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
The document presents a trend-following strategy that combines two exponential moving averages with an RSI oscillator. It frames the moving averages as a way to identify direction and uses RSI threshold crossovers to time entries, aiming to avoid relying on…
The document introduces the Aroon indicator, which measures how recently the highest high and lowest low occurred within a chosen lookback period. Its Up and Down lines range from zero to one hundred: a more recent extreme produces a higher reading. The…
This tutorial explains how to derive Renko bricks and Heikin Ashi candles from ordinary price bars and display them for trend analysis. Renko construction advances by a fixed price displacement, suppressing smaller fluctuations; the article presents this as…
The article maps a three-part wealth-building concept—cash flow, core assets, and alpha—to a set of automated crypto trading components. It proposes a reserve floor to help avoid selling core holdings, scheduled dollar-cost averaging to accumulate those…
This note explains a basic trend-following strategy based on Donchian channels. The upper and lower bands are formed from the highest high and lowest low over a lookback window, with the middle line between them. Wider bands indicate a broader recent price…
This strategy switches between range and trend rules using the Choppiness Measurement Index (CMI). When CMI is below 20, it treats the market as oscillating and uses stochastic K and D conditions to open or reverse positions. When CMI is at least 20, it…
The article explains On Balance Volume (OBV), which cumulatively adds volume when a bar closes above the prior close, subtracts it when the close is lower, and leaves the value unchanged on a tie. It interprets OBV as a way to view volume direction and…
This tutorial shows how to transfer a simple MyLanguage trend strategy into JavaScript using a reusable event loop and order-management framework. The example computes two moving averages from market bars, compares their recent completed values, and treats…
The author describes a daily-oriented ETH spot strategy that combines three chart horizons: a larger interval for market direction, a middle interval for the active trading regime, and a smaller interval for stop signals. Suggested horizons vary with trading…
The article explains how to translate a SuperTrend indicator into a rule-based trading system. It first derives true range from the current high and low and the previous close, then smooths true range into ATR. The midpoint of each bar, adjusted by a…
This introductory course explains quantitative trading as the use of rules, data, and computation to research and execute investment decisions. It contrasts systematic execution with discretionary judgment, while emphasizing that automation is a tool and…
This document presents a strategy that combines exponential moving averages with the relative strength index (RSI) for commodity futures and digital assets. Its premise is that moving averages can help identify trend direction, while RSI can contribute…
The document explains a daily RangeBreak method that sets upper and lower entry thresholds around the day’s opening price using the previous session’s high-to-low range multiplied by a tunable factor. A move above the upper boundary triggers a long entry,…
The article presents a trend-following system built around three shifted simple moving averages, named the jaw, teeth, and lips. When the lines are tangled, the approach treats the market as directionless and waits; when they separate in order, it interprets…
This article surveys stop-loss approaches and shows how to express several of them as trading rules. It covers price levels based on support or resistance, fixed limits from entry, trailing exits that follow favorable price movement, retracement exits from a…
This article describes a Python framework for automated cryptocurrency trend trading, organized as a class with separate modules for market setup, data persistence, commands, orders, risk controls, trend signals, and status reporting. Its example trend…
This Python strategy follows price moves without technical indicators. It stores a reference price and compares the latest price with it; when price rises or falls beyond a configurable fraction, it places a buy or sell order and resets the reference to the…
The document introduces relative strength as a momentum approach: compare assets with a market benchmark or with one another, favor stronger performers, and reduce exposure to weaker ones. It says the method is most suited to markets with clear trends and…
This Chinese course chapter introduces commodity trading advisors (CTAs), describing trend following, mean reversion, arbitrage, and strategies across different holding periods. It explains trend-following returns as a pattern of frequent small losses and…
This tutorial explains time-series bars and tick data, then uses a simple EMA crossover strategy to connect market data with backtesting. It describes OHLCV bars and finer-grained snapshots, noting that smaller data intervals can represent intraperiod price…
The document presents a JavaScript implementation of SuperTrend, built from the Average True Range and upper and lower bands around the candle midpoint. It carries forward band values according to prior closes, then labels the active line as upward or…
The article explains the Aroon indicator, which measures how many bars have elapsed since the period’s highest high and lowest low. Aroon Up and Aroon Down range from zero to one hundred; their relative position is used to assess trend direction, while…
This article turns a rolling-position idea into a rule-based trading framework. It proposes using EMA5 and EMA10 crossovers to enter long or short positions, then checking whether the moving-average relationship still supports the trade after each…
This tutorial explains a trend-following use of Keltner channels. It first describes a channel built around an average price and a range-based width, then presents an upgraded version using an exponential moving average for the center line and average true…