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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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Stratmill research code
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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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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
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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

The document describes an indicator that compares recent volatility with a longer-term volatility baseline. It calculates standard deviations of close-to-close momentum over short and long lookback periods, then divides the short-period value by the…

VolatilitàIndicatori tecniciStatistica
ProRealCode

This indicator uses a smoothed Z-score of closing prices to identify statistically stretched conditions, then measures the price range formed during the extreme. A move down through the oversold threshold arms a bullish box, while a move up through the…

Indicatori tecniciRotturaStatisticaVolatilità
ProRealCode

This indicator simplifies a moving average chart into the percentage distances between a smoothed closing price and two exponential moving averages. The example uses a shorter and a longer average, with a separate line showing their relative spread. The…

Indicatori tecniciTrend followingAzioni
ProRealCode

This post describes a long-only RSI(2) mean-reversion strategy for equity indices. It buys when the two-period RSI falls below 15, subject to a positive slope in the 22-day moving average and a 22-period RSI above 50. It exits when RSI(2) rises above 60 and…

AzioniRitorno alla mediaIndicatori tecniciGestione del rischio
ProRealCode

The document presents an indicator intended to display a daily SuperTrend line on a lower-timeframe chart for intraday use. It derives a daily true-range measure from daily highs, lows, and prior closes, then forms upper and lower bands around the daily…

Indicatori tecniciVolatilitàTrend followingFutures
ProRealCode

The document outlines a way to weight stock positions using a momentum signal and an estimate of volatility. It describes two alternatives: an exponentially weighted moving average based on squared returns, and a Yang–Zhang variation of Garman–Klass…

AzioniMomentumVolatilitàDimensionamento delle posizioni
ProRealCode

The document describes an indicator that plots the high and low of the previous day, week, and month as reference levels for trading. Its distinctive design anchors each line at the bar where the relevant extreme occurred, conveying the level’s age and how…

Indicatori tecniciMicrostruttura del mercatoRotturaRitorno alla media
ProRealCode

This post presents a long-only DAX strategy on 15-minute bars. It looks for a prior lower low, a current high below the earlier rolling high, a bullish candle, a limited bar range relative to the recent high-low span, and a close above SuperTrend. The…

FuturesTrend followingIndicatori tecniciDimensionamento delle posizioni
ProRealCode

The Absolute Strength Histogram estimates buying and selling pressure by calculating separate bull and bear series, smoothing both, and plotting the absolute difference as a histogram. Its calculation can use RSI-style price changes, a stochastic range…

Indicatori tecniciMomentum
ProRealCode

This indicator tracks breakouts beyond recent lows and highs over configurable lookback periods. Each new bearish breakout resets a counter for bars elapsed since that low event; each bullish breakout resets a separate counter since the high event. A buy…

Indicatori tecniciRotturaMomentum
ProRealCode

The Damiani Volameter is presented as a filter for identifying whether market conditions are trending or ranging. It compares a volatility meter with a threshold: the document says a green line above the black line indicates a trend, while the reverse…

Indicatori tecniciVolatilitàTrend followingRitorno alla media
ProRealCode

This indicator marks the European pre-opening range on an intraday chart. It draws a rectangle around the range, reports its high, low, and width, and can extend the range boundaries as horizontal segments into the American session. Optional displays show…

FuturesIndicatori tecniciRottura
ProRealCode

The SP Indicator combines a smoothed moving-average line with volatility-based upper and lower bands. Candle colors indicate whether price is above, below, or between the bands: these states are presented as bullish, bearish, or neutral conditions. Optional…

Indicatori tecniciTrend followingVolatilitàRottura
ProRealCode

The Dynamic Time Oscillator combines Stochastic RSI readings from the current chart timeframe and a higher timeframe. For each, it calculates RSI, normalizes that value over a lookback range, and smooths the result into fast %K and slow %D lines. The…

Indicatori tecniciMomentumMulti-asset
ProRealCode

This charting indicator converts selected market capitalization levels into corresponding share prices. The user supplies shares outstanding in millions; the script multiplies that figure by the current price to estimate market capitalization, chooses a…

AzioniIndicatori tecnici
ProRealCode

This indicator plots recent fractal high and low levels on a price chart. It tracks candidate highs and lows, then updates the plotted level after subsequent price movements confirm the candidate. These levels can help traders identify local turning points…

Indicatori tecniciStatistica
ProRealCode

The document presents a long-only breakout and momentum system for Nasdaq instruments on hourly and four-hour charts. It builds a composite signal from normalized price momentum and a short-term upward impulse, giving the impulse component greater weight. An…

FuturesMercati statunitensiRotturaMomentum
ProRealCode

The document describes a visual variation of the moving average convergence divergence (MACD) indicator. It calculates the difference between fast and slow exponential averages, then compares the resulting MACD line with its prior value to determine whether…

Indicatori tecniciMomentumTrend following
ProRealCode

The document describes a simple indicator that combines momentum thresholds with crossovers between momentum and a smoothed momentum average. It calculates momentum over a 20-period lookback and smooths that series with a Wilder average using a 5-period…

Indicatori tecniciMomentumAzioniBacktest
ProRealCode

The document describes an approximation of a curvature trend indicator using an exponential moving average as its central trend line and average true range to scale upper and lower bands. The bands begin at a chosen ATR multiple from the moving average, then…

Indicatori tecniciTrend followingVolatilità
ProRealCode

This document explains how OctoBot can receive TradingView alerts and use them to place exchange orders. Alerts may come from user-defined price levels, indicator conditions, or Pine Script strategies. The described workflow links the TradingView signal…

EsecuzioneIndicatori tecnici
ProRealCode

This indicator adapts Bollinger Bands by calculating a moving average and the standard deviation of closing prices, then offsetting the resulting upper and lower bands by a chosen number of bars. The stated purpose is to display a support and resistance…

Indicatori tecniciVolatilitàTrend following
ProRealCode

This indicator rescales each candlestick around its opening price, displaying the open at zero and the high, low, and close as offsets from the open. Candle direction is marked with different colors. It also calculates thresholds at positive and negative…

Indicatori tecniciVolatilitàRitorno alla media
ProRealCode

I Seek Trends adapts the ATR-based SuperTrend by inserting neutral phases between confirmed bullish and bearish states. Its five states distinguish established trends, transitions out of either trend, and full neutrality after a failed breakout. When price…

Trend followingIndicatori tecniciVolatilitàGestione del rischio