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 example demonstrates how an algorithmic trading system can test the lifecycle of a EUREX futures contract. It subscribes to a continuous EURO STOXX 50 future, configures backward-ratio normalization and first-day-of-month mapping, and tracks a…
This BTC/USDT futures strategy combines a fast and slow simple moving average crossover with RSI confirmation. It enters long when the faster average crosses above the slower one and RSI is above its upper entry threshold; short entries require the opposite…
This strategy uses Chande Kroll stop lines to signal directional entries and ADX to screen for stronger trends. The stop lines are derived from recent highs and lows adjusted by ATR, then smoothed across a second lookback window. A close crossing above the…
This cryptocurrency trend-following design combines fast and slow price channels with a fast moving average. A move through the fast channel can trigger a long or short position when the slow channel and average support the direction. Additional filters…
This document outlines a downside-warning method that combines a 50-period momentum measure with a VIX Fix volatility and sentiment proxy calculated over 22 periods. Its narrative describes a bearish crossover followed by momentum entering a band between -5…
This long-only setup requires three conditions at once: current volume above twice its recent average, a minimum gain from the recent closing-price low, and momentum confirmed by price above a moving average with RSI above a threshold. The strategy then…
The strategy uses Donchian channels of different lengths to trade breakouts. A longer lookback identifies major direction, while a shorter channel supplies an opposing-boundary exit. The described method also sizes positions from a chosen equity risk and an…
This document describes a breakout approach that compares price with levels drawn from two selected higher timeframes. The accompanying Pine script defaults to weekly and daily levels, sourced from a selectable price series. It can require price to remain…
This strategy compares 14-period RSI readings from 15-minute, 1-hour, and 4-hour charts. It enters long when the shorter-timeframe RSI readings are ordered from highest to lowest and the 4-hour RSI is above 30. It enters short when the 15-minute RSI is below…
This strategy pairs an ATR-based UT Bot trailing stop with Hull Moving Average (HMA) direction to generate long and short entries. A long signal requires price to be above the trailing stop, a fresh upward crossover of the fast price signal over that stop,…
This trend strategy combines three EMAs with RSI and MACD to filter entries. A long setup requires price to cross above the 50-period EMA, the 50, 100, and 200-period EMAs to be ordered upward, RSI to sit between 50 and 70, and MACD to be above its signal…
This strategy compares an 8-day exponential moving average of closing prices with an 8-day exponential average of recent lows. It describes buying when the price-to-EMA difference crosses upward through zero under conditions tied to the lower-price measure,…
This prototype outlines a statistical arbitrage strategy for the price spread between spot assets and delivery futures. It proposes running an Augmented Dickey–Fuller stationarity test hourly and allowing trades only when the spread passes a p-value…
The strategy looks for strong directional movement by measuring the change in the gap between fast and slow exponential moving averages, then scaling that change by a sensitivity factor. It compares the resulting value with the width of Bollinger Bands. A…
This prototype describes a market-neutral approach to trading the spread between spot assets and dated futures. It proposes checking spread stationarity with an Augmented Dickey–Fuller test, then using a Z-score to identify unusually wide or narrow spreads.…
The document presents a crossover approach that compares a short-period simple moving average with a longer-period one. An upward cross is described as a buy signal and a downward cross as a sell signal. It also proposes a short-term exponential moving…
The strategy uses the Commodity Channel Index (CCI) to trade long only. Its description calls for opening a long position when CCI crosses above 100 and closing it when CCI falls below -100; it does not intentionally open short positions. The document…
This document explains a trend-following strategy that compares a faster EMA with a slower EMA. The stated defaults are 13 and 48 periods: a cross above the slower average opens a long position, and a cross below it closes the position. The source implements…
The document presents an indicator strategy combining a short-period RSI with a 200-period exponential moving average. Its stated rules use RSI thresholds of 30 and 72: an upward cross of the lower threshold signals a buy, while a downward cross of the upper…
This futures strategy combines a moving-average trend filter with KDJ momentum signals. It waits for at least 100 bars, then evaluates the previous completed bar: a close above the 100-period moving average and K above D opens a long position, while the…
This strategy uses 12-period price momentum and the one-period change in that momentum to guide long and short entries. The published script requires both momentum measures to have the same sign and places stop entries near the current bar’s high or low. For…
The document describes a short-term long strategy built around a bearish outside bar and a subsequent low test. It defines the outside bar as having a lower low and higher high than the preceding bar, with a bearish close. The accompanying explanation adds a…
This strategy enters long when the 14-period simple moving average crosses above the 28-period average, and short on the opposite crossover. It then sets a limit exit using the prior bar's high plus an ATR multiple for a long position, or the prior bar's low…
This strategy builds an MBO indicator from the difference between a fast and a slow simple moving average, then smooths that spread with another simple moving average. The stated default periods are 25 for the fast average, 200 for the slow average, and 18…