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 two-sided strategy tracks the latest close associated with an up move and the latest close associated with a down move. It measures the current close’s percentage change from each reference level, then compares those changes with configurable thresholds…
This long-only trend system layers a long-term EMA filter with Williams Alligator and Fractals to establish trend direction, then uses an Awesome Oscillator saucer pattern to time entries. It can add positions as further signals appear, allocating a portion…
This BTC futures strategy combines a rate-of-change measure with three simple moving averages. It enters long when price is below a reference average, the lookback price range exceeds a lower ROC threshold, and the fast average is rising while the slow one…
This long-only strategy identifies bullish hammer-like candles using conditions on the candle body, upper wick, and lower wick. When either of its two candle tests is met, it enters a position sized to the account’s current equity relative to the closing…
This strategy uses a 120-minute Supertrend, calculated with an ATR period of 14 and factor of 3.42, to set directional entries when price crosses its line. It uses a 15-minute RSI with length 5 as an additional exit signal, closing longs at an upper…
This document describes a short-only strategy for the POL perpetual market. It opens a position when a 9-period RSI on a 5-minute chart crosses down through 80, treating a retreat from overbought conditions as a possible reversal. The base order is followed…
The excerpt describes a long-only Bitcoin trend strategy that combines three smoothed EMAs with filters for trend structure, price-path efficiency, momentum persistence, volatility, and breakouts. It requires the fast, middle, and slow EMAs to be ordered…
This sample strategy uses a pair of exponential moving averages as a trend filter, then times entries with RSI and price position. Long entries require the fast EMA to be above the slow EMA, RSI to cross above 40, and the close to exceed the fast EMA. Short…
This Pine Script example pairs a simple RSI trading rule with a table of weekly strategy performance. It calculates a seven-period RSI and opens long positions when RSI crosses above 70, or short positions when it crosses below 30. Trade activity is limited…
This account-balance-based strategy aims to build a Bitcoin position toward a rising target value over time. It divides a planned monthly contribution by the number of scheduled investment intervals to define target value growth per interval. At each check,…
This document describes an automated cryptocurrency trading system organized around two workflows: an hourly analysis and decision cycle, and a separate frequent monitor for take-profit and stop-loss conditions. The analysis cycle gathers multi-timeframe…
This strategy identifies hammer-like and shooting-star-like candles using the candle body’s position relative to a configurable fraction of its high-low range. It filters candidates by candle range relative to ATR and requires a completed bar. Long and short…
This script describes a short-term scalping approach that aligns a lower-timeframe EMA crossover with a higher-timeframe trend filter. Long signals occur when price crosses above the lower-timeframe EMA while remaining above the prior higher-timeframe EMA…
This proposed long-only system combines the direction of 20, 50, and 100-period exponential moving averages with price action around the 20-period EMA. It enters when price crosses above that EMA while all three averages are rising. It exits if RSI exceeds…
This long only method builds synthetic candles by averaging open, high, low, and close prices sampled at Fibonacci spaced bar offsets. It then calculates several EMAs on the averaged close and uses their mean as a trend filter. A long position opens when the…
Turtle Soup is presented as a short-term countertrend response to the Turtle trend-following method. Rather than entering in the direction of a 20-day high or low breakout, the strategy seeks to benefit when such breakouts fail. The rationale is that trend…
This strategy is designed to trade reversals after price sweeps a recent swing high or low. Its visible settings allow longs after low sweeps and shorts after high sweeps, with swing detection based on pivot lookback, level age, and minimum spacing relative…
This strategy combines the slope of a long moving average with RSI-based signals to identify directional conditions and potential entries. The slope is normalized with an arctangent transformation to fit a centered oscillator scale, and a threshold creates a…
This rule-based strategy opens a position during a configured daily entry window and closes it during a configured exit window. The schedule can span midnight, and fractional hour settings encode minutes. It repeatedly submits and cancels limit orders near…
This document explains a long-only stop method linked to entry price. Before price rises by the selected percentage, the stop is placed below entry by that percentage. Once price exceeds the trigger, the stop moves to entry, aiming to prevent the position…
This strategy sets upper and lower price boundaries around a reference price and enters long or short when the close crosses them. After a breakout, it shifts the reference and recalculates both boundaries, creating successive levels in the direction of…
This script describes a long-only grid approach for XLM perpetual markets. It defines fixed upper and lower price bounds and distributes grid levels between them using either geometric or arithmetic spacing. A downward crossing of a grid level triggers a…
This intraday approach calculates a volume-weighted moving average that resets with each new day. It signals bullish when an entire candle is above the VWMA and bearish when an entire candle is below it, triggering only when that condition first appears. The…
This strategy framework pairs fast and slow moving averages, with a choice among several average types, to identify directional conditions. Long signals require price and the fast average to be above the slow average; short signals use the opposite…