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.
4,613 documents
The document considers simple risk limits for an options trading operation, including concerns about relying on Value at Risk, monitoring gamma and vega, and applying straightforward stress scenarios. The response proposes using the broker’s portfolio margin…
The document describes portfolio selection when an investor must choose exactly a limited number of assets from a much larger universe. It frames the objective as maximizing expected return with long or short weights, a gross-exposure constraint, and linear…
This XAUUSD-focused strategy records the low during the final hour of the New York session as a reference level, then compares it with lows during the following Asia and London sessions. If Asia trades below that New York low, the system signals a short at…
This intraday strategy records the high and low during a configurable opening window, then takes long or short breakouts of that range during the selected session. Optional filters require a range size within ATR-based bounds, volume above its moving…
This strategy combines several market readings into directional confluence scores. Its regime engine uses normalized EMA spreads, ADX, and ATR to distinguish trend, balance, expansion, and transition conditions. It adds higher-timeframe EMA bias, confirmed…
This strategy seeks reversals during sideways conditions. It first defines a flat regime by comparing the Bollinger basis across a lookback with an ATR-scaled tolerance. While that condition holds, a touch of the lower or upper band opens a configurable…
This strategy enters long after a lower-timeframe RSI crosses below an oversold threshold. If price falls further, it can add up to four safety orders at progressively wider price levels, but only while RSI remains below a second oversold threshold. The…
This strategy trades Micro E-mini Nasdaq futures in both directions using smoothed Stochastic RSI and a 20-period EMA. For shorts, an extreme high oscillator reading arms a setup; price must then touch the EMA before the oscillator falls through an entry…
This strategy combines a selected moving average with a multi-timeframe trend filter, relative volume, volatility checks, and a pullback-based breakout setup. It supports EMA, SMA, or HMA calculations and evaluates a 15-minute EMA and its slope to qualify…
This long-only Bitcoin strategy opens a base position when a 14-period RSI on the four-hour timeframe falls below a configurable threshold. If price declines farther from the base entry, it adds up to five orders at fixed percentage levels measured from that…
This intraday strategy builds a high-low range from the 8:00 to 8:15 a.m. New York session and calculates its midpoint. During the specified later trading window, it records a close above or below the range as the breakout direction, then enters when price…
This ETH strategy combines swing-based order block levels with optional fair value gap setups. For an order block entry, price must move through a stored pivot-derived level and close back across it. Gap entries require a recent bullish or bearish gap, a…
This long-only daily strategy searches for a low-volatility base and then buys a price breakout. It ranks Bollinger Band width against its trailing distribution and defines a squeeze as a low percentile reading. A close above the prior range high must occur…
This short-term strategy uses crossovers between a five-period and a thirteen-period exponential moving average. A bullish crossover opens a long position, while a bearish crossover opens a short position. Each entry is paired with an initial stop set one…
This long-only strategy combines a fast and slow exponential moving average crossover with an RSI filter. It opens a position when the fast average crosses above the slow average and RSI lies between the configured oversold and overbought thresholds. It…
This intraday strategy looks for reversals around zones built from confirmed pivot highs and lows. It expands those pivot levels using an ATR-based width to form supply and demand areas. Long setups require a pivot low, price near demand, a bullish candle,…
This strategy defines an opening box during a selected market session, using that period's high and low as breakout boundaries. It seeks one qualified break per box, then a first retest and directional confirmation before entering, with an option for direct…
This TradingView strategy runs a long-only price grid between user-set upper and lower bounds. It divides the allocated investment evenly among grid levels, with either geometric spacing, which keeps percentage gaps more consistent, or arithmetic spacing,…
This long-only strategy detects a bullish engulfing pattern after a downtrend condition. The current candle must have a larger-than-average bullish body, while the prior candle has a smaller bearish body; their bodies must overlap in the specified engulfing…
This automated strategy looks for bearish shooting-star candles during a configurable weekday session. A signal requires the bar to make a higher high than the prior bar and close, along with its open, in the lower portion of its range. Optional filters…
This strategy uses an ATR-based ZigZag threshold to identify swing highs and lows after price has reversed by a sufficient amount. When the current swing direction leaves a level unbroken, it places a stop-market entry at the relevant pivot: above the recent…
This strategy identifies bullish and bearish engulfing candles and morning and evening stars using configurable body-size, engulfment, and penetration rules. It arms a trade when price breaks the relevant pattern extreme: the high for bullish setups or the…
This range-reversal strategy first identifies a relatively flat Bollinger Band basis by comparing it with its value over a lookback period, using ATR to scale the allowed change. While the basis remains flat, a touch of the lower or upper band starts a…
This long-only averaging strategy arms an entry when the selected timeframe’s RSI falls below a configurable oversold threshold; the stated defaults use a 14-period RSI on a four-hour chart with a threshold of 28. After the base entry, it places up to five…