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 combines three displaced smoothed moving averages calculated from the high-low midpoint. Its stated defaults use lengths of 5, 8, and 13 bars, with respective displacements of 3, 5, and 8 bars. The strategy takes a long position…
This trend-following strategy combines the True Strength Index (TSI), a custom CCI calculation, and a Hull-style moving average. It enters long when the TSI signal relationship is bullish, the CCI is positive and rising, and the smoothed trend measure is…
Heracles is a four-hour cryptocurrency strategy whose entry condition compares a shifted Donchian channel position value with a shifted Keltner channel width value. It opens a long position when their ratio falls within a configurable interval; the listed…
This long-only strategy looks for a pullback within a broader uptrend. It counts consecutive declines in closing price and enters when the count reaches a configurable threshold, provided price is above the 200-period simple moving average. Position exits…
This strategy calculates a volume oscillator from short and long exponential moving averages of volume, expressed as their percentage difference. Crosses above and below zero indicate transitions between expanding and contracting volume. The described method…
This BTC futures strategy starts with a long entry when price is below a 200-day simple moving average, during a specified daily time window. If price rises by 5% from the first entry without reaching its initial profit target, it adds a second, larger…
This futures grid strategy places paired buy and sell limit orders around the market, then adds new grid levels after fills. Grid spacing and order size are configurable, and the step distance increases as the position grows. When exposure reaches a…
This long-only strategy combines an oversold RSI reading with a price-based exit. It enters when the two-period RSI falls below the stated threshold, then closes the position when the current close exceeds the previous day's high. The idea pairs a short-term…
This simple rule-based strategy keeps a rolling list of recent ticker prices. Once the list reaches its configured length, it compares the latest price with the highest and lowest values in that window. A move above the previous window maximum triggers a buy…
This reference describes a long-only breakout approach that uses a simple moving average to frame trend direction and price pivots to define support and resistance. It enters when the close rises above the latest pivot high and describes exits around support…
This long-only strategy tracks the highest closing price and opens a buy position when the market falls by a configurable percentage from that high. Position size is based on account equity, a capital allocation percentage, and leverage. It closes a position…
This strategy looks for potential market turning points by comparing RSI readings calculated over short, medium, and longer lookback periods. Its baseline logic treats readings below progressively higher thresholds as a possible bottom and readings above…
The document describes an automated cryptocurrency perpetual futures system organized around data collection, AI decisions, order execution, and position monitoring. It combines short-interval candles for entry timing with longer-interval trend context,…
This document outlines a short-term strategy that combines fast and slow EMA crossovers with Bollinger Bands and an ATR-based stop. Its stated defaults are 5 and 13 periods for the EMAs, a 20-period Bollinger calculation with a multiplier of 2, and a stop…
This short-term breakout approach combines daily and shorter-window Donchian midpoints to define a directional cloud. It uses a 3-period EMA as an immediate price measure and permits entries only during a configurable session. A long setup requires that EMA…
This strategy uses a short and a long exponential moving average to identify directional changes, with a second price-versus-average check to qualify the signal. It first smooths the selected price series with a 2-period EMA, then calculates fast and slow…
This intraday strategy fades moves toward bands placed around VWAP. It sets upper and lower levels using an asset-specific volatility value multiplied by a global adjustment factor. A long setup occurs when price reaches the lower band area and closes up; a…
This backtest strategy derives an oscillator from the difference between fast and slow simple moving averages of the midpoint price, then subtracts a further smoothed value. It offers a choice of weighted, simple, or exponential moving average as the signal…
This strategy combines MACD momentum signals with Parabolic SAR trend direction. It proposes long entries when the MACD line is above its signal line and price is above SAR, and short entries when both relationships are bearish. The stated defaults are 12…
This document is a collection of exchange-trading utilities rather than a standalone trading strategy. It includes helpers for identifying a contract’s base and quote currencies, checking symbol availability, reading price and candle data, and summarizing…
This strategy uses crossovers of short and long simple moving averages to generate directional signals, then optionally applies RSI and ATR filters. The stated example uses 9-period and 21-period averages, a 14-period RSI with overbought and oversold levels,…
This trend-following approach uses a faster and slower moving average to determine direction. A fast average crossing above the slow average signals a long, while a downward cross signals a short. The text explains that changing the periods can shift the…
PowerTower is a long-only crypto strategy on a five-minute timeframe. Its entry condition compares each of the latest three closes with closes two and four candles earlier, using an adjustable exponent; the exit condition applies a corresponding less-than…
This trend-following system uses three exponential moving averages for entry direction and trend filtering. A cross of the 21-period EMA above the 50-period EMA triggers a long when price is above the 200-period EMA; the opposite cross triggers a short when…