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 combines a stochastic-based reversal condition with a key reversal pattern to seek turning points. The described stochastic setup uses recent consecutive rises or falls in closing prices alongside fast or slow stochastic readings relative to a…
This Bitcoin trading system fits a rolling multi-factor linear regression using inputs such as BTC dominance, trading volume, lagged prices, and optional interaction terms. It uses the predicted price and the standard deviation of regression residuals to set…
This reversal strategy pairs a 19-period RSI with candle direction, elevated volume, and a recent price extreme. It enters long when RSI is below 38, the candle closes higher than it opens, volume exceeds its ten-period average, and the low matches the…
This indicator combines Parabolic SAR with a linear regression channel to create a trailing line that changes with the inferred trend. It fits a regression to recent SAR values, estimates residual dispersion, and offsets the SAR by a deviation-scaled amount.…
This daily mean-reversion strategy uses the Chande Momentum Oscillator (CMO), calculated from the relative sums of positive and negative price changes. It opens a long position when the nine-period CMO falls below -50, treating that reading as oversold. It…
This intraday breakout approach uses the Choppiness Index to screen for directional conditions, taking trades only when the index is below 44. It derives support and resistance levels from the prior day’s price data and enters long when price closes above…
The RSI Alligator method plots three RSI series with different lookback lengths: a slower line and two faster lines. Long entries occur when either faster RSI crosses above the slower RSI while the other faster reading is already above it. Short entries use…
This trend-following system combines fast and slow exponential moving averages with smoothed positive and negative directional indicators. It signals long when the positive directional measure leads and the fast EMA is above the slow EMA; it signals short…
This strategy combines RSI readings from the chart timeframe and two higher timeframes with a volatility-adjusted grid. It opens a long when all three RSI values are below the oversold threshold, or a short when they are above the overbought threshold. ATR…
Strategy001 is a five-minute long-only template that uses exponential moving averages and Heikin-Ashi candles to define entries and exits. It enters when the 20-period EMA crosses above the 50-period EMA, with a bullish Heikin-Ashi candle closing above the…
This proposed cryptocurrency strategy scores potential short-term reversal trades using RSI, Bollinger Bands, a Hull moving average, on-balance volume averages, and an ATR-based volatility filter. The description assigns one point to each of five directional…
This short-term crypto strategy scores possible long and short reversals using RSI, Bollinger Bands, Hull moving average positioning, OBV moving-average direction, and an ATR-based volatility condition. Each side can qualify when its score reaches four of…
This system combines a 123 price-reversal rule with an Ichimoku-based directional filter. The reversal component looks for two consecutive closes in one direction alongside stochastic conditions; the Ichimoku component derives levels from recent high-low…
This strategy combines Williams %R, MACD, and a 55-period EMA to filter directional entries. The written description calls for a long when Williams %R rises out of oversold territory, MACD crosses upward, and price is above the EMA; the short setup reverses…
This compact rule set starts with configurable long and short positions. For a long position, it trims a specified quantity after price rises by a defined distance from the stored reference price, and adds quantity after price falls by a defined distance.…
This strategy pairs a 9-period and 21-period EMA crossover with a 14-period RSI filter. A bullish crossover can trigger a long when RSI is above 30, while a bearish crossover can trigger a short when RSI is below 70. The RSI conditions screen signals around…
This document describes a spot crypto strategy that seeks to keep the account value split roughly evenly between a coin and cash. It estimates the coin’s share of total account value from the latest price and account balances. When that share moves outside…
This document describes a breakout strategy using Bollinger Bands, which are formed from a moving-average basis and bands offset by a multiple of price standard deviation. The stated entry logic goes long when price crosses above the upper band and short…
This document presents a trend-following approach built around short- and medium-term exponential moving average (EMA) crossovers, with a longer EMA used to restrict trade direction. Its stated settings use 20-period and 50-period EMAs for entry signals and…
This introductory example shows how to accumulate a target amount using repeated small buy orders. It records the starting asset balance, checks the acquired amount on each loop, and submits an order at the current ticker’s ask price while the remaining…
This document describes a short-term strategy that uses a four-period simple moving average (SMA) to generate long and short entries. It opens a long position when price crosses above the SMA and a short position when price crosses below it. Each trade uses…
This strategy derives a pivot point from the previous period’s high, low, and close, then calculates three support levels and three resistance levels from that pivot and the prior range. The trader can select a support level as the long threshold and a…
The description proposes layering MACD crossovers with Bollinger Band signals, then using Turtle-style N-value breakouts for trailing stops and staged position increases. Bollinger Bands are intended to help identify overbought or oversold conditions and…
This implementation describes a Turtle-style trend-following system organized around market selection, position sizing, entries, stops, exits, and execution. It uses Donchian channel breakouts for entries and exits: the text distinguishes a shorter System 1…