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 introductory execution strategy splits a target cryptocurrency purchase into smaller limit orders to reduce the market impact of a large buy. It sets each bid below the best bid by a configurable depth, varies order size randomly around a chosen…
This Pine Script strategy combines market structure, trend measures, volatility, and multiple entry types. Its visible setup defines a smoothed moving-average baseline, bands scaled by the average high-low range, ATR, and pivot highs and lows used to track…
This strategy takes long or short positions when a 15-period EMA crosses a 50-period EMA. For a long, it places the stop at the lowest opening price among the prior two candles; for a short, it uses the highest opening price among those candles. The profit…
This trading system combines candlestick-pattern entries with volatility-aware exits and fixed-risk position sizing. It describes entries based on a two-bar reversal pattern, then sets a stop beyond recent price extremes adjusted by an ATR multiple. Position…
This futures strategy opens an initial position in the direction suggested by the latest RSI(14) change. It monitors open long and short positions against percentage take-profit and stop-loss levels. When a position hits its stop, it closes and opens the…
This strategy identifies swing highs and lows with pivot rules, then looks for a break of the stored structure. It spaces qualifying breaks by a minimum number of bars and requires a bullish candle for a long entry or a bearish candle for a short entry.…
This strategy combines EMA and ADX trend classification with RSI pullback conditions, a four-hour context check, and below-average volume as an entry filter. Long trades require price above the EMA with ADX above the stated trend threshold, a prior close…
The available document excerpt outlines a semi-automated strategy for NQ futures built around ICT-style concepts. Its inputs show a manual directional bias, confirmation from an S&P 500 symbol, and selectable confirmation strictness. It also defines New York…
This EURUSD scalping script combines SuperTrend direction changes with an RSI filter, a volume-above-average check, a session window, and a daily trade cap. It allows a long entry on a SuperTrend direction change when RSI is below 60, and a short entry when…
This long-only strategy seeks rebounds after a 14-period RSI crosses below 28.5. It adds positions progressively, sizing each entry at 6.6% of account equity and allowing up to 15 additions. When price reaches a target 900% above the average entry price, it…
The document describes a trend-following approach that enters long when a 10-period simple moving average crosses above a 50-period average, and short when it crosses below. It uses a 14-period average true range multiplied by 1.5 to set stop and profit…
This strategy seeks sharp price moves in either direction using three-hour data resampled from a one-hour chart. It calculates a 14-period average true range multiplied by two, then enters long when the close rises more than the prior ATR or short when it…
This document presents an open-source Pine Script strategy framework for testing externally supplied trading signals. Its visible components include selectable moving-average calculations and controls for enabling long or short trades, reversing signals,…
This strategy seeks entries on pullbacks to a fast EMA in the direction of a broader trend. It defines bullish and bearish retests using price's relationship to the 44-period and 200-period EMAs, then requires volume to exceed its 20-period average. Daily…
This strategy uses an RSI oscillator with configurable overbought and oversold levels and a sensitivity adjustment around those thresholds. It opens long positions on specified RSI crossings and closes them on crossings at the opposite boundary. The document…
This script excerpt outlines a composite z-score trading strategy built from momentum, RSI, and volume factors. Inputs specify separate lookbacks and weights for those factors, a z-score lookback, and optional smoothing that adapts using ATR and its…
This document introduces a KAMA-based trading script with configurable trade direction and three trade behaviors: holding through neutral conditions, exiting when the trend state turns neutral, or scaling position size adaptively. Its state scheme classifies…
This gold strategy combines multiple technical and price-action inputs in a confluence score, with entries gated by a minimum score that varies by stated performance mode. Its factors include moving-average alignment, RSI, MACD, Bollinger Bands, volume,…
This trend-following strategy enters long when the close crosses above a prior rolling high and short when it crosses below a prior rolling low. It uses ATR-based stop distances, with a fixed stop tied to the entry and a trailing stop that follows favorable…
This event-driven trading strategy combines an average true range (ATR) activity filter with relative strength index (RSI) entries. It calculates ATR and compares the latest value with a moving average of recent ATR readings; new trades are considered only…
This strategy classifies market direction by comparing current indicator features with historical feature vectors, then voting across the nearest labeled observations. The description mentions RSI, ROC, CCI, and volume as possible inputs, normalized to a…
This long-only Litecoin strategy waits for two entry conditions: a 14-period RSI on the four-hour timeframe below 29 and a closing price below a configurable ceiling, set to $61 by default. It starts with a $1,000 base order and places up to four averaging…
The document shows the opening portion of a Pine Script strategy labeled for a trading evaluation account. Its inputs define London and New York morning entry and management sessions, an opening-range length, a delay before entry, breakout strength and…
This trend-following approach uses the Distance Close Bars (DCB) concept: it tracks the latest up-candle and down-candle closing prices, measures the gap between them, and compares that distance with its 30-period simple moving average. A signal is generated…