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 calculates RSI from price changes and smooths it with a simple moving average. It buys when RSI crosses above its average and sells when RSI crosses below, reversing between long and short positions. The document also describes the conventional…
This strategy compares a short-period Hull moving average with a longer-period Hull moving average. The Hull average combines weighted averages across different windows to reduce lag relative to a conventional moving average. When the short-period line is…
This long-only system enters on a bullish engulfing candle that passes a minimum-volume filter. It derives a stop distance from the spread between 40-period Bollinger Bands, risks a fixed share of account equity per trade, and sets a profit target at four…
This document describes a trend-following system using separate EMAs of highs and lows, with adjustable periods. Its entry and exit logic also checks for a run of four consecutively rising or falling closes: a long position opens when the close is below the…
This multi-indicator strategy uses an EMA for trend direction, MACD crossovers for momentum, VWAP for price positioning, and RSI to avoid entries at an extreme. A long signal requires a bullish MACD crossover with price above both EMA and VWAP and RSI below…
This strategy combines a Vortex-style trend calculation with an exponential moving average filter. It smooths the change in closing price and the deviation from a moving average, then treats their crossover as a potential direction change. Price relative to…
This strategy calculates Supertrend-style trailing bands from an ATR measure and a configurable multiplier. The trend state switches from down to up when price rises above the prior upper trailing boundary, and from up to down when price falls below the…
This script combines Williams %R threshold crosses with a 200-period simple moving average filter. It enters long when Williams %R crosses above a level offset from −50 and the close is above the average; it enters short when the oscillator crosses below its…
This trend-following approach combines price location, momentum, and volume confirmation. It uses a 20-period Bollinger Band basis and two-standard-deviation bands, a 14-period RSI, and the direction of a 10-period exponential moving average of OBV. A long…
This strategy pairs Bollinger Bands with RSI and acts only when both indicators signal an extreme. It describes short entries when price moves above the upper band while RSI is overbought, and long entries when price moves below the lower band while RSI is…
This strategy looks for an inside bar, defined as a candle contained within the preceding candle’s range. It takes the direction from the preceding candle: a bullish candle sets a buy stop above its high, while a bearish candle sets a sell stop below its…
This Bitcoin strategy combines local exponential moving average alignment with trend votes from four higher chart intervals. It permits long trades when the local averages are bullish and at least three higher intervals agree, and applies the mirrored logic…
The document describes a Turtle-style channel breakout system with fast and slow lookback settings. Stop entries are placed at recent highs for longs or lows for shorts, while exits use opposing channel levels. Users can enable either or both speeds and…
This FMEX perpetual futures bot repeatedly calculates bid and ask prices from order book depth, places orders of a configured size on both sides, and cancels and replaces them when its calculated prices change. It periodically cancels all open orders to…
This strategy uses levels drawn at the previous candle’s low when that low is above the current close. It describes keeping a limited set of recent levels, entering long when price crosses above the latest one, and closing or replacing an existing long…
The prose describes a trend-following approach using fast, medium, and slow moving averages, a fast ATR filter derived from RSI, and trailing stop and profit-taking rules. It says moving-average crosses indicate direction and that the filter may help…
The document describes a volatility-scaled trailing stop strategy. It multiplies ATR by a user-set sensitivity factor to determine the stop distance, then updates the stop as price moves. A signal is generated when the selected price source crosses the stop;…
The document presents a long-only trend strategy built around a Hull moving average and a second line formed by its value two bars earlier. The source logic enters when the current Hull value is above the lagged value and closes the long when it is below.…
This strategy combines Connors RSI, a faster RSI, and candle filters to seek counter trend entries in overbought or oversold conditions. The description calls for a long when Connors RSI and fast RSI are low alongside a bullish candle, and a short when both…
This strategy combines Connors RSI, a fast RSI, and candlestick direction to look for countertrend entries when prices appear overbought or oversold. Connors RSI averages a price RSI, an RSI applied to streak length, and a measure based on the ranking of…
This Lean framework example shows how an Alpha Model can use an expiry helper to set when generated trading insights should close. The algorithm uses a manually selected US equity universe containing SPY, hourly data, equal-weight portfolio construction,…
This short term strategy looks for a color reversal in Renko bricks after two preceding bricks share a color. A bullish brick after bearish bricks signals a long, while a bearish brick after bullish bricks signals a short. Entries may use market or stop…
This document presents a Bollinger Band strategy built around a moving average and standard deviation bands. The accompanying description says to enter long above the two standard deviation upper band and short below the lower band, while using one standard…
This trend-following system combines an Alligator-style moving-average crossover with momentum confirmation from the Awesome Oscillator (AO) and Accelerator Oscillator (AC). It goes long when the Lips line crosses above the Teeth line while both oscillators…