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.
16,761 documents
Designed for four-hour charts, this strategy seeks swing entries through a fast and slow EMA crossover. A long entry requires the fast EMA to cross above the slow EMA, with RSI and ADX thresholds, a stochastic condition, a higher close than the previous bar,…
This strategy uses an ATR-based Supertrend to identify directional changes and enter long or short positions when its trend state flips. It builds trailing upper and lower bands from the midpoint price and ATR, with a choice between built-in ATR and a simple…
This strategy combines an ATR based trend tracker with a score assembled from trend direction, price and equilibrium relationships, RSI conditions, and directional movement. Entries can require a minimum score and optionally pass additional filters for ADX,…
This backtest turns changes in an oscillator into directional positions. It calculates the difference between fast and slow simple moving averages of the bar midpoint, then subtracts a fast average of that difference. When the resulting value rises from the…
This strategy uses MACD line crossings of its signal line to generate long and short entries, with an optional moving-average trend filter. The filter defines trend from whether the simple moving average is rising or falling, and the strategy can restrict…
This intraday futures strategy defines the Initial Balance as the high and low during the first hour of regular trading. After that range is set, it looks for a close crossing above the high or below the low during a later entry window. A VWAP filter can…
This Pine Script template tracks simulated performance against configurable prop trading challenge constraints. It sets account-size-specific thresholds for daily and total losses and profit targets, counts trading days, and presents pass or fail status in a…
The document describes a long-only strategy built around crossovers in the Stochastic Oscillator. It smooths %K and %D, enters when %K crosses above %D while %K is below 20, and exits either when price reaches a percentage stop or target measured from the…
This document presents a long-only strategy for multi-month positioning in major US indexes, using the S&P 500 as a broad-market filter and the Nasdaq-100 for additional timing checks. It buys when the S&P 500’s daily lows remain above its 21-day EMA for…
This long-only position strategy combines daily signals from the S&P 500 and Nasdaq-100. It enters when the S&P 500 has held above its 21-day EMA for four consecutive days, Nasdaq-100 lows are above their 14-day and 21-day EMAs, recent closes do not show…
This strategy seeks directional moves by comparing price change over a configurable momentum period with an ATR-scaled threshold. It also requires momentum to be accelerating, the latest close to continue in the same direction, and normalized momentum to…
This intraday strategy records the high and low during a configurable opening window, starting at 9:30 a.m. Eastern. After that window closes, it looks for price to break beyond the range and requires a chosen number of consecutive closes outside it before…
This strategy calculates positive and negative directional indicators using an 11-period length and plots both against thresholds at 10 and 40. It enters long when positive DI is below 10 while negative DI is above 40, and enters short under the opposite…
This trend continuation strategy uses the 50 EMA as a pullback level and the 200 EMA to define direction. In a bullish regime, price must have touched or crossed below the 50 EMA on the previous bar and then close back above it. The bearish setup mirrors…
This strategy uses On Balance Volume (OBV), which accumulates volume on rising closes and subtracts it on falling closes, as its sole trading signal. A long position begins when OBV crosses above a designated entry simple moving average and closes when OBV…
This strategy seeks entries when a range filter and smoothed Heikin-Ashi candles agree on direction, optionally requiring confirmation from Heikin-Ashi direction on a higher timeframe. A signal is taken when the combined state turns bullish or bearish,…
This strategy combines a seven-condition trend score with a short EMA crossover trigger. Bullish and bearish scores draw on fast and slower moving-average relationships, price relative to a long EMA, and RSI relative to its midpoint. A trade requires the…
This strategy seeks reversals after price moves beyond tracked swing highs or lows and then rejects the level. It records pivot levels and their touches, measures sweep depth relative to ATR, and can score signals using touch count, market structure,…
This script turns the Ease of Movement indicator into a long or short strategy. The indicator combines midpoint movement with the bar’s volume relative to its high-low range: larger signed values represent stronger price movement relative to volume, while…
This strategy first classifies conditions using ADX and the ratio of current ATR to its longer average. It permits directional trading in trend regimes, distinguishing bullish and bearish states by price relative to an EMA. Directional filters combine price…
This document presents a configurable, short-focused gold strategy with operational controls for trade alerts, partial exits, break-even adjustments, trailing stops, session timing, and a date-limited backtest. Inputs also include a daily trade cap, a…
This strategy models a trade as a sequence: price sweeps a recognized liquidity level, market structure shifts, and price then returns to a fair value gap for entry. Candidate levels include prior day and week extremes, session highs and lows, equal highs or…
This Pine strategy combines several signal families for Indian equities, including a hierarchy of moving averages, swing-based higher-high or lower-low structure, momentum indicators, volume, candle patterns, fair value gaps, and order-block zones. It also…
This strategy combines directional movement indicators and ADX with an EMA trend filter to identify bullish or bearish regimes. Entries can follow a pullback through a fast EMA and its reclaim, or use a directional indicator crossover. Optional minimum ADX…