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 document presents a rules-based strategy using 10-, 20-, and 50-period exponential moving averages alongside recent price extremes. Crosses between the short and middle averages generate signals, while the longer average and a rolling 20-period support…
This document describes an intraday long strategy that combines MACD crossovers with a 200-period exponential moving average. It proposes entering when the MACD line crosses above its signal line while below zero and the close is above the EMA. The stated…
This strategy uses Supertrend bands, derived from price and Average True Range, to define trend direction. A change from a downtrend to an uptrend generates a long signal, while a change from an uptrend to a downtrend generates a short signal. The document…
This trend-following approach uses Bollinger Bands to detect price breakouts and a moving average filter to qualify entries. The stated long setup requires price to cross above the upper band and the moving average; the short setup requires price to cross…
This short-term strategy combines RSI with Stochastic RSI to identify potential overbought and oversold conditions. Its stated defaults use a 10-period RSI with oversold and overbought levels at 20 and 60. Stochastic RSI uses 14-period RSI and stochastic…
This strategy combines ZigZag swing points with Williams %R to time entries in the direction of a detected trend. It looks for Williams %R to cross upward out of oversold territory for a long signal when the ZigZag direction is up, or downward out of…
This long-entry strategy combines a close crossing above an exponential moving average with bullish candle structure. It requires the candle to close above its open, at least half of its body to extend above the average, and combined wick length to stay…
This strategy combines a 14-period RSI with 20-period Bollinger Bands to look for reversals at price extremes. It signals a long when RSI is below 30 and the close is at or below the lower band, and a short when RSI is above 70 and the close is at or above…
This strategy combines Stochastic RSI crossovers with moving-average trend filters on five-minute and hourly data. The described long setup occurs when the oscillator’s K line crosses above D in oversold territory while the shorter moving average is above…
This strategy looks for failed breaks of recent Donchian highs or lows and enters in the opposite direction when price returns within the prior range. It distinguishes body breaks from wick-only breaks, treating body-based setups as stronger. Optional order…
Williams Accumulation/Distribution is a cumulative price-based indicator intended to reflect buying or selling pressure. Its value increases by the close-to-low distance when the close rises versus the prior close, decreases by the close-to-high distance…
This strategy pairs RSI thresholds with Bollinger Band crossings to generate long and short signals. The long rule requires a short-period RSI to cross above its oversold threshold while price crosses above the lower band. The short rule requires a…
This long-only reversal strategy looks for a short-term oversold condition while requiring price to remain above a 200-day exponential moving average. Its entry rules combine a low current RSI with an RSI value three days earlier below a separate threshold,…
This strategy uses a short and long simple moving average to define the prevailing direction, then times entries with candle-body momentum and the close’s position relative to the shorter average. Long signals require the shorter average to exceed the longer…
This long-only strategy seeks oversold pullbacks while a long-term moving-average trend is bullish. It combines a 10-period RSI threshold of 30 or lower with the 250-period simple moving average above the 500-period average, and requires current volume to…
This price-action system uses candle opens, highs, lows, and closes to detect moves that reach fixed point thresholds. Its long and short logic is organized into three phases: an initial large move may trigger entry directly or set a reference level; later…
This strategy combines a ribbon of eight exponential moving averages with the Ichimoku cloud to identify market direction. The description proposes buying when the averages are aligned bullishly and price is above the cloud, then selling when the arrangement…
This strategy combines a momentum-adjusted ATR measure and trend-strength signals with staged profit taking. It describes four ATR-based exit levels and three percentage-based levels for both long and short positions. Parameters include short and long…
This note explains a trend-following strategy that compares a faster moving average with a slower one. A cross above signals a long entry; a cross below opens a short position when shorting is enabled, or closes the long otherwise. It describes simple,…
This strategy description combines Stochastic RSI crossovers with a fast and slow moving-average system. The stated long trigger is a K-line cross above D while both readings are in low ranges; the short trigger is a cross below D while both readings are…
The document presents a trend-following approach built around Hull moving averages, intended to respond more quickly than ordinary moving averages. Its description proposes using a short-period Hull average for trade direction and a longer one for broader…
This strategy combines breakout signals from a dual-triangle channel with three Supertrend indicators and a 233-period exponential moving average. The EMA and Supertrend positions are used to define broader direction, while a majority of Supertrend direction…
This short-only strategy looks for a narrow-range day that is also an inside day: the current high-low range is the smallest of the past seven bars, while the high and low remain within the previous bar’s range. It enters short when that setup closes below…
This strategy uses daily exponential moving averages to define the broader trend and hourly EMA crossovers to time trades. It enters a long position when the daily fast average is above the slow average and the hourly fast average crosses above its…