Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
7,910 documentos
This strategy uses the Relative Strength Index (RSI) to generate reversal signals. With a default 14-period RSI and thresholds of 30 and 70, it enters long when RSI crosses back above the lower threshold and enters short when RSI crosses below the upper…
This long-only trend-following strategy combines SuperTrend, calculated from average true range, with a 200-period exponential moving average. It enters when SuperTrend is bullish and price is above the EMA, and exits when SuperTrend turns bearish while…
The strategy measures the percentage deviation of the close from a short simple moving average. A move above a positive threshold triggers a short signal, while a move below the corresponding negative threshold triggers a long signal, making this a…
The document describes a multi-indicator approach that layers moving averages over Bollinger Bands to form price channels. It combines candle-body resistance levels, multi-day support and resistance, a pair of EMAs for trend direction, and an optional Hull…
This system uses a short-period and a long-period simple moving average to generate both long and short signals. A cross above triggers a long position, while a cross below triggers a short position; an opposing position is closed before the new direction is…
This strategy uses swing pivots to track external market structure and assign a bullish or bearish bias when price closes beyond the latest external swing high or low. Within that bias, it tracks internal pivots and defines a pullback zone using a portion of…
This is a long-only trend-following approach that combines Aroon crossovers with a linear regression moving average (LSMA). It enters when the Aroon upper line crosses above the lower line and the close is above the LSMA. It exits when the Aroon upper line…
This strategy looks for unusually high volume, then uses candle direction, RSI, and wick length to decide whether to enter. A volume spike occurs when the current candle’s volume exceeds the combined volume of the preceding N candles. Bullish candles can…
This strategy combines Parabolic SAR with Bollinger Bands. SAR supplies a directional trend condition, while the bands mark a volatility range: a long entry requires price above SAR but below the upper band, and a short entry requires price below SAR but…
The strategy uses RSI thresholds to identify potential entries and smoothed RSI lines to help gauge direction. It looks for long opportunities when the fast-smoothed RSI is below the oversold threshold while the slower line is rising, and short opportunities…
This strategy uses confirmed pivot highs and lows as resistance and support levels, then combines price-level conditions with a trend filter to seek entries. It describes long entries near support and short entries near resistance, with initial stops…
This strategy combines a Vegas channel, formed from a moving average and standard deviation, with SuperTrend to follow price trends. It scales the SuperTrend multiplier using the channel’s width relative to its average, then treats a change in the resulting…
This script describes a two-exchange spot arbitrage process for the same asset. It compares executable bid and ask prices across venues, estimates available depth, and places paired buy and sell orders when the spread exceeds a threshold that includes…
This script excerpt describes a trend-following strategy built around Supertrend direction changes. A change to the bullish state can trigger a buy signal, and a change to the bearish state can trigger a sell signal. The script optionally requires…
This open-source strategy script is designed to trade breaks of a selected session range, with options for a New York opening range, the Asia range, or the London range. Its inputs show several entry styles: entering on a direct break, waiting for a retest,…
The document presents a strategy description that combines pivot levels, a 20-period simple moving average, and ATR-based trailing bands. Its prose describes using a three-state trend indicator to choose between trend following and reversal trades, with…
This short-term strategy combines MACD signals from a selected timeframe with histogram momentum, a 200-period EMA trend filter, and an ATR minimum-volatility condition. Long entries require an upward MACD crossover, strengthening histogram impulse, price…
This gold trading framework uses one-minute Heikin Ashi charts and Chandelier Exit as its primary directional signal. Traders can require agreement from an EMA filter, SuperTrend, and Schaff Trend Cycle before taking a trade. Signals can expire after a…
This short-term reversal strategy combines a zero-line crossover in either CCI or Momentum with RSI extremes and an optional RSI divergence check. A long signal requires a recent oversold reading and an upward crossover; a short signal requires a recent…
This example shows how to connect a custom coarse and fine fundamental universe selector to a sector-weighted portfolio construction model in an algorithm framework. It sets daily data resolution, defines a short test period and starting cash, then wires…
This RSI2 strategy combines a two-period relative strength index with a configurable moving-average filter. When price is above the moving average, an RSI2 reading above 90 triggers a short entry and a reading below 10 closes that short. When price is below…
This long-only mean-reversion method looks for a short-term bounce after three consecutive days of lower highs and lower lows. It requires the close to remain above a 200-day EMA while sitting below a 5-day EMA, then exits when the close crosses above an…
This strategy pairs the Hilo Activator, used as a trend filter, with MACD crossovers for entry timing. It opens a long position when MACD crosses above its signal line while Hilo indicates an uptrend, and a short position when both signals point down. ATR…
This strategy combines 9- and 21-period EMA crossovers with volume and recent price extremes to generate directional signals. A bullish or bearish crossover sets the market direction; a candle moving in that direction with volume above its 50-period average…