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 document describes a trend-following method that compares a Hull moving average with an exponential moving average. A cross of the Hull line above the EMA signals a long entry, while a cross below signals a short entry. Both averages use a five-period…
This algorithm example combines hourly ETF constituent data with RSI-derived directional views. It loads constituents of SPY and filters for holdings with available weights above a minimum threshold. For each eligible asset, it initializes a short-period…
This short-only BCH strategy is designed to fade an extended bullish run in Heikin Ashi candles, with an RSI condition used as a second entry filter. The visible settings allow the user to choose the RSI timeframe, period, comparison direction and threshold,…
This cryptocurrency strategy uses a custom candle-body oscillator to identify forceful upward moves. It compares each candle’s body size with a multiplied moving average of candle bodies; a large bullish body signals a “pump” and opens a long position at the…
This Pine Script example pairs a simple RSI trading rule with a table of weekly strategy performance. It calculates a seven-period RSI and opens long positions when RSI crosses above 70, or short positions when it crosses below 30. Trade activity is limited…
This four-hour long-only strategy generates entries and exits from ratios among three simple moving averages. For entry, the ratio of a short “mojo” average to a faster average, and the faster average to a slower average, must each fall within configured…
This swing-trading system buys a close above the prior 50-day closing high when volume is at least 1.5 times its 50-day average. It requires a bullish trend structure: price must be above both the 50- and 200-day moving averages, and the shorter average must…
This strategy combines fixed support and resistance levels with a simple daily trend filter. It enters long when the close is below the configured support level while above the previous daily close, and enters short when the close is above resistance while…
This BTC futures strategy looks for a possible market bottom by combining a fast RSI with a candle-body filter. It calculates RSI from recent price changes over a two-period smoothing window and treats a reading below 10 as oversold. A long signal also…
This trend-following system uses three exponential moving averages to identify directional setups. A long signal occurs when the short EMA crosses above the medium EMA while the medium EMA is above the long EMA; a short signal uses the opposite conditions.…
This account-balance-based strategy aims to build a Bitcoin position toward a rising target value over time. It divides a planned monthly contribution by the number of scheduled investment intervals to define target value growth per interval. At each check,…
This system combines an adaptive G-Channel, built from upper and lower price boundaries, with an exponential moving average. The channel boundaries update using current and prior prices, while their midpoint helps represent the channel’s state. The described…
This strategy uses short- and long-period simple moving averages to identify crossovers, then checks a still longer moving average to filter entries. A bullish crossover can open a long position only when the long-term average is rising. A fixed percentage…
This long-only trend-following strategy uses the Ichimoku Cloud to identify bullish conditions, with volume and an optional exponential moving average filter for entry confirmation. Price must be above both cloud spans, current volume must exceed its recent…
This document describes an automated cryptocurrency trading system organized around two workflows: an hourly analysis and decision cycle, and a separate frequent monitor for take-profit and stop-loss conditions. The analysis cycle gathers multi-timeframe…
This document presents a strategy that combines a Bollinger Band breakout oscillator with a volatility squeeze indicator and momentum calculations. The breakout component compares price with an exponential moving average envelope and normalizes excursions…
This strategy combines Bollinger Bands with RSI to filter entry signals. It describes a 20-period simple moving average with bands two standard deviations away, alongside a 16-period RSI. The stated RSI thresholds are 45 for oversold and 55 for overbought.…
This strategy builds upper and lower trendlines from detected swing highs and lows over a configurable lookback. It updates line slopes using one of three methods: ATR, standard deviation, or linear regression. A close crossing the projected trendline…
This strategy combines RSI and CCI thresholds to seek trades after extreme readings. It proposes a long entry when both indicators are below their oversold levels and a short entry when both exceed their overbought levels. Stops are set at a fixed percentage…
This strategy identifies hammer-like and shooting-star-like candles using the candle body’s position relative to a configurable fraction of its high-low range. It filters candidates by candle range relative to ATR and requires a completed bar. Long and short…
This strategy pairs a 123 price reversal setup with an Ergodic TSI momentum filter. The reversal component looks for a close to turn after two days moving the other way, with a stochastic condition to qualify the signal. The TSI component smooths price…
The document explains a Darvas Box approach that defines upper and lower price boundaries from recent highs and lows. Its code generates a long entry when the close crosses above the box top and closes that position when price crosses below the box bottom.…
This document presents a read-only decision-support tool that scans public options markets on Deribit, Binance Options, and OKX. It ranks candidates across four dimensions, then applies absolute filters for spread, slippage, valuation, stressed returns, and…
This script describes a short-term scalping approach that aligns a lower-timeframe EMA crossover with a higher-timeframe trend filter. Long signals occur when price crosses above the lower-timeframe EMA while remaining above the prior higher-timeframe EMA…