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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 mean-reversion approach measures price against a moving average and divides deviations into bands. It scales into a position as price moves farther below the average, using larger unit amounts at deeper levels, then sells in corresponding stages as…

CriptoFuturesRitorno alla mediaDimensionamento delle posizioni
Strategy library

The visible portion of this strategy describes a trend-pulse channel built from a smoothed price source and filtered true range. The channel uses a configurable filter period, pole count, and range multiplier; an optional zero-lag pre-transform is applied to…

Trend followingRotturaIndicatori tecniciMicrostruttura del mercato
Strategy library

This short-term strategy combines Supertrend direction, price position relative to an EMA, and RSI thresholds to qualify long and short entries. It also limits trading to one position at a time and sets stop and target distances using a percentage stop…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy combines a hierarchy of moving averages with price-cross signals to follow established trends. It identifies an uptrend when the 50-period average is above the 100-period average, which is above the 200-period average; it applies the inverse…

CriptoTrend followingIndicatori tecniciBacktest
Strategy library

This example implements a daily breakout approach for a futures contract. It uses the previous session’s high and low as upper and lower trigger levels. A move above the high sets a long target, while a move below the low sets a short target. The example…

FuturesRotturaDimensionamento delle posizioniEsecuzione
Strategy library

This document describes a strategy framed around Elliott Wave theory, Stochastic, and multiple EMAs. In the source, however, the actual entry rules are simpler: a close crossing above the five-period EMA enters long, and a close crossing below it enters…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This alpha model turns MACD signal-line values into directional price insights. For each security with a nonzero price, it divides the MACD signal value by the current price and compares the result with a one-percent threshold. Values beyond the positive or…

Indicatori tecniciMomentumEsecuzione
Strategy library

This demonstration shows how to adapt a conventional trading algorithm to a framework that uses directional insights. It applies daily MACD to SPY and compares the MACD line with its signal line using a tolerance. When the normalized difference exceeds the…

AzioniIndicatori tecniciMomentumEsecuzione
Strategy library

This document outlines a long-only pullback strategy intended for markets already in an uptrend. It seeks an entry when two-period RSI falls below 20, provided price remains above both an 80-period EMA and a 200-period SMA, current volume exceeds its…

FuturesRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

This excerpt describes an overnight strategy for Micro E-mini S&P 500 futures. It builds a range shortly after the Globex session begins, then exposes settings for trading range breakouts or fading moves near the range boundaries. Configurable filters…

FuturesRotturaTrend followingRitorno alla media
Strategy library

This document presents a rule-based count built from recent Bitcoin futures prices. On hourly records, it compares each close with the close four bars earlier. Consecutive higher comparisons increment a positive count, while lower comparisons build a…

FuturesIndicatori tecniciEsecuzioneBacktest
Strategy library

This document describes a basic trend-following system that compares price with a moving average. Its default setup uses a 17-period simple moving average, with a long signal when the close crosses above the average and a short signal when it crosses below.…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This excerpt describes a long-only dollar-cost averaging framework using two separate lower-timeframe RSI signals. An RSI crossing upward through an oversold threshold arms a base entry; an RSI crossing downward through an overbought threshold can trigger a…

CriptoRitorno alla mediaIndicatori tecniciDimensionamento delle posizioni
Strategy library

This long-only system uses a custom weighted smoothing calculation to build K, D, and J stochastic lines from the close’s position within the recent high-low range. It enters when J crosses above D and closes when D crosses above J. A five percent stop loss…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This strategy uses a short-period RSI to identify oversold conditions for long entries, then applies optional filters based on weekly RSI, a moving average, and a second RSI. An ATR comparison can block entries following unusually sharp price drops. The…

AzioniFuturesIndicatori tecniciGestione del rischio
Strategy library

This document presents the setup for a long-only EURUSD grid strategy. It places grid levels between configurable high and low prices, with geometric spacing by default and arithmetic spacing as an alternative. The accompanying description says the bot buys…

ForexTrading a grigliaDimensionamento delle posizioniEsecuzione
Strategy library

This Pine Script strategy combines three entry conditions: a fast EMA must be above the slow EMA for a long, RSI must exceed its buy threshold, and the close must cross above the latest confirmed swing high. Shorts use the inverse conditions, crossing below…

Indicatori tecniciTrend followingMomentumRottura
Strategy library

The system generates directional signals from crossovers between an 8-period and a 30-period exponential moving average. An upward crossover opens a long position, while a downward crossover closes the long and opens a short. A 200-period EMA is plotted as…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy sets a stop level from the highest high or lowest low over a configurable lookback window. For a long position, the stop follows the rolling low, adjusted by a percentage offset; for a short position, it follows the rolling high with an offset.…

Gestione del rischioTrend followingFuturesBacktest
Strategy library

This script describes a reversal approach that looks for unusually stretched RSI readings alongside elevated volume. A long setup requires RSI below its lower threshold and volume above a multiple of its moving average, followed by a close above the previous…

Indicatori tecniciRitorno alla mediaMomentumGestione del rischio
Strategy library

This example implements a two-sided grid for a futures contract. Starting from a reference price, it calculates successive levels at fixed percentage intervals: lower levels for a long grid and higher levels for a short grid. As price crosses levels, the…

FuturesTrading a grigliaDimensionamento delle posizioniEsecuzione
Strategy library

This strategy replaces the fast and slow price averages in a MACD-style system with elastic volume-weighted moving averages (EVWMAs). The fast and slow EVWMAs incorporate recent trading volume, while their crossover determines long and short entries. A…

Indicatori tecniciTrend followingMomentumFutures
Strategy library

This system is designed for range-bound markets and uses ADX to gate trades when directional strength is low. It contains two separate, mutually exclusive signal modules: one combines price deviation from the Bollinger Band middle line with MACD crossovers…

Ritorno alla mediaIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This strategy combines Squeeze Momentum (SQM) signals with a multi-timeframe check and progressively adjusted exit levels. It enters long when the lower-timeframe SQM rises and the main-timeframe SQM turns upward from a recent negative range, alongside a…

FuturesCriptoMomentumIndicatori tecnici