Βιβλιοθήκη γνώσης

This experimental strategy maps dates to a lunar cycle using a reference new moon and an approximate cycle length. It treats the start of a full-moon window as a long entry and the start of a new-moon window as a short entry or, in long-only mode, an exit…

This strategy combines a price reversal signal with daily floor-trader pivot levels. Its reversal component tracks stochastic values and recent closes, while the pivot component uses the previous day’s high, low, and close to calculate a central pivot and…

This indicator counts when absolute hourly returns exceed a configurable multiple of recent return volatility, then allocates those spike observations across the 24 hours of the day. The user can include all weekdays or restrict the count to one selected…

This indicator compares two ways to estimate volume delta: updates from real-time tick data and a selectable lower timeframe. In tick mode, it tracks price and volume changes within the current chart bar, assigning volume to up, down, or unchanged price…

The indicator estimates the Hurst exponent from price returns using rescaled-range analysis. For each selected sample length, it divides a rolling lookback into groups, calculates each group’s cumulative-deviation range relative to its standard deviation,…

This strategy estimates a daily expected-move range from the daily open and an implied-volatility index selected for the asset class. It plots the open and intermediate and outer price bands, then combines a moving-average crossover with volume, ADX,…

This grid strategy divides a fixed price range into configurable levels, spaced either geometrically or arithmetically. It buys a slot when the closing price crosses downward through its level and closes that slot when price crosses upward through the next…

This strategy combines a TTM Squeeze momentum calculation, a parabolic SAR, and an exponential moving average to generate directional entries. The visible rules require price to be on the relevant side of the EMA, a price crossover of PSAR, and the squeeze…

This NQ strategy looks for reversals during selected New York trading windows. A setup combines a liquidity sweep beyond a prior-day or recent swing level, a large directional displacement candle, a close through a recent swing as a market-structure shift,…

This strategy applies a SuperTrend calculation to Tesla’s one-minute chart. It builds upper and lower levels from the midpoint of each bar and an ATR distance, then updates those levels so they trail as price moves. The trend state changes when price crosses…

This strategy detects trading ranges using either a higher timeframe or configured market sessions. In higher-timeframe mode, it can select a timeframe from the chart interval or use a manually chosen one; session mode lets the user define time windows and a…

This strategy counts consecutive closes higher or lower than the preceding close and enters after user-set streak lengths. Traders can use the signals in their stated direction or reverse them, and can allow a new signal to reverse an open position directly…

This indicator classifies each volume bar by how far volume sits above or below its moving average, measured in standard deviations. Separate lookbacks control the average and dispersion estimates, while configurable multipliers divide observations into low,…

This TSLA-focused strategy seeks long swing entries when a composite momentum oscillator and smoothed money-flow measure are both positive and rising, while price is above the 50-period and 200-period EMAs. The oscillator blends RSI, Stochastic, and a…

This strategy combines ten technical signals into a weighted score: EMA trend, Supertrend, MACD, RSI, ADX and directional indicators, VWAP, Bollinger Bands, Stochastic RSI, OBV, and an ATR activity filter. Bullish conditions add their assigned weights,…

This strategy uses a Supertrend direction change as its base entry trigger, then optionally requires agreement from a configurable set of six timeframes. Each timeframe is classified as bullish or bearish by comparing its close with an EMA; user-set minimum…

This strategy builds a trend line from the midpoint of a rolling source-price range and an ATR-based offset. A signal occurs when price moves beyond the upper or lower band; users can choose crossover-style or cross-style conditions and optionally smooth the…

This indicator constructs a sine-wave oscillator from an estimated dominant price cycle, with the stated aim of producing timely signals while reducing whipsaws. It first smooths the selected source with a Hann window, then applies high-pass and…

This strategy uses rolling highest-high and lowest-low bands to identify breakouts. A close above the prior highest-high band opens a long position; a close below the prior lowest-low band opens a short position when shorting is enabled. Positions exit when…

This strategy turns pin-bar candlesticks into long and short trades using wick and body proportions, the candle’s position relative to two exponential moving averages, and an optional EMA ordering condition. It also measures distance from a nearby…

This strategy combines several price-based filters to qualify long and short entries. It defines market regime from the relationship between fast and slow EMA/HMA averages, scales their separation by ATR, and requires both minimum strength and persistence. A…

This strategy approximates low-volume nodes with a rolling close average surrounded by ATR-scaled upper and lower bands. It does not calculate a true volume profile. A relative-volume check identifies reduced activity by comparing current volume with its…

This intraday strategy is organized around the regular-session opening VWAP and a restricted morning trade window. Its title describes a reclaim followed by a pullback hold, with a five, eight, and thirteen period EMA curl as an additional setup feature.…

This indicator constructs evolving support and resistance lines from price and intrabar volume data. Its design uses a particle-based local trend model and a fixed-lag smoother to estimate line slopes, while volume-weighted price samples inform how lines fit…