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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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195 documenti
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86 documenti
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62 documenti
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22 documenti
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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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8 documenti
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7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

This indicator method creates a channel from the highest high and lowest low over a chosen lookback period. It calculates the midpoint of that range and plots several internal levels at Fibonacci-related proportions, including 23.6%, 38.2%, 50%, 61.8%, and…

Indicatori tecniciVolatilitàStatistica
ProRealCode

This document describes a rules-based intraday strategy that takes short positions in the DAX on 15-minute bars. Entry requires the MACD to cross below zero while its signal line is negative, price to be below a long-period exponential moving average, and…

FuturesTrend followingIndicatori tecniciGestione del rischio
ProRealCode

The document presents Laguerre ROC, an oscillator built by applying a Laguerre filter to price rate of change over a configurable lookback period. Its recursive filter uses four stages, then compares adjacent stage values to form an oscillator bounded by…

Indicatori tecniciMomentumRitorno alla mediaTrend following
ProRealCode

This indicator combines a failed Bollinger Band excursion with a Stochastic RSI extreme to flag possible short-term reversals. It uses a 20-period moving average and two standard deviations for the bands. Stochastic RSI applies a stochastic calculation to…

Indicatori tecniciRitorno alla mediaMomentumVolatilità
ProRealCode

The document explains an indicator that expresses current Average True Range as a percentile rank within its own recent history. It calculates ATR using a 20 period window, compares that reading with readings from the preceding 200 periods, counts how many…

VolatilitàIndicatori tecniciStatistica
ProRealCode

This ProRealTime indicator constructs Renko bricks when price moves beyond the current brick boundary and accumulated trading volume since the previous brick meets a threshold. Users can set a fixed brick size and volume threshold, or enable automatic…

Indicatori tecniciVolatilitàRottura
ProRealCode

This indicator classifies market conditions as sideways, upward, or downward. It first treats a market as sideways if either the average true range is at or below its 20-period average, or the ADX is at or below 25. If neither sideways condition applies, it…

Indicatori tecniciTrend followingVolatilità
ProRealCode

This indicator classifies each candle by its closing price relative to a 20-period moving average and Bollinger Bands set two standard deviations above and below that average. Closes above the upper band receive one color; closes between the average and…

Indicatori tecniciVolatilità
ProRealCode

CazaGaps is presented as an analysis tool for identifying and measuring upward and downward opening gaps in an index or other instrument. It marks a positive gap when the open is above both the previous close and previous high, and a negative gap when the…

Indicatori tecniciAzioniFuturesBacktest
ProRealCode

Voluminator classifies trend by comparing the close with a configurable moving average. When the close is above the average, volume contributes to a bullish series; when it is below, volume contributes to a bearish series. Separate smoothed series are…

Indicatori tecniciTrend followingVolatilità
ProRealCode

This strategy trades the DAX on five-minute bars, requiring Ichimoku conditions to align across five-, fifteen-, and sixty-minute timeframes. Long and short signals require price to be on the corresponding side of the cloud and the lagging-span comparison to…

FuturesIndicatori tecniciTrend followingGestione del rischio
ProRealCode

This indicator identifies historical all-time highs and projects selected levels forward as possible support or resistance. It tracks successive record highs, requires a minimum duration to confirm a level, and uses an average true range distance threshold…

Indicatori tecniciRotturaGestione del rischio
ProRealCode

This indicator plots projected support and resistance lines from the latest three swing highs and lows of a chosen indicator. Its example uses a smoothed RSI, but the indicator input can be replaced. Pivot detection is adjustable by changing how many bars on…

Indicatori tecniciRotturaTrend followingStatistica
ProRealCode

The document outlines a Chinese stock screen focused on companies classified in the metaverse industry. Its final stated criteria require a volume ratio above 1.5 and below 6, exclude Beijing-listed or Beijing-based stocks, and cap circulating market value…

AzioniMercati cinesiMicrostruttura del mercato
ProRealCode

The BBands Stop indicator uses Bollinger Band levels to identify a directional trend and plot a trailing reference line. A close above the prior upper band changes the state to bullish; a close below the prior lower band changes it to bearish. In an…

Indicatori tecniciTrend followingGestione del rischio
ProRealCode

This indicator combines Williams Percent Range with Average True Range to define a directional trend and plot trailing stop lines. Williams Percent Range crossing configurable thresholds switches the trend state. The indicator then places a stop line below…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
ProRealCode

This document describes a configurable backtest strategy for several TheStrat price-action patterns. It classifies bars as inside, outside, two-up, or two-down, then tests selected continuation and reversal combinations, including 2-1-2, 3-1-2, 3-2-2, 1-2-2,…

FuturesIndicatori tecniciBacktestGestione del rischio
ProRealCode

This indicator measures the current price’s distance from an intraday volume-weighted average price in standard deviation units. The VWAP and Z-score reset at a chosen start time, and plotting stops at a chosen end time. A smoothing option affects the…

Indicatori tecniciRitorno alla mediaStatistica
ProRealCode

This document describes John Ehlers’ decycler oscillator and a paired-line trading interpretation. The construction uses a high-pass filter to remove faster components from price, then derives an oscillator intended to retain slower movement with little lag.…

Indicatori tecniciTrend followingAzioniFutures
ProRealCode

The document explains the Darvas box concept as a trend-following method for defining a price range from pauses in new highs and lows. A box top is identified after price stops making highs for three consecutive days, with the lower boundary identified after…

Trend followingRotturaIndicatori tecniciGestione del rischio
ProRealCode

The document describes a simple hourly foreign-exchange system using a 14-period RSI. It opens one long position when RSI falls below 30 and closes that position once RSI reaches 60 or higher. It opens one short position when RSI rises above 70 and exits the…

ForexRitorno alla mediaIndicatori tecniciBacktest
ProRealCode

The document presents a ProRealCode implementation of John Ehlers’s Adaptive Cyber Cycle indicator, adapted from a TradingView version. It begins with a smoothed midpoint price series, derives a cycle component, and estimates cycle phase change using…

Indicatori tecniciStatistica
ProRealCode

The congestion index measures how widely closing prices have ranged over a chosen lookback period. It subtracts the lowest close from the highest close, divides that difference by the lowest close, and expresses the result as a percentage. A trader could use…

Indicatori tecniciRotturaStatistica