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 long-only strategy combines daily trend, breakout, candle, and volume conditions. It requires the 50-day EMA to exceed the 100-day EMA, the close to rise above the 10-day EMA plus one ATR, a bullish daily candle, and volume above its 12-day EMA. On…
This strategy combines a fast and slow exponential moving average crossover with RSI and MACD checks to identify directional trades. Long entries require the fast average to cross above the slow average, RSI to be above its oversold threshold, and the MACD…
This strategy uses RSI threshold crossovers to enter both long and short positions: it buys when RSI crosses up through an oversold level and sells when RSI crosses down through an overbought level. The document describes a Martingale overlay that increases…
This strategy uses Renko bar direction to identify a potential reversal after a run of bars in one direction. Its rules look for an initial bar opposed to the next bars and require the current bar to continue in the direction of the latter sequence: the…
This example uses a random binary result to choose long or short direction on a selected weekday, with an ATR-based position quantity and exit distances. The stated concept is a deliberately simple baseline: enter in the randomly selected direction and place…
This strategy uses a Turtle-inspired channel breakout system. It enters long after price crosses above a prior rolling high and short after a cross below a prior rolling low. Positions exit on a break through the opposite side of a shorter exit channel. ATR…
This short-only setup looks for an alert candle after the preceding three candles touch or approach the 5-period EMA and the current candle sits above it without touching. It records the alert candle’s high and low, then places a short entry if price breaks…
This trend-following system uses a 9-period and 21-period EMA crossover as its directional trigger, then filters long entries with RSI above 50, volume above its 20-period average, and ADX above 25. Its sell rule is triggered by a downward EMA crossover, RSI…
This long-only dollar-cost-averaging approach combines EMA trend structure, Bollinger Band position, MACD, and RSI conditions for initial entries. When price falls below average entry cost, it can add progressively larger amounts after increasingly deep…
This inventory-based strategy trades one asset around a reference price, such as a moving average or the midpoint of recent highs and lows. It begins with a partial position, then signals buys or sells when price moves sufficiently far from the reference or…
This long-only strategy enters when price crosses above an exponential moving average and exits on a cross below. It adds a stop-loss level, a profit target, and a trailing-stop level, with example defaults of a 20-period EMA, a 1% stop, a 2% target, and a…
This strategy uses a fast and a slow exponential moving average to set direction. When the fast average moves above the slow one, it enters long; when it moves below, it enters short, with the reverse crossover closing or switching the position. The example…
This long-only strategy uses the Balance of Power (BoP) indicator on a stated four-hour timeframe. BoP is calculated from the candle’s close and open relative to its high-low range. A move above 0.8 opens a long position, while a move below -0.8 closes it.…
The available portion describes a candlestick strategy that evaluates the previous bar’s upper and lower wicks against its ATR and against each other. It also filters out small-body candles using a minimum body size relative to ATR. A dominant upper wick is…
This script describes a long-only momentum approach that looks for unusually high volume alongside a strong bullish candle. Entry also requires price above a trend EMA, RSI below a maximum threshold, and no extreme-volume candle with a large upper wick,…
This note describes a rule-based strategy that keeps an asset allocation near a target position. It opens at the target, then adds or reduces exposure when the current position moves beyond a specified band. Each adjustment uses a fixed share of equity, and…
This strategy estimates trend with fast and slow exponential averages of typical price, then forms adaptive upper and lower bands using smoothed price variability and a sensitivity parameter. A trend-state rule changes direction when price crosses the…
This strategy script combines order block trading with a stagnation time exit and several risk and regime controls. Its inputs include fixed micro contract sizing or equity-based sizing, profit targets, hard stops, a break-even trigger, and an option to exit…
This strategy seeks to enter when volatility rises after a calm period, while using a volume-weighted price center to choose direction. Its Volatility Momentum Index is derived from changes in average true range: upward and downward changes are smoothed…
This document presents a volatility-based strategy rewritten in Pine from an earlier public strategy. It calculates a log-price ratio over a configurable lookback, smooths that series with a simple moving average, and tracks the moving average's highest and…
This strategy combines four exponential moving averages with daily Camarilla R3 and S3 levels and a Central Pivot Range (CPR). Its stated entries occur when price crosses the 200-period EMA while also being above the 20-period EMA for a long or below it for…
The Orion strategy combines a smoothed signal derived from several technical indicators, including MACD, Williams %R, Stochastic, and RSI. It examines changes in the signal’s slope to form a prediction curve intended to anticipate short-term reversals, while…
This trend-following method combines two Donchian channels. The slower channel sets breakout entries: a move above its upper boundary signals a long, while a move below its lower boundary signals a short. The faster channel’s midpoint serves as the stop…
This long-only strategy for JUPUSDT perpetual futures uses a 4-hour RSI below 28 to arm an entry. It adds up to five averaging orders at fixed declines of 2%, 5%, 9.5%, 16%, and 25% from the base entry, with order sizes increasing by roughly 1.8 times per…