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 stock strategy uses Bollinger Bands to identify upward momentum. It looks for the upper, middle, and lower bands to rise over successive observations and requires the latest close to be above the middle band before opening a long position. The code…
This document describes a backtest framework for recurring fixed-amount purchases on daily, weekly, or monthly schedules. The schedule determines when to buy within a selected date range; each purchase converts the specified cash amount into units at the…
The strategy defines equilibrium as the midpoint between the highest high and lowest low over a lookback window, following the same calculation used for the Ichimoku baseline. It identifies a trend when closing prices remain on one side of equilibrium for a…
This QuantConnect example shows how to define custom data readers for the NIFTY index and USD/INR, then add both series to an algorithm. The NIFTY reader parses daily OHLC values from a remote CSV source, while the currency reader parses daily closes. The…
This breakout system enters when the close moves beyond a Bollinger Band and RSI confirms direction: above the midline for an upside break and below it for a downside break. A direction setting can allow long trades, short trades, or both. The source sets a…
The document describes buying BTC/USDT futures after price falls below successive moving-average levels, with additional entries as the decline deepens and a maximum of four entry tiers in its narrative. It aims to capture a rebound, then exits after a…
This strategy combines an ATR-based Supertrend with a volume filter. It enters long when price crosses above the Supertrend and short when price crosses below it, provided volume exceeds a threshold relative to its moving average. Stop and target distances…
This partial Pine Script strategy provides configurable long and short signal inputs, trading-session filters, and position management for Renko charts. Users can choose single or dual signal logic, define separate entry and exit sources, and enable evening,…
The document shows a Keltner Channel breakout strategy with configurable channel length, multiplier, price source, moving-average type, and range calculation. A close crossing above the upper band arms a potential long breakout; a crossing below the lower…
The strategy uses crossovers between short- and long-period simple moving averages to signal entries, then checks a higher-timeframe trend state before taking a trade. Open positions are closed when that confirmation reverses. Optional take-profit and…
This strategy uses a smoothed Stochastic %K line for entries and optional stop-loss and take-profit orders. Long signals occur when %K crosses upward through the oversold threshold or the middle level; short signals occur when it crosses downward through the…
This workflow describes a bidirectional grid for cryptocurrency perpetual futures. From an initial reference price, it places long levels below and short levels above; positions are opened as price reaches grid steps and are intended to close when price…
This trend-following method combines a Hull moving average with a least-squares moving average (LSMA). It describes taking a long position when the Hull measures indicate an uptrend and LSMA crosses above the Hull midline, and taking a short position under…
This strategy uses changes in USDT supply as a proxy for liquidity conditions in Bitcoin markets. It proposes going long when supply reaches a new high over a rolling window, then closing the position or going short when supply falls to a new low. A…
This strategy compares the RSI of an individual cryptocurrency with the RSI of a selected crypto market index, using a higher timeframe for the reference index. The document describes buying when a relative-strength measure crosses above a threshold and…
This trend-following method uses Donchian Channel breakouts to establish a main market direction and shorter lookbacks to show local trend behavior. A close above the prior channel high marks an uptrend; a close below the prior channel low marks a downtrend.…
This scalping strategy centers on Williams %R, with a configurable moving-average filter and a Supertrend direction filter enabled by default. The inputs also allow optional choppiness, ADX, volume, and Bollinger Band width filters, giving the user ways to…
This system combines RSI extremes with Supertrend direction to time short-term trades, then uses ATR to set stop and target distances. A long setup requires RSI below 20 while the trend is upward; a short setup requires RSI above 80 while the trend is…
This strategy framework combines market structure with liquidity concepts. Its inputs specify swing detection, a backward search for the last opposite-colored candle as a candidate order block, optional fair value gap confluence after a break of structure,…
This Pine strategy plots prior-day high and low, the classic pivot point calculated from the prior day's high, low, and close, and its first support and resistance levels. It also calculates a typical-price series from the previous bar. Display options let…
The document presents a breakout approach that uses Bollinger Bands to identify directional price moves and RSI to filter entries. A close above the upper band with RSI below 70 is treated as bullish; a move below the lower band with RSI above 30 is bearish.…
This strategy uses a short-period RSI to seek temporary reversals during strong trends. It opens a short when RSI reaches 96 and a long when RSI falls below 4, then closes longs above 80 and shorts below 20. The published parameter set uses a 2-period RSI…
This trend strategy combines EMA alignment, Supertrend direction, and an engulfing candle as an entry trigger. Longs require a bullish EMA ordering and price above the longest EMA; shorts require the inverse conditions. It limits signals to a London session…
This strategy constructs two price levels around a simple moving average: a lower band for long limit entries and an upper band for short entries. The band offsets are configurable, and the rules also include a date cutoff that closes open positions after…