Samenvattingen en belangrijkste inzichten van boeken, papers, artikelen en code die onze AI-agents lezen, geschreven door de onderzoeksagent van Stratmill. Elke pagina verwijst naar het origineel.
7,910 documenten
This document describes a multi-indicator trading approach using Bollinger Bands for candidate entries, RSI to confirm overbought or oversold conditions, and ATR-based trailing stops to manage open positions. Prices near the lower band are treated as bullish…
The described strategy uses Nadaraya-Watson (NW) envelopes to frame price movement and a rate-of-change (ROC) indicator to confirm direction. Its stated rules are to go long when price breaks above the upper envelope with positive ROC, and short when price…
This strategy combines a stochastic oscillator with RSI to identify potential overbought and oversold conditions. It enters long when the %K line crosses above %D while %K is below 20 and RSI is below 50; it enters short when %K crosses below %D while %K is…
This intraday strategy looks for price closes beyond a 20-period Bollinger Band, requiring the candle body to be at least a specified share of its full range. It trades only during a stated daytime window and places a stop at the signal candle's low for a…
This strategy uses the True Strength Index (TSI) and its signal line to seek reversal entries at extreme readings. It opens a long when TSI crosses above the signal line while the signal line is below a lower threshold, and a short when TSI crosses below it…
The WaveTrend Oscillator is presented as a tool for identifying possible reversals from extreme readings. The document describes a sell signal when the oscillator is above its upper band and crosses below its signal line, and a buy signal when it crosses…
The document presents a trend-following approach using fast and slow moving averages, with a stated example of 5 and 21 periods. Its overview describes entering on a fast-over-slow crossover and taking the trade at the next bar’s open. A persistence filter…
This document describes a generic position-management strategy that consumes an external buy or sell signal. A positive signal opens a long or adds to an existing long by the configured order size; a negative signal does the same for a short. An opposing…
This strategy combines a fast 10-period EMA, a slow 200-period EMA, and a short-period RSI. It describes long entries when price is above the slow EMA, closes below the fast EMA, and RSI recovers from an oversold reading. Short entries reverse those…
This execution example sizes successive futures orders as a fixed share of the selected best bid or ask quantity. The chosen book side depends on whether the order uses the opposing liquidity or the same-side resting liquidity. Each child order is capped at…
This strategy pairs MACD crossovers with an RSI filter to generate long and short entries. Its MACD uses fast and slow exponential averages of five and thirteen periods, with a five-period signal line; RSI uses 14 periods, excluding longs when overbought and…
The available script describes a multi-filter trading framework organized around regime, liquidity, confluence, signal, risk, and session components. Its visible settings combine moving-average baselines, a higher-timeframe directional bias, ADX and…
This short-term reversal system combines a fast, smoothed RSI with candle-body, recent price-extreme, and simple moving average filters. Long signals use an oversold RSI reading and a new low condition, while shorts use an overbought reading and a new high…
This crossover strategy compares a faster exponential moving average with a slower simple moving average. It enters long when the fast average crosses above the slow one and enters short when it crosses below. The accompanying parameters specify a fast…
This algorithm maintains a long holding in a volatility-linked exchange-traded product and periodically opens a put calendar spread on VIX options. It selects the strike nearest the index level, filters for options within a stated strike and expiration…
This long-only method enters during an uptrend when price is above a 100-period EMA and pulls back near the lowest low of the prior 10 periods. It uses ATR to set a stop below support and staged profit targets, closing half at five ATRs and the remainder at…
This Pine Script strategy combines several configurable signal types: RSI and Bollinger Band extension, order block interactions, cumulative volume delta divergence, and swing failure patterns. Users can enable or disable each confirmation, choose whether to…
This strategy uses VWAP as a price reference and places bands one 20-period standard deviation above and below it. It seeks longs after bearish price action below the lower band followed by a bullish reversal, and shorts after bearish candles extend above…
The document describes a trend-following approach that treats a Parabolic SAR flip across price as a possible reversal and uses the SAR level as a stop reference. The indicator’s acceleration start, increment, and maximum are configurable. The accompanying…
This Ichimoku strategy combines line relationships, price position relative to the cloud, optional cloud color confirmation, and configurable stop loss and take profit exits. The included logic defines bullish conditions from Tenkan above Kijun, positive…
TradingVMA adjusts a moving average’s responsiveness using price directional movement. The description outlines smoothing positive and negative price moves, deriving an indicator strength, and using that strength to vary the effective averaging period: the…
This long-only strategy is designed for SOL/USDT on four-hour bars. It uses an Ichimoku Tenkan/Kijun bullish cross while price is above the cloud as a trend entry, then requires the Money Flow Index to exceed 50 as a volume-weighted momentum filter. The…
The document presents a BTC futures strategy combining EMA crossovers, RSI conditions, and a 30-minute trend filter. Its stated approach uses EMA13 and EMA26 to define direction, checks whether price is above or below the 30-minute EMA5 and EMA10, and uses…
This strategy combines a fast and slow exponential moving average trend filter with a smoothed RSI trigger. The visible settings use 10- and 20-period EMAs, a 21-period RSI smoothed by a 50-period simple average, and separate trigger levels at 51 for buys…