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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 describes a trend-following method built around Parabolic SAR. The indicator trails price during a trend and changes sides when price crosses its level; the strategy uses that change to identify a possible reversal and place a stop entry in the…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This example demonstrates a minimal algorithm for a CFD asset. It sets the account currency, a short date range, and starting cash, subscribes to a German index CFD, and requests daily historical data. During live or simulated data handling, it reads and…

FuturesEsecuzione
Strategy library

This Pine strategy combines directional movement and ADX with an EMA trend filter to organize trend trades. Its configurable inputs cover DI and ADX lengths, minimum ADX and DI spread thresholds, pullback entries using a faster EMA, and optional reversal…

Trend followingIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy combines lookback-based price structure, simple order block levels, and engulfing candles to signal trend continuation trades. A close above the prior lookback high marks an uptrend, while a close below the prior low marks a downtrend. The…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This Bitcoin strategy uses weekly closing prices and an 8-week simple moving average to define long-only trend signals. A close crossing above the average opens a long position; a crossing below prompts an exit. The document describes profit and loss exit…

CriptoFuturesTrend followingRottura
Strategy library

This strategy describes trading breaks of recently detected pivot highs and lows, with direction filtered by a 200-period simple moving average. It records the latest pivot as resistance or support, then seeks a breakout followed by a confirming candle: a…

RotturaIndicatori tecniciTrend followingGestione del rischio
Strategy library

This Pine strategy combines a fast and slow exponential moving average, Supertrend direction, candle color, and RSI thresholds to generate long and short signals. It requires all four conditions to agree and only enters when no position is open. The script…

Indicatori tecniciTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This two-sided trend-following strategy enters on a crossover between a 17-period and a 31-period EMA. Long entries require price to be above both VWAP and a 69-period SMA; short entries require it to be below both. Separate, faster EMA crossovers provide…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This trend-following approach uses Bollinger Bands to generate directional signals: a close above the upper band prompts a long position, while a close below the lower band prompts a short position. The bands are based on a simple moving average and…

FuturesRotturaTrend followingVolatilità
Strategy library

This cryptocurrency-oriented trend strategy calculates fast, medium, and slow simple moving averages, with stated default lengths of 7, 30, and 50. Its actual entry and exit rules use the fast and medium averages: crossing upward opens a long position, and…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This rules-based strategy uses price crossings of the 21-period exponential moving average to enter and reverse positions. A close crossing above the EMA triggers a long entry; a close crossing below triggers a short entry. Trades are restricted to a…

Trend followingMomentumIndicatori tecniciGestione del rischio
Strategy library

This intraday pairs strategy trades the spread between the front-month and next-month futures contracts. It builds separate buy-side and sell-side spread prices using the relevant bid and ask quotes, then calculates rolling Bollinger Bands over a 60-minute…

FuturesStrategia di pairs tradingRitorno alla mediaMaterie prime
Strategy library

WJ Strategy A builds a mean-reversion entry score from three signals: price below the lower Bollinger Band, price below one of three long moving averages, and a low RSI reading. The components contribute different weights, with the RSI component receiving…

Ritorno alla mediaIndicatori tecniciDimensionamento delle posizioniGestione del rischio
Strategy library

This strategy combines SuperTrend direction changes with a MACD histogram filter to trade short-term trends. It opens a long position when SuperTrend switches to an uptrend and the 30-minute MACD histogram is positive; it opens a short position when the…

CriptoFuturesTrend followingMomentum
Strategy library

This strategy generates long and short signals from crossovers between a fast and a slow moving average. Traders can choose from eleven average types, including simple, exponential, weighted, volume-weighted, smoothed, double and triple exponential, Hull,…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This perpetual futures grid strategy adapts its range, direction, and exits using recursive estimates rather than a fixed lookback window. A Kalman filter estimates local trend and volatility, while recursive AR(1) estimation on a cointegration residual…

FuturesFutures perpetuiTrading a grigliaRitorno alla media
Strategy library

This strategy adapts a bandpass filter attributed to Broder’s 2010 Stocks & Commodities article. It calculates a filter from the midpoint of each bar using length and fluctuation parameters, then compares the value with upper and lower thresholds. A reading…

Trend followingIndicatori tecniciFuturesCripto
Strategy library

This daily strategy seeks long entries when RSI(5) falls below 30 while price remains above its 200-day simple moving average. The trend filter is intended to focus oversold entries on rebounds within an upward market. For protection, the description…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy uses Parabolic SAR to identify trend direction and place trades accordingly. It goes long when SAR is below the candle low and short when SAR is above the candle high; a SAR crossing to the other side signals closing the position. Bar colors…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy follows SuperTrend direction changes and uses ATR to set trailing stop levels. The published parameters specify an ATR period of 21 and a multiplier of 6.2, with an option to consider candle wicks when determining reversals. A switch can also…

CriptoTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a CCI trend filter, RSI fast and slow lines, and a price-versus-moving-average check described in the text. It uses 14-period CCI on the midpoint price to define direction, alongside a 14-period RSI compared with a 50-period smoothed…

Indicatori tecniciTrend followingMomentumBacktest
Strategy library

This strategy combines a ZigZag reversal threshold with a smoothed Stochastic reading. The reversal threshold can be set manually or scaled using ATR values from several lookback periods. A long signal occurs when price is above the reversal line while…

Indicatori tecniciRotturaMomentumGestione del rischio
Strategy library

This strategy uses moving averages on the chart timeframe or a selected timeframe to generate directional signals. It offers several MA types and an optional second MA for plotting and displaying crosses. In the source logic, however, entries follow whether…

Indicatori tecniciTrend followingGestione del rischioBacktest
Strategy library

This dollar-cost averaging approach proposes buying a fixed dollar amount when price falls below the lower Bollinger Band and RSI is below 50. Moving averages are described as a trend check intended to limit buying during persistent declines. The document…

CriptoFuturesRitorno alla mediaIndicatori tecnici