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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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191 documenti
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14 documenti
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Cerca nella libreria

7,910 documenti

Strategy library

This strategy calculates Bollinger Bands from a simple moving average and standard deviation, with a default lookback of 20 and multiplier of 2. It enters long when the close is above the upper band and short when the close is below the lower band; users can…

FuturesRotturaVolatilitàIndicatori tecnici
Strategy library

This rules-based strategy counts consecutive rises or falls in closing prices. Separate thresholds govern long entries, long exits, short entries, and short exits, allowing the trader to adjust how quickly positions open and close. The supplied defaults call…

MomentumIndicatori tecniciAzioniFutures
Strategy library

This strategy combines three volatility stops, set at 5, 10, and 15 ATR multiples, with an ATR-scaled Renko-style signal. The described long entry requires price to be above the three stops in their specified order and an upward Renko change. A long position…

Trend followingVolatilitàGestione del rischioIndicatori tecnici
Strategy library

The Global Equities Momentum approach allocates among U.S. stocks, international stocks, and U.S. aggregate bonds. Each month, it compares the trailing 12-month performance of the two equity markets and selects the stronger one, provided U.S. stocks have…

AzioniReddito fissoMomentumTrend following
Strategy library

This document describes a short-term strategy that compares a six-period RMA with a four-period HMA. Their crossovers supply directional signals, while a separate long-term trend check filters entries. The script also plots volume-weighted bar colors and…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This document combines an SSL Channel trend state with Stochastic RSI thresholds to generate long and short entries. The channel uses moving averages of highs and lows; a change in its state marks a directional signal. The published defaults use a 200-period…

CriptoFuturesIndicatori tecniciMomentum
Strategy library

This strategy uses two exponential moving averages as faster signals and simple moving averages as slower references. The description gives example periods of 8 and 21 for the EMAs and 50 and 200 for the SMAs. A fast-line crossover can prompt a long or short…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy combines a fast and slow exponential moving average signal with a Bull Power measure derived from recent price bars. It opens a long position when the EMA method indicates an upward state and Bull Power is positive; it opens short when both…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This long-only strategy compares the current price change with the historical distribution of price changes using a Z-score, then checks whether price is outside a Bollinger Band. It opens a long position when the Z-score is below a lower threshold and price…

FuturesCriptoRitorno alla mediaStatistica
Strategy library

This strategy uses the difference between fast and slow exponential moving averages as the MACD, then compares it with a moving average signal line. The stated settings are 12 periods for the fast average, 26 for the slow average, and 9 for the signal line.…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This trend-following strategy uses three simple moving averages with progressively longer periods to identify directional alignment. It enters long when the fast average is above the middle average and the middle is above the slow average, and enters short…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This long-only trend system combines hourly Awesome Oscillator, MACD and RSI conditions with daily moving-average structure. Buy conditions include several AO patterns, with different branches requiring positive momentum, MACD-related filters, RSI…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This strategy uses a fast and a slow simple moving average to generate directional signals. A cross of the fast average above the slow average opens a long position, while a cross below closes longs and can open shorts. Three operating modes are described:…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy identifies potential market structure changes when closing price breaks a previously confirmed swing high or low. Pivot points use bars on both sides, so the swing is only recognized after the right-side bars have formed. An optional ATR…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This example shows how a backtest can replace default transaction assumptions with custom fee, slippage, fill, and buying-power models. Its sample algorithm trades SPY hourly during October 2013, changing its target exposure after specified calendar days.…

BacktestEsecuzioneMicrostruttura del mercatoGestione del rischio
Strategy library

The document presents a trend strategy that combines RSI and MACD conditions for directional entries, with Stochastics described as a filter for overbought or oversold readings. It specifies a long signal when RSI is above 52 with a MACD bullish cross, and a…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This document describes a market-making system for Binance USDC perpetual futures. Its numerical core analyzes recent trade flow and price profiles alongside estimated buy- and sell-side market impact. The signal combines directional flow, shifts in volume…

CriptoFuturesFutures perpetuiMarket making
Strategy library

This strategy combines RSI, CCI, and Williams %R readings to identify possible short- to medium-term reversals. It opens a long position when all three indicators are in oversold territory and a short position when all three are overbought. The stated…

ForexCriptoRitorno alla mediaIndicatori tecnici
Strategy library

This strategy combines John Ehlers’ Voss predictive filter with an instantaneous trendline to trade potential cyclical turns. It enters when the Voss output crosses its filter line, using the trendline and its lag line as a directional condition. The…

Indicatori tecniciTrend followingCriptoFutures
Strategy library

This strategy looks for disagreement between price extremes and RSI extremes as a possible sign that directional momentum is weakening. A bullish divergence occurs when price makes a lower low without RSI reaching a lower low; a bearish divergence occurs…

Indicatori tecniciRitorno alla mediaFuturesBacktest
Strategy library

This strategy combines RSI thresholds with MACD line and signal line positioning to generate long and short entries. It uses a 14-period RSI with overbought and oversold levels of 80 and 20, alongside MACD settings of 12, 26, and 9. A long signal requires…

Indicatori tecniciTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This two-sided strategy pairs a short and long exponential moving average crossover with an RSI filter. A bullish crossover opens a long position only when 14-period RSI is above 50; a bearish crossover opens a short position only when RSI is below 50. The…

FuturesCriptoTrend followingMomentum
Strategy library

This strategy combines Lazy Bear’s BlueWave momentum measure with a modified money flow index to trade directional changes. BlueWave is a linear regression calculation based on closing prices, recent highs and lows, and a closing-price average. A move above…

CriptoFuturesMomentumTrend following
Strategy library

This long-only holding strategy uses a long-period moving average to determine when to enter and leave the market. It buys when the close is above the average and closes the position when the close falls below it. The document describes a 200-period setting…

Trend followingRotturaIndicatori tecniciFutures