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 Williams %R extremes to generate reversal entries and the direction of a short-period ATR as a confirming filter. A cross back above the oversold threshold triggers a long signal when ATR is rising; a cross below the overbought threshold…
This is a long-only trend-following method that combines an EMA direction filter with breakouts above prior highs. It enters when the close crosses above a high from either of two lookback windows while price is above the EMA. A minimum interval between…
The document describes a trend-following system that changes its moving-average behavior with market conditions. It uses ADX and moving-average slope to identify strong trends or sideways markets, tracks an EMA during trends, and holds the average level…
This strategy combines EMA trend signals, RSI thresholds, and supply and demand zones to time entries. It uses a 50-period EMA crossing a 200-period EMA to identify direction, then requires price to move beyond an EMA and RSI to meet a directional threshold.…
This long-only strategy opens a position when MACD crosses above its signal line while the positive directional movement value exceeds the negative one. It exits when price reaches a fixed profit target or crosses below a volatility stop. The stop trails…
This short-term strategy combines RSI, the Choppiness Index, and Stochastic crossovers to generate entries. It calls for a long when RSI is below 30, CHOP is below 50, and the Stochastic K line crosses above D; a short uses RSI above 70, CHOP below 50, and a…
This strategy combines Keltner Channels, Ichimoku conversion and baseline lines, and a moving average to trade breakouts in the direction of a trend. A move above the upper Keltner boundary can trigger a long entry when the Ichimoku conversion line is above…
This QuantConnect example demonstrates registering common technical indicators, sending them selected data fields, and plotting their values. It sets up daily equity data alongside a custom data stream, then configures indicators such as Bollinger Bands,…
This strategy combines RSI, Stochastic, and MACD to classify each bar as bullish, bearish, or mixed. A long entry is triggered when a bullish bar follows a bearish or mixed bar; a short entry uses the reverse transition. Entries are placed just beyond the…
This trend-following system uses a 9-period EMA crossing a 26-period EMA to trigger long or short entries. It places a fixed stop 90 ticks from the entry and a profit target 270 ticks away, reversing the direction of both levels for short trades. The script…
This strategy uses a 3-period EMA and a 30-period EMA to define directional signals. It compares their difference with fixed thresholds: a value above 0.0005 signals a long entry, while a value below -0.0005 signals a short entry. Signals are shown on the…
This strategy derives a momentum oscillator from RSI by fitting a local polynomial to the RSI series, smoothing the signal, and measuring its time derivative as Delta-RSI. It compares that derivative with zero or an EMA signal line, and can also trade when…
This chart-based approach describes using a 13/21 moving-average crossover on one- to four-hour altcoin charts, with Heikin-Ashi candles and a Fibonacci retracement level as additional entry checks. A positive crossover is considered only after the candle…
This strategy combines a short and long simple moving average crossover with an ATR-based volatility condition. A bullish crossover creates a long signal and a bearish crossover creates a short signal, provided current ATR is above a user-scaled average ATR…
The document proposes reading each bar through two dimensions: where its close falls within its own high-low range, and how that close relates to the previous bar’s range. Close location is divided into upper, middle, or lower thirds, while the close…
This short-term strategy combines 5- and 13-period EMAs, a 50-period trend EMA, and standard MACD settings to identify momentum-aligned entries. Long signals require the fast EMA to cross above the slow EMA, MACD to cross above its signal line with a rising…
This trend-following strategy uses three exponential moving averages to time entries, with the document describing periods of 7, 14, and 21. It enters long when price crosses above all three averages and short when price crosses below them. An ATR-based…
This short-horizon breakout approach combines MACD histogram direction with a moving-average filter and recent price extremes. A long signal requires a positive, rising histogram, a close above the average, and a close above the highs of the prior three…
This strategy combines moving-average direction, RSI, ADX, OBV, candlestick patterns, volume, and a trading-session filter to seek entries during stronger trends. The described framework uses 50- and 200-period EMAs for the broad trend, an ADX threshold of…
This strategy uses a smoothed Relative Volatility Index (RVI), called the inertia indicator, to classify trend direction. It calculates closing-price standard deviation, assigns that volatility to the up or down side according to the close-to-close move,…
This strategy treats a move back across an RSI threshold as a potential trend-continuation signal when price keeps moving in the same direction. It enters long when RSI was above the overbought threshold three bars earlier, has since fallen below it, and the…
This strategy combines gap-triggered entries with reversal-related stop entries and exits based on average position price. It identifies upward gaps when the open exceeds the prior high and downward gaps when the open falls below the prior low, placing stop…
This cryptocurrency trading script polls configured markets and submits orders when prices enter user-defined buy or sell ranges. It uses the ask price to check the buy range and the bid price to check the sell range, then places orders at the opposite side…
This intraday strategy combines price breakouts with trend and momentum filters. A long signal requires a five-minute close above the 21-period SMA high, VWAP, and 50-period EMA, with RSI above 60. A short signal requires the close below the SMA low, VWAP,…