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 source describes a stock strategy that calculates MACD from adjusted daily closing prices across a configured stock universe. It opens long positions when the MACD line and signal line are positive, the MACD line is rising, and it is above the signal…
This strategy uses the Average Directional Index (ADX) to identify periods of weak trend strength, then trades breaks of a recent price range. It calculates the range from the previous 20 bars and considers a breakout only when ADX is below 18; the…
The strategy compares two configurable moving averages: one calculated from closing prices and one from opening prices. A cross of the close-based line above the open-based line signals a long entry; a cross below signals a short entry. It offers twelve…
This short-term strategy looks for three consecutive candles in one direction followed by an engulfing candle in the opposite direction. After three bearish candles, the bullish engulfing pattern can trigger a long entry; after three bullish candles, a…
This strategy uses Bollinger Bands to open short positions when price reaches the upper band and long positions when it reaches the lower band. The bands are described as a moving-average center line with upper and lower boundaries set by a…
This strategy combines a fast and slow exponential moving average (EMA), the Relative Strength Index (RSI), and Bollinger Bands. It treats the EMA relationship as a trend filter: in an uptrend, a long signal requires price at or below the lower band and RSI…
This document describes a trend-following strategy that looks for price to exceed recent highs or fall below recent lows. It calculates a rolling range, with an option to use candle highs and lows or closing prices, then requires a minimum distance from the…
This dual-signal strategy combines a reversal rule based on recent closing-price changes and stochastic readings with a direction filter based on the prior period’s high relative to an exponential moving average. It takes a long or short position only when…
This simple long-only strategy looks for three consecutive increases in closing prices, using the prior candles to form an entry condition. When that pattern appears, it opens a long position on the next candle and sets a stop below the entry price by a…
This strategy seeks trend changes when a fast simple moving average crosses both a slower moving average and a volume-weighted price measure. An upward crossover is intended to trigger a long entry, while a downward crossover is described as a sell signal.…
This strategy uses the G-Channel’s recursively calculated upper and lower bounds to classify market direction. Its signal logic tracks price crossings of those bounds and changes the bullish or bearish state when the channel conditions reverse. A change in…
This strategy combines anchored VWAP, a standard deviation envelope, rate of change (ROC), and cumulative volume delta (CVD) to identify possible entries and exits. It anchors VWAP to the highest-volume bar in a rolling lookback. ROC marks sharp declines or…
This mean-reversion strategy enters when price closes beyond an entry band set at a configurable number of standard deviations from a simple moving average. It buys below the lower band and sells short above the upper band. A wider band, using a second…
This strategy searches for bullish and bearish ABCD harmonic patterns using pivot highs and lows. It measures the spacing and price movement of successive pivots, then applies Fibonacci-style ratios and price-location conditions to qualify long or short…
This strategy uses a 10-period Average True Range (ATR) to set volatility-adjusted bands around a selected price source, defaulting to the midpoint of each bar. The bands are separated from the source by three ATRs and are updated using prior prices. A close…
This BTC/USDT futures strategy uses 9-period and 21-period exponential moving averages to define directional entries. A fast EMA cross above the slow EMA closes any short and opens a long; a cross below closes any long and opens a short. For each open…
This strategy combines RSI, MACD, the Stochastic oscillator, and Bollinger Bands to generate long and short signals. A long requires oversold RSI and Stochastic readings, a bullish MACD relationship, and a close above the Bollinger middle band after the…
This strategy pairs a 14-period RSI with configurable short and long moving averages. A long entry requires RSI above its overbought threshold and price and moving-average alignment consistent with an upward trend. The strategy closes that long when the…
This script pairs Keltner Channels with an ADX filter to define reversal-style entries. A long is opened when price crosses back above the lower channel, and a short when price crosses below the upper channel. The channel is built from an exponential moving…
The Dual Thrust method sets daily breakout thresholds from recent price ranges. At the start of a new bar, it measures the greater of two ranges formed from recent highs, lows, and closes, then scales separate upper and lower thresholds by configurable…
The strategy adapts the RSI framework to compare volatility on rising and falling closes. It calculates closing-price standard deviation over a configurable period, assigns that value to the upside or downside series according to the close-to-close move,…
This BTC futures strategy combines EMA crossovers with a price-channel filter to define direction. RSI, DMI, momentum, and elevated volume further qualify entries, while an ATR-based stop and a take-profit target set the trade’s exit levels. The design also…
This Bitcoin strategy turns the lunar cycle into a phase value based on elapsed time from a reference full moon and a cycle length of about 29.53 days. Values above 0.51 can qualify for longs and values below 0.49 for shorts. The source additionally requires…
This strategy combines Bollinger Bands with trend and counter-trend entries. It calculates the upper, middle, and lower bands from a configurable price source. A move across the middle band helps define trend direction, while prices near the outer bands can…