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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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164 documenti
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17 documenti
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14 documenti
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14 documenti
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11 documenti
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7 documenti
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Cerca nella libreria

7,910 documenti

Strategy library

This strategy uses moving averages of high and low prices to create a channel, with a persistent state determining which boundary acts as the active line. A crossover between the lines triggers long or short entries. The source allows several average types…

FuturesCriptoTrend followingRottura
Strategy library

This strategy uses a Donchian price channel, defined by the highest high and lowest low over a lookback period, with their midpoint as a center line. A break above the upper boundary triggers a long entry, while a break below the lower boundary triggers a…

RotturaTrend followingDimensionamento delle posizioniGestione del rischio
Strategy library

This strategy enters when a fast moving average crosses a slow one, with the crossover direction determining whether it takes a long or short position. It requires ADX to exceed a configurable entry threshold, using trend strength as a filter. The code…

Trend followingIndicatori tecniciVolatilitàDimensionamento delle posizioni
Strategy library

The Relative Momentum Index adapts the RSI idea by measuring price change over a configurable multi-period lookback rather than only comparing adjacent closes. It separately smooths positive and negative momentum, forms their ratio, and normalizes the result…

Ritorno alla mediaMomentumIndicatori tecniciGestione del rischio
Strategy library

This trend-following approach uses ATR-based SuperTrend bands around the midpoint of each bar’s high and low. A move across the bands changes the indicated trend: crossing above the lower band signals long, while crossing below the upper band signals short.…

Trend followingRotturaIndicatori tecniciBacktest
Strategy library

This strategy combines high-price and low-price EMAs with range detection and an ATR-as-a-percentage-of-price filter. It takes a long position when price is above both EMAs and a short position when below both, while pausing during confirmed consolidation or…

Trend followingVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This strategy uses RSI thresholds to take contrarian positions: it buys when RSI crosses above a low threshold and sells short when RSI crosses below a high threshold. The example settings specify a 14-period RSI, a buy level of 35, a sell level of 75, and a…

Indicatori tecniciRitorno alla mediaDimensionamento delle posizioniGestione del rischio
Strategy library

This strategy applies Bollinger-style bands to a MACD series and uses crossings of the band boundaries to generate directional signals. The described setup uses a moving-average difference as the MACD series, calculates a rolling basis and standard-deviation…

Indicatori tecniciTrend followingMomentumBacktest
Strategy library

This Bitcoin strategy compares the current price with a harmonic mean of historical prices and a logarithmic trend price derived from Bitcoin’s age. It combines these references into AHR999 and AHR999X indicators. When AHR999 falls below a lower threshold,…

CriptoRitorno alla mediaIndicatori tecniciDimensionamento delle posizioni
Strategy library

This document describes a Dynamic Momentum Index approach that adapts RSI sensitivity to recent price volatility. It estimates volatility from a short-window standard deviation smoothed by a longer average, then adjusts the indicator’s effective period…

Indicatori tecniciMomentumBacktestGestione del rischio
Strategy library

This multi-signal strategy combines three directional indicators: RSI, CCI, and a fast-versus-slow simple moving average comparison. RSI values above or below thresholds centered around 50 produce long or short signals; CCI uses positive and negative…

Indicatori tecniciMomentumTrend followingDimensionamento delle posizioni
Strategy library

This document describes a monitor for Uniswap V4 pool initialization events on Robinhood Chain. It checks the configured chain ID, scans logs from a specified PoolManager in small block ranges, decodes pool assets and parameters, and deduplicates events by…

CriptoDeFiDati on-chainMicrostruttura del mercato
Strategy library

This strategy combines a 50-period and 200-period EMA crossover with a 14-period RSI filter. A bullish crossover is considered only when RSI is above 50, and a bearish crossover only when RSI is below 50. It is intended for 15-minute, hourly, four-hour, and…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This trend system combines four smoothed moving averages with different lengths and a longer EMA. Long entries require price above all the averages and the averages aligned from shortest to longest; short entries use the reverse alignment. The source also…

Indicatori tecniciTrend followingForexFutures
Strategy library

This Bitcoin strategy enters long when a shorter EMA crosses above a WMA and short when it crosses below, provided there is no open position. It then uses two profit targets and two stop levels. At the first target, part of the position is intended to close…

CriptoFuturesMomentumGestione del rischio
Strategy library

This strategy combines a price deviation score with moving averages to enter trades when price is unusually far from a recent regression line. The score is the difference between the selected price source and its linear regression estimate, divided by the…

FuturesCriptoRitorno alla mediaTrend following
Strategy library

This Bitcoin futures strategy combines RSI thresholds with a moving average of RSI. RSI values below 30 are described as oversold and those above 70 as overbought by default. The entry logic buys when RSI crosses above its moving average and sells when it…

FuturesCriptoIndicatori tecniciGestione del rischio
Strategy library

This strategy builds a Donchian-style channel from the highest high and lowest low over a configurable period, with a midpoint between the bands. It uses the 200-period EMA as a direction filter: above the EMA, it places long stop entries at either the upper…

CriptoFuturesRotturaTrend following
Strategy library

This strategy combines a 12-period Hull moving average with a 5-period EMA referenced two bars earlier, then filters crossover entries using RSI and two smoothed stochastic readings. Long signals require price above both averages, momentum readings above 50,…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This example demonstrates using IMF exchange-rate data as a predictor for a futures position. It loads EUR currency data alongside an AEX futures contract, calculates 10-, 50-, and 250-period linearly weighted moving averages of the currency series, and…

FuturesForexIndicatori tecniciBacktest
Strategy library

This strategy attempts to identify consolidation zones from price pivots, then trade breaks above or below those zones. It finds local highs and lows over a loopback period, uses a ZigZag-style process to track pivots, and requires a minimum consolidation…

CriptoMercati spotRotturaIndicatori tecnici
Strategy library

This short-term, two-sided strategy combines a fast RSI with candle-body filtering. It opens a long after a bearish candle when RSI is below its lower threshold, or a short after a bullish candle when RSI is above its upper threshold; in either case, the…

CriptoFuturesIndicatori tecniciRitorno alla media
Strategy library

This strategy uses a stochastic oscillator's smoothed K and D lines for entries. A K line crossing above D can open a long position when K is below the oversold threshold; a cross below D can open a short position when K is above the overbought threshold. It…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This educational example combines three indicators to define entry conditions. It goes long when the Stochastic reading and RSI are both in oversold territory and the Awesome Oscillator is rising; it goes short when both readings are overbought and the…

CriptoFuturesIndicatori tecniciGestione del rischio