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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 strategy smooths open, high, low, and close prices into moving-average candles, then measures the difference between the smoothed close and a moving average of that close. A linear regression of this momentum series helps classify its direction and…

Indicatori tecniciMomentumTrend followingStatistica
Strategy library

This daily trend-following strategy uses a fast and a slow simple moving average, with 50-day and 200-day periods as its defaults. It opens a long position when the fast average crosses above the slow average and closes positions when it crosses below. The…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This Bitcoin strategy uses a higher-timeframe EMA as a regime filter and daily price relative to that EMA to identify bullish conditions. An ATR buffer raises the threshold for confirming the regime, while an optional RSI momentum filter can require…

CriptoTrend followingIndicatori tecniciGestione del rischio
Strategy library

This document outlines a trend-following system that combines fast and slow Variable Index Dynamic Average (VIDYA) lines with Bollinger Bands. VIDYA adjusts its smoothing using the absolute Chande Momentum Oscillator, while the bands serve as a volatility…

Trend followingRotturaVolatilitàIndicatori tecnici
Strategy library

This strategy uses a Decision Point oscillator built from smoothed price changes to identify directional momentum, then filters signals with a rate-of-change measure. The oscillator compares a faster and slower smoothed series: positive spread indicates a…

CriptoFuturesTrend followingMomentum
Strategy library

This document presents a script that repeatedly trades the same asset between two exchange accounts. After a start command, it checks each account’s asset balance, chooses which account will sell and which will buy, then places paired orders at a specified…

CriptoEsecuzioneMicrostruttura del mercato
Strategy library

This strategy uses a fast and a slow exponential moving average to set direction. When the fast average moves above the slow one, it enters long; when it moves below, it enters short, with the reverse crossover closing or switching the position. The example…

Trend followingIndicatori tecniciFuturesGestione del rischio
Strategy library

This short-term trading concept uses a five-period simple moving average crossing a volume-weighted average price as its directional signal. An upward cross indicates a long entry and a downward cross indicates a short entry. The accompanying explanation…

Indicatori tecniciTrend followingFuturesGestione del rischio
Strategy library

This strategy treats Bitcoin network hashrate as a proxy for miner conditions and compares short- and long-period moving averages of daily hashrate data. A cross of the shorter average above the longer one opens a long position, interpreted by the document…

CriptoIndicatori tecniciTrend followingDati on-chain
Strategy library

This strategy combines a 123 reversal signal with a multi-period confluence indicator and opens a position only when both point in the same direction. The reversal component uses recent price changes together with stochastic readings around a configurable…

MomentumRitorno alla mediaIndicatori tecniciFutures
Strategy library

This long-only strategy uses the Balance of Power (BoP) indicator on a stated four-hour timeframe. BoP is calculated from the candle’s close and open relative to its high-low range. A move above 0.8 opens a long position, while a move below -0.8 closes it.…

MomentumIndicatori tecniciDimensionamento delle posizioniGestione del rischio
Strategy library

RISOTTO applies an Optimized Trend Tracker (OTT) style calculation to an RSI series, aiming to smooth its movement and reduce misleading oscillator signals. The script first calculates RSI from closing prices, then applies a variable moving average process…

Indicatori tecniciMomentumFuturesBacktest
Strategy library

The available portion describes a candlestick strategy that evaluates the previous bar’s upper and lower wicks against its ATR and against each other. It also filters out small-body candles using a minimum body size relative to ATR. A dominant upper wick is…

Indicatori tecniciGestione del rischioDimensionamento delle posizioniBacktest
Strategy library

This reversal system looks for three consecutive candles in one direction followed by a large-bodied candle in the opposite direction. It enters at the reversal candle’s close, using the specified 3% minimum body threshold. For exits, the article describes a…

FuturesRitorno alla mediaIndicatori tecniciVolatilità
Strategy library

This strategy combines a moving average, MACD crossovers, and ATR-based stops. It enters long when MACD crosses upward while price is below the selected moving average, and enters short when MACD crosses downward while price is above it. The moving average…

FuturesRitorno alla mediaMomentumIndicatori tecnici
Strategy library

This long-only strategy seeks pullback entries during an uptrend. It requires the close to be below the lower Bollinger Band while remaining above a 50-period simple moving average, with the Stochastic RSI K value below a configurable oversold threshold. The…

FuturesRitorno alla mediaTrend followingIndicatori tecnici
Strategy library

This strategy looks for directional moves near four specified market opening windows. It identifies an opening bar that travels from near one extreme to near the other and also breaks beyond the range of the prior five bars. A signal is taken in the breakout…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This strategy combines fair value gap (FVG) and inverted fair value gap (IFVG) patterns with a trend filter and trade exits. The note describes identifying gaps between candle ranges, looking for a reversal or inversion signal, then using 50- and 200-period…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
Strategy library

This script trades reversals toward the prior session’s final close after a sufficiently large opening gap. It records the first bar’s open and the previous session’s close, then checks whether the gap meets a configurable percentage threshold. For an upward…

Ritorno alla mediaIndicatori tecniciGestione del rischioBacktest
Strategy library

This strategy uses an oscillator derived from the CT TTM Squeeze indicator to take directional positions. It goes long while the oscillator is above zero and short while it is below zero; the zero line therefore serves as the directional boundary. The…

Indicatori tecniciTrend followingFuturesBacktest
Strategy library

This script describes a long-only momentum approach that looks for unusually high volume alongside a strong bullish candle. Entry also requires price above a trend EMA, RSI below a maximum threshold, and no extreme-volume candle with a large upper wick,…

MomentumIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This document outlines a multi-indicator strategy that combines a 50-period EMA, RSI, Fibonacci retracement levels, and breakouts. It describes using the EMA for trend context, a retracement zone between 50% and 61.8% for possible turning points, and RSI…

CriptoFuturesIndicatori tecniciRottura
Strategy library

This note presents a simple long-only strategy using an exponential moving average (EMA) as a trend filter. It enters when the prior candle closes above the EMA and exits when the current candle closes below it. The EMA length is configurable, and the…

Indicatori tecniciTrend followingBacktestGestione del rischio
Strategy library

This note describes a rule-based strategy that keeps an asset allocation near a target position. It opens at the target, then adds or reduces exposure when the current position moves beyond a specified band. Each adjustment uses a fixed share of equity, and…

Dimensionamento delle posizioniCostruzione del portafoglioRitorno alla mediaGestione del rischio