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 uses price crosses of VWAP to trigger directional trades and ATR to set risk and profit levels. It enters long when the close moves above VWAP after the prior close was below it, and short on the reverse cross. The source calculates a…
This strategy uses short-term RSI pivot divergences to identify possible reversals, with a longer-term RSI condition to filter entries. Regular bullish divergence occurs when price makes a lower low while RSI makes a higher low; hidden bullish divergence…
This basic trend-following strategy calculates fast and slow simple moving averages from closing prices. A cross of the fast average above the slow average generates a long entry, while a cross below generates a short entry. The lengths are adjustable,…
This trend-following method combines three Supertrend indicators with different parameter settings and an exponential moving average. It enters long when the close is above all three Supertrend lines and the EMA, and short when the close is below all four…
This strategy combines an impulse-style MACD calculation, Ichimoku cloud levels, and an adjustable exponential moving average to define directional entries. A long signal requires the IMACD color condition associated with strong upward momentum and the EMA…
This strategy combines swing highs and lows with bullish or bearish candle patterns to seek reversal entries. It identifies potential swing levels by comparing recent highs and lows, then looks for a close above the tracked high alongside a bullish candle…
This short-term strategy uses a five-period exponential moving average to identify stretches where price remains wholly above or below the average. It records a recent low or high during those stretches, then enters when price crosses the stored extreme,…
This trend-following approach uses Ichimoku components to form a cloud and place stop orders around its boundaries. The conversion and base lines are midpoints of recent price ranges, and their average forms one leading span; a longer range midpoint forms…
This strategy combines a smoothed range filter with fast and slow EMAs. The filter estimates a range from smoothed price changes and updates only when price moves beyond that range; its direction and price position produce alternating long or short signals.…
This strategy pairs RSI extremes with Bollinger Band positions to seek potential reversals. It signals a long when RSI crosses upward through its oversold threshold while price is below the lower band, and a short when RSI crosses downward through its…
This strategy uses Average True Range (ATR) to scale a trailing stop to recent volatility and price signals around an EMA to choose long or short entries. Its stated rules also describe moving take profit and stop loss levels as a position changes, then…
This trend-pullback strategy tracks the highest high and lowest low over a channel period, alongside a moving average used as a trend filter. After price reaches a channel extreme, the system records a reference point and sets a directional state. It then…
This combined trend system requires agreement between two components before taking a position. One component derives a directional state from price action around an exponential moving average. The other uses three displaced moving averages of median price,…
This trend-following method uses a 21-period EMA and a 20-period SMA. A cross of the EMA above the SMA creates a potential long signal, while a cross below creates a potential short signal. The strategy confirms a signal by requiring the current close to…
This partial strategy script combines SuperTrend direction changes with RSI and an optional SMA trend filter for trading VN30F1M futures. It defines SuperTrend parameters, RSI overbought and oversold thresholds, a 200-period SMA filter, trade direction…
This example shows a basic algorithm for trading a continuous E-mini S&P 500 futures series. It configures a date range, uses backward-ratio price normalization and last-trading-day contract mapping, and calculates daily fast and slow simple moving averages.…
This strategy pairs a price reversal pattern with Stochastic oscillator conditions and enters only when both components agree. The 123 component compares recent closes and the fast and slow Stochastic lines around a threshold; a separate Stochastic rule…
This strategy combines MACD crossover signals with a moving average filter. It describes entering long when price crosses above an EMA as MACD crosses upward into positive territory, and entering short when price moves below the EMA as MACD crosses downward…
This short-term strategy compares a 9-period simple moving average with a 21-period simple moving average. It opens a long position when the shorter average crosses above the longer one and a short position when it crosses below. Stop-loss and take-profit…
This strategy uses a 14-period RSI and upper and lower thresholds to generate opposing trades. In its default mode, an RSI move above the upper threshold signals a short, while a move below the lower threshold signals a long. The thresholds are 75 and 25 in…
This strategy uses three moving averages with fast, medium, and slow periods to identify directional trends. It enters long when the averages align from fastest to slowest and short when they align in the reverse direction. The published defaults use periods…
This strategy combines 10-period and 25-period simple moving average crossovers with a 250-period exponential moving average filter. It opens long positions on an upward crossover when price is above the long-term average, and short positions on a downward…
This document presents a crossover strategy that compares a 14-period RSI with a 45-period weighted moving average of the RSI. It enters long when the RSI crosses above its smoothed value and enters short when it crosses below. The signals are framed as…
This document describes a long-only trend strategy combining a weekly 20-period EMA with daily 100-day and 50-day SMAs and a 20-day EMA. Its stated entry logic looks for price to remain above the weekly EMA and 100-day SMA for a configurable run of days,…