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 long-only strategy tracks support and resistance from confirmed pivot highs and lows, then looks for a close crossing above the resistance level. It can require price to be above a simple moving average calculated from a selected timeframe and to be a…
This Bitcoin strategy uses the previous one-hour candle’s high and low as breakout levels, while checking closes on a 15-minute timeframe. A close above the prior high triggers a long entry; a close below the prior low triggers a short entry. The script sets…
This strategy uses an 8-period and a 21-period EMA crossover to establish trend direction, then delays entry until a second qualifying momentum event. The described long setup requires price to move more than 1.5 ATR from the 21-period EMA and produce a…
This partial strategy source combines Stochastic RSI with a multi-pole Gaussian-style filter applied to price and true range. It calculates RSI, transforms it through a stochastic calculation, and smooths the resulting K and D series. Separately, the filter…
The document outlines a simple portfolio rebalancing rule for a basket of major cryptocurrencies. It proposes allocating equal portions of portfolio value to four assets and trading when an asset’s share of the account departs from its target by a stated…
This strategy uses moving averages with periods of 9, 100, and 200 days to seek long entries during an emerging trend. It enters when price crosses above the fast average while that average is above the medium average and the medium average is below the long…
This strategy places staged limit orders at levels offset from a moving average. As price reaches successive levels, it can build a pyramidal long or short position, while a return through the central moving average triggers a position-closing order. The…
This intraday method combines an opening range breakout with fair value gap signals. It defines a range from the early session, typically the first five minutes, then looks for bullish or bearish gaps that intersect the corresponding range boundary as…
This trend-following system enters long or short when a fast exponential moving average crosses a slower one. The described setup uses 9-period and 21-period averages and opens a position of 0.02 lots. It then closes half the position after a stated profit…
This document describes a research prototype for a long-only grid strategy on linear perpetual futures. Its overview says a small initial entry, dynamically adjusted grid spacing, and fractional Kelly sizing work together to manage the strategy budget. The…
The document describes a range-based grid strategy that divides a user-defined price channel into levels. It opens an initial long position inside the channel, adds positions as price reaches new levels, and tracks each entry separately. Each grid position…
This script trains a random forest classifier to label short-term Bitcoin price changes as rising, falling, or relatively flat. It samples the latest price hourly, calculates consecutive percentage changes over a rolling window, and assigns directional…
Aphrodite combines a trend-following idea for pump and dump moves with visual signals derived from a Box–Muller random-number method. Its comments describe accumulating volume while dots indicate buys or sells, emphasizing buy entries in the supplied…
This strategy uses fast, standard, and slow exponential moving averages to identify directional crossovers. The specified periods are 25, 50, and 100 bars; the fast line crossing both slower lines generates a long or short signal. The method also restricts…
OmniTrend ATR Scalper builds a moving trend line that advances in steps sized from ATR. It uses separate fast and slow step periods, selecting between them according to whether the distance from the close to the line exceeds an ATR-based threshold. A…
This short-term strategy combines a 200-period EMA channel, an hourly trend filter, WaveTrend signals, and a 12-period EMA entry filter. Long setups require the hourly close above the channel and either a sustained oversold reading or an upward WaveTrend…
This high-frequency Bitcoin strategy pairs short-term burst trading with portfolio rebalancing. It estimates a reference price from several order book levels, tracks recent trades and volume, and enters in the direction of a sharp move when price clears a…
This intraday framework marks the high and low of the first five-minute US session candle, then looks for trades on a one-minute chart during the next hour. It describes three entry patterns: a range break associated with a fair value gap, a breakout that…
This document describes a long-only strategy that uses the Relative Strength Index to identify potential entry periods. It calculates RSI from average upward and downward price changes, using a 14-period setting and treating readings below 40 as oversold.…
This spot trading strategy opens an initial long position when a 15-minute close crosses above the upper Bollinger Band. If price then falls by a set percentage from the last entry, it adds another buy, increasing the order value by a multiplier. The code…
This long-only system builds upper and lower price levels around an initial reference price using a 10% box. It places a limit buy at the upper boundary after price reaches it, subject to a moving-average filter, and uses the lower boundary as a stop. The…
This XAUUSD strategy combines a moving-average trend filter with price crossovers. It treats the market as bullish when the 20-period EMA is above the 50-period EMA and enters long when price crosses above the faster average. It enters short under the…
This strategy looks for pullbacks within an established futures trend. It defines direction by whether the close is above or below a 100-period EMA, then signals a long when RSI is at or below a configurable threshold and a short when RSI is at or above its…
The document describes a Pine strategy that sizes purchases as a fixed daily cash amount divided by the closing price, then enters only when the close crosses above one of several EMAs. It sets a trade-count cap and plots the EMA ribbon. The published…