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 develops a rolling-position approach that reinvests realized profits into later trades to compound returns during trends. It outlines three decisions: how to enter, when to add another position after a take-profit, and when to stop. The example…
This chapter presents practical ways to refine a trading strategy before deployment. It recommends acting on real-time prices when a closing-price model delays entry or exit, while emphasizing that the benefit depends on the strategy’s logic. For parameter…
The document presents a daily pivot-point framework built from the prior session’s high, low, and close. It calculates a central pivot, three support levels, three resistance levels, and intermediate levels. The author interprets price behavior between the…
The document explains Average True Range (ATR) as a measure of price movement and describes how Wilder associated high readings with panic-driven declines near market lows, and low readings with quieter consolidation or market tops. It presents the…
This document develops a daily trend indicator for crypto markets using the sequence of candle highs and lows. It classifies a bullish trend when both rise across consecutive days and a bearish trend when both fall. The process uses only completed daily…
This article explains a JavaScript implementation of SuperTrend built from average true range and smoothed upper and lower bands. The indicator switches between bands as closing prices cross them, producing an upward or downward trend state. A sample…
This article outlines a crypto rotation system that ranks liquid coins using moving-average alignment, the widening or narrowing of moving-average gaps, and the direction of those averages across several timeframes. It selects stronger positive and negative…
This practical note compares exit rules used in an AI-assisted crypto rotation strategy that screens liquid coins, scores trends with moving averages, generates signals using technical and news inputs, and monitors positions frequently. It describes trailing…
This article introduces market noise as a way to describe how directly prices travel between two points. It outlines several measures: an efficiency ratio comparing net price change with the sum of intervening moves, price density based on the range and…
This overview traces managed futures and CTA systems through three broad stages. Early systems focused on a small set of commodity markets and simple trend-following rules, including moving-average crossovers, during periods the article characterizes as…
This article describes a futures-style trading system that switches between short-term swing trading in ranging markets and breakout-based trend following in stronger directional conditions. It uses the Choppiness Market Index, calculated by comparing a…
The document explains a box-based trend strategy built around support and resistance. It defines the box boundaries from recent price extremes and treats a close above the upper boundary as a potential move into a higher range, while a close below the lower…
The document outlines three rule-based trading templates and frames them as stages of analysis: summarizing past prices, applying trading rules, and interpreting market positioning. The periodic model combines a moving average, a prior-high or prior-low…
This tutorial presents a Donchian Channel trend-following method based on the highest high and lowest low over a rolling lookback period. The midpoint is the average of those two channel boundaries. A close above the upper boundary opens a long position,…
The document describes a thermostat strategy that switches between range trading and trend following according to a Choppiness Market Index style measure. The index compares the net change in closing price over a lookback period with the period’s high-low…
The document explains Kaufman’s Adaptive Moving Average (KAMA), which adjusts its responsiveness using an efficiency ratio based on net price movement relative to total movement over a lookback period. Low efficiency makes the average smoother in choppy…
The document presents a Python port of a commodity futures moving average strategy originally implemented in JavaScript. It frames the example as a way to study multi-instrument strategy architecture, including per-contract state, position and order…
The document introduces two ways to transform ordinary candlestick data to make trends easier to inspect. Renko bars are added when price moves by at least a chosen brick size, independent of elapsed time; this suppresses smaller fluctuations and can…
The document explains the Aroon indicator, which uses how recently a market made its highest and lowest prices over a chosen lookback period. Aroon Up and Aroon Down range from zero to one hundred; readings near one hundred indicate that the corresponding…
The document presents a historical overview of managed futures trading systems in three broad generations. Early systems are described as relatively simple trend followers, often using moving-average rules in a period characterized by persistent commodity…
This tutorial compares several moving-average trading rules using daily commodity futures data. It starts with a single-average rule that trades when price crosses its average, then shows dual-average crossovers, adds conditions requiring the averages to…
This article explains R-Breaker, a commodity futures strategy that uses the prior day's high, low, and close to calculate a pivot and three support and resistance levels on each side. With no position, it enters long above the upper breakout level or short…
This document describes a cryptocurrency rotation system that ranks liquid coins using a composite of moving-average arrangement, spread changes, and the direction of several averages. It selects high and low scoring assets for potential long and short…
This beginner guide surveys common programmed trading approaches, including arbitrage, trend following, grid or regression methods, and high-frequency trading. It also distinguishes strategies by implementation scope, such as single-asset, multi-asset,…