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 detects consolidation boxes from clustered pivot highs and lows, then trades confirmed breaks above or below the range. It requires a minimum box height, a close beyond the boundary with a specified candle-close position, and uses the break…
This strategy combines 9- and 21-period exponential moving average crossovers with MACD confirmation and slope filters. A signal is allowed for a limited number of bars after a crossover, provided both EMA angles pass directional thresholds and MACD agrees.…
This strategy seeks long and short entries when several conditions align: price is positioned relative to a long-term EMA and VWAP, a smoothed range filter agrees with direction, a wave-style momentum measure crosses its signal, and RSI, MACD, volume, and…
This Bitcoin strategy uses the previous hourly candle’s high and low as breakout levels and checks the 15-minute close against them. A close above the hourly high triggers a long entry; a close below the hourly low triggers a short entry. The script plots…
This model looks for high-volume exhaustion moves followed by a price confirmation. For a long, RSI must be below its lower threshold while volume exceeds 1.5 times its moving average, and the close must then exceed the prior bar’s high. The short setup…
This buy-only strategy enters long after a fast exponential moving average crosses above a slower one. An input sets how many bars after the crossover the entry signal is recognized, allowing users to delay participation. The example uses short…
This strategy looks for price to exceed the highest high over a recent lookback while trading volume exceeds its moving average by a chosen multiple. It classifies such breakouts using a fast and slow exponential moving average trend filter and RSI momentum.…
The strategy combines a lower Bollinger Band score, a score based on price relative to long moving averages, and an RSI score to identify potential long entries. In its ordinary mode, it uses separate score thresholds for two entry paths: one can trigger…
This intraday strategy trades Nifty futures breakouts beyond the high or low of the first 15 minutes of the session. It skips days when the opening range is wider than a set percentage of price, limits entries to before the late-session cutoff, and permits…
This strategy uses five exponential moving averages with different lookback lengths to detect trends that are actively gaining strength. It calculates each EMA’s percentage change over a configurable number of bars, then requires all slopes to point in the…
This strategy applies a recursive Kalman-style filter to price and tracks a directional state. A stop line trails the filtered price at a percentage distance: it ratchets in the direction of the current trend and flips sides when the filter crosses it. The…
This strategy looks for a sweep of the previous three-hour candle’s high or low, then waits for a change of character on the chart’s current timeframe before entering in the opposite direction. A high sweep arms a short setup, while a low sweep arms a long…
This strategy combines Keltner Channel breakouts with position sizing based on a Kelly fraction calculated from the strategy’s closed-trade record. It estimates win probability from winning versus total trades and compares average wins with average losses.…
This strategy records the high and low of a defined Asian session, then places stop entries at those range boundaries during a later trading window. Users can choose long trades, short trades, or both. Optional filters require a minimum range width relative…
This strategy script combines time-based trade windows with breakout entries, configurable stop-loss and take-profit distances, and an optional ATR-based stop. It includes a choice of regime filters, including an Andean oscillator and a Larry Williams…
This long-only grid strategy divides a user-defined price range into levels spaced either geometrically or arithmetically. On a close crossing downward through an unowned level, it opens a position sized from an equal share of the specified investment; when…
This template uses RSI threshold crossings to generate mean-reversion entries: a move below the oversold level signals a long, while a move above the overbought level signals a short. For each position, it calculates a stop using a fixed price distance, ATR…
This configurable strategy framework studies opening range breakouts across multiple sessions. It offers entries on a range break by touch or close, retests of the range or a fair value gap, sweep reversals, fades of the first breakout, and a first-break…
This strategy enters long when the closing price crosses above the latest confirmed pivot resistance. It also requires the distance between the latest pivot support and resistance to remain below a configurable channel-width limit. Pivot confirmation uses…
The strategy uses Awesome Oscillator (AO) and Acceleration/Deceleration (AC) momentum, Williams Fractals, an Alligator-derived trend line, and an EMA filter to identify long setups. A long entry is allowed when price is above the EMA and Alligator line, both…
The document explains how volatility-control portfolios adjust equity exposure to target a chosen level of portfolio volatility. Exposure is scaled inversely to realised volatility, subject to a leverage cap: low volatility can produce leveraged equity…
This BNB/USDT strategy is a configurable system for accumulating and managing positions, with inputs for a historical trading window, price sources, lookback periods, profit targets, and capital allocation. It allows equal or incremental purchase sizing,…
This XAUUSD strategy combines a fast-versus-slow Hull moving average regime with a staged pullback setup. In an up regime, price must first stretch away from a reference Hull by an ATR-based distance, then return within an ATR tolerance. A setup is armed for…
This long-only DCA strategy arms a base entry when a 4-hour RSI falls below a configurable threshold. If price declines further, it can place up to five averaging orders at fixed percentage distances below the base entry, with larger quote amounts at deeper…