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 combines Heikin-Ashi candle direction with Bollinger Band width to signal short-term trades. It enters long after a configurable run of bullish Heikin-Ashi candles, or short after bearish candles, when band width exceeds a volatility threshold.…
This strategy description combines RSI threshold crossings, Bollinger Band signals, and breakouts above or below recent price extremes. It also describes MACD crossovers as a supporting indicator. The stated interpretations mix countertrend and breakout…
This trend-following approach uses UT Bot ATR trailing levels to generate entries, a 21-period EMA crossover for timing, and a 50-period EMA on a higher timeframe as a directional filter. It describes using Heikin Ashi prices for signals and allows…
This strategy uses UT Bot ATR trailing levels and a 21-period EMA for entry signals, filtered by the direction of a 50-period EMA from a five-minute chart. It is described as trading primarily on a one-minute chart, with Heikin Ashi prices optionally used to…
This reversal approach combines four signal types: RSI divergence, rejection around 50- and 200-period EMAs, reversal candlestick patterns, and a volume surge. A trade is considered when at least three signals agree. The document specifies a 14-period RSI,…
This strategy builds trend signals from the directional indicators DI+ and DI− and the Average Directional Index (ADX). It calculates the absolute gap between each directional indicator and ADX, then compares those gaps with separate long and short…
This strategy uses a 60-period simple moving average and bands two standard deviations above and below it to identify breakouts. A close above the upper band triggers a long entry, while a close below the lower band triggers a short entry. Positions close…
This trend-following method calculates a 0.65 Fibonacci retracement level from recent highs and lows, then uses a long-period SMA to determine market direction. It enters long when price crosses above the level while above the SMA, and short when price…
This short-term strategy uses exponential moving averages to identify bearish conditions and adaptive Fibonacci retracement levels derived from recent price swings to guide entries and exits. A 21-period EMA crossing below the 55-period EMA marks a…
This strategy combines a 20-period exponential moving average with an ADX strength filter and recent price extremes. It looks for price to cross the EMA while the average is sloping in the trade direction, and requires ADX to exceed 30. For a long setup, the…
This grid strategy divides a price range into evenly spaced levels and opens fixed-size long positions as price moves below grid lines. When price rises past the next level, it closes the position associated with the lower line, seeking to capture…
This strategy combines two fast and two slow exponential moving averages to define directional signals. Its example lengths are 9 and 21 periods for the fast averages and 50 and 200 for the slow averages. A long signal requires both fast averages to cross…
This strategy adapts Turtle trend rules for short positions. It enters when price breaks below configurable lookback lows, including the traditional 20- and 55-day levels, and adds to the position as price falls by set multiples of ATR. A stop is placed…
This trend-following system builds a cumulative series from price changes scaled by recent variability, then compares that normalized series with a Hull moving average. Crossovers open long positions and crossunders open short positions, with an opposite…
This strategy identifies candles whose bodies exceed a minimum share of their full high-low range, then filters bullish and bearish entries with a 50-period EMA and RSI. Longs require a bullish large candle above the EMA and RSI below 70; shorts require a…
This trend-following approach combines Center of Gravity bands with an SSL channel to identify directional moves. Price moving beyond the upper or lower boundaries is used to infer bullish or bearish direction, while a rate-of-change condition contributes to…
This example trains a random forest classifier each trading day to predict whether a Chinese rubber futures contract will close higher or lower on the next trading day. Its features are three price-derived series labeled as SMA, WMA, and momentum measures,…
This daily trend-following system combines three exponential moving averages with DMI and its ADX strength measure, DPO, RSI, and ATR. Long entries require the fast EMA to cross above the middle EMA while both sit above the slow EMA, alongside strong ADX,…
This strategy combines SuperTrend, RSI, and a short-period EMA to generate long entries. A signal requires the close to be above the SuperTrend line and the EMA, with RSI above its overbought threshold. The description presents the three conditions as a way…
This strategy combines a Stochastic oscillator with the OTT trend-tracking indicator. Stochastic measures the close relative to a recent high-low range, while OTT uses adaptive moving-average calculations and dynamic stop levels. The document describes the…
This script describes a moving-average crossover strategy intended for a Vietnamese index futures contract. It generates a long signal when a fast EMA crosses above a slower EMA and a short signal when it crosses below. An optional SMA direction filter…
Super BitMoon is presented as a short-term Bitcoin strategy combining an ATR-based trailing stop, a volatility measure labeled WVF, Bollinger Bands, and RSI. A long entry occurs when WVF crosses below its upper band while price is above the ATR stop. Short…
This strategy combines Bollinger Bands with Fibonacci levels calculated from a rolling range of recent highs and lows. It enters long when the close crosses above the upper band while the bar’s low remains above the lower Fibonacci boundary. It enters short…
This strategy identifies significant swing highs and lows, then searches those pivots for a second-order turning level. A swing high must stand above neighboring highs within specified left and right windows, with an ATR-based allowance; swing lows use the…