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 Pine strategy describes a long-only grid for XAU. It divides a fixed price range into configurable levels spaced either geometrically or arithmetically. The system buys as price crosses levels downward and sells as price crosses upward to the next…
This note describes a grid-like strategy that opens a long position when flat and reacts to the open position’s percentage profit or loss. At the configured grid threshold, a profitable position is closed and replaced with another long. A losing long is…
This strategy calculates a simple moving-average center line and standard-deviation bands, then signals long positions when the close is at or below the lower band and short positions when it is at or above the upper band. It also specifies pyramiding,…
This strategy combines a higher-timeframe trend filter with lower-timeframe pullback entries. It classifies the environment using daily price relative to an exponential moving average and recent momentum, then looks for pullbacks around a four-hour EMA.…
This document describes an execution program that receives TradingView alerts and translates them into long, short, and position-closing actions on a futures exchange. Its configuration covers the trading pair, contract type, leverage, order sizing, price…
This framework is an automated trend-trading system for cryptocurrency futures. It exposes settings for an EMA-based trend judgment and an optional standard deviation measure, including whether volatility is calculated from candle midpoints or closes. The…
This strategy uses Bollinger Bands to enter long positions when price crosses upward through the lower band and short positions when price crosses downward through the upper band. It can add to an existing position when a later band signal occurs after price…
This long-only strategy ranks each bar’s high-to-low range against a 50-bar lookback. It signals an entry when the range percentile reaches at least 95 and the bar closes below its open, using an unusually large down bar as the trigger. The description says…
This RSI strategy uses a 14-period indicator and trades only during a specified three-hour window in GMT+2. The description says an RSI move above 70 triggers a short and a move below 30 triggers a long. It specifies fixed pip-based stop and target…
This long-only dollar-cost-averaging strategy for a crypto perpetual contract uses a four-hour RSI reading below 28 to arm a base entry. If price declines from that entry, it places as many as five additional orders at fixed percentage offsets, with order…
This strategy maps Gregorian timestamps to lunar calendar dates using year-specific lunar new year dates and month lengths. It enters a long position on lunar day five when flat and closes the position on lunar day twenty-six when holding. Position quantity…
This strategy combines an RSI oversold trigger with a moving-average filter for its first long entry, then places additional buys at progressively lower prices using exponentially spaced DCA levels. It adjusts position sizing across entries, takes profit on…
This strategy begins a long position when RSI signals an oversold condition and price is below a moving average. If price falls further, it adds entries at levels spaced by an exponential function. Each entry is sized to keep individual positions equal,…
This strategy combines Supertrend direction changes with an ADX-based market regime filter. ADX above a trend threshold selects a tighter ATR multiplier, while ADX below a lower threshold selects a wider multiplier. Between the thresholds, the strategy…
This script describes an opening range breakout strategy. It defines the range during the early New York session, then permits breakout entries during a later morning window and imposes a hard time cutoff for closing positions. Risk controls include a choice…
This basic market-making approach attempts to capture the gap between the best bid and best ask. It places buy and sell orders near the top of the book, adjusting each quote by a configurable slide amount. If the spread after those adjustments falls below a…
This BTC futures strategy combines five exponential moving averages to stage long entries, scale out, and exit during a deeper decline. It opens partial positions on bullish crosses among the faster averages, adds on contact with or a cross above EMA50,…
This multi-signal system combines fair value gap detection with momentum, price action, and trend filters. Potential entries arise from gap-and-RSI conditions, MACD alignment, breakouts or breakdowns confirmed by volume, and rejection patterns around VWAP…
This strategy uses a fast and slow exponential moving average to generate directional signals. A crossover of the 7-period EMA above the 20-period EMA opens a long position, while a cross below opens a short; the same opposite cross closes each position. The…
This long-only trend-following system uses a fast and slow exponential moving average, with default periods of 9 and 21. A bullish crossover opens a position, while a bearish crossover closes it. Position size is calculated from a stated 1% of account equity…
This strategy uses WaveTrend crossovers on multiple timeframes to align entries with broader momentum. The described entry signal comes from a crossover on a 15-minute chart, filtered by the indicator relationship on a 30-minute chart and threshold…
This long-only strategy combines divergence signals from RSI, MACD, OBV, CCI, CMF, MFI, and a MACD-style histogram with a volatility and money-flow filter. A signal can arise when an indicator forms a lower low while price does not, or when a candle meets…
This document presents a long-only dollar-cost averaging strategy that combines EMA trend conditions, MACD, RSI, and Bollinger Bands. It starts with a configurable purchase allocation and increases the next allocation after each buy, subject to a maximum.…
This document describes a minimal bar-based strategy: go long when a candle closes above its open and short when it closes below its open. Position size and the backtest date range are configurable. The published backtest settings use BTC/USDT futures and a…