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.
1,414 documents
This gold swing strategy seeks pullbacks in the direction of a filtered trend. Long setups require price above VWAP, a rising fast EMA above the slow EMA, a bullish reclaim of the fast EMA, and RSI above a threshold. Short setups apply the inverse…
This intraday strategy fades moves toward bands placed around VWAP. It sets upper and lower levels using an asset-specific volatility value multiplied by a global adjustment factor. A long setup occurs when price reaches the lower band area and closes up; a…
This strategy applies an Optimized Trend Tracker (OTT) to a selectable moving-average calculation, with a 40-period baseline and a default VAR average. It places upper and lower rails around the OTT line and describes entries as price breaks through those…
The document presents an FCPO momentum scalping strategy configured through several presets or manual inputs. Its stated controls include ATR-based volatility limits, a minimum ATR floor to avoid inactive markets, candle body size and body-to-range…
The document introduces a silver-only strategy intended for 30-minute charts. Its stated design combines multiple confirmations for entries, average true range-based stops, and trading-session filters. The visible inputs set a minimum number of…
This XAU/USD strategy combines a 50-period and 200-period EMA trend filter with MACD crossover signals and an RSI range check. It opens long positions when price and the EMA relationship indicate an uptrend, MACD crosses upward, and RSI is between 50 and 70;…
This strategy combines a UT Bot reversal signal with a higher-timeframe trend filter and an ADX strength threshold for long entries on a 15-minute gold chart. It calculates a 200-period EMA on the one-hour timeframe and requires price to be above that…
This strategy script describes a framework for trading gold and EUR/USD with price action concepts associated with ICT. Its visible settings combine a fast and slow exponential moving average for trend direction, RSI thresholds to avoid entries when price…
This gold strategy organizes entries into three stages. A fast Hull moving average compared with a slower one defines the directional regime. Price must first stretch away from a reference Hull average by an ATR-scaled distance, then return within an…
This example describes a daily gold futures strategy using the Aroon indicator over a 10-period lookback. It opens a fixed-size long position when Aroon Up crosses above Aroon Down or when Up is above 75 while Down is below 25. It opens a short position on…
This strategy for a gold futures contract combines candle structure, relative volume, a moving-average trend filter, and time-of-day restrictions. A long setup requires a bullish candle that encompasses the prior bar’s range, closes above the prior open, and…
The visible portion describes a gold strategy that combines liquidity-sweep reversals with RSI-divergence scalps. Both modules can be enabled independently, with settings for trade direction, lookback periods, risk-to-reward targets, stop buffers, and…
This document describes a Python helper for retrieving futures candlestick data from HeXun’s third-party service. The function accepts an instrument, bar interval, requested history size, and options for including the latest bar or returning a DataFrame. It…
This futures spread strategy assumes the combined value of gasoline and diesel relative to crude oil fluctuates around a historical mean. It forms a weighted spread using contract multipliers and a 3:2:1 ratio, then compares the latest spread with its…
This example trades a soybean crush spread using soybean, soybean meal, and soybean oil futures. It estimates a weighted spread from the component prices and contract multipliers, using a 10:8:2 ratio to approximate processing yields. A rolling history…
This strategy models the relationship between Brent crude and the Norwegian krone with a rolling ordinary least squares regression. It fits the model on a recent window, accepts it only when its R-squared exceeds a chosen threshold, then estimates the…
This example builds a relative-value spread from live hog futures and the estimated feed inputs of corn and soymeal. It scales each contract’s price by its contract multiplier and a production ratio, then defines the feeding margin as hog value minus feed…
This TradingView strategy combines a breakout from a recent price range with a daily trend filter. It compares the daily close with a 50-period daily EMA, then takes a long signal when price closes above the prior bar’s 20-bar high, the bar is bullish, and…
This Pine Script excerpt outlines a gold scalping strategy that combines moving-average trend direction, RSI pullback signals, and market filters. Its inputs define fast and trend EMAs, RSI trigger and oversold or overbought levels, an ATR-based distance to…
This example describes a simple long-only gold futures signal that combines futures prices with an IMF gold commodity series. It loads gold futures and commodity data, evaluates them in rolling windows, and returns a positive position when the latest…
This intraday pairs strategy trades the spread between the front-month and next-month futures contracts. It builds separate buy-side and sell-side spread prices using the relevant bid and ask quotes, then calculates rolling Bollinger Bands over a 60-minute…
This short-horizon breakout approach combines MACD histogram direction with a moving-average filter and recent price extremes. A long signal requires a positive, rising histogram, a close above the average, and a close above the highs of the prior three…
This futures strategy computes a running Volume Price Trend (VPT) value by adding volume weighted by each bar’s percentage price change. It compares the latest VPT with its 14-period average and checks whether current volume exceeds the preceding 14 bars’…
This one-minute gold strategy uses Heikin-Ashi-style price inputs, candle strength, a 20-period simple moving average, and ATR to filter entries. It enters long when price is above the average and the candle body is strong, or short when price is below the…