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.
9,797 documents
The strategy uses 20-period Bollinger Bands built from closing prices: a simple moving average as the middle band and boundaries two standard deviations above and below it. The accompanying explanation describes buying when price breaks below the lower band…
This strategy combines unusual volume, the current candle’s direction, and the close’s position relative to a 200-period simple moving average. It looks for a long entry after a recent volume surge and a bullish candle below the average, and a short entry…
The strategy builds a channel from a simple moving average of highs and lows, then trades price breaks beyond its boundaries. The description proposes confirming breakouts with volume above twice the prior period's level and closing positions when price…
This long-only strategy uses Ichimoku components to identify upward conditions. Entry checks include Tenkan crossing above Kijun, price above the cloud, bullish future-cloud alignment, and both lines above the cloud. ATR distance limits are intended to avoid…
This momentum strategy uses a fast nine-period EMA and a slower 21-period EMA. An upward crossover signals a long entry and a downward crossover signals a short entry. The described framework also checks that price remains on the trend side of the fast EMA,…
This strategy combines MACD crossovers, RSI thresholds, and the relationship between 50-day and 200-day simple moving averages to identify long and short entries. It uses the ATR to set volatility-adjusted exits: a stop at twice ATR and a profit target at…
This short-term reversal approach combines a two-period RSI with five- and 200-period simple moving averages. It seeks a long entry when price is above the long average but below the short average and RSI is deeply oversold. The short setup mirrors this…
This strategy combines moving averages with unusually large candle moves to seek reversals. The document describes using moving averages to frame trend direction and custom “black swan” and “white swan” measures to flag large bearish or bullish candles. A…
This strategy uses ZigZag turning points to track price direction. It opens a long position when a turn establishes a new high and a short position when a turn establishes a new low, then exits when the indicator reverses again. The accompanying source uses…
This long-only approach combines pivot levels with a least-squares moving average (LSMA) filter. It looks for a pivot high formed using recent bars and places a long entry when price is above a 20-period LSMA; a later pivot low supplies the stated exit…
This strategy combines three exponential moving averages with RSI to define long entries and exits. The described entry requires price to move above the fast, medium, and slow averages while RSI is between a medium threshold and the overbought level.…
This document describes a channel breakout trend strategy using separate lookback periods for entries and exits. The stated defaults are 20 periods for the entry channel and 10 for the exit channel. A break above the entry channel signals a long trade, while…
This strategy uses a moving average and a volatility band built from twice the average true range to classify the market as rising or falling. It switches to an uptrend when the low moves above the upper threshold and to a downtrend when the high falls below…
This intraday strategy combines MACD crossovers, RSI thresholds, and a 50-period versus 200-period simple moving average trend filter. A bullish MACD crossover can trigger a long when RSI is below its overbought threshold and the shorter average is above the…
This trend strategy combines fast, medium, and slow Supertrend indicators to create up to three long entries. Its described setups use the indicators’ directions for an initial entry, a later stop entry around the faster Supertrend, and another entry after…
This short-only setup uses Bollinger Bands and RSI to look for a reversal after price reaches the upper band. The written rules describe waiting for price to cross back below the upper band in an overbought area, then closing when RSI retreats or a stop is…
This model describes a seasonal approach to selling agricultural commodity futures, originally presented by Perry J. Kaufman to commodity producers. Its premise is that prices for crops with one annual harvest may tend to be weakest around harvest and…
This strategy combines a rising 20-day simple moving average with changes in ADX and RSI readings to seek long positions during upward trends. It describes two entry paths: one allows RSI below 85 when ADX rises by more than 0.2, while another requires RSI…
This strategy seeks medium- to longer-term trend entries by combining price crossings of several exponential moving averages with MACD and RSI filters. It counts recent crossings to identify choppy conditions, then looks for a close crossing an EMA with MACD…
This hybrid strategy combines a 123 reversal system with the Commodity Selection Index (CSI). The reversal component uses consecutive daily closes and a Stochastic condition to signal a possible turn. CSI combines volatility information from Average True…
This strategy combines a 123 reversal signal with a fast and slow kurtosis indicator (FSK). The 123 component uses consecutive-bar price relationships and a Stochastic oscillator to indicate a possible reversal. FSK assesses momentum changes using a smoothed…
This strategy uses the crossover of a 50-period and a 200-period exponential moving average to generate directional trades. A move of the faster EMA above the slower EMA opens a long position; a move below it opens a short position. The averages are plotted…
This strategy combines four Ehlers indicators to filter potential trades using trend, cycle, momentum, and price-rank information. The article describes long entries when the Elegant Oscillator and Decycler signals turn positive, price moves above the…
This is a daily-chart trend-following approach based on Ichimoku components. The article describes using the cloud to assess the broad market direction and using the Chikou Span crossing an equilibrium line as the trade signal: crossovers suggest a long…