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 strategy uses daily Camarilla levels to generate directional breakout entries. It calculates H4 and L4 from price range formulas based on prior daily data, then enters long when the close rises above H4 and short when it falls below L4. The source also…
This strategy combines a fast and slow exponential moving average crossover with StochRSI signals. The documented defaults use EMA periods of 12 and 25, and StochRSI settings for its K and D lines, RSI window, stochastic window, and overbought and oversold…
This document outlines a combined trend and momentum approach using a fast and slow exponential moving average (EMA) alongside StochRSI. The described entry logic requires agreement between an EMA direction change and a StochRSI K/D crossover from an…
This document describes a short-term strategy that uses Renko price bars and a triple exponential moving average (TEMA) compared with a short simple moving average (SMA). A cross above the SMA signals a potential long entry, subject to a longer smoothed…
This short term strategy uses Stochastic RSI to identify overbought and oversold conditions for reversal entries. It derives Stochastic RSI from RSI, smooths the indicator, and looks for a crossover or crossunder in the relevant extreme region. A fast versus…
This strategy combines Bollinger Bands, an EMA, and ATR. It calculates the bands from a moving average of closing prices and their standard deviation, then uses the EMA as a trend filter. A close above both the EMA and upper band triggers a long entry; a…
This strategy builds a heatmap around the current price by dividing a configurable price range into levels and totaling past volume classified as buying or selling at each level. It displays those totals with color coded labels or chart shapes and plots the…
This strategy uses a seeded linear congruential generator to choose trade direction. When flat, it compares each generated value with half the modulus, entering long above that threshold and short otherwise. Percentage based stop loss and take profit…
This bidirectional trend strategy uses the midpoint of the recent highest high and lowest low as a HiLo Activator level. A close crossing above that level can trigger a long, while a cross below can trigger a short. The signal is accepted only when ADX…
This bidirectional strategy uses a fast and a slow exponential moving average crossover as its entry trigger, with RSI confirming direction: RSI must be above its midpoint for a long and below it for a short. Entries are restricted to a stated Asian-market…
This simple directional strategy calculates the intercept of a linear regression fitted to a selected price series over a rolling window. The intercept is the fitted value at the time coordinate zero. The strategy compares the current close with that…
This strategy starts with SuperTrend signals and can require confirmation from additional indicators before entering. Optional filters include MACD and moving average alignment, price relative to a 200-period EMA, Stochastic RSI, MFI relative to its EMA,…
This strategy uses an ATR-based trailing stop to generate trend signals. The stop distance is the ATR multiplied by a sensitivity setting, with the stop moving behind price as a move continues. A signal occurs when the source price crosses the stop; the…
This BTC grid strategy alternates between long and short futures positions at configurable price thresholds. When flat, it opens a base position in the direction associated with the current price region: long below a lower threshold or short above an upper…
This strategy combines fast and slow exponential moving averages (EMAs) with a longer trend filter to generate directional entries. It buys when the fast EMA crosses above the slow EMA while price is above the trend filter, and sells when the reverse…
This trend-following method combines ATR-based SuperTrend bands with a smoothed signal line and a Stochastic RSI filter. It enters long when price crosses above the filtered line in an identified uptrend and Stochastic RSI is below 80; it enters short on a…
The document outlines a composite, low-frequency CTA approach that combines multiple factors, markets, time horizons, and strategy types. Its components include trend following, mean-reversion signals intended to offset trend exposure, swing trading that…
This scalping strategy combines a momentum oscillator’s divergence signals with an adaptive moving-average channel’s extreme readings. It seeks entries when the signals align and recent candle bodies grow successively larger, using the most recent swing high…
This intraday method combines a momentum oscillator’s divergence signals with an adaptive moving average’s upper or lower extremes. It seeks early moves after range-bound consolidation: bullish divergence and a lower-side AMA extreme support a long, while…
This strategy uses a fast and a slow moving average to generate long trades. The fast average may be a simple or exponential moving average, while the slow average can optionally be set as a multiple of the fast period. A cross above the slower average opens…
This intraday method tracks each day’s high and low, calculates two Fibonacci retracement reference levels from that range, and signals long when the close breaks above the daily high or short when it falls below the daily low. The Fibonacci levels are…
This strategy calculates the Chande Momentum Oscillator (CMO) from recent price changes and compares it with rolling percentile thresholds. Using a stated lookback of 425 periods, the document describes entering long when CMO reaches its low extreme…
This experimental strategy uses a random coin-flip result to choose a long or short position on a selected weekday. It sets take-profit and stop levels at one ATR from the entry reference, giving a nominal one-to-one reward-to-risk distance, and describes…
This strategy modifies the Chande Momentum Oscillator (CMO) by ignoring price changes smaller than a configurable threshold. It sums the filtered gains and losses over a lookback window, then compares the oscillator with upper and lower bands to set a…