This strategy combines a pivot level derived from the prior period’s high, low, and close with two momentum measures: Rate of Change (ROC) and Stochastic RSI. A long signal requires price above the pivot, a bullish Stochastic RSI K/D crossover, and positive…
Knowledge library
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.
Search the library
9,797 documents
This document describes a short-term directional strategy built around an SSL channel. It calculates channel levels from simple moving averages of highs and lows, then uses channel behavior to signal long or short trades. The written overview presents…
This note describes a trend-following approach built around a short simple moving average and a longer one set to twice its period. A bullish crossover signals a long entry, while a bearish crossover signals a short entry. The described entries use market…
The strategy compares positive and negative directional indicators on a chart timeframe and a larger timeframe. Agreement between the two is treated as a directional trend signal: positive DI dominance indicates a long bias, while negative DI dominance is…
This trend-following method fits a linear regression to a rolling window of prices and measures the fitted slope relative to the standard deviation of deviations from the fit. The resulting trend-confidence measure is compared with separate entry and exit…
This strategy combines a short-term reversal pattern with a stochastic oscillator and a CMO disparity signal. The described pattern looks for a change in the direction of recent closes; the oscillator compares its fast and slow readings against a threshold,…
The strategy looks for a down gap followed by an up day: the current bar opens below the previous close and closes above its open. It enters long after that pattern, with the described entry occurring on the next session’s open or close. A trailing stop is…
This strategy uses a TD Sequential style count to identify potential reversals after a sequence of price comparisons. A completed downward sequence can mark a possible long signal, while an upward sequence can mark a possible short signal. The source code…
This strategy combines a short and long exponential moving average with engulfing candlestick patterns. A bullish bias requires price above the short EMA and the short EMA above the long EMA. A bullish engulfing bar accompanied by volume greater than the…
This script describes a moving-average breakout approach using a configurable 200-period EMA, SMA, or HMA, with a 15-minute EMA as a higher-timeframe filter. Inputs allow adaptive filters, distance limits from the averages, and a slope filter. The visible…
This short-term strategy uses a long-term exponential moving average to set directional bias, then looks for a cross of the 20-period average confirmed by RSI. It enters long when price is above the 200-period average, crosses above the 20-period average,…
This strategy combines a custom G-Channel with RSI and MACD. The channel is recursively updated from the selected price source to form an average and a bullish or bearish state. Entries require agreement between that state, an RSI extreme, and MACD histogram…
This daily momentum setup uses consecutive closes relative to a five-period simple moving average to identify an extended run. After at least eight closes above the average, it waits for a close back below it to enter long; after a similarly extended run…
This trend-following method compares a fast EMA with a slow EMA. A crossover above the slower average opens a long position, and a cross below it closes that position. The example uses configurable periods, with defaults of nine and twenty-one bars, and…
This hybrid strategy combines RSI, MACD, Bollinger Bands, moving-average trend checks, volume spikes, and rolling liquidity-zone boundaries. It defines three alternative long setups: an oversold reading below the lower band, positive MACD momentum with an…
This document describes a channel-based swing strategy intended for four-hour charts. It calculates rolling highs and lows over a configurable lookback, then derives adjusted channel limits. Long and short entries use price crossings of those limits, while…
This strategy uses the WaveTrend oscillator to generate entries and exits, with optional direction filtering from an EMA calculated on a selected timeframe. Long entries follow a WT1 crossover above WT2 near the oversold region, and exits follow a bearish…
The document presents a long-oriented strategy built around MACD, RSI, and an EMA. Its narrative describes entering on a MACD golden cross when weekly RSI is above a threshold and price is above an EMA, then exiting when price falls below the EMA or MACD…
This strategy calculates fast and slow Elder’s Force Index series using exponential averages of price change multiplied by volume, with periods of 13 and 50. Each series is standardized against its own recent average and standard deviation. A long signal…
This strategy builds price bands around a simple moving average using ATR multiplied by configurable Fibonacci ratios. It plots three upper and three lower levels, with a 20-period lookback and default ratios of 1.618, 2.618, and 4.236. The source enters…
The document presents a short-term reversal idea based on candlestick body size and range, with RSI thresholds intended to identify overbought or oversold conditions. Its written explanation describes looking for candles with a wick share below 20% and…
This strategy uses a 50-period exponential moving average and a 200-period simple moving average to generate directional signals. A cross above the slower average opens a long position, while a cross below it opens a short position. It also closes an…
This strategy combines the Volume Flow Indicator (VFI), the relative difference between 20- and 50-period EMAs, and 20-period Bollinger Bands set at 1.5 standard deviations. The described long entry follows an upper-band break when VFI and the EMA difference…
This strategy uses crossovers between fast and slow RSI series to seek potential reversals. The stated configuration uses a 9-period fast RSI, a 64-period slow RSI, and a 3-period moving average of the fast RSI. A long or short signal requires the fast RSI…