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 uses a configurable moving average as an entry signal and trend baseline. Its described setup goes long when price crosses above a Hull moving average and short when price crosses below; a McGinley or other selected baseline can confirm…
This strategy uses a price channel built from a simple moving average and an ATR-based width. A close above the upper band generates a long signal, while a close below the lower band generates a short signal; both signals require a bullish candle, defined as…
This strategy combines moving average trend signals with volatility breakouts. A 12-period EMA crossing above a 26-period EMA signals a long entry, while a cross below signals an exit or short condition. In an existing bullish trend, a close above the upper…
The described method records the high and low of the first three-minute candle of each trading session. After that candle closes, a move above its high is treated as a long signal, while a move below its low is treated as a short signal. The description…
This strategy detects bullish and bearish fair value gaps using candle relationships across the current or selected timeframe, with a body-size threshold to filter smaller formations. It can require the direction of an IIR low-pass trend filter to agree with…
This strategy uses John Ehlers’ second-order filter to calculate an Instantaneous Trendline from a selected price series. It derives a lag line from the filtered series and uses their relationship to identify direction: the published description presents…
This strategy seeks short-term reversals in gold during a configurable New York-time Asia session. It tracks the latest confirmed pivot highs and lows; a long setup occurs when price wicks below a pivot low but closes back above it, while a short setup…
This plugin places a sequence of limit orders at fixed price intervals, for opening or closing futures positions. A user selects buy, sell, buy-to-close, or sell-to-close; sets a starting price and spacing; and specifies the order count and base quantity.…
This strategy combines MACD and Stochastic RSI direction signals across daily and four-hour timeframes. It treats agreement between the two indicators on both timeframes as a directional filter: simultaneous bullish readings trigger a buy, while simultaneous…
This indicator combines an RSI oscillator with price and RSI pivot tracking to flag possible bullish and bearish divergences. It also plots an RSI-based moving average, with selectable SMA, EMA, smoothed, weighted, or volume-weighted methods, and can display…
This strategy uses a volume-based linear regression estimate of price and a MACD calculation on that estimate to generate directional trades. The source enters long when the estimated price crosses above its weighted moving average, with MACD confirmation,…
This long-only trend-following approach combines the ordering of four exponential moving averages with momentum confirmation on daily and weekly timeframes. It looks for a bullish EMA stack, positive and rising momentum on both timeframes, and a price…
This short-term strategy uses a moving average to define a downtrend and RSI as an entry filter. It opens short positions when the close is below the moving average and RSI is above 30, then exits when price reaches a stop 3% above the entry or a target 2%…
This strategy places stop entries above a recent high channel for longs and below a recent low channel for shorts. It uses different channel lookbacks for each direction. Positions can exit at a channel midpoint or the opposite channel boundary, with…
This strategy forms a price-volume series by multiplying the difference between the current close and a reference open price by trading volume. It compares that series with a moving average calculated over the current intraday interval, and pairs the…
This strategy combines RSI thresholds, an ADX strength filter, and a rolling linear regression estimate to form directional signals. A long setup uses RSI crossing above the oversold level with ADX above its threshold and the predicted close above the…
This strategy combines a fast and slow simple moving average crossover with an ADX trend-strength filter and Stochastic RSI entry timing. Long and short signals require the relevant moving-average crossover, ADX above its threshold, and a Stochastic RSI…
This strategy generates long and short signals from crossovers between a MACD-style line and a smoothed signal line built with triple exponential moving averages. An upward cross opens a long position and a downward cross opens a short; a histogram of the…
This strategy uses moving averages from faster and slower timeframes to generate counter-trend positions. As described, a fast average crossing above a slow average prompts a short, while a cross below prompts a long. The document associates the faster and…
This long-only mean-reversion setup looks for a two-candle return inside the lower Bollinger Band. The first candle must close below the band, and the next must close back above it; the strategy then places a buy stop at the second candle's high. Its bands…
This strategy repeatedly smooths a selected price series with a recursive Gaussian-style filter, then combines filtered series in a polynomial-like extrapolation to estimate a future price. It compares that estimate with the current price: a higher estimate…
This short-term system combines an EMA trend filter, MACD crossovers for momentum, and RSI thresholds to generate long and short signals. The stated rules use price relative to a 20-period EMA, MACD (6,13,6), and RSI(9); exits combine a 1% price target with…
This breakout approach combines a cumulative volume-weighted price-change measure, smoothed with fast and slow exponential averages, with a comparison of fast and slow ATR. A long signal occurs when the fast force average crosses above the slow one while…
This long-only candlestick method looks for three rising green candles after a red candle. The green candles must close progressively higher; the red candle's low also serves as a reference point in the pattern. When the conditions align, the strategy enters…