The document’s prose describes a two-way trend strategy using adaptive Bollinger Bands, with entries on band breaks and stop-loss and take-profit management. However, the included source does not implement that description: it calculates levels from recent…
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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This strategy combines a Hull moving average trend signal with crosses between two WaveTrend lines. A bullish Hull configuration paired with an upward WaveTrend cross is intended to trigger a long entry; the inverse combination supports short entries. The…
This BTC futures strategy uses three exponential moving averages to define pullbacks and trend direction. It enters long when price crosses back above the short EMA, provided the medium EMA and long EMA filters are met; short entries use the inverse…
This QuantConnect example trains a small TensorFlow neural network on daily SPY opening prices. It uses a rolling history of 30 prior days, pairing each opening price with the next day’s opening price, and trains a one-hidden-layer network with gradient…
This trend-following method uses a 3-period and a 15-period exponential moving average. A fast-average cross above the slow average signals a long entry, while a cross below signals a short entry. A separate fast EMA acts as an exit reference: the strategy…
This strategy monitors two spot exchanges for price differences in either direction. It sells on one venue and buys on the other when the top-of-book spread exceeds a configurable threshold, expressed either as a fixed price difference or a percentage. Trade…
This long-only strategy enters when a 10-period simple moving average crosses above a 50-period average, provided RSI is below its overbought threshold of 70. It then places a stop and a profit target using ATR: the stop is 1.5 ATR below entry and the target…
This strategy combines a recursive Kalman price estimate with a trailing stop rail whose distance from the estimate narrows over time. The rail is intended to follow favorable moves and exit when price crosses it. The described system also adds to positions…
This document outlines a threshold-based RSI strategy intended to trade reversals from overbought and oversold conditions. It gives example thresholds of 60 and 30: a move below the overbought threshold is described as a short entry, while a move above the…
The document presents a trend-following approach that combines a fast and slow moving average crossover with MACD. Its stated rules use a 12-period fast average and a 26-period slow average, alongside a MACD signal line smoothed over 9 periods. The prose…
This document describes a two-way trading strategy that combines Stochastic crossovers with a 50-period simple moving average filter. A %K cross above %D can trigger a long when price is below the SMA low; a cross below %D can trigger a short when price is…
This long-only trend strategy uses the ordering of the 25-, 50-, and 100-period EMAs as an upward-trend filter. Once the shorter averages are above the longer ones, it enters when price crosses above the 25-period EMA, dividing the position into two equal…
This method adapts a Parabolic SAR trailing level using Average True Range (ATR). It identifies the current trend direction, tracks an extreme price point, and updates an acceleration factor using the standard start, increment, and maximum parameters. The…
This quick-start example demonstrates a daily long-short stock strategy for a changing NASDAQ-100 universe. For each eligible stock, it compares a 20-day simple moving average with a 200-day average: the stock receives a positive allocation when the shorter…
This strategy combines RSI readings from several chart resolutions into a pair of smoothed signals. It first calculates RSI and applies a 15-period volume-weighted moving average on each timeframe. The timeframe series are combined, then smoothed with 100-…
This hybrid system combines two signal types. For channel reversals, it enters long when price crosses below the lower Keltner band and short when price crosses above the upper band, then exits when price returns across the channel’s EMA midpoint. For trend…
Noro’s strategy uses a fast RSI with candle direction, candle-body size, and recent price extremes to generate long and short signals. The description says RSI thresholds of 30 and 70 identify oversold and overbought conditions, while the source combines RSI…
This strategy combines a fast RSI with candle-body and recent price-extreme conditions to generate long and short signals. Its description presents RSI moves beyond upper or lower thresholds as triggers, with sufficiently large candle bodies and a new local…
This example shows how to assemble a futures trading algorithm from separate framework components. It selects a futures chain each day, filters the universe to front-month contracts, emits constant upward price insights for futures, converts those insights…
This strategy combines a smoothed RSI-style oscillator labeled Stochastic, CCI, and Rate of Change to choose directional trades. It treats a rising oscillator with CCI above zero as bullish, and a falling oscillator with CCI below zero as bearish. A smoothed…
This strategy combines Ichimoku components with ADX and directional indicators to take long or short positions after price moves beyond the cloud. Long conditions include the conversion line above the base line, positive lagging-line momentum, price above…
This strategy uses a 14-period RSI on closing prices to identify potential reversals. It enters long when RSI crosses upward through 30 and short when it crosses downward through 70. Long positions close when RSI rises through 70, while shorts close when it…
This strategy opens a spot position, places a profit-taking order, and adds to the position after an adverse move to bring its average entry price closer to the market. Parameters set the initial direction and amount, spacing between additions, desired…
This document describes two selectable long-only moving average approaches. The basic mode enters when a fast simple moving average crosses above a slower one, then uses either a percentage or point-based profit target, with an optional trailing exit. The…