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 RSI thresholds with MACD line and signal line positioning to generate long and short entries. It uses a 14-period RSI with overbought and oversold levels of 80 and 20, alongside MACD settings of 12, 26, and 9. A long signal requires…
This document describes an RSI mean-reversion strategy that seeks reversals at overbought and oversold readings, while filtering trades according to trend strength and recent volatility. It uses a moving average to assess market direction and avoids trading…
This short-term trading framework uses a 14-period RSI and enters long when RSI crosses above 60, or short when it crosses below 40. It sets profit targets and stop levels as fixed price-point distances from the position's average entry price, with separate…
This strategy calculates the Tillson T3 from a price series based on the bar high, low, and close. It applies six successive exponential smoothing steps and combines the later smoothed values with coefficients controlled by a volume factor. A rising turn in…
This breakout strategy fits quadratic curves to rolling bar highs and lows, treating the resulting upper and lower curves as potential resistance and support. It identifies candidate signals by comparing the fitted curves across nearby bars: a qualifying…
This strategy uses fast and slow Zero-Lag EMAs to identify directional changes. It constructs each line by applying an EMA twice and adding the difference between the first and second smoothing passes. A fast-line crossover above the slow line signals long…
Noro’s trend strategy combines a price-channel midpoint, a fast RSI, and a candle-body filter. The channel is formed from the highest and lowest closing prices over the selected lookback; recent lows above its midpoint indicate an uptrend, while recent highs…
This strategy generates entries when price crosses a Supertrend line. An optional 200-period EMA filter requires price to align with the broader trend, while an optional ADX filter screens for trend strength. Trades can be limited to the Indian market…
This strategy defines an opening range from 07:00 to 08:00 and looks for a later close beyond its high or low during the 14:00–23:00 Europe/Amsterdam session. It enters long above the range or short below it, provided price is also on the matching side of a…
This strategy builds a channel around a moving average by placing one boundary above it and another below it using percentage offsets. It submits limit entries at the boundaries: a long order at the lower line and a short order at the upper line. Positions…
This EMAC variant combines a recent trend filter with several moving averages to identify long entries. The description says shorter averages crossing above a longer simple moving average provide confirmation, while a trend measure classifies the broader…
This strategy combines two simple moving averages with Stochastic RSI. A Stochastic RSI cross upward through an oversold threshold creates a buy signal, while a cross downward through an overbought threshold creates a sell signal. The stated approach uses…
This long-position management method starts with a stop at 95% of entry price and defines progressively higher stop levels through 130% of entry. It checks whether the lowest low over the previous seven days is above the next threshold; when that condition…
The document presents a configurable strategy built around a VWAP-centered line and two bands. Its inputs allow the user to set the calculation window, forecast shift, volatility influence, band multipliers, and optional smoothing method and length. The…
This strategy seeks short-term rebounds by buying after a sharp decline. It measures the percentage change from the previous candle’s close and triggers a long entry when the decline exceeds 5%, sizing the purchase using the account balance and current…
This strategy looks for long entries when price makes a recent low, closes above the bar midpoint, and remains below the Alligator lines. Optional filters use a negative Awesome Oscillator change and a recent MFI squeeze bar. A signal sets a confirmation…
This Pine Script strategy describes a two-stage long entry using RSI and price thresholds. The first entry requires RSI to cross below its oversold level while price is at or below a user-set limit. After recording the first fill, it sets a second-entry…
This document describes a configurable framework for testing trading indicators rather than a standalone market strategy. It outlines five ways to detect long and short signals from an indicator: value changes, threshold crossings, and transitions above or…
This script illustrates Optimal F position sizing using a strategy’s closed-trade results. It records profit per contract for each closed trade, identifies the worst losing trade, and scales all outcomes relative to that loss. It then evaluates a sequence of…
This long-and-short strategy looks for pullbacks toward a short EMA, then checks whether price is moving back across that average. A higher-timeframe comparison of short and long EMAs can restrict longs to an uptrend and shorts to a downtrend. The setup also…
This strategy calculates Hull moving averages on three timeframes and uses the crossover between the shorter and medium timeframe averages to generate long and short signals. A longer timeframe HMA is plotted as a broader trend reference, but the described…
This trend-following system combines the relative positions of fast and slow exponential moving averages with ADX and directional indicators. The defaults use 50- and 200-period EMAs and an ADX threshold of 25: a long bias requires the fast EMA above the…
This document outlines a trend-following system that adapts indicator periods to the selected chart timeframe. It enters long when a fast EMA crosses above a slow EMA and RSI is above 50, and enters short when the fast EMA crosses below the slow EMA and RSI…
This scalping framework trades MNQ during the New York session, using a 20-period exponential moving average as both a trend filter and a pullback reference. A long setup requires price to close above the average after the bar reaches it; a short setup…