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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.

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Cerca nella libreria

1,507 documenti

ProRealCode

This indicator seeks bullish and bearish divergences between price swings and a zero-lag MACD. It builds the MACD and its signal line from double-smoothed exponential averages, then tracks price highs or lows and corresponding MACD extremes around…

Indicatori tecniciMomentumBacktest
ProRealCode

The document presents a ProRealTime indicator for estimating how many ticks occur per second from bars built from a specified number of ticks. It converts each bar’s open-time value into elapsed seconds, takes the difference between successive bar times, and…

Microstruttura del mercatoEsecuzioneTrading ad alta frequenza
ProRealCode

This indicator estimates buying and selling pressure from each bar’s price range and volume. A bull-bear balance calculation allocates volume between the two sides, then smoothed averages produce pressure series. The indicator compares buying pressure with…

Indicatori tecniciMomentumMicrostruttura del mercatoStatistica
ProRealCode

This indicator marks recent fractal highs and lows with rectangles, presenting them as support and resistance zones whose breaks can inform trading decisions. It identifies a fractal using a two-bar offset and rolling high and low comparisons, then carries…

Indicatori tecniciRottura
ProRealCode

The strategy takes a directional position based on the first five-minute bar after the DAX market opens: it buys after an upward bar and sells short after a downward bar. The description specifies a mini DAX contract, a one-point spread, a five-minute…

FuturesRotturaIndicatori tecniciDimensionamento delle posizioni
ProRealCode

This document describes a long-only trend-following setup for the DAX40 on a 30-minute chart. It checks whether the close is above a short exponential moving average, then enters at a specified late-lunch time in the Europe/Berlin time zone. The position is…

FuturesTrend followingIndicatori tecniciBacktest
ProRealCode

The document presents a code implementation of Wilder’s Accumulative Swing Index (ASI), a cumulative price-movement indicator. It calculates the day’s swing from current high, low, open, and close alongside the previous bar’s prices. Intermediate values…

Indicatori tecniciMaterie primeAzioni
ProRealCode

The document explains the Darvas Box idea: after a price advance, a consolidation range forms a ceiling and floor, and a close above the ceiling is treated as a possible long entry. The box floor serves as a stop reference; if price rises and new boxes form,…

AzioniTrend followingRotturaIndicatori tecnici
ProRealCode

This indicator method searches for bullish and bearish divergences between price swings and RSX, an RSI-derived oscillator. It calculates an RSX-like series from changes in a price measure smoothed with Wilder averages, then compares that series with a short…

Indicatori tecniciRitorno alla mediaStatistica
ProRealCode

The indicator estimates the likely size of the current price leg from recent completed swings. It detects swing turns using a rolling high or low, records each leg’s percentage move and duration, and uses a weighted average, ordinary average, or median of…

Indicatori tecniciStatisticaGestione del rischioTrend following
ProRealCode

This indicator gauges market conditions with three horizons based on exponential averages of highs and lows over 50, 100, and 200 periods. For each horizon, it compares a supplied closing price with the prior period’s averages, selects one of those averages…

Indicatori tecniciTrend followingAzioni
ProRealCode

The indicator plots a fast and a slow moving average and fills the space between them. Its color depends on whether the fast average is above or below the slow average and whether the fast average is rising or falling. This produces four visual states that…

Indicatori tecniciTrend following
ProRealCode

The document presents a translated Ehlers-style indicator that estimates a composite cyclical wave from closing prices. It first differences price with a two-bar lag, then applies band-pass filters at a base period and its second and third harmonics. Each…

Indicatori tecniciStatisticaAzioni
ProRealCode

This indicator calculates a separate historical average daily high-low range for each weekday and displays that weekday’s range around a chosen price on charts at daily or faster intervals. A multiplier widens or narrows the bands; the center can use close…

Indicatori tecniciVolatilitàStatistica
ProRealCode

This note describes a small addition to an Ichimoku Kinko Hyo indicator for ProRealTime: plotting the Chikou span, which the author says is missing from the platform’s original setup. The Chikou is represented by a moving average of closing prices shifted…

Indicatori tecnici
ProRealCode

RSIV-1 is presented as a modified Relative Strength Index that responds more quickly to changes in direction. It first measures closing price relative to a linear regression of price, then separates rising and falling changes over a rolling period. The…

Indicatori tecniciMomentumStatistica
ProRealCode

This document presents a ProRealTime adaptation of a Weis Wave Volume indicator. It classifies price movement into rising and falling waves, accumulates volume while each wave continues, and displays the totals as separate colored histograms. The…

Indicatori tecniciMicrostruttura del mercatoStatistica
ProRealCode

Zone Shift is a channel indicator that combines two moving-average-style calculations into a middle line and places upper and lower bands around it using the average high-low range over 200 bars. A bullish regime begins when the current low moves above the…

Indicatori tecniciTrend followingRotturaRitorno alla media
ProRealCode

The document describes a rule-based indicator for identifying two candlestick shapes. It assigns one signal to a bullish-bodied candle with its low at the open and an upper wick at least three times the candle body; the opposite signal marks a bullish-bodied…

Indicatori tecniciAzioni
ProRealCode

The document describes a Dynamic Momentum Index (DMI) that adjusts its calculation period as volatility changes. It estimates volatility from price variability, smooths that estimate, and scales a base period accordingly, subject to configurable lower and…

Indicatori tecniciMomentumVolatilitàStatistica
ProRealCode

The indicator divides the price range over a selected lookback window into horizontal zones and estimates bullish and bearish volume in each zone. It assigns volume to a zone using each bar’s closing price, then classifies the bar as bullish when its close…

Indicatori tecniciMicrostruttura del mercatoStatistica
ProRealCode

This custom oscillator combines ZigZag-based price bounds with a stochastic-style calculation. It smooths the resulting value to form a zero-lag line and a slower signal line, then compares oscillator turning points with recent price extremes to mark…

Indicatori tecniciMomentum
ProRealCode

MyThermometer combines several directional readings into a single trend score. Its components compare the close with the midpoint of the daily high-low range, use a Heikin Ashi open-close relationship, measure bullish and bearish strength against recent…

Indicatori tecniciTrend followingMomentumGestione del rischio
ProRealCode

This indicator overlays Bollinger Bands and moving averages with color zones intended to classify price action into market phases. The described states include bearish movement below the 200-period average, rebounds below that average, emerging bearish or…

Indicatori tecniciTrend followingVolatilità