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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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22 documenti
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Jesse
17 documenti
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14 documenti
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14 documenti
backtesting.py
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7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This strategy estimates trend with fast and slow exponential averages of typical price, then forms adaptive upper and lower bands using smoothed price variability and a sensitivity parameter. A trend-state rule changes direction when price crosses the…

FuturesTrend followingIndicatori tecniciVolatilità
Strategy library

This strategy script combines order block trading with a stagnation time exit and several risk and regime controls. Its inputs include fixed micro contract sizing or equity-based sizing, profit targets, hard stops, a break-even trigger, and an option to exit…

Indicatori tecniciGestione del rischioDimensionamento delle posizioniEsecuzione
Strategy library

This strategy uses a short and long simple moving average crossover to identify directional changes, then requires both elevated trading volume and above-average volatility before acting. In the example, the averages use periods of nine and twenty-one days,…

FuturesIndicatori tecniciTrend followingVolatilità
Strategy library

This document describes a multi-factor method drawing on abnormal trading volume, candle range and closing location, and short- and longer-term trend estimates. It compares volume with a rolling average and uses range relative to its recent average to…

FuturesIndicatori tecniciTrend followingVolatilità
Strategy library

This strategy counts consecutive bullish or bearish candles to establish directional bias. When the count reaches a chosen threshold, it enters in the direction of that run: a long after a specified sequence of bearish candles during an uptrend, or a short…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy seeks to enter when volatility rises after a calm period, while using a volume-weighted price center to choose direction. Its Volatility Momentum Index is derived from changes in average true range: upward and downward changes are smoothed…

VolatilitàTrend followingIndicatori tecniciDimensionamento delle posizioni
Strategy library

This intraday method generates long entries when a fast exponential moving average crosses above a slow one and short entries when it crosses below. The published defaults use lengths of 9 and 15. Entries are restricted to before a configured daily…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This cryptocurrency strategy combines an RSI-style measure derived from volume-weighted gains and losses with a second directional indicator based on smoothed price changes and standard deviation. The source enters long when the volume-based RSI crosses…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This strategy combines a three-bar reversal setup with a stochastic filter and the Klinger Volume Oscillator. For a bullish setup, price falls and then closes higher, while the stochastic condition indicates a low-level reversal; for a bearish setup, price…

Ritorno alla mediaIndicatori tecniciFuturesBacktest
Strategy library

This document presents a volatility-based strategy rewritten in Pine from an earlier public strategy. It calculates a log-price ratio over a configurable lookback, smooths that series with a simple moving average, and tracks the moving average's highest and…

VolatilitàRotturaFuturesDimensionamento delle posizioni
Strategy library

This strategy combines RSI thresholds with two exponential moving averages to identify long entries and exits. It calculates RSI, an EMA of closing prices, and an EMA of lows. A long entry occurs when the close is below both averages and RSI is oversold; the…

Indicatori tecniciRitorno alla mediaFuturesGestione del rischio
Strategy library

This document describes a trend signal based on a raw one-minute moving average and a smoothed series produced with a Kalman-style filter. It converts changes in the filtered line into angles, sums them over a rolling period, and enters long above a positive…

Indicatori tecniciTrend followingStatisticaBacktest
Strategy library

This document outlines a short-only setup built around an exponential moving average. It marks a candle when its low stays above the EMA, then looks for the following candle to reach or break the marked candle's low. The marked candle's low is treated as the…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This document explains a basic directional strategy that compares the current daily close with the previous daily close. It calculates their percentage difference and goes long when the change exceeds a positive threshold or short when it falls below the…

Trend followingMomentumCriptoFutures
Strategy library

This BTC/USDT chart indicator combines Parabolic SAR with volatility bands and a volume-weighted moving-average construction. It derives upper and lower reference levels from a 100-bar simple moving average and an average true range, using different…

CriptoIndicatori tecniciTrend followingVolatilità
Strategy library

This document describes a short-term strategy using two differently sized momentum series and an exponential moving average signal line. It enters long or short when the faster series crosses the signal line, with overbought and oversold thresholds intended…

Indicatori tecniciMomentumCriptoFutures
Strategy library

This short-term strategy uses 10- and 30-period simple moving averages to define crossover signals, then uses RSI to confirm direction: above 50 for a long and below 50 for a short. ATR sets stop and target distances around recent highs or lows, making those…

Materie primeIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This index-oriented strategy combines a price-based exhaustion oscillator with its moving average, long-term moving averages, MACD, RSI, and a volume condition. It describes buying when exhaustion crosses above its average while longer-term trend conditions…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This short-term cryptocurrency strategy combines RSI extremes with a 400-period simple moving average to align trades with a broader price direction. It considers longs when RSI falls below 35 while price is above the moving average, and shorts when RSI…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy combines a short-period RSI with Bollinger Bands to generate entries in BTC/USDT futures. A long setup requires RSI to cross above its lower threshold while price crosses up through the lower band. A short setup requires RSI to cross below its…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This open-source trading script combines Ichimoku components into a configurable backtesting tool. The visible portion defines Tenkan-sen, Kijun-sen, and leading and lagging span calculations, then classifies Tenkan/Kijun crossovers by price position…

Indicatori tecniciTrend followingRotturaBacktest
Strategy library

This machine-learning strategy selects the 15 least volatile liquid S&P 500 stocks and uses a fully connected neural network to estimate whether each will rise over the next day. Inputs combine ATR as a share of closing price, normalized RSI readings across…

AzioniApprendimento automaticoVolatilitàCostruzione del portafoglio
Strategy library

This stock strategy looks for pullbacks after a price reaches a two-year high. Its stated entry conditions place the price within 10% of the prior 504-bar high, with the bar’s low at or below the 13-day EMA and at or above the 21-day EMA. The source code…

AzioniRotturaIndicatori tecniciGestione del rischio
Strategy library

This proof-of-concept strategy uses an 8-period and a 21-period EMA on a four-hour chart. It enters long when the shorter EMA crosses above the longer one, provided price is above a 50-period SMA calculated on data resampled to a higher interval and volume…

Trend followingIndicatori tecniciGestione del rischioBacktest