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 strategy combines trend, momentum, volatility, and volume measures into strict long and short entry rules. The stated conditions include moving averages and ADX, RSI, MACD, stochastic and CCI readings, Bollinger Band breaks, volume confirmation, and…
This strategy takes the opposite side of the most recent price movement: it shorts when the current price is above a reference close and goes long when it is below. The described implementation compares the current close with the prior daily close, sizes…
This document describes an exchange-integrated framework for pairing accounts or markets into long and short sides, then opening or closing both legs together. Users designate long and short matches, inspect their status, and trigger a paired hedge…
This open-source strategy is presented as an up-and-down trend system for BTC/USDT, with a script title referring to a three-hour chart. The visible configuration sets percent commissions, cash-sized entries, extensive pyramiding, and controls for expected…
The excerpt introduces a configurable intraday futures strategy centered on a New York opening range. It exposes settings for the range window, trade cutoff, optional retests, contract sizing, direction, point value, commissions, and slippage. The visible…
This long-only breakout system uses a Keltner Channel built from a 10-period EMA of typical price and an upper band offset by 0.5 ATR. It enters when the close exceeds that band and the prior close, volume exceeds its 20-period average, and price is above a…
The strategy enters long when a confirmed candle opens at its low and short when it opens at its high. It sets a stop using the recent seven-bar extreme adjusted by one ATR: below the recent low for longs and above the recent high for shorts. A target is…
This strategy tests a calendar rule: enter a long position on a selected day of each month and optionally close it on another selected day. If the monthly exit is disabled, the description says to close at the end of the strategy period. Comparing outcomes…
This short-term strategy compares a 40-bar RSI with its 10-bar simple moving average. It signals a long entry when RSI falls below the average by a configurable percentage band, and describes a short signal when RSI rises above the upper band. The stated…
This strategy defines a range using the highest high and lowest low from the prior 30 candles, then measures its width relative to the sum of those boundaries. When the width falls below a configurable threshold, it enters long on an upside break and short…
This strategy classifies price patterns using a cloud formed by fast and slow EMAs. Higher lows and lower highs are interpreted differently depending on whether price is above or below the cloud: some combinations are labeled reversal signals, while others…
This strategy combines a short and a long exponential moving average crossover with RSI confirmation. A bullish crossover is eligible for a long when RSI is above its midpoint, while a bearish crossover is eligible for a short when RSI is below it. The…
This trend strategy uses a zero-lag exponential moving average, calculated from a price series adjusted by its change over a lag, to reduce the delay of a conventional EMA. ATR-based volatility channels around the ZLEMA define directional changes: crossing…
This strategy uses a moving average basis and standard deviation bands to define a changing price channel. It enters long when a bullish candle crosses up through the lower band, interpreted as a potential rebound, or through the upper band, interpreted as a…
This trend-following approach combines three Supertrend indicators with different ATR settings and a longer-term EMA. The EMA defines the broad market direction by comparing it with the three Supertrend levels. The intended entry rule calls for at least two…
This strategy uses a modulo condition on a selected price series as an entry filter, then uses the price's relationship to an exponential moving average to choose direction. With the filter enabled, a signal occurs when the selected input divided by a…
This strategy combines MACD crossovers with RSI thresholds to generate long and short signals. A bullish MACD crossover can open a long when RSI is at or below 40; a bearish crossover can open a short when RSI is at or above 59. The described setup uses a…
This partial Pine Script outlines a scalping strategy that combines market facilitation measures with trend and momentum indicators. It compares each bar’s high-low range per unit of volume with the prior bar, and checks whether volume has risen. It also…
This introductory execution example sells a target quantity by repeatedly submitting smaller limit orders near the current bid. It records the starting account balance and asset holdings, then checks holdings after each order to estimate how much has sold.…
This strategy uses three simple moving averages to represent short-, medium-, and long-term direction. It enters long when the fast, middle, and slow averages are aligned from highest to lowest, and enters short when the ordering is reversed. A configurable…
This strategy combines Ichimoku cloud position, Tenkan-Sen and Kijun-Sen alignment, Chikou Span momentum, RSI, and a volatility threshold to select long or short entries. Long signals require the bullish conditions together; short signals require their…
This short-term reversal approach looks for RSI to remain in an extreme zone for a configurable number of bars, then uses candle direction and body size as confirmation. It describes buying after an oversold stretch followed by a bullish candle and selling…
This strategy builds an intraday price range from bars between a configured market open and a later reference time. It sets the upper and lower bands to the highest and lowest closes in that interval. After the reference time, a bar closing above the upper…
This experimental strategy uses a two-step comparison of closing prices to trade long-only reversals. It enters a long position when the previous close was above the close before it, but the latest close has fallen below the previous close. It closes the…