…
This system measures percentage price change over a configurable lookback and opens a long position when the gain meets or exceeds a chosen momentum threshold, provided no position is open. It sets stop-loss and take-profit prices as percentages of the entry…
This strategy combines entries near several exponential moving averages with repeated dollar cost averaging. It uses a one percent band around selected EMA values, with common periods ranging from short to long, to trigger long entries. The description also…
This document describes an LP rebalancer controller that delegates position closure to an executor. The controller sets upper and lower price limits from a rebalance threshold; when price moves beyond those limits, the executor closes the liquidity position.…
The visible portion of this open-source Pine strategy presents a configurable trading framework centered on risk management, market regime filters, and price structure. Risk controls include a per-trade risk setting, a reward-to-risk target, an ATR-based…
This strategy treats a candle with a very small body and equal open and close as a doji-like signal. It uses the relation between the prior close and the close two bars earlier to choose direction: a higher prior close indicates a long, while a lower one…
This strategy uses a WaveTrend oscillator to identify potential divergences between price and momentum. It opens a long on a bullish divergence, sizes the position from account equity risk and the distance to an ATR-based stop, and closes the long on a…
This strategy calculates 38.2% and 61.8% retracement levels from the highest high and lowest low over a lookback window, set to 20 periods by default. A close crossing above the 61.8% level triggers a long entry; a close crossing below 38.2% triggers a short…
This example shows how a backtest can incorporate brokerage-specific order restrictions and fees through a custom brokerage model. It defines a rule that rejects an order when its estimated cost would reduce portfolio cash below a required minimum, and emits…
This short-term strategy describes opening a market short when there is no open trade. Position size is calculated from account equity, a per-trade risk percentage, the stop distance, and point value. A trade closes when its stop-loss or take-profit level is…
This intraday system combines short and long exponential moving average crossovers with RSI, Supertrend, and an ATR volatility filter. Long entries require an upward EMA crossover, RSI above its neutral threshold, positive Supertrend direction, and ATR…
This Bitcoin futures strategy combines two signal paths: a smoothed indicator derived from the RSI of cumulative price changes weighted by volume, and a linear regression of price crossing a higher-timeframe Hull moving average variant. A long entry occurs…
This multi-symbol forex expert advisor combines a Nadaraya–Watson envelope with RSI and an ATR-based stop finder. It looks for a recent bar to extend beyond an envelope boundary, followed by a reversal-colored candle, a current price positioned within part…
This tutorial outlines a directional grid that adds a position whenever the market moves beyond the next grid level by a configured spacing. In upward mode it sells at successive levels and later buys back when price reaches a cover threshold; downward mode…
This source describes a stock strategy that calculates MACD from adjusted daily closing prices across a configured stock universe. It opens long positions when the MACD line and signal line are positive, the MACD line is rising, and it is above the signal…
The Dual Thrust method sets daily breakout thresholds from recent price ranges. At the start of a new bar, it measures the greater of two ranges formed from recent highs, lows, and closes, then scales separate upper and lower thresholds by configurable…
This BTC futures strategy combines EMA crossovers with a price-channel filter to define direction. RSI, DMI, momentum, and elevated volume further qualify entries, while an ATR-based stop and a take-profit target set the trade’s exit levels. The design also…
This strategy combines Bollinger Band breakouts with a 200-period EMA trend filter and UT Bot Alerts signals. It enters long when price and a fast EMA cross above the upper band, and short when they cross below the lower band; the EMA places price in a…
This simple long-only trend-following method uses Donchian Channels to enter on a close above the upper band and to liquidate on a close below the lower band. It calculates the channels from prior candles, excluding the current candle, and requires price to…
This document describes a Bollinger Band strategy that enters on an upside breakout and reduces exposure in stages as price moves back toward or below the bands. The written method uses a 20-period simple moving average and bands two standard deviations…
This futures system switches between separate range and trend modules using a Choppiness Measurement Index (CMI). The code calculates CMI over 30 observations: below 20 it enables the range module and blocks new trend entries; at or above 20 it enables the…
This trend-following strategy combines a fast and slow EMA crossover with momentum and volume confirmation. A long signal requires the fast EMA to cross above the slow EMA, RSI to exceed 50, and volume to be more than 1.5 times its moving average. The short…
This Pine Script describes a long-only dollar-cost-averaging strategy calibrated in its comments for INJ perpetual futures on a three-minute chart. A lower-timeframe RSI crossing upward through a configurable level arms the base entry. A separate RSI…
This breakout strategy requires price to be above or below three moving averages, with RSI confirming the same direction. It then uses a recent high or low as a breakout trigger: a long signal requires the current high to exceed the prior fractal high, while…