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 beginner-oriented tutorial describes a directional futures strategy that looks for local turning points in two exponential moving averages. It opens long when both averages turn upward and short when both turn downward, closing an opposing position…
The article introduces Dual Thrust as a reversal-based breakout strategy for digital-asset futures. It derives a range from prior highs, lows, and closes, scales that range with separate long and short parameters, and places entry thresholds above and below…
The article reconstructs a trend-following strategy that combines fast and slow exponential moving averages with a range-filter indicator. Long entries require a bullish range-filter signal, the fast EMA above the slow EMA, and a positive candle closing…
The document teaches a simple trend-following futures strategy built from two exponential moving averages. It signals a long entry or reversal when both averages form a local trough, and a short entry or reversal when both form a local peak. The…
This beginner guide surveys common crypto strategy categories, including arbitrage and hedging, trend following, grid style reversion, and high frequency approaches. It also distinguishes strategies by design, such as single or multiple instruments,…
This document outlines a crypto perpetual futures strategy that treats unusually large liquidation flows as directional signals. It builds a per-token baseline from historical liquidation amounts, compares recent activity with that baseline using a Z-score,…
This document presents a futures indicator intended to help identify comparatively low-price conditions. It first reviews chart patterns such as double bottoms, head-and-shoulders formations, and triple bottoms, then defines a bottom indicator as the count…
This course excerpt introduces commodity trading advisor strategies as systematic or discretionary approaches that can extend beyond commodities into other futures and financial markets. It surveys trend and countertrend trading, arbitrage, market making,…
The document explains how to calculate and implement a SuperTrend signal using a midpoint price and ATR-based upper and lower bands. True range is calculated from the current high-low range and gaps from the previous close; ATR is smoothed, then multiplied…
The author recounts developing a daily-oriented spot strategy for ETH and proposes a three-timeframe framework: a slower chart sets market direction, a middle timeframe guides trades, and a faster chart signals when a move may be ending. Each timeframe is…
This beginner tutorial builds a spot strategy that monitors several USDT crypto pairs, each with its own fast and slow EMA periods and order amount. It buys when the fast EMA crosses above the slow EMA and sells when it crosses below, using completed bars to…
This tutorial translates a closing-price ATR and EMA strategy from a domain-specific language into a JavaScript framework for digital currency futures. It calculates true range and ATR, smooths the average of each bar’s high, low, and close into a midline,…
This document describes RangeBreak, an intraday breakout method that centers trading levels on the current day’s open and offsets them by a multiple of the previous day’s high-low range. A move above the upper level signals a long entry, while a move below…
This article presents several ways to quantify how orderly or erratic price movement is. It describes the efficiency ratio as net price change divided by the sum of intervening changes, price density as the price points contained within a period’s high-low…
This document explains a trend-following strategy based on an upgraded Keltner Channel. The channel uses the average of high, low, and close as its input, an exponential moving average as its center line, and average true range to set the upper and lower…
This document shows how to translate a My-language trading strategy into JavaScript when the original language makes custom data handling difficult. Its reusable framework separates market-data processing, signal generation, and order execution, with a state…
The document explains HANS123, an intraday breakout method that uses the opening range to set the day’s trading boundaries. In its futures example, the strategy measures the high and low of the first 30 one-minute bars, then takes a long position if price…
This experimental crypto strategy combines short- and long-period exponential moving average crossovers with sentiment analysis of recent RSS news. It filters headlines to a recent time window, packages news, crossover direction, and current position…
The strategy combines a moving-average trend filter and a daily price band with staged profit-taking and fixed stop-loss rules. Long entries require the close to exceed the upper band while that band sits above the moving average; short entries use the…
This document presents a pivot-point framework for interpreting intraday price action. It calculates a central pivot from the prior session’s high, low, and close, then derives support and resistance levels around it, including intermediate levels. The…
The article translates a three-part investing framework—cash flow, core assets, and alpha—into a rules-based crypto system. It assigns a reserve floor to protect a cash buffer, dollar-cost averaging (DCA) to accumulate core holdings without selling, and a…
This article presents a rolling framework for selecting crypto perpetual contracts and assigning each selected token its own dual moving average parameters. It first takes the highest-volume USDT perpetual symbols, then backtests multiple fast and slow…
This tutorial explains the Directional Movement Index (DMI), including its four lines: positive and negative directional indicators (DI+ and DI−), ADX, and ADXR. It describes an implementation assembled from directional indicator series, a smoothed…
The document reviews six ways to manage exits in a crypto rotation strategy that selects liquid coins, assesses trends with moving averages, and combines technical and news signals. It covers a peak-based trailing stop, profit-tiered stops, a fixed loss…