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 trend-following system enters long when a 9-period EMA crosses above a 21-period EMA and short when it crosses below. It uses a 14-period ATR to set stop and target distances: the stated defaults place the stop 1.5 ATR from the current price and the…
This strategy combines trend, momentum, price-location, and volatility indicators. It uses 50- and 200-period EMAs for trend direction, RSI to qualify momentum, VWAP as a price reference, and Supertrend as another directional filter. The source enters long…
This strategy uses Bollinger Bands to identify possible reversals after unusually extended price movement. The prose describes buying after price rebounds from the lower band and shorting after it falls back from the upper band. The supplied script instead…
This trend-following method calculates fast and slow exponential moving averages, with listed default periods of 12 and 26. It defines a bullish zone when the fast average is above the slow average and price is above the fast average; the bearish zone…
This strategy uses an ATR-width Supertrend channel to identify trend changes. A move above the upper rail signals a long entry, while a move below the lower rail signals a short entry. The channel’s width is based on average true range and a multiplier; the…
This trend-following framework combines a fast and intermediate simple moving average crossover with a longer moving average filter and VWAP confirmation. A long entry requires the 9-period average to cross above the 50-period average, the 200-period average…
The document presents a Supertrend approach paired with an equity-curve filter. Supertrend uses an ATR-based band to identify direction, while the proposed filter compares strategy net profit with an exponential moving average. The stated rule is to allow…
The source implements a daily Keltner Channel breakout approach for an index futures contract. It builds the channel around an exponential moving average (EMA), using a rolling average of true range to set its width. A shorter EMA confirms trend direction,…
This strategy combines a three-bar price reversal pattern with a Positive Volume Index (PVI) filter. It enters long after two lower closes followed by a higher close, or short after two higher closes followed by a lower close, subject to a Stochastic…
This short-term strategy description combines an ATR-based price channel with fast and slow EMAs and RSI readings of different lengths. The prose presents channel breaks, EMA crossovers, and RSI extremes as a multi-indicator signal process, and identifies…
This strategy pairs an inside-bar pattern with a moving average filter. It identifies an inside bar within a configurable lookback, then looks for price to break above that bar’s high for a long entry or below its low for a short entry. The direction is…
This document outlines an EMA crossover strategy using fast and slow averages on short timeframes, with volume and RSI conditions intended to filter entries. It also describes a stay-out rule based on consecutive narrow-range bars and labels market…
This strategy combines Ichimoku conditions with Average Directional Index measures to seek directional moves. Its long setup requires price above the displaced cloud, the conversion line above the base line, a bullish cloud, sufficient ADX, and a positive…
This trend-following method uses Average True Range to scale a trailing stop to recent volatility. In an uptrend, the stop is anchored below the running price high by a multiple of ATR; in a downtrend, it is placed above the running low. A move through the…
This strategy scans for a broad set of bullish and bearish candlestick patterns, including reversal and continuation formations. It assigns directional signals by pattern type and can filter interpretation using moving-average trend conditions: price…
This indicator applies Shannon entropy to price and volume data as a measure of how information changes over a rolling window. It can calculate the two streams separately or display their difference, with optional bands and percentile-rank markers. The…
This trend-following system combines ADX, directional indicators, and MACD. It considers a long when +DI exceeds -DI, MACD is above its signal line, and ADX is above a threshold; a short uses the opposite directional and momentum conditions. The listed…
The strategy uses 5-, 21-, and 50-day simple moving averages to define a long-only trend filter. It enters when the closing price is above all three averages and exits when price falls below the 21-day average. The published implementation allocates 100% of…
This strategy combines Heiken Ashi candles with the Ichimoku Kijun-sen baseline to identify directional signals. A long setup requires bullish Heiken Ashi conditions above the baseline, a rising baseline over a short lookback when the divergence filter is…
This strategy forms a channel from 5-period simple moving averages of highs and lows. It signals a long when the close is above both averages and RSI exceeds 80, and a short when the close is below both and RSI is under 10 according to the listed parameters.…
This OKCoin futures automation waits for the latest price to cross a user-selected trigger level, then submits a limit order at a separately specified price and contract quantity. The settings allow selection of currency denomination, contract expiry, trade…
This document outlines a trend-following system that combines Double Hull moving-average calculations with a volume-weighted moving average (VWMA), RSI, ADX, and a volume filter. Long and short direction is determined by the relative position of two derived…
This document describes a long-only reversal strategy that uses a 14-period RSI. When RSI falls below 30 during the configured date window, the rules open a long position. The stated exit levels are a stop 1% below the position's average entry price and a…
This document presents a strategy that combines a 14-period RSI with a smoothed Stochastic oscillator. The specified RSI thresholds are 70 for overbought and 30 for oversold; the Stochastic %K and %D lines each use three-period smoothing. Its stated rules…