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 pseudo-grid method uses RSI threshold crossings to refresh a price range, then divides that range into five evenly spaced levels. The range boundaries are based on volume-weighted highest and lowest source prices over the RSI lookback. Price crossings…
This strategy uses the WaveTrend oscillator to set a bullish or bearish market state. It calculates the oscillator from price data, treats positive readings as bullish and negative readings as bearish, and enters when that state changes. An option limits…
This script combines several ideas under a simple breakout strategy label. Its main entry conditions are crossovers of a short and a longer simple moving average: an upward cross enters long, while a downward cross enters short. It also calculates a lookback…
This example implements a Dual Thrust breakout strategy for a futures contract. It measures a recent range from the largest of two values: the lookback high minus the lookback closing low, or the lookback closing high minus the lookback low. The strategy…
The strategy combines adaptive moving averages with adaptive risk-assessment lines to generate directional signals. Its described entry rule compares a shorter line with a longer line: a cross above signals a long, while a cross below signals a short. It…
This strategy builds percentage bands around a Hull moving average and uses price crossings to manage long positions. The source calculates a 9-period Hull moving average, with configurable upper and lower bands set at 3% and 6% by default. It opens a long…
This combined strategy uses a three-day price pattern with Stochastic readings and a moving-average signal. The description says the reversal component looks for consecutive rising or falling closes alongside a 9-period fast or slow Stochastic condition…
This strategy opens a long position when a fast exponential moving average crosses above a slow one, then closes it when the fast average crosses below or price reaches a configured profit target. The stated defaults are a 3-period fast EMA, a 30-period slow…
This reusable backtesting template applies the same volatility-scaled exits and position-sizing rule to different entry signals, aiming to make comparisons more consistent. Average True Range sets the stop distance and profit target, while quantity is…
This strategy tracks price movement with a grid whose reference level is recalculated as price makes new highs or lows. When price moves beyond the configured gap, the system can generate another entry in the selected direction; a move against the position…
This strategy combines a fast and slow simple moving average crossover with RSI thresholds and bullish or bearish engulfing patterns. Its stated defaults are 9- and 21-period averages, a 14-period RSI, and overbought and oversold levels of 70 and 30. A long…
This short-horizon strategy combines Jev forecasts with deterministic local rules to trade Binance USDⓈ-M perpetuals using post-only maker orders. Jev estimates return-range probabilities across several horizons, side-specific adverse-selection risk, and…
This system combines a short-term range breakout with a trend filter. It calculates the highest high and lowest low across the prior two candles, then uses a 50-period exponential moving average to classify direction: closes above the average permit long…
This strategy converts price’s distance from a rolling midpoint into an oscillator, expressed either as a percentage or in currency units. The midpoint is calculated from the period’s highest and lowest prices. A configurable moving average of that…
The available excerpt describes an MNQ strategy built around the 9:30 a.m. New York bar. It records that bar’s high and low as anchor levels, then defines a trading window through 11:30 a.m. The stated design includes percentage-based profit targets, a…
This trend-following strategy uses Heikin-Ashi prices to smooth market movements, then compares fast and slow exponential moving averages for entry signals. A bullish crossover can open a long position, while a bearish crossover can open a short position.…
The strategy enters when a fast simple moving average crosses a slow one, using an ADX threshold to filter for stronger trends. The described default SMA lengths are 10 and 21, with an ADX threshold of 20. It sets a stop distance from the current ATR and…
This strategy combines 9- and 21-period EMA crossovers with RSI filters: a long entry requires RSI below 70, while a short entry requires RSI above 30. Exit distances are described as volatility-sensitive through ATR, with a take-profit distance set at four…
This strategy looks for reversals after price closes beyond a Bollinger Band. A prior close above the upper band followed by a bearish candle can trigger a short; a prior close below the lower band followed by a bullish candle can trigger a long. An optional…
This simple seasonal rule uses the calendar month alone to manage a long position: it enters when September begins and closes the long when May begins. It does not use price, technical indicators, or market conditions to time those actions. The document…
This scalping strategy looks for price to move away from VWAP while RSI reaches an extreme, but only when ADX is below a chosen threshold, which the script uses to identify ranging conditions. It enters long below VWAP when RSI is low and short above VWAP…
This strategy combines fast and slow RSI readings with price levels arranged around the entry price. The fast RSI identifies overbought or oversold conditions, while the slower RSI supplies a broader directional bias. After entry, crossing matrix levels…
Mobo Bands are presented as a way to distinguish quiet, range-bound periods from directional momentum moves. The indicator calculates a detrended price oscillator (DPO), then forms upper and lower bands from a moving average and standard deviation of that…
This trend-following strategy combines fast and slow VWAP-based lead lines, Bollinger Bands, and time segmented volume (TSV). A long entry is described when both lead lines rise, TSV is positive and above its exponential average, and price exceeds the upper…