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 trend-following method builds a moving-average-based adaptive channel and uses the OTT line as a trailing threshold. It calculates a configurable moving average from closing prices, then derives long and short stop levels using a percentage offset. A…
This intraday futures strategy defines an initial balance from a configurable opening-session window in New York time. The visible settings specify a 9:30–10:30 window, with entries allowed after that period until an afternoon cutoff. The code header…
This strategy combines a 50-period EMA with three Supertrend signals calculated from a 10-period ATR. It enters long when price is above the EMA and all three Supertrends are bullish, and enters short when price is below the EMA and all are bearish.…
This strategy counts consecutive rising or falling closes and enters after configurable thresholds are reached. The defaults are three rising bars for a buy signal and four falling bars for a sell signal, with trading signals enabled only after the first 40…
This BTC futures strategy combines a 200-day EMA trend filter with an Impulse MACD signal. It calculates the oscillator from smoothed highs, lows, and the median of high, low, and close, then smooths that value into a signal line. Long entries require price…
This strategy uses a fast and slow exponential moving average to signal long entries on an upward crossover and trend weakening on a downward crossover. It describes MACD crossing above zero and a large single-day price gain as additional long-entry…
This long-biased strategy uses confirmed price pivots to draw step-like support and resistance levels, with a 20-period simple moving average shown on the chart. It opens a long position when the close is above the latest pivot high resistance. A close below…
This trend-following system generates long signals when a short simple moving average crosses above a longer one, and short signals on the reverse cross. The stated parameters use 74 periods for the short average and 70 for the long average. It sets a dollar…
This demonstration walks through common crypto order operations in an algorithmic trading framework. It configures minute-resolution BTC, ETH, LTC, and BTC/EUR markets, initializes balances in multiple currencies, and illustrates market orders, limit orders,…
The strategy seeks funding payments by holding long spot and an offsetting short perpetual futures position. When perpetual contracts trade at a premium and funding is positive, longs pay shorts; the paired positions are intended to reduce exposure to the…
This price-action strategy enters long or short positions when a confirmed candle has a body substantially larger than a recent average body. Candle direction determines trade direction, and a new position is opened only when the strategy is flat. The…
This template describes retrieving historical candlestick data from an external market-data provider when an exchange integration does not supply the needed records. It maps a small set of supported exchange and currency combinations to provider symbols,…
This long-only system combines weekly and daily moving-average signals. The weekly layer compares a 20-period simple moving average with a 21-period exponential moving average; the daily layer compares 50-period and 51-period versions. A daily upward…
This strategy seeks reversal signals by comparing recent closing prices with earlier candle-body levels. It defines each candle’s body using its open and close, then calculates a resistance measure from the body relative to the full high–low range. A buy…
This swing strategy uses Parabolic SAR to track directional movement and set reversal exits. When SAR indicates an uptrend, the rules maintain or establish a long position; a reversal closes that position. In a downtrend, the strategy similarly uses SAR to…
This strategy recalculates Fibonacci retracement levels from the rolling high and low over a configurable lookback window. It treats those levels as dynamic support and resistance, going long when price crosses above the 61.8% level and identifying a bearish…
This strategy combines Supertrend direction on a main timeframe with direction changes on a faster chart. It enters long when the faster Supertrend turns upward while the main timeframe is bullish, and short when the faster trend turns downward while the…
This long strategy pairs an oscillator-based pullback condition with a broader trend filter. It signals an entry when Stochastic RSI is below the oversold threshold while the shorter EMA is above the longer EMA, indicating that the oscillator is weak within…
The document describes two strategies built around adaptive Bollinger Bands. The breakout version enters long or short when the close moves beyond a band and exits after price remains back inside the relevant boundary for several bars. A mean-reversion…
This strategy combines CCI, two RSI series, and two exponential moving averages to generate directional signals. A long entry requires CCI above a positive cutoff, a crossover of the faster RSI above the slower RSI, and price above the slower EMA. A short…
This strategy converts candlestick patterns into three sentiment measures: indecision from doji and spinning-top candles, fear from bearish reversal patterns, and greed from bullish patterns. Their average forms a Candle Emotion Index. The source triggers…
This strategy estimates recent direction by counting how many closes rose or fell relative to the preceding bar over a lookback window. It considers a long when rising closes outnumber falling closes and price is above an EMA; it considers a short under the…
This long-only strategy combines a Stochastic oscillator reversal signal with a price breakout check. It enters when the smoothed K line crosses above D while K remains in the oversold zone, provided the close is at or above the previous bar’s high. This…
This document presents a futures-oriented strategy framework that combines swing detection, Fibonacci retracement levels, and risk controls. Its visible settings expose a choice between aggressive and conservative operating modes, a minimum impulse size, a…