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Βιβλιοθήκη γνώσης

Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.

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Αναζήτηση στη βιβλιοθήκη

1,507 έγγραφα

ProRealCode

The document proposes a modified Laguerre smoothing filter called the Carnazzi filter. It first estimates the filter’s gamma parameter from a chosen period length, using a correction term called delta, then applies a four-stage recursive Laguerre calculation…

Τεχνικοί δείκτεςΣτατιστική
ProRealCode

This indicator method draws trendlines through successive pivot highs and lows in a 14-period RSI, then marks crossings beyond those lines as possible momentum shifts. A pivot is identified using a configurable lookback window; lines are drawn when…

Τεχνικοί δείκτεςΟρμήΔιάσπαση επιπέδουΔιαχείριση κινδύνου
ProRealCode

The document presents a Coral T3 indicator built from six successive exponential averages and a coefficient-based combination of later averages. It applies the same calculation separately to close, high, and low prices, producing a central line and upper and…

Τεχνικοί δείκτεςΑκολούθηση τάσης
ProRealCode

This community post describes a semi-swing strategy for the DAX on a four-hour chart, taking long trades only and aiming to capture brief trends. Entry requires a six-period RSI to cross above 60 while the close is above a 25-period simple moving average.…

Συμβόλαια μελλοντικής εκπλήρωσηςΑκολούθηση τάσηςΤεχνικοί δείκτεςBacktesting
ProRealCode

SwiftTrend Structure adapts a trailing trend line to average candle-body size rather than ATR. It builds bands around the prior bar’s midpoint body and constrains the baseline to move only in the trend’s favor. A close beyond a tolerance margin creates a raw…

Ακολούθηση τάσηςΤεχνικοί δείκτεςΔιάσπαση επιπέδουΔιαχείριση κινδύνου
ProRealCode

This document presents an Ichimoku dashboard that condenses relationships among price, Tenkan-sen, Kijun-sen, the Senkou spans, and the lagging Chikou span into labeled columns. It describes how the display tracks price relative to the conversion and base…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΣυνάλλαγμαΕπενδυτικό κλίμα
ProRealCode

The report outlines a fixed-income-plus approach that reserves some capital for options margin and option buying strategies, while investing most remaining funds in government bonds. It combines directional index exposure, short volatility, and event-driven…

Δικαιώματα προαίρεσηςΤίτλοι σταθερού εισοδήματοςΜεταβλητότηταΚατασκευή χαρτοφυλακίου
ProRealCode

This strategy uses Ichimoku cloud position and the relationship between the Tenkan-sen and Kijun-sen to generate directional entries. A long requires price above both cloud spans, a bullish candle, and Tenkan-sen above Kijun-sen; a short applies the opposite…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΣυνάλλαγμαΜετοχές
ProRealCode

This indicator note adapts the moving average convergence divergence calculation by substituting Hull-style weighted moving averages for the usual averages. It describes a fast and a slow moving average, forms their difference as the MACD series, and smooths…

Τεχνικοί δείκτεςΟρμή
ProRealCode

Twiggs Money Flow is presented as a variation of Chaikin Money Flow that combines trading volume with the closing price's position inside a range. The calculation uses the current high and low together with the prior close to define the range, then weights a…

Τεχνικοί δείκτεςΟρμήΣτατιστική
ProRealCode

This indicator marks turning points at two scales. Major highs and lows use a configurable lookback, set to 20 periods by default; minor points use half that lookback. It compares a lagged bar’s high or low with the surrounding range, then draws alternating…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΜεταβλητότηταBacktesting
ProRealCode

This excerpt introduces a rule-based strategy built around the Ichimoku indicator and begins a buy condition: price must be above the Kumo cloud. The author describes the approach as suitable for automation and reports personal observations of favorable…

Τεχνικοί δείκτεςΣυνάλλαγμαΣυμβόλαια μελλοντικής εκπλήρωσηςBacktesting
ProRealCode

This indicator tracks the latest confirmed swing high and swing low as stepped resistance and support levels. A pivot is confirmed using bars on both sides, so the displayed level appears only after the specified right-side confirmation period. Break signals…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΟρμήΔιαχείριση κινδύνου
ProRealCode

This ProRealTime indicator estimates a directional move from the latest p candles and draws a line from the current close, projecting the estimate both backward and forward by p bars. The move is based on the sum of close-minus-open changes, calculated…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΣτατιστική
ProRealCode

The Market Structure RSI applies the familiar RSI calculation to counts of broken swing points rather than to bar-by-bar price changes. It identifies simple three-bar pivot highs and lows, then checks whether price has crossed the stored levels. Each broken…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΟρμήΑκολούθηση τάσης
ProRealCode

The Synthetic Oscillator constructs a smooth sine wave from an estimated market cycle rather than smoothing the output of a conventional oscillator. It first applies a Hann window and band-pass filtering to price, then uses normalized cycle components to…

Τεχνικοί δείκτεςΕπαναφορά στον μέσο όροΣτατιστική
ProRealCode

The document describes John Ehlers’ MADH oscillator, an extension of the moving average difference indicator intended to improve cycle and trend analysis. It forms two price filters with different lengths, applies Hann-window weighting to their inputs, and…

Τεχνικοί δείκτεςΣτατιστικήΑκολούθηση τάσης
ProRealCode

This intraday indicator sets upper and lower reference lines from the session’s first-hour extremes. After the first hour, it adds a historical average distance from the daily open to the first-hour high to the current first-hour high; it subtracts the…

Τεχνικοί δείκτεςΜετοχέςΜεταβλητότητα
ProRealCode

This indicator adapts volume spread analysis by multiplying price levels by volume, then tracking the midpoint of the resulting high and low range. It compares a rolling average of the volume-adjusted highs with a threshold formed by adding a multiple of…

Τεχνικοί δείκτεςΜεταβλητότηταΜετοχές
ProRealCode

This oil example describes a trend-following setup that combines moving averages with hammer-shaped candles. It defines bullish and bearish regimes using the direction of several moving averages and the close relative to them. In a bullish regime, a bearish…

ΕμπορεύματαΑκολούθηση τάσηςΤεχνικοί δείκτεςΔιάσπαση επιπέδου
ProRealCode

The document describes an adaptive moving average whose lookback grows from a base length as a counter advances, up to a configurable cap. A selected market condition resets or changes the counter, allowing the smoothing window to respond to a trend or…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΟρμήΜεταβλητότητα
ProRealCode

This note describes a long-and-short trend-following model inspired by Andreas Clenow’s book. It uses the 50-period and 100-period exponential moving averages to define trend direction, then enters on a breakout beyond a 50-period channel based on prior…

Ακολούθηση τάσηςΔιάσπαση επιπέδουΤεχνικοί δείκτεςBacktesting
ProRealCode

The document describes a Donchian channel indicator built from the highest high and lowest low over a chosen lookback period. Its example uses a period of 20 and calculates a midpoint halfway between the upper and lower bands. The calculations use prior…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΔιάσπαση επιπέδου
ProRealCode

This indicator constructs price levels corresponding to RSI thresholds of 70 and 30 by reverse engineering the RSI calculation. A smoothed price average serves as the channel’s middle reference. When price crosses above the upper level or below the lower…

Τεχνικοί δείκτεςΔιάσπαση επιπέδουΕπαναφορά στον μέσο όροΣτατιστική