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 fast and a slow momentum-adjusted exponential moving average (MAEMA) to signal changes in direction. Its default lengths are 80 and 144 periods: a fast-line crossover above the slow line signals a buy, and a crossover below signals a…
This example trains a linear support vector classifier on Bitcoin bar opens and closes. It labels each historical bar by whether the next close rises or falls beyond a configurable spread threshold, or stays within that threshold. At each new bar, the model…
This script describes a mechanical volatility breakout strategy with selectable long-only or long-and-short direction and either close-based or stop-order entries. It measures a recent price range using prior bars, excluding the current breakout bar, and…
This strategy script combines a selectable main moving average with offset entry logic, delayed cross-back exits, and six take-profit levels. Its settings allow EMA, SMA, WMA, VWMA, or VWAP as the main line, with configurable direction, line length, entry…
This strategy identifies trend direction with 50-period and 200-period exponential moving averages. It looks for a pullback to the fast average followed by a close back on the trend side, then requires volume above its 20-period average and an RSI threshold:…
This equity-selection strategy first screens tradable constituents of the China Securities Index 1000, excluding B-shares and stocks with negative price-to-earnings ratios. It sorts the remaining stocks by P/E, keeps the 1,000 lowest, then selects the five…
This strategy uses a seeded pseudorandom sequence to generate long or short entries and exits. Thresholds control how often signals occur: lowering them reduces trading frequency, while raising them increases it. Users can enable longs or shorts, and the…
This crypto swing strategy combines crossovers between fast and slow Arnaud Legoux moving averages (ALMAs) with a MACD histogram filter. The stated defaults use ALMA lengths of 20 and 40, with an offset of 0.9 and sigma of 5. A bullish crossover is accepted…
This strategy combines a short and long simple moving average crossover with VWAP, RSI, and volatility measures. The description specifies a 50-period and 200-period average, entering long or short when they cross and using VWAP as an additional condition.…
This document describes a utility for constructing candles of a chosen minute interval from a sequence of lower-timeframe records. It groups source bars into time windows, then sets each aggregate candle's open from the first included bar, high and low from…
The document presents part of a compound indicator strategy labeled for BTC/USDT on a three-hour chart. The visible code calculates a volume change oscillator by comparing short and long moving averages of volume, with configurable SMA or EMA methods. It…
This strategy seeks reversals at automatically detected support and resistance, while using the relationship between 20-period and 50-period EMAs to filter entries by trend. A long setup requires price to approach support within a stated tolerance and close…
This Bitcoin long strategy combines a daily higher-timeframe signal with faster chart entries. It derives a volume-weighted RSI from daily price changes and smooths it to form a directional filter. On the lower timeframe, a linear-regression measure crossing…
This script describes a passive dollar-cost averaging benchmark. It invests a fixed amount in the asset at regular intervals, either on a selected weekday or every specified number of chart bars. The script converts the quote-currency contribution into units…
This long-only reversal approach combines MACD crossovers with RSI readings. It opens a long position when the MACD line crosses above its signal line and RSI has recently been at or below the oversold threshold. It closes that position on a bearish MACD…
This strategy combines MACD crossovers with a 200-period simple moving average to select long and short entries. It uses the standard 12, 26, and 9 MACD settings: a bullish crossover is eligible when both MACD lines are below zero and price is above the long…
This strategy looks for directional breakouts when the 20-period and 200-period simple moving averages are close together. It checks the shorter average’s slope and the close’s position relative to both averages, then uses a large candle relative to ATR as…
This script describes a long-only breakout system with configurable filters and trade management. It enters when price breaks above either a recent high or an all-time-high proxy, with an option to require a closing-price break. The default filters require…
This strategy uses the 10-year U.S. Treasury yield to decide whether to hold the S&P 500 or move to cash. It ranks the latest daily yield within its recent high-low range, using a configurable lookback period. When the yield is above a configurable threshold…
This basic trend-following system compares a fast EMA with a slower EMA. A cross above the slow average opens a long position, while a cross below opens a short; the opposite crossover closes the existing position. The stated defaults are 13 and 50 periods,…
This swing strategy combines RSI, a smoothed Stochastic oscillator, SuperTrend, and the Bollinger Band middle line. A long setup requires bullish RSI and Stochastic readings alongside SuperTrend conditions; the short setup uses the corresponding bearish…
This intraday strategy enters after higher-low or lower-high patterns receive candle confirmation and meet a composite score threshold. The score combines candle body strength, relative volume, RSI conditions, current range versus ATR, and recent pattern…
This Pine strategy organizes seven candlestick signals into independently enabled modules: pinbars, engulfing patterns, top and bottom fractals, single and double harami patterns, and large-body candles. Users can adjust pinbar thresholds and the minimum…
This strategy uses a fast and slow EMA crossover to signal trades on 30-minute and 1-hour charts. It filters those signals with ADX for trend strength, ATR for volatility, RSI to avoid extreme readings, and OBV relative to its moving average for volume…