Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
7,910 na dokumento
This note explains a trend-following approach that compares fast and slow moving averages. It describes a 24-period fast average and a 100-period slow average: a cross above the slower line signals a buy, while a cross below signals a sell. The crossover is…
This strategy pairs Bollinger Bands with RSI to generate long entries and exits. The bands use a 20-period simple moving average and a width of two standard deviations; RSI uses 14 periods, with 30 and 70 as oversold and overbought thresholds. A long entry…
This strategy uses ADX to screen for trend strength and the Directional Movement Index (DMI) to determine direction. Entries require ADX to be above a key level of 23 and rising over a three-period lookback; DI+ above DI- supports a long, while DI- above DI+…
This strategy combines the Relative Strength Index (RSI) with Supertrend to define directional entries and exits. It opens a long position when RSI crosses above 58 while price is above a green Supertrend, then closes the long if RSI falls below 50 and…
This strategy uses a 10-period and a 20-period exponential moving average (EMA) to identify trend changes. It enters long when the faster EMA crosses above the slower EMA and the close is above both averages; it enters short on the reverse crossover when 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…
This trend-following method combines the Average Directional Index (ADX) with a fixed lookback price comparison. When ADX exceeds 10, a close crossing above its level 65 bars earlier generates a long signal; a crossing below generates a short signal. The…
This strategy uses seven consecutive candles of the same direction as a signal, then trades against that run: a sequence of declining candles prompts a long entry, while rising candles prompts a short. It also closes positions at set daily times tied to…
This Bitcoin strategy assigns each calendar year to a category using the year modulo twelve. It labels selected remainders as bullish, bearish, or neutral: bullish years trigger long positions, bearish years trigger short positions, and neutral years close…
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 strategy uses five configurable moving averages to show trend context. The first three generate signals: it enters long when price is above all three and short when price is below all three. The fourth and fifth averages are auxiliary visual references.…
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 daily breakout system uses the previous trading day's high and low as reference levels. A close above the prior high signals a long trade, while a close below the prior low signals a short trade. Flags limit entries to one trade in each direction per…
This long-only trend strategy enters when price closes above the upper Bollinger Band, aiming to capture continued upward movement after a volatility breakout. The bands use a configurable lookback, standard-deviation multiplier, and moving-average type. An…
This trend-following strategy uses a long moving average to define direction and Average True Range (ATR) bands to require a price move beyond ordinary volatility. A close above the average plus an ATR threshold signals an uptrend; a close below the average…
This short-term crypto strategy looks for long entries during declines using MACD divergence and oversold or weak-price conditions. One entry path requires a fresh price low while MACD stays above its recent low, RSI below 31.1, and recent highs below a…
This strategy description combines a zero-line cross from either the Commodity Channel Index or a momentum measure with recent RSI extremes. It adds a mean filter based on an exponential moving average and standard-deviation bands: long signals require…
The document combines Supertrend, calculated using average true range, with Bollinger Bands to define entries and exits. It proposes a long entry when the close moves above the Supertrend line while remaining below the lower band, and a short entry when the…
This document describes a Bollinger Band entry method paired with a fixed-percentage stop. Bands are built around a simple moving average, with upper and lower limits set by a multiple of price standard deviation. The proposed entries buy when price crosses…
The document presents a short-term trend strategy that combines the Awesome Oscillator (AO) with moving averages. Its description proposes taking long positions when AO crosses above zero and a fast average crosses above a slow one, with the reverse…
This trend-following strategy compares fast and slow moving averages, with published default lengths of 25 and 62 periods. It offers EMA, VWMA, SMA, RMA, and WMA choices. When the selected fast average crosses above the slow average, the strategy enters a…
This strategy fits a rolling linear relationship between closing price and bar index. Over a configurable window, it calculates averages, standard deviations, and correlation to derive a regression slope and intercept, then evaluates whether the resulting…
This QuantConnect alpha model turns changes in the relationship between fast and slow exponential moving averages into directional price insights. Its defaults are 12 periods for the fast EMA and 26 for the slow EMA, with daily resolution. After both…
This short-term strategy uses a 14-period RSI with oversold and overbought thresholds of 30 and 70. A move back above 30 triggers a long entry, while a move below 70 closes that position. The overview describes use on a 15-minute timeframe for range trading,…