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 script describes a trend-following breakout approach built around confirmed swing fractals. It tracks recent upper and lower fractal levels, uses a shifted smoothed moving average line from the Alligator indicator to set activation levels, and…
The article describes a volatility-based channel strategy: calculate rolling volatility from log-price returns, use rolling highs and lows of a volatility-derived range as upper and lower boundaries, enter on an upper-boundary break, and use the average of…
The strategy combines ATR trailing stops across several chart horizons for long-only cryptocurrency trend trading. A four-hour price crossing above its ATR stop can trigger an entry when the daily close is above a separate daily ATR stop. A one-hour cross…
This strategy uses Bollinger Bands to turn price extremes into directional trades. The bands are formed from a moving-average center and a standard-deviation envelope, with the stated defaults set to a 20-period average and a width of two standard…
This document explains the long straddle: buying a call and a put with the same strike and expiration, aiming to benefit from a large move in either direction. It describes the payoff shape, the limited premium loss, and the need to select a strike. It…
The document discusses a strategy combining a volume-weighted moving average (VWMA), simple moving average Bollinger Bands, and RSI. The bands frame price relative to a moving average and its volatility, while RSI measures momentum. The VWMA is used to…
The strategy applies a Kalman-style recursive filter to track price and uses a stop line whose distance from the filtered value narrows over time. It starts with a wider percentage gap; as the line moves favorably, the permitted distance decreases toward a…
The Dual Thrust method places upper and lower breakout thresholds around the daily opening price. It estimates a range from recent high, low, and close data, then scales that range by separate long and short coefficients. A close above the upper threshold…
OmniTrend ATR Scalper builds a moving trend line that advances in steps sized from ATR. It uses separate fast and slow step periods, selecting between them according to whether the distance from the close to the line exceeds an ATR-based threshold. A…
This strategy smooths a relative strength index with an exponential moving average and uses crossings of the conventional 30 and 70 levels to trigger long or short positions. An average true range value, scaled by a configurable multiplier, sets stop and…
This strategy combines pivot points with an ATR-based trailing channel to generate trend-following entries and exits. The described approach uses pivot levels as support and resistance context, while the channel supplies a volatility-adjusted boundary: enter…
This strategy uses SuperTrend direction changes to reverse between long and short positions. It calculates open profit in dollars using the instrument’s point value, then converts dollar risk and profit thresholds into price distances. An initial stop is set…
This short-only strategy is intended for five-minute E-mini S&P futures charts. It identifies a bullish fair value gap when the first candle’s high is below the third candle’s low, then requires the third candle to close below its open. A trade is allowed…
The excerpt describes a box-based breakout strategy intended to identify price ranges from pivots and repeated touches. It filters boxes by height relative to ATR, the proportion of closes inside the box, touch spacing, and maximum duration. A breakout entry…
This strategy measures the range between the highest high and lowest low over a lookback period, then compares that Donchian channel width with its simple moving average. When width exceeds its average, the example takes a short position; when width falls…
This trend-following system combines price position relative to VWAP and a short EMA with direction from SuperTrend. It adds several confirmation filters: RSI, Bollinger Band midpoint, Parabolic SAR, MACD, ADX, and Stochastic RSI. Trades are considered only…
This long-only trend-following setup combines a moving-average filter, a candlestick pattern, a momentum threshold, and volatility-based exits. It requires the 100-period EMA to be above the 200-period EMA, then enters when a bullish engulfing condition…
This document shows a Pine strategy organized around fast, intermediate, and long-term exponential moving averages, RSI, ATR, and several configurable trade filters. The visible settings include momentum thresholds, a Heikin Ashi wick check, compression and…
This strategy opens a long position when the chart time matches a user-selected hour and minute. It records the entry close and calculates an exit level by adding an ATR value obtained from five-minute data. The published settings use BTC/USDT futures on a…
This strategy uses the VIX as a market stress gauge to time purchases of SPXL, a leveraged equity ETF. It distinguishes panic and extreme VIX levels, tracks whether volatility has fallen from a recent peak, and includes a rule to wait for several consecutive…
This short-term strategy combines a fast and a slower simple moving average crossover with a longer moving average filter and Bollinger Bands. A long setup requires the faster average to cross upward through the slower one, price to remain above the longer…
The Super Trend V approach uses a Supertrend line to represent trend direction and compares price with a smoothed measure of price and opening values to qualify entries. A close crossing the Supertrend line can signal a long when price is above the…
This strategy uses a price channel centered on a simple moving average, with its width set by a multiple of price standard deviation. A close crossing above the upper band signals a potential long trade, while a cross below the lower band signals a short…
This strategy combines seven technical signals spanning moving-average trends, CCI and ATR bands, a volatility-adaptive Gaussian average, rate of change, WaveTrend, and the Awesome Oscillator. Each enabled component casts a bullish or bearish vote. Their sum…