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
This strategy normalizes a MACD-derived series over a rolling window, smooths it with a weighted moving average trigger, and uses crossings to identify potential trades. Short- and long-period Hull-style moving averages provide a broader trend check. The…
This strategy combines four exponential moving averages with an ATR-based trailing stop. It treats price above all four averages as an uptrend and price below all four as a downtrend. A long or short signal requires price to cross the trailing stop in the…
This strategy combines a MACD-style fast and slow average comparison with Supertrend direction to align entries across shorter and longer horizons. The code calculates the average difference and its signal line, then enters long when the short-term…
The strategy combines MACD zero-line crossings with Stochastic RSI extremes to signal reversals. It buys when the MACD line crosses above zero while Stochastic RSI is below its oversold threshold, and sells when MACD crosses below zero while Stochastic RSI…
This strategy description combines RSI, two simple moving averages, two exponential moving averages, and Bollinger Bands to generate directional signals. The source code specifies a short setup when price is below both moving averages and both exponential…
This intraday trend-following system uses the 15-period RSI and a 50-period EMA of RSI to determine direction, with a 50-period volume average confirming long entries. A long signal occurs when RSI crosses above its EMA while volume is above its average; a…
This script describes a mean-reversion strategy for two related futures contracts. It collects daily closes over a rolling window, standardizes each contract’s prices separately, and defines the spread as the difference between those standardized series. It…
This trend-following approach uses a fast and slow Fractal Adaptive Moving Average (FRAMA) crossover to generate long and short signals. A SuperTrend direction check can optionally filter entries, and a reversal can optionally close positions. The strategy…
This strategy combines ADX trend-strength readings with the positive and negative directional indicators to decide when to trade. It enters long when ADX exceeds a configurable threshold and +DI is above -DI, or short when the opposite directional…
This trend-following system enters long when a 10-period exponential moving average crosses above a 20-period weighted moving average, and short when it crosses below. The source takes trades only while flat and allows users to enable either direction. The…
This short-term strategy uses recent price highs and lows to construct trend lines whose slopes update as new extrema form. It tracks highs and lows over a configurable lookback, then estimates slope using later bars. Long and short signals come from price…
This strategy uses a 34-period simple moving average as the Bollinger Band center and sets the outer bands two standard deviations away. It goes long when price crosses back above the lower band after falling below it, and short when price crosses back below…
This strategy combines Supertrend direction with several RSI readings and ADX to time long entries. A signal is specified when Supertrend turns bullish, RSI over three periods meets separate thresholds, and ADX indicates trend strength. The stated exits…
This cryptocurrency strategy combines a smoothed rate-of-change oscillator, Donchian channel levels, Bears Power, Balance of Power, and a shifted simple moving average. A long requires price to meet the moving-average condition, negative ROC, an open below…
This strategy algebraically reverses part of the RSI calculation to estimate a price level associated with a chosen RSI threshold. It tracks smoothed upward and downward price changes, derives an adjustment from those values and the RSI settings, then…
This trend-following system requires two events in the same direction: price crosses EMA 9 and the MACD line crosses its signal line. Long entries use an upward crossover; short entries use a downward crossover. Stops are placed at the recent low for longs…
This strategy combines moving average readings with oscillator signals to form a directional score. It evaluates configurable chart intervals, moving average periods, and indicators such as RSI, stochastic, CCI, MACD, and Williams %R. Indicator readings are…
This long-only strategy requires several signals to agree before entry: a 9-period EMA crossing above a 21-period EMA, CCI above 100, RSI above 50, a close above the upper Bollinger Band, and volume above its 15-period average. It describes fixed profit and…
This automated strategy uses the Stochastic oscillator’s %K and %D lines for entries: a bullish crossover signals a long, while a bearish crossover signals a short, with additional thresholds that avoid some signals at the extremes. It places long and short…
This strategy defines a broad trend by comparing open and close prices across four timeframes. When all four bars close above their opens, it classifies conditions as bullish; when all close below their opens, it classifies them as bearish. The stated…
This strategy trades breaks of the prior day's high or low, with a 24-period EMA and Chaikin Money Flow (CMF) used to confirm direction. A long signal requires price to cross above the previous high, close above the EMA, and have positive CMF; a short signal…
This strategy combines a rolling Sharpe ratio with market-model alpha to identify assets showing positive risk-adjusted and benchmark-relative performance. It describes calculating both measures over 180 days, using opening prices and prior closes for daily…
This short-term reversal strategy uses Heikin-Ashi candle color changes as entry and exit signals. It calculates Heikin-Ashi open and close values, optionally using Heikin-Ashi data as inputs, and treats a switch from red to green as a long signal and green…
This trend-following strategy uses candle relationships across timeframes to identify possible market structure shifts. In the example settings, it observes 60-minute and 15-minute candles. A bearish short-timeframe candle following a bullish one, alongside…