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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 document presents a configurable intraday strategy organized around the New York trading session. It uses a higher-timeframe EMA to establish trend direction and offers VWAP retests as the default entry approach, with optional EMA retests and premarket…

AzioniMercati statunitensiTrend followingRottura
Strategy library

This short-term strategy trades crossings of rounded $5 price levels, taking long signals above a 50-period EMA and short signals below it. It measures volatility with a 14-period ATR and sets profit targets at 1.5 times ATR from the entry, while placing…

RotturaVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This document presents a reusable TradingView script framework for displaying monthly strategy performance, with an example long-only pullback strategy. In the example, a long entry requires price to be above a long-term moving average but below a short-term…

BacktestIndicatori tecniciTrend followingGestione del rischio
Strategy library

This document describes a collection of technical indicators: Stochastic RSI, RSI, a stochastic-and-RSI signal combination, Williams Vix Fix, and the Directional Movement Index. Their intended roles span overbought and oversold detection, potential…

Indicatori tecniciMomentumRitorno alla mediaVolatilità
Strategy library

This long-only trend-following method uses the closing price crossing above either a 20-day or 60-day simple moving average to open a position, and crossing back below that same average to close it. The shorter average is presented as more responsive to…

Trend followingIndicatori tecniciBacktestGestione del rischio
Strategy library

This trend-following strategy constructs three Alligator-style lines from RSI values: a 5-period jaw, 13-period teeth, and 34-period lips. It enters long when the teeth line crosses above the lips while the jaw is above the teeth, and enters short on the…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy trades closing-price breakouts of Donchian Channel boundaries, requiring the channel to register a new high for a long entry or a new low for a short entry. It places the stop at the channel midpoint captured around entry and sets the profit…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

Myo_LS_D combines Donchian-based trend direction with breakout and moving-average conditions to open separate long and short positions. Long and short entries use different filters, including price relative to trend averages and a risk/reward threshold. The…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This utility describes how to combine a stream of lower-timeframe candle records into bars of a user-selected duration. It aligns each generated bar to the duration boundary, carries forward the first open, updates the high and low as source records arrive,…

EsecuzioneMicrostruttura del mercatoStatistica
Strategy library

This strategy uses a 50-period simple moving average to determine when to record rolling price extremes as potential support and resistance. When price crosses the average, it stores the highest high or lowest low over the lookback window; later, a close…

FuturesCriptoRotturaIndicatori tecnici
Strategy library

The strategy describes a long-only XRPUSDT approach that buys when the close falls below a lower Bollinger Band and exits all positions when it rises above the upper band. The bands use a 20-period simple moving average, with the upper band 1.5 standard…

CriptoRitorno alla mediaVolatilitàIndicatori tecnici
Strategy library

This trend-following system uses the SuperTrend indicator, calculated with an ATR period of 10 and multiplier of 2.0. A close crossing above the line triggers a long entry; a cross below triggers a short entry. The line also serves as the changing exit…

FuturesTrend followingVolatilitàIndicatori tecnici
Strategy library

This strategy uses two exponential moving averages to identify possible trend changes. It specifies a 10-period EMA as the faster line and a 20-period EMA as the slower line. A cross of the faster line above the slower one opens a long position; a cross…

Indicatori tecniciTrend followingFuturesCripto
Strategy library

The strategy calculates a signal-to-noise series from inverse closing prices over a chosen lookback, then smooths that series with a simple moving average. It takes a long position when the prior smoothed value is below the prior signal value, a short…

FuturesIndicatori tecniciStatisticaBacktest
Strategy library

This trend-following system uses the Directional Movement Index to select trade direction and the Average Directional Index to filter for trend strength. A crossover of +DI above -DI signals a long entry, while a cross below signals a short entry; trades are…

Trend followingIndicatori tecniciFuturesGestione del rischio
Strategy library

This futures spread strategy assumes the combined value of gasoline and diesel relative to crude oil fluctuates around a historical mean. It forms a weighted spread using contract multipliers and a 3:2:1 ratio, then compares the latest spread with its…

FuturesMaterie primeRitorno alla mediaArbitraggio
Strategy library

The visible portion describes an intraday strategy for MES futures that combines pivot-based market structure with a higher-timeframe exponential moving average, RSI, and volume. It defines morning and afternoon trading windows in Eastern Time, resets a…

FuturesMercati statunitensiRotturaIndicatori tecnici
Strategy library

This intraday breakout approach identifies a gap between nonadjacent candles: an upward setup occurs when an earlier high is below the current low, and a downward setup when an earlier low is above the current high. During a defined New York trading window,…

RotturaFuturesIndicatori tecniciGestione del rischio
Strategy library

This strategy description explains MACD line and signal-line crossovers, histogram coloring, and optional chart highlights and alerts. Its stated defaults use a 12-period fast average, a 26-period slow average, and 9-period signal smoothing; the average…

FuturesCriptoMomentumIndicatori tecnici
Strategy library

This strategy estimates lunar phase dates from calendar and Julian-date calculations, then uses changes in phase to switch between long and short positions. A detected new moon prompts a long entry and closes an existing short; a detected full moon prompts a…

Indicatori tecniciBasato su eventiBacktestGestione del rischio
Strategy library

This indicator overlays three Supertrend calculations with different ATR lengths and factors: 21 and 1, 14 and 2, and 7 and 3. Each calculation displays an uptrend or downtrend line, giving the chart several volatility-adjusted views of direction across…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy averages five simple moving averages, using periods of 8, 21, 50, 100, and 200 days, to create one smoothed reference line. Its trading logic combines price position with the slope of that line: the supplied implementation enters long when…

Indicatori tecniciTrend followingRotturaFutures
Strategy library

This strategy uses a neural network to turn the percentage difference between current OHLC4 and a reference-timeframe OHLC4 into a directional signal. The described network has two hidden layers, uses tanh activations, and applies fixed weights in a forward…

Apprendimento automaticoTrading ad alta frequenzaIndicatori tecniciVolatilità
Strategy library

This strategy processes the midpoint of each bar with a recursive bandpass filter, then smooths the filtered series with a simple moving average. The resulting signal is compared with a configurable trigger level: readings above it indicate long exposure,…

Trend followingIndicatori tecniciFuturesBacktest