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
The document presents a composite strategy that combines MACD crosses with RSI, CCI, and stochastic conditions. A long signal requires MACD to cross above its signal line while RSI and CCI remain below their configured upper levels and the stochastic line is…
This strategy transforms price changes across a selected timeframe into a normalized signal, then applies an activation function such as Swish, leaky ReLU, or a step function. It enters long when the processed value crosses above a positive threshold and…
SuperTREX combines RSI threshold crossings with ATR-based trend levels to generate directional signals. An RSI crossing above the oversold threshold records a long reference price, while a cross below the overbought threshold records a short reference price.…
This introductory execution strategy splits a target cryptocurrency purchase into smaller limit orders to reduce the market impact of a large buy. It sets each bid below the best bid by a configurable depth, varies order size randomly around a chosen…
This strategy combines the 123 reversal system with Fractal Chaos Bands to require agreement between a reversal signal and a price breakout. The reversal component uses consecutive closing-price moves and a stochastic oscillator threshold; the band component…
This script describes an opening range breakout strategy with configurable session start and range duration. After the range is formed, traders can enter on a candle close beyond its boundary, wait for a retest of the broken level, or wait for a retest of…
This strategy builds adaptive bands around a simple moving average by multiplying average true range by Fibonacci ratios. Traders select an upper band for long signals and a lower band for short signals; a signal occurs when a candle’s high and low straddle…
This document describes a moving average crossover system that goes long when a 30 period average crosses above a 200 period average and short when it crosses below. It closes an existing position when the opposite signal appears and describes using stop…
This Pine Script strategy combines market structure, trend measures, volatility, and multiple entry types. Its visible setup defines a smoothed moving-average baseline, bands scaled by the average high-low range, ATR, and pivot highs and lows used to track…
This workflow seeks to capture differences in perpetual futures funding rates across exchanges by going long where rates are lower and short where they are higher. A collection process gathers rate snapshots, while an execution process scores recent…
This script describes a short-term EURUSD strategy intended for 15- or 30-minute charts. It combines 20-period Bollinger Bands with a 200-period EMA and RSI: it buys when price touches the lower band while closing above the EMA with RSI below 45, and sells…
The visible portion describes a configurable mean-reversion strategy based on how far the closing price lies from its rolling average, measured in rolling standard deviations. Its stated entry thresholds call for longs at sufficiently negative readings and…
This strategy takes long or short positions when a 15-period EMA crosses a 50-period EMA. For a long, it places the stop at the lowest opening price among the prior two candles; for a short, it uses the highest opening price among those candles. The profit…
This trend-following strategy uses price relative to a long-term EMA to set market direction, then enters on a crossover between shorter EMAs. It confirms long entries with RSI above a lower threshold and short entries with RSI below an upper threshold. Both…
This strategy uses two bar intervals to set its direction and timing. It builds 15-minute bars and compares a fast and slow simple moving average; their relationship sets a bullish or bearish trend state. On 5-minute bars, it calculates RSI and considers an…
This indicator tracks trailing maximum and minimum prices, along with their midpoint, resetting the range when a pivot high or low is detected. The resulting lines can help visualize potential support and resistance, and the document suggests watching for…
This trading system combines candlestick-pattern entries with volatility-aware exits and fixed-risk position sizing. It describes entries based on a two-bar reversal pattern, then sets a stop beyond recent price extremes adjusted by an ATR multiple. Position…
This strategy combines MACD momentum and RSI thresholds to generate directional trades. It calculates the difference between the MACD line and its signal line, then uses a zero-line cross as the momentum trigger. The described rules pair an upward cross with…
This strategy uses Bollinger Bands to frame a consolidation range and identify potential breakouts. It calculates a moving average from closing prices as the middle band and places the outer bands two standard deviations away. A close beyond an outer band…
This multi-indicator system uses three exponential moving averages to define direction: EMA 50 above EMA 100 above EMA 200 supports long setups, with the reverse alignment supporting short setups. It then requires price to cross EMA 50, RSI to confirm…
This long-only pullback strategy seeks entries when an index remains above its 200-day simple moving average, closes below its 10-day average, and has a three-period RSI below 30. The long-term average is intended to restrict trades to an upward regime,…
This futures strategy opens an initial position in the direction suggested by the latest RSI(14) change. It monitors open long and short positions against percentage take-profit and stop-loss levels. When a position hits its stop, it closes and opens the…
This system combines Fibonacci retracement levels with trend, momentum, direction, and volume filters. It defines trend using price relative to a 50-period EMA over three consecutive candles, supported by higher-high/higher-low or lower-high/lower-low…
This strategy uses a 20-period and a 50-period moving average to identify long and short entries: a crossover signals a long position, while a crossunder signals a short position. It tracks the current trend and signal price, then manages exits with a…