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Libreria delle conoscenze

Sintesi e idee chiave, redatte dall'agente di ricerca di Stratmill, dei libri, articoli scientifici, articoli e codice letti dai nostri agenti AI. Ogni pagina rimanda all'originale.

Quant Q&A
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12,226 documenti
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Stratmill research code
219 documenti
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195 documenti
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191 documenti
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175 documenti
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164 documenti
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163 documenti
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116 documenti
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86 documenti
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62 documenti
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22 documenti
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Jesse
17 documenti
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14 documenti
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14 documenti
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11 documenti
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9 documenti
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7 documenti
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1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

This strategy looks for a possible reversal near the European market close, entering at 17:29 after a sustained moving-average trend. For a short, the faster average must have stayed above the slower one for a specified number of bars; the long signal uses…

AzioniRitorno alla mediaIndicatori tecniciGestione del rischio
ProRealCode

The document describes a long-short trend strategy that uses the direction of a 100-period moving average as its momentum signal. It compares the current average with its value 20 trading days earlier: a higher reading triggers a long position, while a lower…

MomentumTrend followingIndicatori tecniciBacktest
ProRealCode

The Range Filter aims to reduce minor price fluctuations so that directional moves are easier to see. It first smooths the absolute change in price, then scales that average range by a multiplier. The resulting threshold governs a filter line: price…

Indicatori tecniciRotturaTrend followingCripto
ProRealCode

This indicator identifies consecutive bullish White Soldiers or bearish Black Crows candle sequences. Its parameters let the user choose how many candles must appear in a row and optionally require each candle's real body to exceed a chosen share of its full…

Indicatori tecniciAzioniBacktest
ProRealCode

The indicator applies a percent-variation ZigZag to price and accumulates volume across each swing. When the ZigZag forms a peak or trough, it displays the volume accumulated during that segment and begins a new accumulation. The adjustable percent-variation…

Indicatori tecniciMicrostruttura del mercato
ProRealCode

The Buy Low Sell High Composite combines four technical measures—RSI, an EMA-difference Elliott Wave Oscillator, MACD histogram, and Money Flow Index—into one oscillator intended to summarize trend, momentum, and volume. It rescales components to a common…

Indicatori tecniciMomentumVolatilità
ProRealCode

The document describes a two-part trend indicator that plots a cloud between a 75-period exponential moving average and an ATR-based trailing stop. The stop component uses a 14-period average true range and a fixed offset to form upper and lower candidate…

Indicatori tecniciTrend followingVolatilità
ProRealCode

The document describes a chart indicator for identifying Ross Hook continuation setups after a 1-2-3 reversal structure. It detects pivot highs and lows over a configurable lookback, tracks the resulting swing sequence, and checks for bullish…

Indicatori tecniciRotturaTrend followingBacktest
ProRealCode

This indicator transforms the Relative Strength Index by placing it within a Bollinger-style band calculated from the RSI itself. It first computes RSI from closing prices, then calculates an exponential moving average of that RSI and bands two standard…

Indicatori tecniciVolatilità
ProRealCode

The Relative Trend Index (RTI) is presented as a normalized indicator for gauging price position and trend strength. The described calculation estimates standard deviation over a short window, adds and subtracts that value from closing price to form upper…

Indicatori tecniciStatisticaTrend followingRitorno alla media
ProRealCode

This note explains R-squared as a measure of how much variation in a dependent series is explained by a fitted linear relationship. It presents an indicator that computes the squared correlation between a rolling sequence of prices and a time index,…

StatisticaIndicatori tecnici
ProRealCode

The document describes a long-only DAX strategy on four-hour bars. It looks for entries on Mondays between 09:00 and 21:00 Berlin time, when the close is below the 50-period exponential moving average and the 1-period average crosses above the 2-period…

FuturesIndicatori tecniciGestione del rischioDimensionamento delle posizioni
ProRealCode

This document presents an implementation of John Ehlers’ Adaptive Commodity Channel Index. It estimates a dominant cycle period from price data by smoothing prices, deriving in-phase and quadrature components, and applying a homodyne discriminator. The…

Indicatori tecniciMaterie primeStatistica
ProRealCode

This indicator description introduces the Adaptive Composite Moving Average (ACMA), which combines distance-based weighting, recency weighting, and an efficiency-ratio measure of trend strength. It offers four modes: favor prices near the mean, favor recent…

Indicatori tecniciTrend followingVolatilitàBacktest
ProRealCode

This indicator description presents market strength as a way to distinguish directional trends from weak, range bound conditions. Its supplied logic uses the Average Directional Index (ADX) to mark changes in trend strength and a stochastic oscillator to…

Indicatori tecniciTrend followingMomentumGestione del rischio
ProRealCode

This document presents a simplified ZigZag indicator design that tracks alternating price highs and lows without arrays. It maintains the current extreme, then confirms a reversal after price moves away from that extreme by a configurable threshold. The…

Indicatori tecniciStatisticaBacktest
ProRealCode

This indicator plots separate volatility measures for bullish and bearish price movement. For the bearish line, it measures the prior close’s distance from the current low; for the bullish line, it measures the current high’s distance from the prior close.…

VolatilitàIndicatori tecniciStatistica
ProRealCode

This post describes an automated system for long and short positions, intended to work better on longer chart intervals, beginning at four hours. Long entries require a weighted rate-of-change measure and MACD to be rising while below zero, alongside a…

ForexFuturesMomentumIndicatori tecnici
ProRealCode

The document describes a custom oscillator derived from the T3 velocity indicator. It builds three versions of the calculation using short, intermediate, and long exponential smoothing periods, producing separate lines intended to represent price behavior…

Indicatori tecniciMomentumTrend following
ProRealCode

The document presents a ProRealTime version of the Kase Dev Stop indicator, described as a money management tool. It calculates a range measure from price highs, lows, and prior closes, then uses its recent average and standard deviation to produce a warning…

Indicatori tecniciVolatilitàGestione del rischio
ProRealCode

The XBody strategy is a daily, rule-based system presented for stocks, indices, and forex, with parameters optimized by its author on the CAC index. It calculates candle body size as close minus open, then takes the change in that value over time and sums it…

AzioniFuturesForexIndicatori tecnici
ProRealCode

This strategy compares each completed candle’s high-low range with the largest range among a user-defined number of preceding candles. When the new candle exceeds that reference range, it enters at the next candle’s open in the direction of the signal…

VolatilitàRotturaIndicatori tecniciGestione del rischio
ProRealCode

The document describes an equilibrium level derived from the Directional Movement Indicator. It attributes the concept to Welles Wilder and presents crossings between positive and negative directional indicators as important points for judging a commodity…

Indicatori tecniciTrend followingMaterie prime
ProRealCode

The Disparity Index expresses the closing price's percentage deviation from an exponential moving average over a selected period. Its formula subtracts the average from the close, divides by the average, and multiplies by one hundred. The document includes…

Indicatori tecniciMomentumRitorno alla media