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.
12,303 documents
This document presents a strategy that combines a Bollinger Band breakout oscillator with a volatility squeeze indicator and momentum calculations. The breakout component compares price with an exponential moving average envelope and normalizes excursions…
This strategy identifies hammer-like and shooting-star-like candles using the candle body’s position relative to a configurable fraction of its high-low range. It filters candidates by candle range relative to ATR and requires a completed bar. Long and short…
This document presents a read-only decision-support tool that scans public options markets on Deribit, Binance Options, and OKX. It ranks candidates across four dimensions, then applies absolute filters for spread, slippage, valuation, stressed returns, and…
This long-only breakout strategy enters when price reaches or exceeds the upper Bollinger Band and exits when it reaches a stop based on the lower band. The bands use a moving-average basis and standard-deviation offsets, allowing their levels to change with…
This SuperTrend variant uses an ATR-based line and a selectable price source to determine trend direction. When the close is within a configurable ATR distance of the prior trend line, the line retreats by an ATR-scaled amount instead of following its usual…
This strategy combines ATR as a volatility activity filter with RSI as the trade signal. ATR measures the range of price movement rather than its direction; the method compares current ATR with a recent ATR average and only considers entries when ATR is…
Turtle Soup is presented as a short-term countertrend response to the Turtle trend-following method. Rather than entering in the direction of a 20-day high or low breakout, the strategy seeks to benefit when such breakouts fail. The rationale is that trend…
This strategy builds expanding price bands around a moving average using Keltner channel width and Fibonacci multipliers. It treats the outer bands as potential support and resistance: after price trades beyond a band for several bars, a return inside may…
This trend-following system builds a Variable Index Dynamic Average (VIDYA) whose responsiveness changes with momentum measured by the Chande Momentum Oscillator. It surrounds the average with volatility bands based on average true range (ATR). A move above…
This strategy calculates a standard Bollinger Band center line and upper and lower bands, then compares price with bands shifted forward by a chosen offset. A move above the shifted upper band triggers a long entry, while a move below the shifted lower band…
This strategy sets breakout thresholds using the highest high and lowest low over a prior-bar lookback, adjusted by a multiple of ATR. It takes long trades when the close exceeds the upper threshold, is above a 50-period EMA, and RSI is above its threshold;…
This strategy combines three technical components: 4-, 9-, and 18-period EMAs for trend direction, a 14-period ATR for a volatility threshold, and daily pivot levels calculated from the previous day’s high, low, and close. Its described long and short…
The described system estimates directional bias from price comparisons with calculated buy and sell reference averages, then uses an ATR-based trailing stop to track exits. The prose specifies a 14-period ATR and a default multiplier of four; the code…
The LTPI method tracks direction with a moving trend line and ATR-scaled thresholds. A close must move beyond the line by 2.16 ATR to trigger a direction change. After a flip, a configurable hold period suppresses further reversals, while the trend line…
This strategy looks for price deviations from two daily reference levels: an anchored VWAP and a volume-profile point of control. It proposes buying when price is below both references, volume is unusually high relative to its recent average, and RSI is low;…
This trend-following system uses a close crossing above the upper Bollinger Band or below the lower band as its entry trigger. It requires ADX to exceed a trend-strength threshold, volume to rise above a multiple of its recent average, and price to be on the…
This document explains how to construct a weighted price average and standard deviation using closing prices and volume, then plot a center line with upper and lower bands. It describes trading moves beyond the bands as directional breakout signals and…
This stock strategy combines long-term and shorter-term exponential moving averages with relative strength, a volatility-based price threshold, and volume conditions. One entry condition requires price above a long-term average, positive relative strength…
This strategy pairs Bollinger Bands with RSI to generate long entries and exits. The bands use a 20-period simple moving average and a width of two standard deviations; RSI uses 14 periods, with 30 and 70 as oversold and overbought thresholds. A long entry…
This strategy framework pairs fast and slow moving averages, with a choice among several average types, to identify directional conditions. Long signals require price and the fast average to be above the slow average; short signals use the opposite…
This long-only trend strategy enters when price closes above the upper Bollinger Band, aiming to capture continued upward movement after a volatility breakout. The bands use a configurable lookback, standard-deviation multiplier, and moving-average type. An…
The document combines Supertrend, calculated using average true range, with Bollinger Bands to define entries and exits. It proposes a long entry when the close moves above the Supertrend line while remaining below the lower band, and a short entry when the…
This document describes a Bollinger Band entry method paired with a fixed-percentage stop. Bands are built around a simple moving average, with upper and lower limits set by a multiple of price standard deviation. The proposed entries buy when price crosses…
This partial strategy source combines Stochastic RSI with a multi-pole Gaussian-style filter applied to price and true range. It calculates RSI, transforms it through a stochastic calculation, and smooths the resulting K and D series. Separately, the filter…