Strategy Library

Enters when a fast EMA crosses above a slow EMA.

Indicators

EMA

Timeframes

1h, 1d, 1wk

Parameters

Fast EMA: 20 · Slow EMA: 50

Risk model

2% initial stop · 2R target

Entry

Fast EMA crosses above slow EMA

Exit

Fast EMA crosses below slow EMA

Suitable regimes

Sustained trends

Failure modes

Whipsaws in ranges

Reference: Deterministic MTB rules; validate on out-of-sample data

Classic fast/slow simple moving-average trend model.

Indicators

SMA

Timeframes

1h, 1d, 1wk

Parameters

Fast SMA: 20 · Slow SMA: 50

Risk model

2% initial stop · 2R target

Entry

Fast SMA crosses above slow SMA

Exit

Fast SMA below slow SMA

Suitable regimes

Persistent trends

Failure modes

Sideways markets

Reference: Deterministic MTB rules; validate on out-of-sample data

Buys a recovery above the fast EMA while the broader trend is positive.

Indicators

EMA

Timeframes

1h, 1d, 1wk

Parameters

Fast EMA: 20 · Slow EMA: 50

Risk model

2% initial stop · 2R target

Entry

Price reclaims fast EMA · Fast EMA above slow EMA

Exit

Close below slow EMA

Suitable regimes

Orderly uptrends

Failure modes

Trend reversals

Reference: Deterministic MTB rules; validate on out-of-sample data

Requires positive directional movement and meaningful trend strength.

Indicators

ADX, +DI, -DI, EMA

Timeframes

1h, 1d, 1wk

Parameters

ADX threshold: 25 · Period: 14

Risk model

2% initial stop · 2R target

Entry

ADX above threshold · +DI above -DI · Price above EMA

Exit

+DI below -DI

Suitable regimes

Strong trends

Failure modes

Late entries

Reference: Deterministic MTB rules; validate on out-of-sample data

Buys oversold RSI and exits after normalization.

Indicators

RSI

Timeframes

1h, 1d, 1wk

Parameters

RSI period: 14 · Oversold: 30 · Exit RSI: 50

Risk model

2% initial stop · 2R target

Entry

RSI below oversold

Exit

RSI above exit level

Suitable regimes

Range-bound markets

Failure modes

Catching falling trends

Reference: Deterministic MTB rules; validate on out-of-sample data

Buys a close below the lower band and exits at the mean.

Indicators

Bollinger Bands

Timeframes

1h, 1d, 1wk

Parameters

Period: 20 · Deviations: 2

Risk model

2% initial stop · 2R target

Entry

Close below lower band

Exit

Close above middle band

Suitable regimes

Stable ranges

Failure modes

Band walking trends

Reference: Deterministic MTB rules; validate on out-of-sample data

Breaks the previous N-bar high; exits below the previous N-bar low.

Indicators

Donchian Channels

Timeframes

1h, 1d, 1wk

Parameters

Lookback: 20

Risk model

2% initial stop · 2R target

Entry

Close above prior channel high

Exit

Close below prior channel low

Suitable regimes

Emerging trends

Failure modes

False breakouts

Reference: Deterministic MTB rules; validate on out-of-sample data

Requires a prior-range breakout with above-normal volume.

Indicators

Rolling High, RVOL

Timeframes

1h, 1d, 1wk

Parameters

Breakout bars: 20 · Minimum RVOL: 1.5

Risk model

2% initial stop · 2R target

Entry

Close above prior N-bar high · RVOL above threshold

Exit

Close below 20 EMA

Suitable regimes

Expansion with participation

Failure modes

News spikes

Reference: Deterministic MTB rules; validate on out-of-sample data

Enters on upside expansion after compressed Bollinger Bands sit inside Keltner Channels.

Indicators

Bollinger Bands, Keltner Channels

Timeframes

1h, 1d, 1wk

Parameters

Period: 20

Risk model

2% initial stop · 2R target

Entry

Prior squeeze · Close above upper Bollinger Band

Exit

Close below Bollinger mean

Suitable regimes

Volatility expansion

Failure modes

Directionless expansion

Reference: Deterministic MTB rules; validate on out-of-sample data

Trades a wide bullish candle above trend.

Indicators

ATR, EMA

Timeframes

1h, 1d, 1wk

Parameters

ATR multiple: 1.5

Risk model

2% initial stop · 2R target

Entry

Range exceeds ATR multiple · Bullish close above EMA

Exit

Close below EMA

Suitable regimes

Volatility expansion

Failure modes

Exhaustion candles

Reference: Deterministic MTB rules; validate on out-of-sample data

Combines positive price momentum with relative-volume confirmation.

Indicators

Momentum, RVOL, EMA

Timeframes

1h, 1d, 1wk

Parameters

Momentum period: 10 · Minimum RVOL: 1.5

Risk model

2% initial stop · 2R target

Entry

Momentum positive · RVOL above threshold

Exit

Momentum negative

Suitable regimes

Participatory trends

Failure modes

Volume climax

Reference: Deterministic MTB rules; validate on out-of-sample data

Intraday-only reclaim of cumulative session VWAP with volume confirmation.

Indicators

VWAP, RVOL

Timeframes

5m, 15m, 30m, 1h

Parameters

Minimum RVOL: 1.2

Risk model

1% initial stop · 2R target

Entry

Price crosses above VWAP · RVOL confirmation

Exit

Price closes below VWAP

Suitable regimes

Liquid intraday trends

Failure modes

VWAP must reset by session; Yahoo retention is limited

Reference: Deterministic MTB rules; validate on out-of-sample data