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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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12,226 documenti
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8,431 documenti
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Stratmill research code
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195 documenti
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191 documenti
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164 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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1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

This indicator estimates dynamic support and resistance by collecting swing highs and lows detected at four configurable lookback lengths. It assigns each pivot equal, recency-based, or volume-based weight, adds those weights into price bins, and smooths the…

Indicatori tecniciStatisticaGestione del rischio
ProRealCode

This document describes a chart overlay that combines four price-action tools: zigzag swing structure with Change of Character and Break of Structure labels, liquidity levels marked as active, broken, or swept, order block zones, and slope-filtered trend…

Indicatori tecniciRotturaRitorno alla mediaGestione del rischio
ProRealCode

The document describes a rule-based hourly forex strategy centered on the period around the end of the trading day. It measures the high-to-low range from 18:00 to 22:00, scales that range, and places a buy limit below and a short limit above the 22:00 close…

ForexRitorno alla mediaBacktestGestione del rischio
ProRealCode

This indicator smooths a price series with a four-stage Laguerre filter and adjusts its Gamma parameter using recent average true range. The stated goal is to make the smoothing respond to current market movement. It then builds upper and lower adaptive…

Indicatori tecniciVolatilità
ProRealCode

The document presents an indicator calculation for the previous session’s high and low and three levels across that range: 38.2%, 50%, and 61.8% retracements. It identifies the endpoints as the previous day’s low and high, calculates the midpoint directly,…

Indicatori tecniciAzioniFutures
ProRealCode

This indicator method translates RSI threshold levels into corresponding price levels, allowing overbought and oversold boundaries to be drawn directly on a price chart. It calculates gains and losses from close-to-close changes, smooths them with Wilder…

Indicatori tecniciRitorno alla media
ProRealCode

The document describes a simple indicator that marks a buy condition when price is above its 200-period moving average and Parabolic SAR, MACD is nonnegative, and 14-period RSI is at least 50. Its sell condition reverses those relationships. The author…

Indicatori tecniciTrend followingBacktest
ProRealCode

The document explains time-weighted average price execution as a way to divide a large order into smaller trades placed at regular intervals over a chosen period. The goal is to keep the average fill price near the period’s time-weighted average while…

EsecuzioneMicrostruttura del mercatoStatistica
ProRealCode

This note describes a short-term reversal-oriented stock screen. It selects shares with turnover between 3% and 12%, closing prices no higher than those of each of the previous seven sessions, and a current low below the prior session’s low. The proposed…

AzioniRitorno alla mediaIndicatori tecniciMercati cinesi
ProRealCode

The document presents an adaptive price-following indicator called AFR and a smoothed version, AvgAFR. AFR is initialized from median price, then adjusted on each bar by a proportion of the current custom close: it moves upward when that close is above AFR…

Indicatori tecniciStatistica
ProRealCode

This indicator colors candles according to the relationship between a faster and a slower moving average, with the periods and average types configurable. When the faster average is above the slower one, candles receive a green shade; when it is below, they…

Indicatori tecniciTrend followingMomentum
ProRealCode

This document describes an oscillator built from the midpoint of the current high and low, normalized against the highest high and lowest low over a rolling window. Its recursive calculation smooths that normalized value and applies a logarithmic transform,…

Indicatori tecniciMomentumStatistica
ProRealCode

The Multi Deviation Scaled Moving Average combines eight adaptive moving averages with progressively longer lookbacks. Each layer filters the close-to-close input with a Super Smoother, scales it by a rolling root-mean-square measure, and adjusts its…

Indicatori tecniciTrend followingMomentumVolatilità
ProRealCode

The document introduces the Fractional-Bar Quick Moving Average (QMA), a price-smoothing indicator presented as comparable to a Jurik moving average. It describes the QMA as both smooth and fast, while warning that it can overshoot substantially, which may…

Indicatori tecniciAzioniStatistica
ProRealCode

The document describes the Hikkake as a price pattern that can signal a potential reversal or continuation. The included indicator logic first identifies an inside bar, then looks for a following bar that breaks the inside bar's range in one direction. For a…

Indicatori tecniciRotturaRitorno alla mediaGestione del rischio
ProRealCode

The document presents an Initial Balance indicator for a five-minute DAX chart. It records the session high and low during the first hour, from 08:00 to 09:00 GMT+1, draws those levels across the later session, and labels the range. The associated strategy…

FuturesRotturaRitorno alla mediaIndicatori tecnici
ProRealCode

This document presents a long-only DAX strategy intended for a 15-minute chart. It enters when a short moving average crosses below a longer one, subject to an ADX range, then adds to a losing position after a fixed price decline. The entry logic is limited…

FuturesTrading a grigliaIndicatori tecniciGestione del rischio
ProRealCode

This indicator builds a volume profile around a fitted price trend. It assigns each bar’s volume to a band based on its distance from the regression line, then smooths the distribution to show zones where trading activity has concentrated. The fit window…

Indicatori tecniciVolatilitàRitorno alla mediaTrend following
ProRealCode

Meander Bands are presented as a short-term alternative to Bollinger Bands. Instead of measuring price dispersion in absolute points using closes alone, the method calculates each bar’s open, high, low, and close as percentage changes from the preceding…

Indicatori tecniciVolatilitàStatistica
ProRealCode

This long-only strategy uses a modified Sharpe index to select stocks, with a moving average as a price filter. It enters when the index is above a threshold and the closing price is above the 254-period simple moving average. The author suggests applying it…

AzioniIndicatori tecniciCostruzione del portafoglioTrend following
ProRealCode

This document explains a momentum indicator built from smoothed Heikin Ashi values. It first applies configurable moving-average smoothing to open, high, low, and close data, derives Heikin Ashi values, then smooths the result again. The oscillator is the…

Indicatori tecniciMomentumTrend following
ProRealCode

This intraday system trades Bitcoin against the US dollar using three moving averages with different lookback settings to identify directional alignment. It also checks ADX-based strength before allowing a position, and uses stop orders to enter in the…

CriptoTrend followingIndicatori tecniciGestione del rischio
ProRealCode

The Momentum Bias Index estimates directional bias by separating positive and negative momentum, then comparing their strength. Momentum is calculated from the change in closing price over a lookback and normalized by an exponentially averaged high-low…

Indicatori tecniciMomentumTrend followingStatistica
ProRealCode

This long-only stock strategy enters after price crosses above a threshold based on the prior 254 bars’ high and closing-price volatility. The entry condition adds a 3% buffer above that threshold. It sets a 15% loss stop and uses Wilder’s ARC as a trailing…

AzioniRotturaTrend followingIndicatori tecnici