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 SuperTrend calculations with different ATR periods and multipliers to represent fast, medium, and slow directional signals. Their directions are combined into a trend-strength score, while an ADX threshold filters for stronger…
The visible portion describes a scalping strategy that scores directional conditions across multiple technical indicators and uses a minimum score threshold for entries. It includes an ADX filter for trend strength and direction, with separate positive and…
This bidirectional strategy looks for a two-candle pattern using direction, body size, and volume. The adjacent candles must move in opposite directions, the later candle's open-to-close range must be larger, and its volume must be lower than both the…
This strategy uses a short simple moving average and three price levels set below it to scale into a long position. It adds one unit as price crosses each successive level, up to three units, and exits the long when price falls below the moving average. The…
This simple allocation routine estimates the portfolio share held in stock by valuing the stock position at the latest ticker price and comparing it with total account value, including cash. It uses a target stock allocation and a tolerance band: when the…
This is a long-only dollar-cost averaging framework for an AMZN perpetual contract. It arms a base entry when the 4-hour RSI falls below its configured oversold threshold, then places up to five additional buy orders at fixed declines from the base entry.…
This long-only breakout method defines a recent price range as a bull flag, using rolling highs and lows over a configurable length. It enters when the close moves above the prior candle’s high, provided that high remains below the calculated flag high. The…
This futures grid strategy lets the operator choose a buy-first or sell-first direction. In buy-first mode, it places a ladder of buy orders at fixed price intervals below a starting level; when one fills, it places a sell order above that fill by a…
This system seeks reversals near dynamically calculated support and resistance zones. A long signal requires price to test support and close above a buffer with above-average volume; a short uses the inverse resistance condition. Optional trend filtering can…
The visible portion of this strategy builds a continuous buying score from three components: distance below the Bollinger Band basis, price relative to a ladder of long-period moving averages, and low RSI. The moving-average score rises as price falls…
This strategy combines MACD, VWAP, RSI, and short and long EMAs to form directional signals for very short-dated options. A bullish setup requires MACD strength, price above VWAP, RSI above its midpoint, and the shorter EMA above the longer one; the bearish…
This crypto pair strategy trades BTC against ETH when BTC has a sufficiently strong intraday move and outperforms or underperforms ETH. It takes the stronger leg in the direction of BTC’s move and the weaker leg in the opposite direction, aiming to capture…
This strategy combines SSL Hybrid and SSL Channel direction signals with Wave Trend crossovers to enter long or short positions. It also requires the entry candle to stay below a height threshold, lie inside the Keltner Channel, and meet a target condition…
This ETH/USDT spot strategy runs a price grid while in attack mode. It places staggered buy orders and sells filled positions at grid levels, sizing orders as a fraction of total account value divided across the configured node count. The user can tune…
This document presents a long-entry strategy built around volume-confirmed fractal support and a volatility test. A support fractal is identified from a local low pattern whose middle candle has volume above its recent average. Entry requires price to remain…
This futures strategy enters a long position after a coin posts a sufficiently strong gain over an hourly or four-hour bar, while filtering out bars with a large upper wick. Once in a position, it tracks the highest price and exits after the position has…
This intraday method combines a channel formed from 20-period exponential averages of highs and lows with RSI and MACD confirmation. Long entries require a close above the upper channel, RSI between 50 and 70, and a bullish MACD cross; short entries use a…
This script combines anchored VWAP bands with selectable trend-following or mean-reversion logic. VWAP and its volume-weighted standard deviation are calculated from a selectable session, week, or month anchor, producing multiple deviation bands for entry…
This system adjusts its target number of open long trades using normalized ATR as a measure of current volatility relative to its recent average. It divides a 14-period ATR by price, compares that value with its 100-period simple moving average, and uses the…
This trend-following system combines a fast and slow exponential moving average with a Donchian Channel breakout. It enters long when price closes above the prior channel high while the fast average is above the slow average, and enters short below the…
This script turns a bullish engulfing candle pattern into a long-only trading strategy. It recognizes the pattern after a downtrend, defined either by price below the 50-period simple moving average or by the 50-period average below the 200-period average…
This short-term strategy combines 5-period and 20-period SMAs with a 10-period RSI and a faster MACD configuration. A long setup requires bullish SMA ordering and price position, RSI above its lower threshold, and MACD above its signal line; short conditions…
This strategy uses two Supertrend indicators with different settings and opens positions when both point in the same direction. Traders can select long-only, short-only, or two-sided operation. Its central trade-management feature is a configurable series of…
This strategy combines a long-term average with Bollinger Bands to restrict trades to an apparent uptrend. It enters long when price crosses above the band midpoint while both bands sit above the long-term filter. The documented exits include a partial…