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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 strategy combines a 50/200 EMA trend filter with ATR-based exits and risk-based position sizing. It opens long or short positions according to the EMA relationship, provided a 20-candle range test does not classify the market as consolidating. Stops are…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This short-term strategy combines RSI, two simple moving averages, and a trailing exit. Its described long-entry conditions are RSI above 50, the 9-period SMA above the 100-period SMA, and a stated short-term price-to-average change threshold. Once in a…

Indicatori tecniciMomentumTrend followingGestione del rischio
Strategy library

This is a long-only trend-following method built around the relationship between price and an exponential moving average. It enters when price crosses above the EMA and closes the position when price crosses back below. The described setup uses a 30-period…

Trend followingRotturaIndicatori tecniciFutures
Strategy library

This strategy combines a smoothed RSI reading with a weighted moving average to guide long trades. It enters when RSI falls below an oversold threshold, then exits when RSI exceeds an overbought threshold or price crosses below the WMA. An upward price cross…

Indicatori tecniciTrend followingFuturesGestione del rischio
Strategy library

This strategy builds a set of price zones around a central moving average and scales the spacing using either ATR multiples or fixed percentages. It opens successive long entries as price falls through lower zones, then closes those entries in sequence as…

FuturesTrading a grigliaTrend followingVolatilità
Strategy library

This strategy runs repeating long grid orders across selected traditional-asset perpetual contracts, such as equity indices, gold, oil, and currencies. It scans USDT perpetual markets, filters for TradFi instruments, scores candidates by average daily…

Trading a grigliaVolatilitàFutures perpetuiMulti-asset
Strategy library

This strategy scans traditional finance perpetual contracts and ranks them by average daily high-low range as a percentage of closing price. It selects the most volatile eligible markets, then builds proportional price grids around current prices. Grid…

FuturesFutures perpetuiTrading a grigliaVolatilità
Strategy library

This trading-terminal plugin checks the spread between a perpetual swap and a dated future, with Deribit as its stated default venue. It calculates the difference between the future’s best bid and the swap’s best ask, then compares that difference with a…

FuturesFutures perpetuiArbitraggioEsecuzione
Strategy library

This long-only strategy enters when price crosses above the upper Bollinger Band and exits when it crosses below the lower band. The source calculates both bands around a 100-period simple moving average, using three standard deviations above the basis and…

FuturesRotturaVolatilitàIndicatori tecnici
Strategy library

This simple trend-following method opens long positions when price crosses above either a 20-period or a 60-period simple moving average, then closes the corresponding position when price crosses back below that average. The averages are presented as…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This system combines a moving-average trend signal with a volatility expansion filter and Chandelier-style exits. A fast moving average crossing above or below a slower one establishes long or short direction. A trade is opened only when the rate of change…

FuturesTrend followingVolatilitàIndicatori tecnici
Strategy library

This long-only trend-following system requires four EMAs, spanning short to long horizons, to align in ascending order. It also requires the close to be above the shortest EMA and a 14-period RSI reading no higher than 60 before entering. A downward…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy combines the velocity of Chaikin Money Flow with a long-term exponential moving average. CMF velocity is calculated from changes in the money-flow measure and smoothed; crossing above zero signals a long entry, while crossing below zero signals…

CriptoFuturesTrend followingMomentum
Strategy library

This trading-system example adapts Almgren–Chriss optimal execution to position entries and exits. It estimates a time-varying execution parameter from rolling price volatility, candle range, and volume, then uses that parameter to choose the fraction of…

EsecuzioneMicrostruttura del mercatoGestione del rischioDimensionamento delle posizioni
Strategy library

This stock strategy records the high and low of the 9:45–10:15 interval using 30-minute data. It signals a long when price crosses above that interval’s high and a short when price crosses below its low. The author recommends applying it to five-minute…

AzioniRotturaIndicatori tecnici
Strategy library

This intraday Sensex strategy sets upper and lower thresholds around the opening price at 9:45, using 500-point increments. It enters long when a later close reaches the upper threshold or short when a close reaches the lower one, during the specified…

AzioniRotturaMomentumGestione del rischio
Strategy library

This strategy pairs a phase crossover with a set of exponential moving averages. Its leading phase is a simple moving average shifted upward by an offset, while its lagging phase is an exponential moving average shifted downward. A cross of the leading phase…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

ESSMA is an indicator concept that combines simple, exponential, weighted, smoothed, and running moving averages into a configurable line, then compares it with a further smoothed version. Crosses between the two lines mark upward or downward signals. The…

FuturesTrend followingIndicatori tecniciRottura
Strategy library

This long-oriented trend strategy uses 9-period and 21-period simple moving averages. It opens a long position when the shorter average crosses above the longer one and closes on a downward crossover. The rules also specify a 1% stop loss and a 1%…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This strategy uses a 100-period simple moving average as a baseline and a channel whose width scales with 14-period ATR. It signals a long entry when price crosses above the upper channel while also trading above a 200-period moving average. The described…

CriptoFuturesTrend followingRottura
Strategy library

This strategy combines a 123 reversal signal with the Percentage Volume Oscillator (PVO), taking a position only when both components point in the same direction. The reversal component uses recent closing-price patterns and stochastic conditions; the PVO…

FuturesRitorno alla mediaIndicatori tecniciMomentum
Strategy library

This strategy uses daily VWAP as a directional signal: a close crossing above it opens a long, while a cross below opens a short. For a long, the stop uses the prior candle’s low when that low is below VWAP, otherwise VWAP itself; the short rule mirrors this…

FuturesIndicatori tecniciTrend followingGestione del rischio
Strategy library

This BTC-focused strategy combines three simple moving averages with an ADX filter and a trend cloud to generate long and short signals. The listed moving-average lengths are 14, 28, and 55, while the description also refers to a different set of lengths.…

CriptoTrend followingIndicatori tecniciGestione del rischio
Strategy library

This breakout setup uses the previous completed 15-minute candle's high and low as reference levels and a faster two-minute close to time entries. A close above the high triggers a long with a stop at the reference low; a close below the low triggers a short…

FuturesRotturaMomentumGestione del rischio