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 short-term strategy combines Bollinger Bands, RSI, and ADX to trade forex price gaps. Its stated setting is major currency pairs on one- to fifteen-minute charts, with low trading costs. Entries use a band break alongside an RSI reversal through a…
This framework is an automated trend-trading system for cryptocurrency futures. It exposes settings for an EMA-based trend judgment and an optional standard deviation measure, including whether volatility is calculated from candle midpoints or closes. The…
This strategy uses Bollinger Bands to enter long positions when price crosses upward through the lower band and short positions when price crosses downward through the upper band. It can add to an existing position when a later band signal occurs after price…
This trend-following approach forms a price ribbon by repeatedly smoothing open, high, low, and close data with a selected moving average. It supports several average types, including exponential, Kaufman adaptive, and smoothed averages, and allows one to…
This strategy combines a smoothed Gaussian price channel with a stochastic oscillator and uses their levels for entries and exits. The channel is formed around a recursively smoothed midpoint, with upper and lower bands offset by a percentage multiplier. A…
This short-term strategy uses the relationship between fast and slow simple moving averages to identify price deviations, with RSI as a signal filter. Its example buys when the 2-period SMA falls 3% below the 5-period SMA and the smoothed 5-period RSI is…
This document describes a crypto arbitrage system that monitors spot and futures markets across exchanges, seeking temporary price differences for offsetting trades. It also discusses funding-rate capture and contract hedging. The system claims to balance…
This Darvas Box variation seeks long entries when price crosses above a recent resistance boundary. The explanation describes a box built from recent highs and lows, with a stop near the lower boundary and a profit target set at five times the stop distance.…
This controller describes a two-asset statistical arbitrage workflow. It requests candle data for each pair, estimates a hedge relationship with linear regression, and uses the spread’s z-score to choose between long-dominant/short-hedge and the reverse. It…
This long-only strategy ranks each bar’s high-to-low range against a 50-bar lookback. It signals an entry when the range percentile reaches at least 95 and the bar closes below its open, using an unusually large down bar as the trigger. The description says…
This hourly long-only strategy combines the Awesome Oscillator (AO) with MACD. It enters when AO crosses from negative to positive while MACD is above zero, seeking an upward momentum shift with confirmation from a second indicator. It exits when AO crosses…
This RSI strategy uses a 14-period indicator and trades only during a specified three-hour window in GMT+2. The description says an RSI move above 70 triggers a short and a move below 30 triggers a long. It specifies fixed pip-based stop and target…
This trend-following system combines a 20-period Donchian Channel with a 200-period simple moving average. A close above the channel’s upper boundary while above the average signals a long; a close below the lower boundary while below the average signals a…
This strategy combines three exponential moving averages to identify trend entries and exits. It enters long when the middle EMA crosses above the slow EMA and closes when the fast EMA crosses below the middle EMA. The description frames the approach as…
This long-only dollar-cost-averaging strategy for a crypto perpetual contract uses a four-hour RSI reading below 28 to arm a base entry. If price declines from that entry, it places as many as five additional orders at fixed percentage offsets, with order…
This NASDAQ-100 stock strategy constructs portfolio weights from several technical indicator rules. The functions calculate TRIX or EMA on each stock’s high-price series, then compare shifted indicator values at multiple lags. The resulting Boolean signals…
This long-only setup seeks pullback entries during an apparent uptrend. It evaluates the slope of a 44-period EMA, requires the prior candle to be bullish and above the EMA, and checks that its close exceeded the high of the candle before it. The current…
MES Scalperino is a configurable strategy for Micro E-mini S&P 500 futures. The visible source offers long-only, short-only, or paired-direction modes, with signal presets based on simple or exponential moving average crosses and RSI overbought or oversold…
This strategy maps Gregorian timestamps to lunar calendar dates using year-specific lunar new year dates and month lengths. It enters a long position on lunar day five when flat and closes the position on lunar day twenty-six when holding. Position quantity…
This trend-following system smooths price with Heikin-Ashi calculations and compares a faster EMA derived from a higher timeframe with a slower EMA. A bullish crossover opens a long position and a bearish crossover closes it and can open a short; an optional…
This automated signal system uses two WaveTrend lines, with a faster wave crossing a smoother one to indicate possible direction changes. Overbought and oversold zones help qualify those crosses; the described design also draws on RSI, money flow, stochastic…
This strategy combines an RSI oversold trigger with a moving-average filter for its first long entry, then places additional buys at progressively lower prices using exponentially spaced DCA levels. It adjusts position sizing across entries, takes profit on…
This strategy begins a long position when RSI signals an oversold condition and price is below a moving average. If price falls further, it adds entries at levels spaced by an exponential function. Each entry is sized to keep individual positions equal,…
This pivot strategy combines swing highs and lows with a 50-period moving-average direction filter. It describes entering at pivot lows when price is above the average and pivot highs when price is below it, then reversing direction after stop-outs. The…