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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 uses three filters to identify long entries: Supertrend must indicate an uptrend, a relative-strength measure based on the close's position within its recent high-low range must be positive, and RSI must exceed a threshold. The stated defaults…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This trend-following method pairs 21- and 50-period exponential moving averages with a 20-period average of volume. A bullish crossover is accepted when current volume is above its average, while a bearish crossover requires volume below its average. The…

Indicatori tecniciTrend followingFuturesBacktest
Strategy library

This strategy combines MACD crossovers, RSI thresholds, and Bollinger Band levels to generate long and short signals. Its stated rules treat a bullish MACD crossover, an oversold RSI reading, or a price below the lower band as alternative buy triggers;…

Indicatori tecniciVolatilitàGestione del rischioFutures
Strategy library

This document describes a basic trend-following rule built from short- and long-period simple moving averages. With defaults of 9 and 21 periods, it signals a long entry when the shorter average crosses above the longer one and a short entry when it crosses…

Indicatori tecniciTrend followingFuturesBacktest
Strategy library

This strategy uses four exponential moving averages to identify directional changes: the 8-, 12-, and 24-period averages are compared with a 72-period average. It pairs crossover conditions with a 20-period Commodity Channel Index and price position relative…

CriptoFuturesTrend followingMomentum
Strategy library

This Pine Script strategy combines changes in a smoothed RSI with changes in the MACD histogram to produce a single momentum signal. It opens or reverses long and short positions when that signal crosses a configurable positive or negative threshold, and…

Indicatori tecniciMomentumGestione del rischioBacktest
Strategy library

This long-only trend strategy looks for unusually large bullish bars, then filters them through price and moving-average conditions. Its volume-spike measure is actually based on bar range: it compares the current high-low range with a trimmed average over…

CriptoFuturesTrend followingRottura
Strategy library

This long-only trend strategy combines a volatility channel with moving-average filters. It enters when a bar closes above the upper Bollinger Band, the close is above the slow simple moving average, and the fast simple moving average is above the slow one.…

CriptoFuturesTrend followingRottura
Strategy library

The available excerpt introduces an integrated execution strategy that seeks agreement among market regime, directional bias, momentum, and price structure before trading. Its regime inputs include ADX for trend strength and ATR-based measures for volatility…

Indicatori tecniciTrend followingMomentumVolatilità
Strategy library

This trend-following strategy combines fast and slow smoothed range estimates to set a dynamic price filter. Each range estimate applies exponential smoothing to absolute price changes, then scales it by a multiplier; the two estimates are averaged. A…

Trend followingVolatilitàIndicatori tecniciFutures
Strategy library

This strategy measures closing price’s distance from its rolling mean in standard deviation units, then smooths the Z-score with short and long simple moving averages. A short average above the long average signals a long entry; a cross below signals an…

Ritorno alla mediaStatisticaIndicatori tecniciFutures
Strategy library

This SPY swing strategy calculates a short-period RSI from the average of open, high, low, and close prices, then smooths it with two exponential moving averages. The faster smoothed series crossing above 50 triggers a long entry, while the slower series…

AzioniMercati statunitensiMomentumIndicatori tecnici
Strategy library

This strategy uses two configurable moving averages to generate trend-following signals. The lines can use SMA, EMA, RMA, WMA, or VWMA calculations, with adjustable price inputs and lengths. A bullish crossover opens a long position, while a bearish…

Trend followingIndicatori tecniciFuturesBacktest
Strategy library

This strategy uses the Ergotic True Strength Index (TSI), attributed to William Blau’s work on momentum and direction. It smooths price changes and their absolute values through three successive exponential moving averages, then divides the signed changes by…

MomentumIndicatori tecniciFuturesBacktest
Strategy library

This strategy uses three Supertrend indicators with different ATR lengths and factors to confirm bullish direction. It opens a long position when all three indicators are bullish and exits when any one turns bearish. The source sets a take-profit level and a…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy combines a stochastic-based reversal signal with Chaikin Volatility. The stochastic component uses recent closing-price movement and the relationship between fast and slow stochastic lines, with a threshold to establish a directional position.…

FuturesCriptoRitorno alla mediaVolatilità
Strategy library

This partial Pine Script strategy defines a New York session filter, optional daily profit and loss limits, fixed point stop and target inputs, and configurable moving average, MACD, Stochastic RSI, and RSI settings. It calculates the indicators and begins…

Indicatori tecniciGestione del rischioMercati statunitensi
Strategy library

This strategy combines MACD crossovers with Ichimoku conditions to define directional entries. A long signal requires the MACD line to cross above its signal line while price is above both projected cloud spans and the conversion line is above the baseline.…

FuturesCriptoMomentumTrend following
Strategy library

This document describes a Turtle-style trend-following system built from two price channels. It enters long when the close breaks above the prior 55-period high and short when it breaks below the prior 55-period low. Long positions exit when the low breaks…

FuturesCriptoTrend followingRottura
Strategy library

This strategy combines a three-average trend alignment with MACD crossovers to generate directional trades. A bullish setup requires the short, medium, and longer SMAs to be ordered from highest to lowest, together with a MACD line crossover above its signal…

CriptoFuturesTrend followingMomentum
Strategy library

The visible portion describes a multi-indicator strategy built around a stack of short- and long-period moving averages, including a very long EMA, plus RSI. It also defines a volume regime filter by comparing a short volume average with a longer one,…

Indicatori tecniciTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy uses a short-period EMA to identify candles fully above or below the moving average, then trades breaks of those candles’ extremes. A candle below the EMA sets a high as the trigger for a long entry; a candle above the EMA sets a low as the…

CriptoRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy combines an EMA-based Gaussian Channel with Stochastic RSI to generate long trades. The channel sets dynamic upper and lower bands using a standard deviation multiplier. A long entry is signaled when price moves below the lower band while…

CriptoFuturesIndicatori tecniciTrend following
Strategy library

This utility tracks the combined marked-to-market change in account value for pairs of exchange accounts. Users provide an even number of exchange connections; each adjacent pair appears as a series in a chart and as rows in a status table. Initial balances…

CriptoStatisticaCostruzione del portafoglio