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 short-period exponential moving averages, particularly the 5, 9, and 21 periods, to help identify directional changes. A shorter average crossing above a longer one is treated as bullish, while a downward cross is bearish. RSI is used to…
This document explains a basic trend-following approach using an 8-period EMA and a 72-period EMA on closing prices. A cross of the shorter average above the longer one is treated as a buy signal; a cross below it is treated as a sell signal. The rationale…
This strategy combines fast and slow exponential moving averages with an RSI filter and a long-term direction check. A fast EMA crossing above the slow EMA signals a potential long, while a downward cross signals a potential short. RSI movements from…
The document describes a long-only strategy that combines Supertrend direction changes with RSI conditions and an ADX strength filter. It specifies a long entry when Supertrend changes direction, several RSI readings meet the stated conditions, and ADX is…
This document describes a grid strategy that places buy and sell orders across a defined price range. It opens a position when price moves across a grid level and closes it when price crosses back through the adjacent level, aiming to harvest repeated price…
This long-only strategy combines a linear regression line and a lower channel band with a Hull moving average (HMA) filter. It enters when price falls below the channel band while remaining above the HMA, then closes the position when price rises above the…
This short-term strategy combines ATR-based bands with a pair of RSI measures and two exponential moving averages. A long setup occurs when the bar opens below the lower ATR band and the faster RSI exceeds the slower RSI; a short setup uses an open above the…
This teaching strategy measures price deviation from a recent regime using the median of past log closes and the median absolute deviation (MAD) as a robust scale. Instead of entering as soon as price reaches an extreme, it records the event and waits for…
This strategy looks for a directional reversal or continuation signal from the relationship among the current candle and the prior two candles. A bullish signal requires an up candle closing above the prior two candles’ body extremes, along with lower lows…
This strategy combines an ATR-sized Renko channel, the CHOP index, and an 8-period EMA to identify trades. The description proposes using CHOP levels 38.2 and 61.8 to distinguish market conditions, then confirming direction with the channel and EMA before…
The strategy uses the rate of change of an exponential moving average of the high-low range as its Chaikin Volatility measure. It compares that value with a trigger: the implementation holds long when the measure is below the threshold and short when it is…
This strategy combines the KDJ J-to-K crossover with short and longer RSI readings. Its rules allow entries from several conditions: a KDJ crossover paired with an RSI comparison or crossover, or an RSI(6)/RSI(24) crossover when RSI(6) is below 40 for a long…
This strategy uses Ichimoku components calculated from Donchian channel midpoints. The conversion line uses a 9-period range, the base line a 26-period range, and Leading Span B a 52-period range; Leading Span A is the average of the first two lines. It…
This long-short strategy combines linear regression, ATR, and a pair of exponential moving averages. It calculates a regression value and slope over a lookback, then defines a volatility buffer as ATR multiplied by a configurable factor. A bullish setup…
This trend-following approach generates a long signal when price crosses above a configurable EMA, set to 35 periods by default, and a short signal when price crosses below it. An accompanying ribbon of eight EMAs, spanning periods 20 through 55 in the…
This strategy uses Bollinger Bands built from a 55-period simple moving average and bands one standard deviation above and below it. A close above the upper band marks a bullish condition, while a close below the lower band marks a bearish one. The signal…
This strategy combines a smoothed range filter with a MACD-derived momentum condition and a Bollinger Band width comparison. A new long or short setup begins when price moves beyond the range filter in the matching direction, with the filter’s direction…
This strategy smooths two RSI series and uses their moving average crossover to time long entries and exits. It calculates RSI with lengths of 100 and 40, then applies 21-period simple moving averages; a crossover of the faster RSI average above the slower…
This trend-following strategy pairs a 50-period and 200-period EMA crossover with a volatility gate. An upward crossover opens a long position and a downward crossover opens a short position, but new entries are allowed only when 14-period ATR divided by…
This futures-oriented strategy looks for pullbacks toward an EMA while higher and intermediate timeframes agree on trend direction. Long setups require price above the EMA on both specified higher timeframes, a touch of the current-timeframe EMA, and a…
This long-only system combines a 12/26-period EMA crossover with a MACD crossover and an RSI filter. It opens a position when the faster EMA crosses above the slower one at the same time the MACD line crosses above its signal line, provided RSI is below 70.…
This strategy combines fast, medium, and slow smoothed moving averages with RSI and Williams fractal signals. It tracks a trend state after the fast average crosses the medium average, then waits for aligned average direction, RSI above or below 50, and a…
This simple trend-following system uses 9 and 45 period simple moving averages. It enters long when price crosses above both averages and short when price crosses below both, then uses an opposing signal to exit with a stop level based on the prior bar’s low…
This strategy combines 50 and 200 period exponential moving averages to define the broader trend with MACD signals to time entries. It uses the MACD histogram’s position relative to zero alongside the moving average direction, and limits the number of trades…