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 seeks agreement among momentum readings on three timeframes, then uses stochastic signals to time entries. Momentum can be measured with RSI relative to a neutral band around 50 or with the slope of an exponential moving average. Long entries…
This note describes a trend-following method using Heikin Ashi candles and moving-average color changes to time entries and exits. It proposes opening long or short positions when the second average changes direction, then adding to a position when the third…
This Pine strategy framework combines range-flip entries with a configurable higher-timeframe market-structure bias. Its inputs allow the bias to use breaks of structure, a sequence of higher highs and higher lows, or both; a midline rule can be set to…
This system adapts Turtle-style trend following with two breakout lookbacks: a shorter L1 channel for faster entries and a longer L2 channel for slower signals. It enters long when price breaks above either channel, with a rule to skip the next L1 entry…
This long-side strategy applies Bollinger Bands to VWAP rather than directly to price. It calculates a moving average and standard-deviation bands around VWAP, then enters when VWAP crosses above its basis while the closing price is at or above a pivot…
This BTC futures strategy combines several technical signals to select trend trades. It uses fast, slow, medium, and major exponential moving averages, alongside momentum, volume, market structure, liquidity, and one-hour and four-hour trend checks. Long and…
This script pairs Keltner Channel breakout entries with a position-size calculation based on a chosen percentage of account equity. The channel uses a configurable moving average, exponential by default, and bands derived from average true range, true range,…
This strategy uses swing pivots to track external market structure and assign a bullish or bearish bias when price closes beyond the latest external swing high or low. Within that bias, it tracks internal pivots and defines a pullback zone using a portion of…
This RSI2 strategy combines a two-period relative strength index with a configurable moving-average filter. When price is above the moving average, an RSI2 reading above 90 triggers a short entry and a reading below 10 closes that short. When price is below…
This BTC perpetual futures strategy combines an EMA crossover with RSI and ADX filters. It enters long when price crosses above the EMA while RSI is above 50 and ADX exceeds a threshold; short entries use the inverse crossover and RSI condition. ATR sets…
This strategy places a sequence of buy and sell levels across a price range. The range can be set manually or estimated from recent closing prices using highs and lows, or an average with a deviation. Grid spacing follows from the range and the selected…
This source describes a bar-based moving-average strategy that compares closing prices with a simple moving average and checks the latest price’s distance from that average. An upward-cross signal is intended to open long positions when both the bar close…
This strategy compares two linear regression series, using a shorter period of 20 and a longer period of 40 by default. When the shorter series crosses above the longer one, it opens a long position if none is open; a downward cross similarly opens a short.…
This spread strategy uses Bollinger bands to enter positions when a spread moves beyond its recent range, then aims to close the position after it returns to its simple moving average. It updates spread bars from incoming ticks and waits for its price…
This strategy uses a smoothed stochastic K value to classify market regimes. A move above the upper threshold marks a strong regime, while a move below the lower threshold marks a weak one. In a strong regime, a downward cross of the midpoint prompts long…
This long-only trend-following strategy enters when the close rises above the highest high from a chosen lookback period. It uses an EMA, calculated on a selectable chart timeframe, as an exit signal when the close falls below it. The description also…
This document describes a long-term directional strategy using the rate of change (ROC) of closing prices. It takes long or short positions based on ROC crossing zero, with a two-day persistence condition intended to filter short-lived signals. It also…
This strategy standardizes the closing price against its rolling mean and standard deviation to identify unusually large deviations. With the documented default rolling window of 80 bars and threshold of 2.8, it signals a sell when the Z-score exceeds the…
This document describes a short-only mean reversion strategy for daily stock and ETF trading, using Internal Bar Strength (IBS) to measure where the close falls within the day’s high-low range. It opens a short when IBS is at or above 0.9, the close is above…
This crypto spot strategy uses a Donchian-style breakout check on weekly bars, constructed from daily data, to choose among full exposure, balanced holdings, or cash. A new high relative to the prior channel leads to full investment. If price remains above a…
The available portion describes an ETH trading strategy that combines pivot-derived order block levels with fair value gap zones. It looks for price to move through a stored level and close back across it, or for price to revisit a recent gap while meeting…
This grid strategy places limit orders above and below the current market price, opening short positions on the upper side and long positions on the lower side according to the selected grid mode. It tracks open position amounts and combined unrealized…
This document describes a single-pair implementation of a long-only dollar-cost-averaging strategy driven by three RSI signals. The base order starts when a 14-period RSI on a 15-minute chart crosses above 30. Additional safety orders require a rebound…
This SOLUSDT perpetual strategy is a long-only averaging framework. Its entry filter is a 14-period RSI below 28 on a four-hour timeframe. After a base order, it places up to five additional orders at fixed price declines from the base entry: 2%, 5%, 9.5%,…