Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
Liczba dokumentów: 7,910
This strategy compares the current daily close with the previous daily close, divides the difference by the previous close, and uses a positive or negative threshold to determine direction. When the ratio exceeds the positive threshold it signals long; when…
This strategy combines an ATR-based trailing stop with moving-average trend checks, price relative to the daily open, and unusual-volume confirmation. Its described defaults include a 10-period ATR multiplied by two, JLines Cloud averages of 72 and 89…
The QFL approach seeks long entries after sharp selloffs, using a historical base level and ATR-based movement criteria to distinguish panic from ordinary price fluctuation. It also defines a rebound level for profit taking and a cooldown period to limit…
This strategy uses RSI threshold crossings to enter and exit long and short positions. It opens a long when RSI rises above the oversold threshold and a short when RSI falls below the overbought threshold. Longs close when RSI falls below the overbought…
This strategy combines five Relative Momentum Index signals with a Chande Momentum Oscillator. A long setup requires the oscillator to cross its buy threshold, four RMI readings to be below their buy lines, and a fifth RMI to be above its buy level. The…
This strategy pairs a 200-period simple moving average with a 14-period RSI. It opens a long when price is below the moving average and RSI crosses upward through the oversold threshold of 30. It closes that long when price is above the moving average and…
This strategy identifies candidate support and resistance using pivot highs and lows confirmed by a configurable number of bars on each side. It tracks whether a level has been broken, then looks for a return toward that level within a tolerance. A break…
R-Breaker derives six intraday trigger levels from the prior session’s high, low, and close. These levels define breakout entries as well as observation and reversal thresholds. When flat, the strategy opens a long above the upper breakout level or a short…
This strategy tracks the high and low formed during the first 15 minutes of the London and New York sessions, using New York time. Once each range is set, it can enter long on a break above the high or short on a break below the low. A minimum range size…
This intraday strategy defines an opening range from the early session high and low, then looks for trades after that range is established. A long requires a close above the range high, price above VWAP and the 9-period EMA, and a candle low that reaches…
This long-only method builds modified Heiken Ashi candles by first applying an EMA to open, high, low, and close, then smoothing the resulting candle open and close with another EMA. A color change from bearish to bullish triggers a long entry; a change back…
This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…
This multi-signal strategy describes three trade ideas: mean reversion after a price gap, momentum entries when price crosses VWAP, and breakouts following a volatility compression. It uses moving averages, RSI, VWAP, and ATR to characterize trend and…
This system combines a volume and ATR weighted strength oscillator, a trend persistence measure, and a modified ATR to estimate trend strength, duration, and volatility. Dynamic length calculations adjust the indicators to market conditions. Their weighted…
This BTC futures strategy combines Bollinger Band crossings with MACD momentum signals and moving average context. It describes long entries after price crosses back above the lower band, including cases where the MACD difference also crosses above its…
This document outlines a long-only setup that combines a moving-average trend filter with a support-level false-breakout signal. It defines an uptrend when the 50-period simple moving average is above the 200-period average. Support is calculated from the…
This breakout-style indicator estimates trend direction by comparing the current close with averages of recent pivot highs and pivot lows. It calculates pivot points using a configurable left-and-right bar period, retains a chosen number of pivots, and…
This trend-following method smooths On-Balance Volume with two exponential moving averages. A crossover of the faster average above the slower one signals a long position; a cross below signals a short position. The document describes periods of 6 and 24 for…
The document presents a crypto trading concept that combines VWAP, order-book conditions, volume changes, staged entries, and hedging. Its stated rationale is to use liquidity and market-participant behavior to time trades, while averaging into positions…
This strategy uses four exponential moving averages, calculated over 20, 50, 100, and 200 bars, to filter directional trades. A long entry requires the close to be above all four averages and to exceed the previous bar’s high; a short entry requires the…
This short example describes a cross-exchange arbitrage loop for ETH. It reads the second bid level on one exchange and the second ask level on another, then compares their prices. When the bid-to-ask ratio reaches a configurable minimum, it buys on the…
This strategy seeks long entries around a potential double bottom near support, using oversold readings from RSI, RVI, and MFI alongside upward breaks of SAR and a long moving average. Its description frames the setup as a blend of reversal and trend…
This cryptocurrency strategy combines RSI and Stochastic RSI signals with a higher-timeframe RSI filter. It treats low RSI and Stochastic RSI readings as oversold conditions, then uses the weekly RSI to screen for long entries when the broader trend meets a…
This document explains how to make a strategy's backtest start time configurable. A user supplies a year, month, day, hour, and minute; the script converts those inputs into a timestamp and allows strategy conditions to trigger only once the current bar time…