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.
4,574 documents
This example shows how to configure a forex algorithm and request historical data for several currency pairs. It subscribes to EUR/USD, GBP/USD, and EUR/GBP at minute resolution, then requests recent daily, hourly, minute, and short-interval second history.…
This Pine strategy combines doji candles with price zones derived from swing pivots. Its extensive settings cover pivot detection, ATR-scaled zone width and departure, zone expiry and break handling, retest confirmation, doji body and wick shape, proximity…
This chart strategy combines a fast EMA, a Bollinger Band basis, and the Awesome Oscillator (AO) to identify directional signals. A long signal occurs when the fast EMA crosses above the band basis, price is above the basis, and AO indicates positive…
This script derives a central pivot and Fibonacci-scaled support and resistance levels from daily high, low, and close values. It looks for rejection moves at selected levels: longs when price recovers above support, and shorts when price falls back below…
This document outlines an intraday USDJPY strategy using RSI, Parabolic SAR, and simple moving averages. The stated long setup requires price above a long-term SMA, a shorter SMA above a longer one, and RSI crossing upward through its oversold threshold. The…
This strategy uses Bollinger Bands to define possible reversal entries and the middle band as an exit level. A close moving upward through the lower band triggers a long entry, which is closed when price rises above the middle band. A downward move through…
This daily foreign-exchange strategy combines a Kijun Sen baseline with Williams Percent Range confirmation. It can calculate signals from regular or Heikin-Ashi candles. A long signal occurs when the candle crosses upward through the baseline and Williams…
This strategy combines pin bar patterns with a three moving average trend filter. A bullish pin bar must pierce an average from above and close above it while the fast, medium, and slow averages are aligned upward; bearish entries use the inverse conditions.…
This two-sided strategy combines CCI and RSI extremes with Keltner Channel boundaries, a volume filter, and an optional moving-average trend filter. Long entries require CCI and RSI below their oversold thresholds, price below the lower channel, sufficient…
This strategy models the relationship between Brent crude and the Norwegian krone with a rolling ordinary least squares regression. It fits the model on a recent window, accepts it only when its R-squared exceeds a chosen threshold, then estimates the…
This example shows how to send portfolio targets from a QuantConnect algorithm to Collective2 when a fast and slow exponential moving average cross. It initializes a set of equity, forex, futures, and options targets, disables scheduled automatic exports,…
This strategy pairs a short exponential moving average crossing the Bollinger Band basis with the Awesome Oscillator's direction and momentum state. A long entry occurs when the fast average crosses above the basis, price closes above it, and the oscillator…
This forex strategy pairs a 15-period and 50-period EMA crossover with a Stochastic Oscillator using (5,3,3) settings. Long signals combine an upward EMA crossover with an oversold Stochastic reading that is rising; short signals combine a downward crossover…
The described method combines a 20-day baseline derived from the highest high and lowest low with Williams %R confirmation for daily GBP/JPY trading. A move across the baseline sets the directional signal, while Williams %R crossing above -35 confirms a long…
This script describes a mean-reversion approach built around a volume-weighted average price calculated over a rolling window. It estimates volume-weighted absolute deviation from that basis and uses bands at two and three times the deviation. A long signal…
This document outlines a short strategy for liquid currency pairs, using a price move and a time limit to define trade decisions. It describes sizing positions from a set fraction of account equity and setting stop-loss and take-profit levels. The listed…
This example turns a visual Bollinger Band double-bottom, or W-shaped pattern, into arithmetic rules. It builds 20-period bands from a rolling mean and standard deviation, then scans a 75-bar window for a sequence of candidate nodes: an initial lower-band…
The HLHB system is presented as a short-term forex trend strategy. It calculates RSI from the average of each bar's open and close, alongside 5-period and 10-period EMAs and ADX. A long entry is signaled when RSI crosses above 50 and the faster EMA crosses…
This script applies ordinary least squares over a rolling window to relate a lower-timeframe price series to a generated series based on the square root of price and a time-dependent component. It then smooths the regression output with a Karobein…
This short-term strategy describes opening a market short when there is no open trade. Position size is calculated from account equity, a per-trade risk percentage, the stop distance, and point value. A trade closes when its stop-loss or take-profit level is…
This multi-symbol forex expert advisor combines a Nadaraya–Watson envelope with RSI and an ATR-based stop finder. It looks for a recent bar to extend beyond an envelope boundary, followed by a reversal-colored candle, a current price positioned within part…
This trend system combines four smoothed moving averages with different lengths and a longer EMA. Long entries require price above all the averages and the averages aligned from shortest to longest; short entries use the reverse alignment. The source also…
This example demonstrates using IMF exchange-rate data as a predictor for a futures position. It loads EUR currency data alongside an AEX futures contract, calculates 10-, 50-, and 250-period linearly weighted moving averages of the currency series, and…
This strategy uses Williams %R threshold crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above its lower threshold while ATR is rising; a short signal occurs when it crosses below its upper threshold…