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 uses a rise in the recent maximum volume, paired with an up candle, to open an initial position. If price falls through successive thresholds below the initial entry, it adds safety orders whose spacing and size can scale with each…
The described approach restricts trading to weekend hours, with a highlighted Sunday window, and combines RSI, MACD, Bollinger Bands, and cumulative volume delta divergence to form signals. It also outlines capital controls: a cap on simultaneous positions,…
The document outlines a strategy using long- and short-period MOST indicator lines to choose trade direction, then adapting position size and exits to trend strength and market volatility. It describes multiple take-profit and stop-loss levels, optional…
This utility mirrors position changes from a reference futures account to one or more follower accounts on the same exchange. It periodically compares the reference account’s long and short quantities with previously observed quantities, then sends…
This script combines a Keltner channel breakout strategy with position sizing based on a Kelly-style fraction. Channel bands are built around a selectable simple or exponential moving average, using average true range, true range, or the high-low range.…
This document presents a Bitcoin trend-following strategy using Donchian channels, an exponential moving average filter, and an ATR-based trailing stop. It signals long entries when price closes above a prior high channel and short entries below a prior low…
This TradingView strategy looks for possible reversals near recent pivot support and resistance. It combines pivot levels with an ATR distance test, a volume spike relative to a moving average, and a simple candle direction or prior-bar break as the price…
This counter-trend strategy looks for possible reversals after consecutive rising or falling bars. It can optionally require rising volume and confirmation from a channel boundary, with a choice between Bollinger Bands and Keltner Channels. Signals are…
This trend-following system combines 7- and 90-period EMAs for direction, MACD crossovers for entry confirmation, and 8-hour EMA and volume conditions as a higher-timeframe filter. It uses the ratio of EMA separation to ATR to estimate trend strength and…
This strategy uses four exponential moving averages (EMAs) with default periods of 8, 13, 21, and 55 to identify possible trend changes. It opens a long position when the 55-period EMA is below all three shorter EMAs, and closes long positions when it rises…
This document describes a general-purpose strategy backtest template designed to accept user-defined long and short signals and directional filters. The framework handles common testing mechanics, including fixed, trailing, or breakeven exits; session and…
This document describes a Turtle-style trend-following system that enters on breakouts of recent highs or lows. Entry and exit channels use configurable lookback periods; the example settings use 20 bars for entry and 10 for exit. Orders are placed at the…
This BTC futures strategy uses Aroon Up and Aroon Down to identify strengthening or weakening trends, then filters entries with a long-term exponential moving average. Long entries occur when either Aroon Up crosses above 70 or Aroon Down crosses below 30…
This ETF strategy separates ongoing contributions from accumulated holdings. Monthly dollar-cost averaging continues through bear regimes, while an SMA regime filter can exit the accumulated position when price falls below the average. Re-entry deploys part…
This strategy uses RSI thresholds to seek reversals: it opens long entries when RSI is oversold and describes short entries when RSI is overbought. It adds to a position in a sequence of up to seven entries, with take-profit and stop-loss exits set for each…
This document describes a long-only strategy that standardizes the distance between closing price and a volume-weighted average, then combines that measure with fast and slow exponential moving averages. The stated entry condition requires the fast EMA to…
This document describes an automated crossover approach that combines moving averages with a Vortex-based signal. Its overview names 20- and 50-day exponential moving averages, with a bullish signal when the shorter average crosses above the longer one and a…
This long-only approach looks for an oversold RSI reading while price is below a moving average, then places additional entries at preset declines from the first entry. It describes up to eight layers to average the purchase cost. Each layer has an…
This script builds Fibonacci-style price levels from recent pivot highs and lows, then lets the user select one level as an entry reference. Its signal logic checks whether that reference is available and whether a prior bar crossed below it while the…
This strategy combines a liquidity-weighted Supertrend, a dual-EMA trend signal, and a Wavetrend oscillator. The Supertrend component uses ATR and volume to adjust its bands; the EMA comparison gauges directional trend; and the oscillator looks for…
This strategy uses RSI or, optionally, money flow index as its input, then forms bands from a moving average and standard deviation of that oscillator. A crossover above the upper band opens a long position, while a cross below the lower band opens a short…
This short-term mean-reversion approach combines Bollinger Bands, RSI, CCI and a five-period simple moving average. It looks for potential shorts near the upper band and longs near the lower band, using momentum and reversal indicators to confirm signals.…
This strategy uses daily price action to set a directional bias, then looks for shorter-term breakouts. An uptrend is defined by a daily close above the previous day's high; a downtrend is defined by a close below the previous day's low. In the chosen…
This trend-following strategy uses the Ichimoku Kijun-sen, calculated as the midpoint of the recent high and low range over a chosen period. A candle opening below and closing above the line triggers a long entry; opening above and closing below triggers a…