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 combines three Supertrend indicators with different ATR settings and uses the Ichimoku cloud as a directional filter. It describes taking long signals when price is above all three Supertrend lines and the cloud, and short signals when below…
This trend-following approach builds a channel from the prior 20 periods’ highest and lowest closing prices, then takes their midpoint as a reference line. A close above the midpoint prompts a long position, while a close below it prompts a short position.…
This strategy uses 9, 26, and 55 period exponential moving averages (EMAs) to frame trend direction and generate trades. A higher timeframe is used to judge the broad market state, with the slope of the 55 EMA described as a bullish or bearish cue. On a…
This strategy uses Supertrend direction on a higher timeframe to filter signals on a lower timeframe. The higher timeframe is derived as a configurable multiple of the chart timeframe, with a default multiplier of four. It enters long or short only when the…
This strategy seeks pullbacks after breakouts, using a longer-term trend filter to set direction and a short-term retracement to time entries. The described long setup follows an 80-period high breakout and a subsequent pullback toward the prior bar’s low;…
This document explains a trend-following system that compares two configurable moving averages and changes position when they cross. The averages can be selected from simple, exponential, Hull, and volume-weighted types, with independent lengths and a…
This document describes a long-only breakout method that scales a prior daily range by a coefficient and adds it to the prior close to set a threshold. When the current high exceeds that level, the strategy enters a long position. The code exits at the next…
This document presents a combined strategy that requires agreement between a stochastic price-reversal signal and an ADXR-based regime signal before taking a position. The reversal component compares recent closes and fast and slow stochastic values around a…
This document describes an automated trend strategy that uses ATR bands to define a Supertrend direction. A long signal occurs when the trend changes upward, and a short signal when it changes downward. On entry, the system sets an initial stop and can…
This basic trend-following method compares closing price with a moving average, using upward and downward crossovers to initiate long and short positions. The stated default lookback is 20 periods. It places a fixed stop loss at 1% from entry and a…
This strategy combines On-Balance Volume, its simple moving average, and RSI to generate directional trades. A cross above the OBV average triggers a long when RSI is below the stated upper threshold; a cross below triggers a short when RSI is above the…
This multi-coin futures strategy compares each altcoin’s price relative to Bitcoin with a benchmark index of those relative prices. It shorts coins trading above the index and buys those below it, scaling target exposure with the size of each deviation. A…
This strategy uses RSI thresholds to trigger long and short entries. It calculates RSI and upper and lower bands; crossing below the lower band signals a long, while crossing above the upper band signals a short. Signal counters and configurable pyramiding…
This intraday system combines RSI, the Stochastic oscillator, and pivot levels to define entries and exits. It buys when RSI and Stochastic are oversold while price is above a daily pivot low; it sells short when both indicators are overbought while price is…
This long-biased strategy combines rising relative volume with a volatility filter and price action. It compares current volume with a short moving average and assesses low volatility by comparing twice the average true range with the width of a Bollinger…
This strategy uses a volume-weighted moving average of the midpoint price, with a default lookback of 400 bars, to determine direction. When the average has been rising for several bars, it holds a long position; otherwise it closes that position. The…
This short-term strategy builds a price channel from a 20-period simple moving average and standard deviation. It enters long after price falls below the lower band and then closes back above it, aiming to exit as price recovers to the channel midpoint or…
The strategy applies J. M. Hurst's Future Line of Demarcation concept by shifting price data forward by half of selected cycle lengths. It compares signal, trade, and trend FLDs to classify market states, then uses price interactions with the signal line for…
This contrarian strategy uses the Stochastic oscillator's %K and %D lines to signal potential reversals. A downward cross while both lines are in overbought territory indicates a short; an upward cross while both are oversold indicates a long. The document…
This short-term strategy combines fast and slow Supertrend lines with the Commodity Channel Index (CCI). The fast line is intended to react to nearer-term price changes, while the slower line supplies broader trend context. A fast-line cross against price,…
This strategy combines RSI reversals with a narrow recent price range and above-average volume to time active long and short trades. It uses a 14-period RSI, checks whether the high-low range over 10 periods is below a threshold, and compares current volume…
This indicator generates buy and sell markers from a QQE-style calculation built on a smoothed RSI. It smooths RSI, measures changes in that series, and uses the resulting volatility-adjusted bands to define a fast trailing line and trend state. A transition…
This strategy description combines UT Bot style ATR trailing-stop signals with separate percentage-based trailing stops for long and short positions. The percentage stop is ratcheted in the favorable direction as price moves, while an ATR stop is calculated…
This short-term reversal setup looks for a possible market top using three indicators together. It signals a short when RSI is above an overbought threshold, the MACD line is below its signal line, and price is above the upper Bollinger Band. The described…