A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 7,910
This open-source script builds a market-structure indicator and strategy around pivot highs and lows. It uses configurable left and right bar windows to identify swing points, then compares successive pivots to label higher highs, higher lows, lower highs,…
This strategy uses a short and long simple moving average to identify directional changes. A cross above triggers a long entry when no position is open, while a cross below closes the long. Its defaults are 7 and 40 periods, with a stop 1% below entry and a…
This document describes a trend following system that uses a selected moving average, with KAMA as the default, and a percentage based MOST stop. The stop trails below the moving average in an upward direction and above it in a downward direction. A…
The description presents a breakout strategy that combines Bollinger Bands with a momentum oscillating moving average: it proposes going long above an upper boundary and short below a lower one, with adaptive channel width and oscillator stretching around…
The strategy combines a simple moving average with volatility bands built from the standard deviation of closing prices. It enters long when price crosses above the upper band while the moving average has been rising, and enters short when price crosses…
This strategy combines Commodity Channel Index context with two custom measures: VCI, derived from On Balance Volume, and MCI, derived from price. The description says the measures use dispersion estimates to compare volume flow and price behavior, then form…
This document describes a threshold strategy using a Chande Momentum Oscillator style calculation to switch between long and short positions. It compares a normalized measure of price change over a chosen lookback with upper and lower bands; crossing those…
The document describes a strategy combining the Relative Strength Index with a simple moving average of RSI. Its prose treats RSI below the average as oversold and a buying opportunity, and RSI above it as overbought and a selling opportunity. The supplied…
This strategy describes a momentum mean deviation indicator inspired by William Blau’s work. It first subtracts an r-period EMA from price, then smooths that deviation twice with EMAs to form an indicator line. A further EMA provides a signal line; the…
The document presents a long-oriented strategy using a 34-period EMA, staged profit-taking at 5%, 10%, and 15%, a 7% stop, and a stated 10% residual position for longer trends. It also describes a minimum eight-hour interval between trades and offers…
The visible portion of this strategy combines a moving-average trend template with a volatility-squeeze and breakout setup. It defines a bullish trend using ordered 50-, 150-, and 200-period simple moving averages, with the slow average rising over time. A…
This strategy uses a 300-period exponential moving average as a price center and places upper and lower bands two standard deviations from it. A move across the lower band is treated as a long signal, while a move across the upper band is treated as a short…
This script defines Williams-style up and down fractals using a configurable period and several patterns that allow equal neighboring highs or lows. It then tracks prior fractal-derived levels and plots them. A long signal occurs when the close crosses above…
This trend-following method uses a longer-lookback Donchian channel to identify breakouts, then filters entries with longer-term highs or lows and moving-average alignment. It describes long entries above the upper channel and short entries below the lower…
This 15-minute trend-following system uses a fast and slow simple moving average crossover to signal direction, then filters entries with RSI and Bollinger Band position. It sets stop-loss and profit-target levels at ATR-based distances from the entry and…
This strategy combines RSI, Bollinger Bands, and MACD to generate directional signals. A long signal requires RSI below its stated threshold, price near or below the lower band, and a bullish MACD crossover. A short signal uses the corresponding upper-band,…
This five-minute long-only strategy combines RSI, directional indicators, ADX, and moving averages to identify entry and exit conditions. Entries require price below two exponential averages, rising RSI, and minus directional movement above its smoothed…
The strategy builds a channel from five-bar simple moving averages of highs and lows. It enters long after a bullish candle meets several body and wick tests, has a larger body than recent candles, and follows recent closes and opens below the average-high…
The strategy identifies unusually large price bars with a directional body, then tracks each bar’s high and low as breakout levels for a limited period. It enters long after a close above the high when price is above both a short and a long simple moving…
This strategy seeks trend entries using a 50-period Jurik-style moving average and a 200-period EMA, with price crossing the EMA and volume exceeding a fixed threshold as confirmation. The stated long setup requires an upward price crossing of the EMA, a…
This trend-following framework combines a Jurik moving average, MACD, ADX directional lines, parabolic SAR, volume-weighted RSI, a range filter, and volume. Its described bullish entry requires the fast average to rise, MACD to be positive, positive…
This document demonstrates a chart indicator that estimates common strategy backtest summary values from plotted buy and sell signals. Its example uses an EMA crossover, a longer EMA trend filter, position allocation and commission inputs, a fixed loss…
This strategy combines MACD crossovers with RSI extremes to seek entries in the direction of a crossover when momentum also indicates an unusually weak or strong market. It uses fast and slow MACD averages of 12 and 26 periods, a signal smoothing length of…
This example shows how to assemble a portfolio algorithm using a historical-returns alpha model and a Black-Litterman portfolio construction model. An unconstrained mean-variance optimizer is supplied to the construction model, which generates portfolio…