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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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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
backtesting.py
11 documenti
Technical Analysis
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

The document presents a volume-weighted variation of MACD for stock charts. It forms fast and slow averages by dividing an exponential average of price multiplied by volume by an exponential average of volume. The difference between these two volume-weighted…

Indicatori tecniciAzioniMomentum
ProRealCode

KijunTrend adapts a trend filter attributed to Larry Williams. The original approach identifies an uptrend when price is above an 18-period simple moving average and at least two candles have lows that stay above it; the reverse condition identifies a…

Indicatori tecniciTrend following
ProRealCode

The document describes RSIH, a variant of the relative strength index that weights price rises and falls with a Hann window. It sums the weighted upward and downward changes over a chosen lookback, then normalizes their difference by their combined…

Indicatori tecniciStatisticaBacktest
ProRealCode

The document explains Rolling VWAP as a continuously updated volume-weighted average over a recent window of bars, unlike a conventional VWAP that resets daily. Its calculation divides the sum of each selected price multiplied by volume by total volume. A…

Indicatori tecniciStatisticaVolatilitàBacktest
ProRealCode

This indicator seeks local market reversals by fitting separate quadratic regressions to recent highs and lows. The upper curve is used to identify candidate peaks, while the lower curve identifies candidate troughs. A pivot is marked only after surrounding…

Indicatori tecniciStatistica
ProRealCode

This indicator marks unusually high volume directly on a price chart. It compares each bar’s volume with percentile thresholds across short, medium, and long lookback windows of 20, 50, and 100 bars. The three cluster levels identify the upper 25%, 10%, and…

Indicatori tecniciStatisticaMicrostruttura del mercatoRottura
ProRealCode

The document presents the SIROC momentum oscillator attributed to Alexander Elder. It describes the indicator as similar to a rate-of-change measure, with exponential smoothing applied to closing prices before the rate of change is calculated. The specified…

Indicatori tecniciMomentum
ProRealCode

This indicator turns a selected level from a past candle into a moving reference line. A user can choose how many candles back to look and select that candle’s open, high, low, or close. The selected price series can then be smoothed with a simple,…

Indicatori tecniciTrend following
ProRealCode

The document presents three momentum indicators, labeled A, B, and C, to view short-, medium-, and long-term market direction together. Each wave uses a pair of calculations built from exponential moving averages: a faster average of closing prices compared…

MomentumIndicatori tecniciTrend following
ProRealCode

The indicator estimates trade risk and position size from an entry price, stop level, account capital, and a chosen risk percentage. It calculates the stop distance as a fraction of entry price, derives a quantity from the amount of capital at risk, and…

Gestione del rischioDimensionamento delle posizioniIndicatori tecnici
ProRealCode

The document describes a modified Donchian channel that updates its boundaries using lows and highs in reversed roles. When price makes a low above the current upper boundary, the indicator raises that boundary and recalculates the lower one from recent…

Trend followingIndicatori tecniciRottura
ProRealCode

This proposed four-hour DAX strategy combines an accelerated-volume indicator with entry and trade-management ideas attributed to the Pathfinder system. For a long entry, the fast-minus-slow buy-volume measure must cross above its sell-volume counterpart and…

FuturesIndicatori tecniciDimensionamento delle posizioniGestione del rischio
ProRealCode

This indicator modifies a prior trend-line design by using fast and slow lines derived from recent highs and lows, with default lookback settings of 3 and 7 bars. The code updates each line in relation to the previous line value and the current close. It…

Indicatori tecniciTrend followingBacktest
ProRealCode

This indicator counts consecutive closes that are above or below the close from four bars earlier, marking upward and downward swings from one through nine. A sequence that fails before reaching nine receives a failure marker. After a completed nine-count,…

Indicatori tecniciRitorno alla mediaGestione del rischio
ProRealCode

The indicator combines two Bollinger Bands calculations. A wider band pair is plotted as an envelope, while a second pair, using a smaller standard deviation, defines a neutral zone. The close above the inner upper band colors the envelope to indicate a…

Indicatori tecniciRotturaVolatilità
ProRealCode

AI Predictive Flow converts a nearest-neighbor forecast into an oscillator. It represents each recent price pattern with bar returns, momentum, RSI, and the spread between two moving averages. A rolling memory stores past patterns alongside the subsequent…

Apprendimento automaticoIndicatori tecniciMomentumStatistica
ProRealCode

This indicator combines fast and slow ATR-based trailing stop lines. Each line follows price using an ATR distance and adjusts according to whether the close remains above or below its prior stop level. The slow line acts as a conventional trailing stop…

Indicatori tecniciVolatilitàTrend following
ProRealCode

This indicator projects five future price percentiles using a geometric Brownian motion model calibrated from recent log returns. The median follows estimated drift, while the upper and lower bands spread with the square root of the forecast horizon. A…

StatisticaVolatilitàApprendimento automaticoGestione del rischio
ProRealCode

This indicator description explains an intraday VWAP whose calculation and display are bounded by configurable start and end times in hhmmss format. Within the selected interval, it accumulates price multiplied by volume and divides by cumulative volume. It…

Indicatori tecniciVolatilitàFuturesEsecuzione
ProRealCode

The document explains a function for comparing two numeric indicator series and reporting the recent duration of their current relative ordering. It scans the arrays from the latest values backward, increments a positive count while the first series remains…

Indicatori tecniciStatistica
ProRealCode

This note explains a projected moving average (PMA) proposed by John Ehlers as a way to reduce the delay inherent in a simple moving average (SMA). It frames the SMA as an estimate centered within its observation window, which means the plotted average…

Indicatori tecniciStatisticaTrend following
ProRealCode

This indicator combines ZigZag turning points with a moving average that switches its input according to the latest detected pivot. After a peak is identified, it calculates the average from bar highs; after a trough, it uses bar lows. The ZigZag percentage…

Indicatori tecniciTrend followingStatistica
ProRealCode

This document outlines an experimental DAX four-hour strategy built around a SuperBandPass filter and positive and negative RMS bands. It proposes entering long when the filter crosses above the negative band and short when it crosses below the positive…

FuturesIndicatori tecniciVolatilitàGestione del rischio
ProRealCode

This document describes a customizable stochastic momentum index (SMI) that compares the close with the midpoint of the recent high-low range. It smooths that distance and the range with two exponential averages, then produces a further averaged signal line.…

Indicatori tecniciMomentumStatistica