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 trend-following system combines ATR-based Supertrend direction changes with trend and momentum filters. For long entries, it checks that price is above a short-term EMA and a long-term DEMA, RSI exceeds a threshold, and volume is above its EMA. It also…
This long-only strategy uses an SMA or EMA basis with percentage-offset upper and lower envelopes. It begins buying when the low falls below the lower band, subject to a cooldown and conditions tied to the average entry price, last purchase price, and…
This strategy places stop entries at a distance from the current close based on average true range. It calculates the average of true range over a configurable lookback, multiplies it by a breakout factor, and places potential orders above or below price.…
This strategy uses a simple moving average to generate trend-following entries. A close crossing above the average signals a long entry, while a cross below signals a short entry. The script allows both directions, long-only, or short-only operation; in…
This document describes a simple automated strategy that pairs a three-period moving average with user-defined percentage stop-loss and take-profit levels. It says to enter long when the average crosses above zero and short when it crosses below zero, then…
This example implements a Dual Thrust breakout strategy for a futures contract. It measures a recent range from the largest of two values: the lookback high minus the lookback closing low, or the lookback closing high minus the lookback low. The strategy…
This reusable backtesting template applies the same volatility-scaled exits and position-sizing rule to different entry signals, aiming to make comparisons more consistent. Average True Range sets the stop distance and profit target, while quantity is…
This strategy combines a fast and slow simple moving average crossover with RSI thresholds and bullish or bearish engulfing patterns. Its stated defaults are 9- and 21-period averages, a 14-period RSI, and overbought and oversold levels of 70 and 30. A long…
The available excerpt describes an MNQ strategy built around the 9:30 a.m. New York bar. It records that bar’s high and low as anchor levels, then defines a trading window through 11:30 a.m. The stated design includes percentage-based profit targets, a…
This strategy combines 9- and 21-period EMA crossovers with RSI filters: a long entry requires RSI below 70, while a short entry requires RSI above 30. Exit distances are described as volatility-sensitive through ATR, with a take-profit distance set at four…
This strategy combines fast and slow RSI readings with price levels arranged around the entry price. The fast RSI identifies overbought or oversold conditions, while the slower RSI supplies a broader directional bias. After entry, crossing matrix levels…
The strategy calculates a simple moving average and places several offset levels above and below it. Limit orders at the lower levels can build a long position, while orders at upper levels can build a short position. The number of levels, their percentage…
This example calculates an AR price-momentum measure from the prior 14 daily bars. It sums the differences between each bar's high and open, divides by the sum of the differences between open and low, and multiplies by 100. If the denominator is zero, it…
The strategy treats five ordered exponential moving averages as a trend channel. It looks for a pullback into that channel while RSI remains above a bullish threshold or below a bearish threshold, then enters when price crosses back through the fastest EMA.…
This document describes a long-only averaging strategy for ETH perpetual futures. Its entry filter uses a 14-period RSI on a four-hour timeframe and arms an entry when RSI falls below 36. After a base order, up to five safety orders are placed at fixed…
This document describes a dynamic grid approach for Bybit inverse contracts, configured for a coin-margined BTC/USD market. Rather than placing orders at fixed grid levels, it sets a target coin allocation that varies linearly with price between configured…
This example builds a daily stock universe from currently tradable Shanghai and Shenzhen listings, then intersects it with the CSI 300 constituents. It ranks the remaining stocks by market value and keeps the five smallest. The selection is a small…
This example trains a two-layer LSTM model on the logarithm of closing prices for three named NASDAQ stocks. It labels the next observed close as up or down and uses those labels as targets in a model trained with mean squared error and an LBFGS optimizer.…
The document presents a stock trading strategy titled around EMA and VWAP continuation, with configurable breakout and pullback continuation entries. Its visible settings describe an EMA and ATR channel framework, a regime model using slope, chop, and ATR…
This grid strategy starts by dividing capital between cash and an asset, then makes market trades when the marked asset value moves a set percentage below or above a baseline. It buys a fixed fraction of the baseline after declines and sells a corresponding…
This Bitcoin strategy combines above-average volume with momentum and trend filters to identify potential long entries. It also checks whether ATR is above its recent average, requires RSI below a threshold, and compares short and longer simple moving…
This strategy combines bullish or bearish engulfing patterns with a touch of the 22-period simple moving average and a 200-period average as a trend filter. Long signals require a bullish pattern, a qualifying touch near the shorter average with the close…
This strategy seeks long entries after a short-term price decline, provided a moving-average condition is intended to confirm the broader uptrend. It measures percentage change over a lookback period and enters after the decline passes a threshold. Once in a…
This strategy combines fixed-dollar investing with a mean-reversion entry rule for BTC/USDT. It calculates Bollinger Bands on a selectable timeframe, using a 200-period EMA as the middle line and a two-standard-deviation envelope. When price crosses below…