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 ES futures strategy looks for continuation entries after price pulls back during a downtrend. It identifies bearish alignment with three exponential moving averages, then checks whether the bar reaches the fast average and closes lower. A short signal…
This intraday strategy identifies bullish and bearish fair value gaps (FVGs) with three-candle price patterns, interpreting them as zones of imbalance. It waits for price to revisit a gap before entering in the corresponding direction. Stops are placed at…
This strategy buys after price closes below the previous low of a short lookback channel, then sets a long position’s stop and profit target using average true range (ATR). Its published settings use a 7-period channel and a 15-period ATR, with stop and…
The strategy constructs a Bitcoin futures-versus-spot spread from weighted prices across Binance and OKX, then standardizes that spread with a rolling mean and standard deviation to obtain a Z-score. It evaluates the signal across three configurable…
This strategy combines True Strength Index crossovers with a CCI variant calculated using a Hull moving average. TSI's fast and signal lines indicate direction, while the Hull-based CCI's level and direction, together with a comparison to a prior price,…
The strategy uses a 500-day simple moving average to define long-term market direction. It buys when price crosses above the average and sells or reverses short when price crosses below it. The accompanying Pine Script implements those crossover conditions…
This price-action model measures the share of up-closing candles in a lookback window and compares the high-low range with a minimum threshold. It takes a long position when at least 60% of the closes are upward and the range is large enough; it takes a…
This proposed trend-following system combines a 50-day and 200-day exponential moving average crossover with RSI and a volume filter. A bullish crossover is eligible when RSI is above 50 and volume exceeds 1.5 times its 20-day average; a bearish crossover…
This strategy looks for a price reversal after eight consecutive closes on one side of a five-day simple moving average. It describes going long after a run below the average followed by a move back above it, and going short after a run above followed by a…
Despite the document title referring to selling, the supplied script describes a two-sided Turtle-style trend-following system. It enters long after a close crosses above the prior 55-period high, or short after crossing below the prior 55-period low.…
This strategy combines RSI and CCI readings across short intraday timeframes, with Bollinger Bands available as an auxiliary condition. It proposes staged long or short entries using dollar-cost averaging, with configurable order weights, take-profit levels,…
This intraday strategy builds a high-low range during the Asia session, defined in New York time, then trades breakouts during a following morning window. A close beyond the range, with a configurable tick buffer, triggers a long or short entry. An optional…
This strategy looks for long trades when monthly, weekly, and daily conditions all indicate an uptrend. Each timeframe compares price with the 8-period EMA and checks that the 8-period EMA is above the 21-period EMA. On the daily chart, it looks for a…
The strategy combines a Stochastic Oscillator crossover with the Vortex Indicator to identify potential long entries. A buy signal occurs when the stochastic K line crosses above D while the positive vortex measure exceeds the negative one. The stochastic…
This long-only strategy uses a short-period EMA and a longer-period EMA to guide entries and exits. It also calculates the distance between the averages relative to their mean and applies separate thresholds to qualify bullish and bearish conditions. The…
The document presents a futures strategy built around a two-bar price setup and a retracement zone spanning the 50% to 61.8% levels. Its visible settings include a minimum candle-body share of the bar range, a stop offset beyond the second bar’s wick, and an…
This strategy compares a short-period simple moving average with a longer-period one. It opens a long position when the short average crosses below a threshold set a percentage under the long average, then closes when the short average crosses back above the…
This strategy combines smoothed moving averages of open and close prices with a trend filter built from correlation and ATR measures. It uses the moving average crossover to time entries and exits, while requiring the trend filter to agree with the direction…
This short-term strategy pairs a 5-period and 21-period EMA crossover with the sign of the MACD histogram. A bullish crossover is accepted when the histogram is positive, and a bearish crossover when it is negative. The source sets fixed stop and target…
This strategy uses Parabolic SAR (PSAR) to track directional moves and place orders around the projected level for the next bar. The description treats PSAR below price as an uptrend and above price as a downtrend, with the indicator’s starting value,…
The strategy uses 10-period and 26-period exponential moving averages to signal long and short trades when the faster average crosses the slower one. The source enters at the close on the crossover and sets fixed price targets and stops, then permits another…
This strategy combines MACD, RSI, and Ichimoku components to seek long entries in directional markets. The written description calls for bullish MACD conditions, price above the cloud, and RSI below an overbought threshold; it exits on a bearish MACD…
This strategy uses a 20-period simple moving average and bands set two standard deviations away to define entry levels. A close crossing back above the lower band triggers a long setup, while a close crossing back below the upper band triggers a short setup.…
This document explains a simple position-visualization technique built around moving-average crossovers. A fast simple moving average crossing above a slower one triggers a long entry; a downward cross triggers a short entry. At entry, the script records the…