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.
19,452 documents
This long-only averaging strategy uses one RSI condition to initiate a base position and a separate RSI condition to trigger a take-profit exit. The entry occurs when the configured lower-timeframe RSI crosses upward through its oversold threshold. If price…
This short-only BCH strategy seeks to fade an extended run of bullish Heikin-Ashi candles when an RSI filter also passes. The configurable conditions include the RSI timeframe, lookback and threshold, the direction and length of the candle streak, and a date…
This strategy treats Bitcoin network hashrate as a proxy for miner conditions and compares short and long moving averages of daily hashrate. In the default configuration, a 30-day average crossing above a 60-day average opens a long position, interpreted as…
This strategy combines a Triple Exponential Moving Average (TEMA) with a MACD-style filter to generate long and short signals. TEMA is calculated from three successive exponential averages of closing prices. The filter subtracts a slower EMA from a faster…
This strategy calculates Supertrend bands from Heikin Ashi highs, lows, closes, and ATR. Its direction state changes when the Heikin Ashi close crosses the prior band, providing bullish or bearish trend signals. The document describes default settings…
This experimental ETHUSDT strategy maps dates to lunar months using year-specific New Year dates and month lengths. It opens a long position on lunar day five when flat and closes it on lunar day twenty-six when holding a position. The accompanying…
This strategy seeks pullbacks in the ENSO/USDT market while trading in the direction of a broader trend. Long entries require the fast EMA to exceed the middle EMA, price to be above the slow EMA and VWAP, price to be near the middle EMA, and Stochastic RSI…
This indicator compares the annualized risk and return of up to ten selected assets over a chosen historical start date. It calculates returns from price changes, estimates risk using return standard deviation, and annualizes both measures using a daily-data…
This long-only strategy uses Kaufman’s Adaptive Moving Average (KAMA) as a trend reference and adds a standard-deviation filter to its entry. It buys when price crosses above KAMA plus a chosen multiple of recent price standard deviation, then closes the…
This strategy estimates recurring times of day associated with favorable buying and selling indicator readings. It assigns each bar’s hour to a position on a 24-hour circle, weights its sine and cosine components by an indicator, and uses an atan2-based…
This Bitcoin-focused trend strategy uses an ATR-based Supertrend flip as its directional trigger and a long-period EMA as a trend filter. It takes long signals when the Supertrend turns upward and price is above the EMA, and short signals when it turns…
This strategy looks for concurrent price and volume breakouts, using the prior rolling highs and lows as reference levels. A long signal occurs when the close exceeds the previous price high and volume exceeds its previous rolling high, provided price is…
This long-only FIL strategy places a fixed grid between configurable high and low prices. It offers geometric spacing, which keeps percentage gaps more consistent, and arithmetic spacing, which keeps absolute price gaps consistent. When a bar closes down…
This indicator compares the chart’s asset with matching instruments from a selected set of crypto exchanges or forex brokers. It gathers prices and volumes, displays last and average values in a sortable dashboard, and plots the current spread alongside a…
This long-only strategy simulates an initial purchase followed by recurring dollar-cost averaging orders at a configurable interval measured in chart candles. Users can choose among several price sources and set a date window, base order amount, and…
This strategy combines confirmed pivot highs with a least-squares moving average (LSMA) filter for long entries. After a pivot high is identified, it tracks that level and places a stop entry just above it when the close is above the LSMA. A date window,…
This experimental strategy standardizes a 10-period exponential moving average of Heikin-Ashi close values using a 25-bar mean and standard deviation. It then smooths the resulting Z-score over 20 bars and derives rolling percentile reference lines from that…
This crypto indicator tracks daily changes in a selected blockchain’s reported whale holdings using an external data series. It marks positive and negative changes that cross configurable Bollinger-style bands, treating them as unusually large purchases or…
This long-only Bitcoin strategy combines a filtered Gaussian channel with Stochastic RSI. It enters when the channel filter is rising, the close breaks above the upper band, and the oscillator is either above an overbought threshold or below an oversold…
This indicator maps normalized price and volume movements into a two-dimensional loop for several selectable symbols. It first applies a two-pole Butterworth high-pass filter to remove slower components, then a Super Smoother filter to reduce noise. Each…
This strategy uses two Tilson T3 moving averages calculated from a weighted price input. The user can trigger entries when the shorter Fibonacci-parameter line crosses the main T3 line, or use price closing above or below the main line. Upward conditions…
This document contains part of a configurable BTC strategy that combines trend, volatility, momentum, volume, and price-structure filters. The visible logic calculates Hull moving averages, ATR-scaled slopes and distances, directional efficiency, range…
This strategy divides a fixed price range into geometric or arithmetic levels and assigns an investment slot to each. It buys when a bar closes across a level downward, then closes that slot when price crosses the next level upward. The script is designed…
This open-source strategy takes long positions on an ETH/BTC five-minute chart, combining a pivot-like reference level, a smoothed stochastic oscillator, and a wide price channel. Its main range-trading entry occurs when price is below the reference,…