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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

7,910 documenti

Strategy library

This trend-following strategy uses a 10-period EMA crossing a 50-period EMA to identify bullish and bearish direction. Entries are sought within five bars of a cross, subject to a trend filter based on an hourly EMA: longs require that filter to be rising,…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This document describes a long-only RSI strategy. It enters when RSI crosses above 35, sets a stop below the entry price and a take-profit above it, then liquidates when RSI crosses below a configurable exit threshold or falls below 10. The accompanying…

Indicatori tecniciCriptoGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy builds two price channels around short moving averages: a 3-period EMA channel at 1.5 times ATR and a 3-period RMA channel at 1.0 times ATR. A confirmed close above either upper boundary triggers a long signal, while a close below either lower…

FuturesCriptoRotturaIndicatori tecnici
Strategy library

This long-short method combines RSI threshold reversals with MACD crossovers. It opens a short when RSI, after moving above 70, crosses back below that level, and opens a long when RSI, after falling below 30, crosses back above it. MACD line crossovers are…

FuturesCriptoRitorno alla mediaIndicatori tecnici
Strategy library

This strategy uses a Bollinger Band Oscillator (BBO) and a moving average of the oscillator to generate long and short signals. The explanation describes a 65-period BBO and a 30-period average: crossing above the average signals a long entry, while crossing…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This long-only grid framework uses a 100-period simple moving average as its reference. It adds positions when price reaches retracement levels 8%, 15%, and 20% below that average, subject to zone-specific trade limits and a minimum interval of 50 bars…

CriptoFuturesTrading a grigliaRitorno alla media
Strategy library

The Momentum Surfer strategy uses the Stochastics Momentum Index (SMI) and an EMA signal line to generate reversal trades. It enters long when the signal line crosses above its EMA while SMI is below −40, and enters short when it crosses below the EMA while…

Indicatori tecniciMomentumRitorno alla mediaCripto
Strategy library

This script turns confirmed pivot lows in the relative strength index into long entries. RSI is calculated over a 19-period lookback, and a pivot low is identified using two bars on either side. The strategy closes the long position when RSI reaches or…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This long-only strategy combines Bollinger Bands with staged dollar-cost averaging. It begins adding positions after consecutive closes below the lower band and can build as many as five entries while price remains below that threshold. The entries use…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This intraday breakout framework defines a reference range from the high and low of the first two 15-minute bars, spanning 09:15 to 09:44:59. Once the range is locked after 09:45, a move to or beyond its high can trigger a long, while a move to or below its…

RotturaMomentumGestione del rischioDimensionamento delle posizioni
Strategy library

This long-only trend-following system pairs a Gaussian-weighted price channel with Stochastic RSI. The channel uses a weighted moving average as its center and a weighted standard deviation to set upper and lower bands; Stochastic RSI supplies smoothed K and…

CriptoTrend followingRotturaIndicatori tecnici
Strategy library

The MAHL Band indicator plots short moving averages of bar highs and lows, their midpoint, and a wider channel based on the highest high-average and lowest low-average over a rolling window. The default moving-average length is three bars, while the outer…

CriptoFuturesIndicatori tecniciMomentum
Strategy library

This excerpt introduces a VWAP-based futures strategy and shows its configuration and early calculations. It sets fixed contract sizing, commission and slippage assumptions, an ATR-based stop buffer, a reward-to-risk input, a per-trade dollar loss limit, a…

FuturesIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy combines reversal entries labeled as diamond patterns with trend-continuation entries labeled as triangles. It uses a 10- and 20-period EMA cloud to distinguish price location and an EMA-separation threshold to filter low-separation conditions.…

Indicatori tecniciTrend followingRotturaEsecuzione
Strategy library

This strategy compares a shorter-period CCI with a longer-period CCI to identify trend direction. Its stated defaults are 14 and 56 periods. The source enters long when the short CCI crosses above the long CCI and the long CCI is rising; it enters short on a…

Indicatori tecniciTrend followingMomentumCripto
Strategy library

This trend-following method compares a shorter-period CCI with a longer-period CCI, using an upward crossover as a long entry and a downward crossover as a short entry. The described periods are 14 and 56. The source adds directional checks on the longer CCI…

Indicatori tecniciTrend followingFuturesGestione del rischio
Strategy library

This two-sided reversal strategy uses a 14-period RSI with an overbought threshold of 67 and an oversold threshold of 44. It sells when RSI crosses above the upper level and buys when it crosses below the lower level, subject to a price filter comparing the…

Indicatori tecniciRitorno alla mediaFuturesGestione del rischio
Strategy library

This strategy uses a 14-period RSI on a stated five-minute chart and assigns separate long and short signals to stronger and milder overbought or oversold readings. RSI below 20 or above 80 triggers the stronger signal; readings between 20 and 30 or between…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This strategy uses fast and slow groups of moving averages, or ribbons, to represent shorter- and longer-term trend direction. It enters long when the upper fast line remains above the upper slow line for at least two candles, and short when the lower fast…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This crossover system calculates 10-period and 30-period simple moving averages and opens a long position when the faster average crosses above the slower one. It also opens a short position on a downward cross, according to the source code. A configurable…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy combines channel breakouts with volatility-based risk management. It tracks recent highs and lows over shorter and longer lookback windows, entering long or short when price breaks a channel boundary. A skip rule can suppress a shorter-window…

CriptoFuturesTrend followingRottura
Strategy library

This short-term reversal strategy uses a 3-period RSI to identify oversold and overbought conditions, with a 30-period exponential average of candle body size as an entry filter. It enters long on a bearish candle when RSI is below 25 and the body exceeds…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This system measures each candle’s upper and lower wick as a share of its full high-low range. A bullish candle with a sufficiently large lower wick can trigger a long signal above a 200-period EMA; a bearish candle with a sufficiently large upper wick can…

FuturesCriptoIndicatori tecniciDimensionamento delle posizioni
Strategy library

The strategy calculates a simple moving-average basis and upper and lower Bollinger Bands from a chosen price series. It enters a long position when price crosses upward through the lower band, then closes that position when price crosses downward through…

CriptoIndicatori tecniciRitorno alla mediaBacktest