This trend-following system uses a 15-period EMA crossing a 60-period SMA as its main entry signal, with a 200-period EMA described as a longer-term reference. A higher-timeframe 200-period EMA can filter direction: longs are allowed above it and shorts…
Tudástár
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.
Keresés a könyvtárban
Dokumentumok száma: 7,910
This script describes a trend-following strategy that combines 9- and 21-period exponential moving averages with MACD confirmation. After an EMA crossover, it allows entries only within a configurable number of bars and when both EMA slope angles exceed…
This strategy uses a 14-period volume-weighted average price as a reference for short-term directional trades. It enters long when the closing price crosses above VWAP and short when it crosses below. A position is closed when price reaches a target 3% above…
This strategy combines Bollinger Bands, MACD, and a 50-period simple moving average to identify possible long and short entries. It looks for price outside a Bollinger Band, confirms momentum with MACD, and checks price and the band’s middle line for trend…
This intraday strategy pairs reversal candlestick patterns with MACD crossover confirmation. Bullish engulfing candles or hammers can support a long signal when MACD crosses above its signal line; bearish engulfing candles or shooting stars can support a…
This strategy combines moving-average crossovers, RSI thresholds, and candlestick engulfing patterns to generate long and short signals. Its explanation uses a 21-day average crossing the 200-day average as the primary direction signal, with the 50-day…
This educational example calculates order quantity from a chosen risk budget and a stop-loss distance expressed as a percentage of entry price. The risk budget can be set either as a percentage of account equity or as an absolute money amount. The code…
This strategy identifies local price turns by comparing the highs and lows of three consecutive candles. It places a long trigger above the latest bottom fractal and a short trigger below the latest top fractal, then sets a take-profit target the same fixed…
This strategy uses Bitcoin’s daily network hash rate rather than price to generate directional signals. It smooths the series with a shorter and a longer moving average; a cross above the longer average signals a long position, while a cross below signals a…
This strategy tracks whether a selected moving average rises or falls from one bar to the next and counts consecutive bars in each direction. Once the count reaches a user-defined threshold, it enters long after a run of rising values or short after a run of…
This strategy combines three SuperTrend calculations with different ATR settings and a Stoch RSI filter. The two faster SuperTrend signals establish a candidate direction; a confirming Stoch RSI signal is then used to trigger a long or short trade. The…
This strategy builds upper and lower price bands from a simple moving average and the standard deviation over the same lookback. It opens a long position when the chosen price source crosses upward through the lower band, treating that move as an opportunity…
This strategy sets a channel around an N-period simple moving average. It offsets the center line by upper and lower percentages of the current price, with the document giving 2% as the default for each side. A move above the upper band prompts a short,…
This trend-following method builds two band systems from moving averages of rolling highs and lows. A close above the upper high-based average opens a long position, while a drop below its ATR-offset lower band closes it. On the short side, a close below the…
This strategy smooths price with a Nadaraya-Watson estimate and forms an envelope around it. It identifies upward or downward crossings of the bands, then requires directional confirmation from the DMI components and a sufficiently strong ADX reading. RSI…
This example shows how a QuantConnect algorithm can read fast and slow exponential moving average periods from job parameters, with fallback values when parameters are absent. That lets the same algorithm configuration be varied for optimization without…
This strategy applies RSI to a linear-regression-transformed price series, then compares the result with an EMA. The stated defaults use a 200-period regression, a 21-period RSI, and a 50-period EMA. One entry option buys when RSI crosses above its EMA;…
This BTC futures strategy combines Fibonacci levels, a moving-average trend filter, and a volume threshold. It calculates retracement levels from a rolling price range and looks for long entries near the 0.382 level when price is above the trend filter, or…
This script builds an opening range from a configurable number of candles after a selected session start. It looks for a close above the range high for a long entry or below the range low for a short entry, with the breakout candle's direction and SuperTrend…
The strategy aims to trade breakouts near the London session open using a fast moving average and a slow trend filter. A move through the fast average can trigger a long or short entry, provided the previous close is on the matching side of the slow average.…
This document describes a trend strategy built around Supertrend, a long-period Double Exponential Moving Average, and Bollinger Bands. The intended method uses Supertrend direction changes for entries, with DEMA as a longer-term trend reference and band…
This Hummingbot strategy provides a basic pipeline for collecting market microstructure data. On each tick, it requests a configurable depth of the order book for each configured trading pair and stores bid and ask price-amount levels with a timestamp. It…
The strategy combines a 200-period EMA trend check with the prior close, rising volume, RSI direction, and MACD alignment. A long setup requires the main conditions to align, while separate price-distance-from-EMA and Bollinger Band conditions can…
This strategy uses Parabolic SAR alongside price movement to flag possible reversals. Its stated rules look for bullish divergence when price weakens while SAR does not make a corresponding low, and bearish divergence when price rises without a matching SAR…