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 describes a long-entry strategy combining a 20-period and 44-period simple moving average crossover with a price breakout, RSI, and volume confirmation. It specifies RSI above 50 and volume above its recent average as additional entry filters,…
This trend-following strategy combines a fast and slow exponential moving average crossover with an RSI filter and a price confirmation. The stated settings use a 6-period EMA and an 82-period EMA, with a 14-period RSI. A bullish crossover can qualify for a…
This script combines a fast and slow exponential moving average crossover on the chart timeframe with a higher-timeframe trend check. It also uses RSI thresholds to filter entries: a long requires an upward EMA crossover, RSI below the overbought threshold,…
The document outlines an event-driven short strategy for USDT perpetual contracts approaching delisting. It monitors exchange contract metadata for a delivery date that has changed from the distant default, then allocates account funds among detected…
This note describes a trend-following strategy that compares the close with the high and low from a selected lookback period. It uses configurable periods such as daily or weekly data and can reference the current or a prior period. The stated intent is to…
This document presents a two-direction trading method built around MACD. It calculates fast and slow moving averages and a signal line, then describes taking long positions on upward crosses and short positions on downward crosses. The written overview also…
This BTC perpetual futures strategy combines pivot-based trendlines with a Supertrend direction filter. It estimates trendline slope using ATR, standard deviation, or a linear-regression calculation, then tracks closes that cross the projected upper or lower…
The document describes a directional strategy that counts consecutive rising or falling closes and uses those counts to trigger long or short entries. Its overview says the method monitors 1-, 5-, and 15-minute candles to identify bullish or bearish…
This brief strategy proposes using breaks of the prior bar’s range to gauge whether an instrument may be trending or mean reverting. It enters long when the close rises above the previous bar’s high and reverses to short when the close falls below the…
The visible portion of this open-source strategy combines Aroon-style high and low timing values with a trend filter requiring price to be above both a long SMA and EMA for longs, or below both for shorts. It sets a 14-period Aroon lookback, a fixed stop…
This document describes a long-short strategy that changes direction when a faster moving average crosses a slower one. An upward cross opens a long position, while a downward cross opens a short position. The averages can use selectable price sources and…
This strategy combines 14- and 28-period simple moving averages with the relative strength index (RSI) to seek upward reversals. The described entry condition is that the fast average is at or above the slow average while RSI is at or below 30, or RSI is at…
This strategy uses a 21-period and 55-period exponential moving average (EMA) relationship to identify directional moves, with a Supertrend indicator intended to confirm the prevailing trend. The document also describes 200- and 233-period averages as…
This intraday strategy combines Supertrend direction with MACD crossovers and an EMA bias filter to generate long and short entries. RSI is used as a permissive threshold check: long entries require RSI above the oversold level, while short entries require…
This strategy combines customized Ichimoku components with a long-term exponential moving average (EMA) to seek sustained upward trends. In its default mode, a long entry requires a bullish cloud, price above a recent high, the conversion line above the base…
This strategy combines Ichimoku components with a long-term exponential moving average to seek directional trends. In its default mode, a long entry requires a bullish cloud, a close above a recent high, the conversion line above the base line, and price…
This example combines daily Intrinio observations for West Texas Intermediate and Brent crude prices with two oil fund positions. It calculates the Brent-minus-WTI spread and takes opposing positions in the funds: a positive spread leads to a long Brent fund…
This strategy uses the Fisher transform of HL2, the midpoint of each bar’s high and low, to create directional signals. It finds the recent range over a configurable lookback, normalizes HL2 within that range, smooths the normalized value, clamps it near the…
This long-only pullback strategy uses a long-term simple moving average to define an upward market context and a short-term average to identify a retracement. It enters when price is above the long-term average, below the short-term average, and RSI is below…
The Transient Zones method builds a price range from recent candlestick highs and lows, then uses a close beyond a range boundary to signal a trade. Its described logic buys a break above the range and sells a break below it. Candle-color and candle-body…
The supplied script begins a long-only strategy framework that combines signals from SPY, QQQ, Bitcoin, and the chart's current instrument. It calculates daily moving averages and uses Bitcoin trend, price structure, and one-day momentum to form a bullish…
This cryptocurrency strategy opens an initial long position using OHLC4, then adds safety orders as price falls through progressively spaced thresholds. The source increases safety-order size with each additional level and closes the accumulated position…
This strategy combines a T3 Tilson moving average for trend direction, an Inverse Fisher Transform of RSI for momentum, and ATR as a volatility gate. It enters long when the T3 rises and transformed RSI is positive, or short when the T3 falls and transformed…
This strategy uses a base momentum calculation and a second momentum measure, selectable from two variants. It enters long when both are above zero and exits the long position when both are below zero; the system does not initiate short positions. The inputs…