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 describes a two-way trend-following strategy using price crossovers with a 17-period smoothed moving average (SMMA). A move above the average opens a long position, and a move below it opens a short position. The strategy uses an ATR-based stop…
This BTC futures strategy combines an 8-period EMA and 26-period SMA crossover with momentum and oscillator filters. A long signal requires the EMA to cross above the SMA, the SMA’s five-period momentum to be positive, both 34- and 55-period CCIs to exceed…
This intraday strategy combines Bollinger Bands, RSI, Stochastic RSI, and a volume-spike filter to seek reversals from extreme prices. A long setup requires price below the lower band, RSI below 40, both Stochastic RSI lines below 20, and volume above 1.5…
This long-only trend-following system combines Parabolic SAR, a 50-period simple moving average, and the Directional Movement Index (DMI). An entry requires price to cross above SAR, remain above the SMA, and have positive directional movement above negative…
This short-term system combines Squeeze Momentum Indicator (SMI) direction with a moving-average crossover to identify short entries. It signals a short when momentum is declining and price crosses below its moving average. The published parameters include a…
This document describes combining RSI with simple moving average crossovers. The written explanation says to go long when RSI is above 50 and the short SMA crosses above the long SMA, and to go short when RSI is below 50 and the short SMA crosses below the…
This strategy uses two exponential moving averages, with listed default lengths of 5 and 10. A short EMA crossing above the longer EMA is a potential buy signal; a cross below is a potential sell signal. Entry is further restricted by whether the crossover…
This document outlines a multi-indicator strategy for cryptocurrency trading. It uses a 12-period and 26-period EMA crossover to set direction, then requires the MACD histogram to agree. It also applies an ADX threshold above 15 as a trend filter and…
This document describes a trend following method that compares a Double Exponential Moving Average (DEMA) with a Triple Exponential Moving Average (TEMA). A TEMA cross above DEMA signals a long entry, while a cross below signals a short entry. The notes…
This range-oriented strategy uses a very short RSI reading to trigger trades against extreme moves. With a two-bar RSI, it goes long at or below 11 and short at or above 91, using the indicator's transitions between extremes to switch direction. It records…
This strategy looks for reversals at the edges of 20-period Bollinger Bands. A move back above the lower band triggers a long entry, while a move below the upper band triggers a short. It pairs these signals with a 14-period ATR and describes stop and target…
This futures strategy combines a short-term reversal setup with a bandpass filter. Its 123 component uses recent closing-price direction and a 9-period stochastic oscillator to identify potential reversals. The bandpass component classifies direction by…
This strategy combines a short-term momentum filter with a moving average breakout to generate directional entries. It signals long when the current and previous two momentum readings are above 50 and price is above the five-period exponential moving…
This strategy applies several moving averages to a 14-period RSI and uses the crossover between the medium and long averages to signal entries and exits. The described defaults are 50 and 100 periods for those averages; their types can be selected from…
This BTC futures strategy combines RSI and CCI threshold conditions with a minimum persistence period. It describes timeframe-dependent settings, a 200-period EMA as a trend reference, and exits based on changes in RSI or CCI from their values at entry. In…
This document presents a BTC/USDT futures strategy built around the VuManChu Cipher B indicator family. Its settings expose WaveTrend oscillators and regular or hidden divergence signals, with optional money flow, RSI, Stochastic RSI, higher-timeframe…
The strategy combines a fast and slow exponential moving average with an ADX trend-strength filter, then looks for pullbacks using RSI. It specifies an ATR-based stop and partial profit taking at a rolling price extreme. The accompanying Pine source also…
This long-only method combines a Trend Regularity Adaptive Moving Average (TRAMA), a trendline breakout, and RSI. It enters when price is above TRAMA and crosses above an upper trendline, while limiting entries to one per calendar month. A position is closed…
This strategy combines Ichimoku components to seek medium- to long-term directional moves. It signals around price crossings of the Kijun-sen, filters entries by whether price is above or below the cloud, and uses the lagging span as additional confirmation.…
This strategy derives an nBBB indicator from relationships among the current and prior candlesticks, using their open, high, low, and close values to estimate changes in bullish and bearish pressure. When nBBB falls below a configurable sell threshold, the…
This strategy combines a 123-style reversal rule with Elder Ray bull and bear power. The reversal component uses two consecutive closes in one direction and a 9-period stochastic condition: a long requires a low slow stochastic reading, while a short…
This intraday signal framework starts with a 7 period EMA crossing a 14 period EMA. It confirms a long signal with RSI above 50, a positive MACD histogram, and a bullish candle; a short-side crossover with RSI below 50, a negative histogram, and a bearish…
This strategy builds two trailing stop lines from ATR: a fast layer using a 5-period ATR at a 0.5 multiplier and a slow layer using a 10-period ATR at a 3 multiplier. Each line updates with price, tightening in the favorable direction while maintaining an…
This strategy combines ADX with the positive and negative directional indicators to identify trend strength and direction. It enters long when ADX is above a configurable threshold and rising over a lookback period, with DI+ above DI−; the short setup…