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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 document explains a pivot-channel indicator built around a seven-period exponential moving average of typical-price pivot points. It estimates channel width by averaging the gaps between first-level pivot highs and lows over the same seven periods; a…

Indicatori tecniciVolatilitàStatistica
ProRealCode

The document proposes a custom moving average intended to move less quickly than the Hull moving average while lagging less than exponential or weighted averages. Its formula doubles the period weighted average of closing prices and subtracts the simple…

Indicatori tecniciStatistica
ProRealCode

This indicator estimates historical directional frequencies for candle patterns. It groups prior bars by body color and by whether their highs or lows are above or below the preceding bar, including combinations of those features. For each matching pattern,…

Indicatori tecniciStatisticaBacktest
ProRealCode

This document describes a rule-based intraday breakout system for the DAX using 15-minute bars. It tracks the day’s high and low from a specified morning start, then sets stop-entry levels inside those extremes once price has moved far enough from them. The…

FuturesRotturaBacktestGestione del rischio
ProRealCode

This indicator-based system uses a multiple of the average true range (ATR) to define a trailing stop and identify possible long entries. Its default configuration uses twice the 10-period ATR. A separate set of plotted points marks sharp upward moves, which…

Indicatori tecniciVolatilitàGestione del rischioTrend following
ProRealCode

The document explains the Deviation-Scaled Moving Average (DSMA), an adaptive moving average attributed to John Ehlers. Its core idea is to adjust an exponential moving average’s smoothing factor using the absolute size of a price-derived oscillator after…

Indicatori tecniciVolatilitàStatistica
ProRealCode

This indicator method defines a balance point from the prior day’s high, low, and close, then places support and resistance bands at one and two average true ranges around that point. The author describes the inner bands as possible retracement areas and the…

Indicatori tecniciVolatilitàRitorno alla media
ProRealCode

This chart indicator marks the U.S. pre-market interval with a rectangle spanning its observed high and low. It also displays the range size and the high and low values, then extends horizontal levels from those boundaries through the later U.S. session.…

AzioniMercati statunitensiIndicatori tecniciEsecuzione
ProRealCode

This indicator represents RSI as candles derived from the instrument’s high, low, open, and close. A moving average can smooth each RSI series before the candles are drawn. It then calculates a central average from the RSI high, low, and close, and builds…

Indicatori tecniciVolatilità
ProRealCode

This experimental strategy enters long or short trades when the closing price crosses a level on a configurable price grid. It pairs those crossings with a short-term price condition: a long setup requires the current high to be below the highs of the…

FuturesRotturaIndicatori tecniciGestione del rischio
ProRealCode

This document defines a Keltner Channel built around an exponential moving average of closing prices. The middle band is the exponential average over the selected period. Upper and lower bands are formed by adding and subtracting a multiple of the Average…

Indicatori tecniciVolatilitàRottura
ProRealCode

The Kairi Relative Index is presented as an oscillator that measures how far the closing price has moved from its moving average, expressed as a percentage of that average. The document specifies a 14-period lookback and includes a zero reference level.…

Indicatori tecniciStatistica
ProRealCode

The Optimized Trend Tracker (OTT) is presented as a trend indicator that compares price with a moving-average-based threshold. Price above the OTT suggests an uptrend, while price below it suggests a downtrend. The accompanying code implements the indicator…

Indicatori tecniciTrend following
ProRealCode

The document explains a composite band indicator built around a linear regression curve. Unlike Bollinger Bands, which are commonly centered on a moving average and scaled by price variability, these bands use estimates of regression error. When prices track…

Indicatori tecniciStatisticaVolatilità
ProRealCode

The Retracement Pressure Index (RPI) is a trend-context oscillator designed to assess whether a pullback may be mature enough to watch for a trend-direction re-entry. Instead of applying a fixed lookback, it counts consecutive counter-trend bars and adapts…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
ProRealCode

This document describes an indicator that uses price action and volume to label sixteen Wyckoff events and classify recent activity as accumulation, distribution, or neutral. It detects events from rolling highs and lows, volume compared with its average,…

Indicatori tecniciStatisticaRotturaTrend following
ProRealCode

The document introduces the Hull Moving Average (HMA), a price-smoothing indicator developed by Alan Hull. It explains the design goal: respond more quickly to recent price changes while keeping a smooth curve, addressing the lag often associated with moving…

Indicatori tecnici
ProRealCode

This educational system uses moving averages to define a trend filter and short term reference levels for long and short trades on the mini S&P 500. For a long entry, price must be above a rising 125 period average while remaining below a 14 period average;…

FuturesMercati statunitensiRitorno alla mediaIndicatori tecnici
ProRealCode

This document presents a chart indicator that draws vertical lines when the bar series crosses calendar boundaries. Separate display switches control daily, weekly, monthly, quarterly, and yearly markers, with distinct colors and line styles used to…

Indicatori tecniciStatistica
ProRealCode

This strategy seeks reversals when price breaks a diagonal trend line defined from detected swing highs or lows. It tracks a trend state, estimates the line's steepness using the tangent function, and treats a possible close beyond that boundary as a…

RotturaTrend followingIndicatori tecniciGestione del rischio
ProRealCode

This post presents a custom oscillator that combines a modified STORSI with the Rahul Mohindar Oscillator (RMO). The STORSI component averages a relative-strength-style measure of gains and losses with a measure of the close within its recent high-low range.…

Indicatori tecniciMomentumTrend following
ProRealCode

The document explains an indicator that applies Ehlers’ Fisher Transform to the Chaikin Oscillator, which tracks changes in accumulation and distribution using bar closes and volume. The transform normalizes the oscillator over a rolling range and expands…

Indicatori tecniciVolatilitàStatisticaAzioni
ProRealCode

This ProRealTime strategy targets an overnight rise in the FTSE MIB by entering long at 5:30 p.m. and exiting at 9:30 a.m. It adds two entry conditions: the 9:30 a.m. open must be below the previous daily close, and the 5:30 p.m. price must be at or below…

FuturesBacktestIndicatori tecnici
ProRealCode

The Phase Change Index (PCI) is presented as an indicator for distinguishing consolidation, uptrend, and downtrend phases. It compares price deviations with a linear path over a lookback period, then scales the positive and negative deviations into an…

Indicatori tecniciStatisticaTrend following