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 intraday system combines 20-period Bollinger Bands, set at two standard deviations, with Fibonacci retracement levels calculated from recent highs and lows. It signals a long when the close falls below the lower band but remains above the 0.236 level,…
This strategy combines smoothed Stochastic readings to align entries with a broader directional filter while timing them with current momentum. The described approach uses the higher-timeframe reading to identify trend direction and the current reading to…
This strategy combines directional trend readings with price and moving average behavior to generate long and short entries. It uses a Supertrend indicator, a 14-period exponential moving average whose slope is checked, and a 44-period exponential moving…
This strategy combines a recursive G-Channel with an exponential moving average to form directional signals, then uses average true range to set stop and target distances. A long is opened when the channel indicates a bullish state while price is below the…
This implementation of the Dual Thrust strategy sets upper and lower entry thresholds around the latest anchor-timeframe open. Each threshold is offset by a coefficient times the larger of two recent price ranges, calculated from rolling highs, lows, and…
This template builds an asset-by-asset classifier ensemble for forecasting whether the next close will be higher than the current close. Its input features are a moving-average based trend measure, the stochastic oscillator, normalized true range, and a…
The strategy creates a synthetic price-tracking particle whose position responds to a pull toward current price and an inertia term derived from recent price changes. It measures the absolute distance between price and the particle, smooths that distance,…
This document presents a long-only trend strategy combining a short-period MACD signal with an RSI filter. It enters when the MACD line is above its signal line and RSI is at least the stated oversold threshold. Position quantity is calculated from a fixed…
This strategy uses confirmed swing highs and lows as breakout levels. It places a long entry when price moves above a swing high while trading above a 55-period exponential moving average, and a short entry when a swing low is identified while the close is…
This document describes an analytics tool that simulates RSI-based trades and records strategy returns by week. It compounds bar-level equity changes into weekly results, then presents them in a table with grouped periods, configurable display precision, and…
This strategy combines a Vegas-style channel, built from a moving average and standard deviation, with SuperTrend trend detection based on ATR. Its stated design adjusts the SuperTrend multiplier according to channel width, aiming to adapt trend sensitivity…
This document explains a rolling linear-regression channel built from recent closing prices. A least-squares line estimates the central path, and bands are placed above and below it using multiples of the residual standard deviation. The strategy uses price…
This document presents a medium-term trend strategy that combines fast and slow moving averages, a price-channel midpoint, and consecutive candle colors. It describes using the channel midpoint to classify trend direction, then seeking long or short entries…
This strategy pairs a Hull moving-average trend filter with Stochastic RSI timing signals. It uses a Hull middle line and offset bands to characterize direction, then looks for oscillator crosses in extreme zones: the intended rules combine an upward Hull…
This strategy seeks reversals after price moves away from moving-average reference levels. Separate long and short entry averages are shifted to define potential entry prices, while a closing average provides an exit level. The description also assigns a…
This strategy enters a long position when a candle occurs at 16:00, then places a take-profit limit and stop-loss based on percentages of the entry price. Position sizing is described as a fixed share of available equity, though the source code calculates a…
This strategy attempts to identify more significant swing highs and lows by checking candidate pivots against neighboring bars and an ATR-based tolerance. The number of bars checked on each side and the ATR multiplier determine how selective the filter is.…
This swing strategy combines a Hull moving average, exponential moving averages, and RSI. The Hull calculation supplies the directional filter: a rising condition permits long setups, while the opposite condition permits short setups. Entries use price…
The strategy calculates a MACD line as the difference between fast and slow exponential moving averages, then smooths that line with another exponential moving average to form a signal line. It enters long when the MACD line crosses above the signal line and…
This strategy requires several short-term signals to agree before entering a trade. It combines a short and long EMA crossover with RSI momentum confirmation, current volume above its recent average, and a price-pattern test comparing recent highs or lows…
This strategy uses gaps between a bar’s high or low and prices from two bars earlier to identify bullish or bearish setups. A bullish setup enters long when the current low and close are above the earlier high; a bearish setup enters short when the current…
This strategy description uses moving-average relationships to identify possible trend changes. Shorter-horizon signals come from crossings between simple and weighted averages, while longer-horizon averages are presented as a broader trend check. The text…
The described system uses a fast and slow double exponential moving average (DEMA) pair to follow trends, with the faster line crossing above or below the slower line to indicate direction. A Hull moving average filter is intended to screen signals unless it…
This strategy combines Fibonacci retracement levels with a swing-based trailing stop to generate long entries and exits. It calculates retracement prices from the highest high and lowest low over a lookback range, then tracks swing highs and lows to set the…