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
This strategy uses a simplified Kalman state-space filter to estimate a smoothed price and a normalized trend-strength oscillator. It enters long when trend strength is strongly positive, the signal is green, and price is above the filtered estimate; short…
This long-only strategy starts a position when RSI crosses below an oversold threshold, then adds buys whenever price falls a set percentage from the most recent entry. Each successive buy grows by a configurable multiplier, up to a fixed number of DCA…
This spot strategy divides a user-selected price range into ten evenly spaced levels. It treats the lower portion as an accumulation zone and the upper portion as a selling zone. When price crosses the middle grid level and there are no open trades, the…
This strategy combines several market-state filters to generate long and short setups. A weighted regime score draws on moving-average separation and slope, ADX strength, price-path efficiency, and volatility. A Kaufman adaptive moving average forms the…
This strategy enters when a bullish candle closes above the prior bearish candle’s body, or a bearish candle closes below the prior bullish candle’s body. A market-structure filter tracks pivot highs and lows on a selectable higher timeframe and permits…
This strategy detects consolidation boxes from clustered pivot highs and lows, then trades confirmed breaks above or below the range. It requires a minimum box height, a close beyond the boundary with a specified candle-close position, and uses the break…
This strategy combines several Relative Momentum Index (RMI) readings with a Chance Momentum signal. Its basic entry and exit logic uses four RMI signals relative to thresholds, while a fifth RMI is intended to work in reverse and help guide the overall…
This strategy builds moving support and resistance guides around Donchian channel extremes. When a new high or low extends the channel, it records a candidate pivot; the corresponding guide then advances or retreats using a slope scaled from an ATR band’s…
This strategy measures how far a selected price is from its exponential moving average in units of recent standard deviation. Users can set separate averaging and deviation lookbacks, choose a threshold, and enable long trades, short trades, or both. A long…
This Pine strategy is a configurable template for turning signals into orders and webhook-driven trade management. It includes toggles for EMA crossovers, Turtle-style breakouts with volume and candle confirmation, and swing-failure patterns. Its signal…
This strategy generates long entries and closes them on a sell signal using recent candle ranges and price crossings. It defines each candle's upper and lower body edges, then compares the current and previous closes, scaled by a configurable delta, with…
This intraday strategy combines daily pivot levels with a session VWAP. It derives the central pivot and five support and resistance levels from the prior day's high, low, and close, while accumulating a VWAP during market hours. Trading signals are limited…
The script listing describes a cryptocurrency strategy whose author says it combines Bollinger Bands and MACD with additional logic developed through trial and error. The page identifies RUNE/USDT and mentions a one-hour chart in the displayed example. It…
This strategy smooths the logarithms of closing, high, and low prices with a configurable Nadaraya-Watson kernel, then exponentiates the results to form price-scale curves. A custom range measure based on log prices and an ATR-like smoothing step is also…
This strategy turns a collection of candlestick formations into long and short signals for historical testing. Configurable patterns include engulfing, harami, piercing line and dark cloud cover, morning and evening stars, belt holds, soldiers and crows, and…
This strategy defines support and resistance using confirmed swing pivots, then enters when a bar closes across the latest level with volume above a moving average threshold. An optional EMA filter limits long trades to prices above the average and short…
This experimental strategy uses a simple two-bar pattern to enter and exit long positions. It buys when the previous close was above the close before it, but the current close falls below the previous close. It closes that position when the previous close…
This Bitcoin strategy combines a daily trend filter with a four-hour momentum trigger. It calculates Williams Alligator lines from smoothed price averages and uses the Awesome Oscillator (AO), defined as the difference between short and longer averages of…
This intraday strategy builds an opening range from the chart bars within a configurable session window, then tracks its high, low, and midpoint. After the range ends, the first candle close beyond either boundary establishes the day’s breakout direction. If…
This strategy combines smoothed Heikin-Ashi candles with a linear-regression filter for directional entries. It smooths open, high, low, and close using an exponential average, derives Heikin-Ashi open and close values, then looks for their crossover or…
This intraday breakout strategy is presented for VN30F1M futures. It enters long when a bar closes above the upper Keltner band and short when it closes below the lower band. The channel is centered on an EMA and widened by an ATR multiple. An optional…
This strategy treats returns from the outer Keltner bands as potential mean-reversion signals. A long is opened when price crosses back above the lower band, and its limit exit is placed at the upper band; a short begins when price crosses below the upper…
This strategy seeks short-term momentum reversals around a 13-period exponential moving average. It enters long when a green candle closes above the EMA after the prior close was at or below it, and enters short on the mirrored red-candle move below the EMA.…
This indicator estimates how many bars simulated prices may take to reach an upside or downside threshold from the current close. It derives historical log-return volatility and average drift over a configurable lookback, then generates Monte Carlo paths…