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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 strategy scores three conditions: RSI above 45, an EMA of RSI above its SMA, and an EMA of price above its SMA. The source uses a 50-period RSI smoothed over 24 periods, and 50-period averages for price. The described rule buys when at least two…

FuturesCriptoMomentumTrend following
Strategy library

The document describes a time-based anomaly strategy that is said to enter long near Thursday’s close and exit near Friday’s close, using a fixed holding period and 10% of capital per trade. Its rationale is a recurring pattern in market behavior across that…

FuturesCriptoBasato su eventiBacktest
Strategy library

This strategy trades breakouts from support and resistance levels derived from confirmed price fractals. Its fractal rule identifies local highs and lows using a sequence of neighboring bars, so the levels become available with a two-bar confirmation lag.…

CriptoFuturesRotturaIndicatori tecnici
Strategy library

This Bitcoin strategy combines a long-term exponential moving average (EMA) trend filter with a shorter EMA entry trigger. It enters long when price is above the trend EMA and crosses above the entry EMA; it enters short when price is below the trend EMA and…

CriptoTrend followingIndicatori tecniciVolatilità
Strategy library

This strategy uses the Relative Strength Index to time long entries and exits. It enters when RSI crosses above a configurable buy threshold, set to 60 by default, and closes the long position when RSI crosses below a sell threshold, set to 80 by default.…

FuturesMomentumIndicatori tecniciBacktest
Strategy library

This strategy uses three simple moving averages to frame short-, medium-, and long-term price direction. Its main long entry occurs when the 20-period SMA crosses above the 50-period SMA while price is above the 200-period SMA. The described exit requires a…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This trend-following method compares a faster EMA with a slower EMA and requires their relative spread to exceed a threshold before entering. It opens long positions when the faster EMA is above the slower one and price is above the fast EMA; it opens short…

FuturesCriptoTrend followingRottura
Strategy library

This simple allocation routine estimates the portfolio share held in stock by valuing the stock position at the latest ticker price and comparing it with total account value, including cash. It uses a target stock allocation and a tolerance band: when the…

Dimensionamento delle posizioniCostruzione del portafoglioEsecuzioneGestione del rischio
Strategy library

This moving-average strategy uses a faster and a slower simple moving average to define long-term direction. Its stated defaults are 50 and 200 periods: crossing above the slower average triggers a long entry, while crossing below triggers the opposite…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This simple pivot strategy calculates daily levels from the prior day’s high, low, and close. Their average forms the central pivot, and the script derives first resistance and support levels from it. When the current close rises above resistance, it takes a…

RotturaIndicatori tecniciFutures
Strategy library

This strategy enters on breaks of recent pivot highs or lows, with several filters intended to confirm direction. Long entries require price above a main EMA, a faster EMA above a slower EMA, and volume above its moving average; short conditions reverse…

FuturesCriptoRotturaTrend following
Strategy library

This strategy uses the T3 moving average to classify price direction and take long or short positions. T3 is built by applying a generalized double exponential moving average three times. Its volume factor controls responsiveness: the document describes zero…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy combines volume profile levels with two types of trade setup. For a fade, price moves outside the current value area and closes back inside on the same bar; the trade aims toward the point of control. A fade can also use an RSI condition, with…

Ritorno alla mediaRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy uses Average True Range (ATR) to set a trailing stop that adapts to price volatility. The described defaults use a five-period ATR and a stop distance of 3.5 times ATR. As price moves, the stop is adjusted to follow it; crossovers of price and…

FuturesCriptoTrend followingVolatilità
Strategy library

The Follow Line indicator turns Bollinger Band breakouts into a directional trailing line. A close above the upper band sets the line below price, while a close below the lower band places it above price; an optional ATR adjustment widens the offset. During…

Indicatori tecniciRotturaTrend followingVolatilità
Strategy library

This short-term strategy uses MACD calculated on a selectable timeframe, with entries requiring both a MACD crossover and a sufficiently strong change in its histogram. An ATR threshold filters out periods considered too quiet, and an optional 200-period EMA…

Indicatori tecniciMomentumVolatilitàTrend following
Strategy library

This strategy combines exponential moving averages, a modified Squeeze Momentum measure, and a money-flow confirmation to generate trades across timeframes. The fast and slow EMAs indicate direction, while the squeeze calculation uses linear regression of…

CriptoFuturesTrend followingRottura
Strategy library

This strategy uses a weighted moving average as the Bollinger Band center, with upper and lower bands offset by a multiple of standard deviation. A price move above the upper band triggers a short entry, while a move below the lower band triggers a long…

Indicatori tecniciRotturaRitorno alla mediaGestione del rischio
Strategy library

This document describes a five-minute RSI strategy for the Litecoin–USDT pair. With RSI length set to 3 and thresholds at 47 and 56, it opens a long position when RSI crosses above the lower threshold and a short position when RSI crosses below the upper…

CriptoIndicatori tecniciMomentumBacktest
Strategy library

The Triple Dragon System combines an extended price volume trend measure, Donchian Channels, and Parabolic SAR to frame trend direction and trade timing. Its stated trend filter looks for the volume trend measure above its baseline while price is above the…

Trend followingRotturaIndicatori tecniciFutures
Strategy library

This strategy uses crossovers between the positive and negative Directional Movement Index lines to signal direction, then requires the Detrended Price Oscillator to agree. A positive DPO is required for a long entry after +DI crosses above -DI; a negative…

Trend followingMomentumIndicatori tecniciFutures
Strategy library

This strategy uses Heikin-Ashi prices to smooth the input series for a MACD-style trend signal. It calculates fast and slow double exponential moving averages from the Heikin-Ashi close, subtracts them to form the MACD line, and compares that line with a…

FuturesCriptoTrend followingMomentum
Strategy library

This short term strategy uses confirmed pivot highs and lows as resistance and support references, then places orders in the opposite direction when price breaks those levels. A break above a pivot high prompts a short entry, while a break below a pivot low…

RotturaRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a volatility envelope with a momentum oscillator to seek short term reversals when the market is moving sideways. It uses a 20 period simple moving average with bands two standard deviations away, alongside a 14 period RSI. A long…

Ritorno alla mediaIndicatori tecniciVolatilitàGestione del rischio