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
This strategy looks for price to move beyond a reference high or low and then close back inside that level, treating the reversal as a possible liquidity sweep. Reference levels include the Asian session range, optionally the London range and recent swing…
This strategy marks two candle shapes as hammer signals and opens a long position when either appears. Its rules use the relationship between candle body and wick lengths; both bullish and bearish candle variants can trigger the same long entry. Position…
This intraday strategy defines an opening range from a configurable morning session, then looks for a close crossing above its high or below its low during a later trading window. Optional filters require alignment with the daily 200-period EMA,…
This futures strategy combines three signal components: directional trend conditions based on an EMA and directional indicators, a Donchian-style break of a prior high or low, and a volatility squeeze release confirmed by price relative to the Bollinger…
This document presents a passive benchmark: enter long once on the first chart bar at or after a chosen start date, hold through market moves, and close at the selected end date or near the end of available chart history so the backtest can report final…
This example presents a directional strategy that uses a fast and slow exponential moving average to define the prevailing trend. It enters long when RSI crosses above a lower threshold while price is above the fast average, and enters short when RSI crosses…
This strategy uses a fast and slow simple moving average to define trend direction, with three selectable entry styles. Traders can enter after a moving-average cross while a timed window remains open, on a price recross of the fast average in the direction…
This long-only daily spot strategy makes confirmed market structure a prerequisite for entries. It tracks swing highs and lows, defines structural trends from higher highs and higher lows or lower highs and lower lows, and detects breaks of the latest…
This SOL perpetual-futures strategy opens a short when a three-minute RSI(9) crosses down through 80, using the signal as a possible overbought reversal. It starts with a base order and can add up to three equally sized averaging orders as price rises…
This backtest template uses autocorrelation to detect repeating behavior in closing prices, then applies a linear regression of recent percentage returns to form a forecast component. When the autocorrelation exceeds a fixed threshold, the latest regression…
This scalping strategy looks for a reversal candle followed by a run of consecutive candles moving in the opposite direction. For a bullish setup, each run candle must close up and hold above the reversal candle's low; the bearish setup applies the inverse…
This strategy enters long when a 14-period RSI rises above the overbought threshold and short when RSI falls below the oversold threshold. The defaults are 70 and 30, respectively. It also converts percentage-based stop and target settings into price ticks…
This crypto strategy looks for reversals after price sweeps the Asian session high or low during the London session. It combines those events with a Laguerre-based momentum measure, a regime filter built from volatility, a Hurst-style proxy, ADX, RSI, and…
This strategy models a static grid for UNI/USDT spot trading. It divides a fixed price band into geometric or arithmetic levels and buys when a bar closes down through an unfilled level. A position is closed when price crosses the next level upward. The…
This example demonstrates staged exit management for a position using an initial stop and three profit thresholds. Once the first threshold is reached, the stop moves to break-even; at the second, it moves to the first target. At the third, the default…
This strategy uses the relationship between a session’s first open and its first high or low to define a directional entry. It goes long when the open equals the first low, interpreting that condition as a possible upward bias, and short when the open equals…
This strategy divides a user-defined price interval into levels spaced either geometrically or arithmetically. It buys a fixed cash allocation when the closing price crosses down through a level and closes that level’s position when price crosses up through…
This futures-oriented framework enters when a selectable fast moving average crosses a slower one. Before entry, it can require expanding volatility, measured by a shorter-period ATR exceeding a longer-period ATR, and directional RSI confirmation. A time…
This strategy ranks long and short setups on a 0–100 scale by combining trend, momentum, directional price efficiency, volatility conditions, and volume participation. Each component contributes up to 20 points, allowing strengths in some areas to offset…
This Bitcoin strategy combines a long-term trend filter with shorter-term price crossings for entries. It treats closes above a 200-period exponential moving average as an uptrend and opens long positions when price crosses above a 20-period EMA. Below the…
This leveraged, long-only perpetual-futures framework combines a short-timeframe RSI dip signal with a slower-timeframe trend filter: RSI must cross down through its chosen level while the fast EMA remains above the slow EMA. Once entered, the position can…
This long-only strategy starts a position when RSI crosses below an oversold threshold, then adds buys whenever price falls a set percentage from the most recent entry. Each successive buy grows by a configurable multiplier, up to a fixed number of DCA…
This spot strategy divides a user-selected price range into ten evenly spaced levels. It treats the lower portion as an accumulation zone and the upper portion as a selling zone. When price crosses the middle grid level and there are no open trades, the…
This strategy enters when a bullish candle closes above the prior bearish candle’s body, or a bearish candle closes below the prior bullish candle’s body. A market-structure filter tracks pivot highs and lows on a selectable higher timeframe and permits…