Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
7 documents
This Freqtrade example is an operational strategy for winding down open positions after stopping new buys. It defines no entry or exit signals; instead, a minimal return-on-investment schedule closes trades that reach a small initial profit threshold, then…
This Freqtrade strategy example applies an Almgren–Chriss style execution schedule to position entries and exits. It estimates a parameter called kappa from rolling price variability, candle range, and volume, using it to shape the fraction traded in each…
This example describes a five-minute long-only strategy built from moving averages, Heikin-Ashi candles, and RSI. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the faster average, and the candle is positive.…
The example demonstrates a Freqtrade custom stop that follows the Parabolic SAR indicator. It calculates SAR for each candle, then reads the latest analyzed value in the stop-loss callback and converts the distance between the current rate and SAR into the…
This Freqtrade strategy defines long entries on a five-minute timeframe by combining four signals: RSI below 30, stochastic %K below 20, the close below the lower Bollinger Band, and a detected hammer candle. The conjunction is intended to identify a…
The strategy demonstrates time-weighted average price execution by splitting entries and exits into equal-sized portions spaced at fixed time intervals. It configures the number of slices and spacing, and uses an RSI indicator on a 15-minute timeframe to…
This Freqtrade strategy is designed to compare its backtest with a corresponding strategy run on another platform for the same coin, period, and resolution. It calculates fast and slow simple moving averages over 14 and 28 periods on hourly candles. A long…