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 long-only framework combines an ATR-scaled oscillator with a Stochastic momentum condition. The oscillator measures the close’s distance from a weighted moving average, normalizing that distance by ATR; entry can require it to rise above a threshold…
This strategy uses two price-action signals: pin-bar reversals and closes beyond the recent range of closing prices. A bullish or bearish pin bar is defined by candle direction and a wick more than twice the body; a breakout occurs when the close exceeds the…
This Pine strategy combines Heikin-Ashi calculations with a Supertrend direction signal and an ADX threshold. Its configurable inputs also define candle-pattern checks, a risk/reward ratio, volume confirmation, a trading session and timezone, and a choice of…
This long-only pullback idea uses a 200-day simple moving average as a broad trend filter and a 10-day average to identify short-term weakness. It enters when the close is above the long average but below the short average, with a three-period RSI below 30…
This trend-following setup combines a 21-period EMA and a 55-period EMA to define the prevailing direction, then looks for a pullback using the Commodity Channel Index (CCI). Long entries are considered when the shorter EMA is above the longer one and CCI…
The strategy assigns Bollinger Band position to eight states on each of three timeframes. The largest timeframe provides directional context, the middle timeframe guides operations, and the smallest is intended to signal when a move may be ending. The author…
This strategy uses a fast and a slow exponential moving average to generate directional entries: a bullish crossover with price above the slower average opens a long, while a bearish crossover with price below it opens a short. It then sets stop and target…
This short-term crypto strategy combines Parabolic SAR reversals with a 50-period simple moving average filter. It enters long when the current bar’s open moves above SAR after the prior bar’s open was below it, provided the current open is above the SMA.…
This futures trading program places paired limit orders when flat, then manages a single long or short position with additional orders and profit-taking orders. It uses a 60-period EMA as a distance filter: when price is more than 3% from the prior completed…
This strategy combines two Hull moving averages to enter trend positions and manage exits. It opens long when the close crosses above the 200-period HMA and short when it crosses below. A cross back through the 150-period HMA closes the corresponding…
This four-hour strategy combines Bollinger Bands and RSI to identify potential reversals. It enters long when the close falls below the lower band and RSI is below its oversold threshold; it enters short when the close rises above the upper band and RSI is…
This script outlines a strategy framework built around confirmed swing highs and lows. It identifies pivots using a configurable lookback on both sides, stores recent points, and tracks successive highs and lows to classify market structure. The available…
This hybrid strategy combines RSI extremes, Bollinger Band extensions, and EMA-based market structure to form long and short signals. A long setup requires RSI below its oversold threshold and price below the lower band, with the longer EMA either classified…
This long-only strategy seeks to enter established uptrends when RSI reaches or crosses a trigger level and price is above both a fast EMA and a longer trend EMA. It offers several RSI trigger modes, including immediate threshold qualification,…
This Freqtrade strategy uses CCI and RSI thresholds to generate long entries and exits on a 15-minute timeframe. It calculates separate indicator periods for each side. An entry is signaled when both the selected CCI and RSI values fall below their…
This strategy trades inside-bar patterns, whose price range sits within the preceding bar’s range. The accompanying discussion frames the pattern as a possible continuation or reversal, with context such as an established trend or nearby support and…
This Bitcoin strategy uses an Arnaud Legoux moving average (ALMA) and its first and second derivatives to characterize price direction and curvature. It combines those measures into trend states, then applies additional indicators based on the moving-average…
This document presents two filters for constructing an equity research universe. The first selects domestic common stocks from a securities master and excludes secondary shares. It is intended as the pipeline’s initial universe, defining which securities are…
This strategy combines two long-entry setups for hourly charts: a triangle breakout and a price recovery with elevated volume. For the breakout, recent pivot highs and lows define a simplified triangle; a close above its top and the 50-period simple moving…
This 15-minute bar strategy combines Bollinger channel orders with the sign of the Commodity Channel Index (CCI). When flat, it places a buy stop-style order at the upper band if CCI is positive, or a short order at the lower band if CCI is negative. While…
The Optimized Trend Tracker (OTT) is a trend indicator that compares price with a responsive moving-average-based line. Price above OTT is interpreted as an upward trend, while price below it indicates a downward trend. The OTT percent controls the distance…
This strategy looks for reversals when price crosses beyond a Bollinger Band and RSI confirms an extreme reading. It uses a 30-period simple moving average with bands two standard deviations away, plus a 14-period RSI. A cross below the lower band with RSI…
This script combines a reversal signal based on price movement and stochastic readings with a daily pivot breakout filter. Its reversal component tracks a position after a two-step close pattern and a relationship between fast and smoothed stochastic values…
This strategy uses a fast and slow simple moving average crossover to enter long or short positions, then sets a stop distance from ATR measured at the entry signal. The listed defaults are 15 and 45 periods for the averages and a 14-period ATR multiplied by…