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 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 strategy combines moving-average crossovers, trend and momentum filters, and volatility-based exits. It generates an initial signal when the 9-period EMA crosses the 21-period EMA. A long is allowed only above the 200-period SMA with RSI above 50; a…
This strategy combines RSI with a linear regression channel to seek potential reversals at price extremes. The channel uses a linear regression baseline and upper and lower bands offset by the standard deviation of recent closing prices. It signals a long…
This strategy uses moving averages of market highs and lows to follow price direction. It supports several average types, including ALMA, EMA, SMA, WMA, HMA, VWMA, and RMA, and allows the period and chart timeframe to be configured. A long signal occurs when…
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…
This partial source describes a TradingView strategy tool for evaluating oscillator signals under several selectable trading-rule templates. The visible options include moving-average behavior and crossovers, zero-line crossings, trading at extreme readings,…
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 document describes a trend-following strategy that uses Donchian Channels to identify price breakouts and a moving average to filter long entries. A long entry is triggered when price reaches above the prior upper channel and satisfies the…
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 combines a fixed neural network with price and technical indicator inputs, RSI-based adaptive stops, and a Super Trend filter. The network processes changes in volume, Bollinger Band measures, RSI, and MACD histogram to produce an output used…
This strategy transforms a stochastic oscillator with a Fisher-style function to create an indicator line, then uses threshold crossovers for entries: crossing above a lower threshold signals a long, while crossing below an upper threshold signals a short.…
This strategy combines a three-bar price reversal signal with Ease of Movement (EOM), which relates price movement to trading volume. The 123 component uses a stochastic oscillator alongside consecutive price changes to identify long or short conditions. EOM…
This mean-reversion strategy looks for price extremes confirmed by RSI. It enters long when the close falls below the lower Bollinger Band while RSI is below its oversold threshold, and enters short when the close rises above the upper band while RSI exceeds…
This script describes a trend-following breakout approach built around confirmed swing fractals. It tracks recent upper and lower fractal levels, uses a shifted smoothed moving average line from the Alligator indicator to set activation levels, and…
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 strategy combines RSI levels, RSI moving-average crosses, and Bollinger Bands to identify possible reversals. It looks for long entries when RSI is below its oversold threshold and lower band, and exits when RSI is above its overbought threshold and…
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 strategy combines Heikin Ashi candles with a Supertrend indicator to identify trend direction and signal potential entries when price crosses the indicator bands. The Supertrend bands are derived from a midpoint price and an average true range…
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 strategy uses a Wave Trend oscillator to generate directional entries. It smooths the average of the high, low, and close with an exponential moving average, normalizes the deviation from that average, and smooths the result again. Crosses of configured…
The article describes a volatility-based channel strategy: calculate rolling volatility from log-price returns, use rolling highs and lows of a volatility-derived range as upper and lower boundaries, enter on an upper-boundary break, and use the average of…
The strategy combines ATR trailing stops across several chart horizons for long-only cryptocurrency trend trading. A four-hour price crossing above its ATR stop can trigger an entry when the daily close is above a separate daily ATR stop. A one-hour cross…
This strategy uses Bollinger Bands to turn price extremes into directional trades. The bands are formed from a moving-average center and a standard-deviation envelope, with the stated defaults set to a 20-period average and a width of two standard…
This strategy standardizes closing price against its recent mean and standard deviation, then smooths the resulting Z-score over short and longer windows. A long position is opened when the short smoothing is above the long smoothing and closed when it falls…