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
SPARK combines four SuperTrend calculations with RSI signals, while exposing controls for trading direction, minimum bars between trades, position size, and leverage. The trend component signals long or short when all four trend states agree; separate RSI…
The strategy seeks entries when Supertrend direction agrees on the chart timeframe and a higher timeframe. It also requires price to be on the corresponding side of the lower-timeframe Supertrend line, with a fast and slow simple moving average comparison as…
This strategy compares aggregated bid and ask quantities across a configurable number of price levels. It monitors the imbalance repeatedly, and enters a long or short position when one side exceeds the other by a chosen ratio for the required consecutive…
This strategy uses a configurable set of eight exponential moving averages, spanning short to long periods, and trades the crossovers of adjacent enabled averages. A cross of a shorter EMA above a longer one opens a long position; a cross below closes it.…
This document describes a trend-following strategy that combines smoothed RSI-based QQE signals with moving average direction filters. It offers three signal types: the smoothed RSI crossing its midpoint, crossing the fast QQE line, or leaving a threshold…
This document describes a medium- to long-term, long-only strategy intended for T+1 stock trading. It combines moving-average conditions, a short exponential moving average crossing a slope-based signal, volume confirmation, and a weekly trend filter.…
This strategy uses Stoch RSI threshold crossings to take directional positions, then manages exposure through pyramiding and per-entry stop logic. The stated rules calculate RSI and then Stoch RSI, enter long when the oscillator rises through the overbought…
This strategy calculates RSI using VWAP as its price source and treats threshold crossings as reversal entries: a move back above the oversold level triggers a long, while a move down through the overbought level triggers a short. It allows repeated entries…
This partial strategy script outlines a fractal-based trading system with configurable risk, exits, trading hours, and display options. It derives a daily directional bias from recent daily highs and lows: a middle low bounded by higher neighboring lows is…
This simple BTC/USDT spot rule compares each new ticker price with the last price it processed. If price has risen by more than a set threshold, it sells a fraction of the BTC balance; otherwise, it buys using a fraction of available quote currency. After a…
This trend-following system combines EMAs calculated from highs and lows, an ATR-based SuperTrend direction, and recent swing points. A close beyond an EMA channel marks a potential setup; the strategy then waits for a subsequent candle to break the signal…
The Vol-Target Trend Engine describes a risk-allocation approach for leveraged index ETFs. A 200-day simple moving average acts as a regime gate: the strategy holds exposure only when price is above the average and closes positions when the regime turns off.…
This strategy combines an oversold RSI reading with unusually high volume to trigger long entries. Its defaults use a 14-period RSI, a 30 oversold threshold, and volume above 1.5 times its 20-period simple moving average. It can add up to three positions,…
This strategy shorts eligible stocks after a one-day decline of at least 10%. Eligibility requires average dollar volume over a rolling 22-session window to meet a market-specific threshold; it also filters for equities and can restrict securities by…
This long-only approach combines an upward crossover of the 10-period and 20-period EMAs with confirmation that the signal candle closes above its open. It sizes the position using a fixed numerator divided by the distance between the close and that candle’s…
This configurable strategy assigns each weekday a long, short, or no-trade setting and applies those choices within a user-defined date range. When the selected direction changes from the prior day’s setting, it closes open positions and opens a position in…
This two-direction strategy combines the Stochastic Momentum Index (SMI), a fast RSI, and a candlestick-body filter. It proposes long entries when SMI is below its negative threshold or RSI is below 20, provided the candle closes down and its body exceeds…
This spot Bitcoin strategy presents a simplified Turtle-style trend system. It opens a position when price moves above a Donchian upper channel, adds to the position after a further rise measured as a fraction of ATR, and exits the accumulated holdings when…
This document describes a one-direction spot trading system adapted from an averaging strategy. It opens a position, places an additional order after price moves against the position, and sets the added quantity so the revised average entry approaches a…
This Hummingbot controller example opens a market position in a configured direction, sizing the order from a quote-currency amount and the current mid-price. It records when the opening action is submitted, then waits for a configurable delay before placing…
This grid strategy divides a price range into evenly spaced levels. The range can be set manually or derived from recent highs and lows or a moving average, with optional deviations. When price is below an unfilled grid level, the rules add a long position;…
The described framework combines predefined support and resistance levels, bullish and bearish sentiment thresholds, and a candlestick feedback condition to trigger long or short entries. It also presents a risk-reward target and position sizing based on…
This Pine Script tutorial presents a long-only market-order strategy built around three moving averages. Each average has configurable period, type, price source, and chart resolution; available types include simple, exponential, weighted, volume-weighted,…
This strategy schedules a recurring position change at a user-selected time. At the specified time, it submits a short entry intended to sell at market and places a long limit entry priced one percent below the current close. The inputs include execution…