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 one-hour futures strategy combines a moving-average trend check with price-location and volume-weighted candle measures. Long entries require the close to be above the moving average, both bullish measures to exceed their thresholds, and the high to…
This strategy combines monthly VWAP, a MACD histogram, and an SMO oscillator to generate long and short signals. It describes using a 12-hour chart: price above monthly VWAP sets a bullish context, while price below it sets a bearish one. A rising MACD…
This strategy combines moving average direction across hourly, four-hour, and daily charts into a weighted trend score, giving more influence to longer timeframes. Long and short entries also require price to be on the corresponding side of the hourly fast…
This script presents a short-term gold strategy that uses a 14-period RSI to identify extreme readings. It opens a long position when RSI is below 30 and a short position when RSI is above 70, provided it has no open position. The script also plots RSI…
This document introduces an open-source strategy named Alpha S/R Channel. The visible settings show a higher-timeframe EMA, with a 15-minute default and a configurable length, alongside channel-width modes based on percentage, ATR multiplier, or a fixed…
This TradingView strategy generates long and short signals from a fast and slow exponential moving average relationship. A confirmed close crossing the fast average triggers an entry when the fast average is above the slow average for longs or below it for…
This gold strategy combines a 200-period exponential moving average with recent swing levels to generate long and short signals. A long signal occurs when the low moves below the prior ten-bar lowest low, then the close recovers above that level and remains…
This example calculates an AR price-momentum measure from the prior 14 daily bars. It sums the differences between each bar's high and open, divides by the sum of the differences between open and low, and multiplies by 100. If the denominator is zero, it…
This short-term strategy uses a fast and slow exponential moving average crossover to signal direction, with Bollinger Bands as an additional price filter. A bullish crossover can trigger a long entry when the close is below the upper band; a bearish…
This code describes a daily corn futures strategy that uses the Chande Momentum Oscillator (CMO) for long and short signals. It combines oversold or overbought reversals, CMO signal-line crosses, and zero-line crosses with a simple moving average filter. CMO…
This document describes a moving average crossover system that goes long when a 30 period average crosses above a 200 period average and short when it crosses below. It closes an existing position when the opposite signal appears and describes using stop…
This Python example describes a daily gold futures strategy using short- and long-period Hull moving averages (HMA). It enters long when the short HMA crosses above the long HMA while price is above the long HMA, and enters short on the opposite crossover…
This excerpt describes a daily gold trend following strategy that uses swing highs and lows to determine structural direction and resets a volume weighted price anchor when that structure changes. It combines this with an EMA filter intended to keep entries…
This gold strategy combines multiple technical and price-action inputs in a confluence score, with entries gated by a minimum score that varies by stated performance mode. Its factors include moving-average alignment, RSI, MACD, Bollinger Bands, volume,…
This script combines a fast and slow exponential moving average crossover on the chart timeframe with a higher-timeframe trend check. It also uses RSI thresholds to filter entries: a long requires an upward EMA crossover, RSI below the overbought threshold,…
This example combines daily Intrinio observations for West Texas Intermediate and Brent crude prices with two oil fund positions. It calculates the Brent-minus-WTI spread and takes opposing positions in the funds: a positive spread leads to a long Brent fund…
This futures strategy identifies bullish and bearish fractals from local lows and highs, then enters when price breaks the relevant fractal level in the direction confirmed by short- and long-period moving averages. It sizes positions by a fixed contract…
This document describes a spot long strategy for tokenized gold against USDT, modeled on a 3Commas DCA bot. It opens a base position, adds safety orders as price falls by set increments, increases later order sizes slightly, and exits when price rises 1.5%…
This statistical arbitrage method trades a normalized relationship between silver and gold. It scales each price against its 20-period simple moving average, forms a ratio, smooths it with a short exponential average, and calculates a rolling Z-score. A move…
This script builds standardized measures from ratios involving the VIX and VVIX, the MOVE index and inverse VIX, and oil prices and oil volatility. Each ratio is compared with its rolling mean and standard deviation to produce a z-score. Configurable display…
This strategy measures price deviation from a 21-day exponential moving average and standardizes that deviation as a Z-score. It enters long when the score crosses above 0.5 and short when it crosses below -0.5, then exits as the score returns through the…
This example models a production-margin spread using polyester staple fiber futures against weighted PTA and ethylene glycol futures. It multiplies each contract price by its contract multiplier and a production ratio, then defines the spread as the…
This strategy seeks short-term reversals in gold during a configurable New York-time Asia session. It tracks the latest confirmed pivot highs and lows; a long setup occurs when price wicks below a pivot low but closes back above it, while a short setup…
This short-term signal script combines RSI extremes with a simple moving average and candle patterns. RSI crossing down through its upper threshold or up through its lower threshold produces reversal alerts. Separate long and short labels are tied to price…