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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 document introduces a long-only opening range breakout strategy intended for intraday use. Its visible settings define an opening session, a daily trade limit, a backtest date window, and an initial stop choice: a percentage of entry price or the prior…

AzioniRotturaGestione del rischioBacktest
Strategy library

This strategy combines a Supertrend level from a selectable higher timeframe with fast and slow simple moving averages. Long entries require price at or above the selected Supertrend level while the SMA-cross state is bullish; short entries use the inverse…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This short strategy combines a Fisher Transform with a Supertrend based on average true range to seek short entries after a possible market reversal. The described signal requires the Supertrend to flip from an upward to a downward state and the Fisher…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy uses a detrended price oscillator, smoothed with an Arnaud Legoux moving average, to generate mean reversion signals. It compares the smoothed oscillator with a lagged copy: a crossover while the oscillator is below zero opens a long, while a…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy combines RSI, MACD, a simplified TD Sequential count, and Bollinger Bands to seek directional setups. RSI uses a threshold around 50, five consecutive MACD histogram bars of one sign and two consecutive TD count bars provide directional checks,…

Indicatori tecniciFuturesCriptoBacktest
Strategy library

This strategy classifies the market as risk-on, caution, or risk-off using three daily signals: whether the S&P 500 is above its 200-day average, whether the VIX is below the three-month VIX, and whether a high-yield-to-Treasury ETF ratio has a 100-day…

AzioniMercati statunitensiTrend followingVolatilità
Strategy library

This strategy uses the Aroon oscillator’s zero-line crossings to identify directional changes. A move above zero prompts a long entry; if price is below the average entry price and RSI crosses upward through 30, the system adds to the position. It exits part…

Indicatori tecniciTrend followingFuturesCripto
Strategy library

This trend-following system uses a Supertrend indicator with an ATR length of 10 and factor of 3 to detect directional changes. It also describes a secondary confirmation: within a window 15 to 19 bars after a direction change, three consecutive rising or…

Trend followingIndicatori tecniciFuturesCripto
Strategy library

This strategy uses the 115-period Hull Moving Average to time long entries on Monday: it enters when the closing price is below the average. It schedules a full exit for Wednesday and also defines a fixed take-profit of 1.5% and stop-loss of 0.8%. The…

Indicatori tecniciFuturesCriptoGestione del rischio
Strategy library

This long-only breakout method looks for a transition from low volatility to expansion. It normalizes ATR by price and treats readings below a threshold as a squeeze. A long entry requires the prior period to be in that state, the close to cross above the…

RotturaVolatilitàMomentumGestione del rischio
Strategy library

This cryptocurrency strategy combines Ichimoku signals with MACD to align a medium-term trend view with shorter-term momentum. It calls for a long setup when the conversion line is above the base line, price is above the cloud, and MACD crosses above its…

CriptoFuturesIndicatori tecniciTrend following
Strategy library

This strategy combines directional readings from a range of technical indicators, including SuperTrend, moving averages, momentum, MACD, RSI, CCI, and DMI. Each indicator contributes a positive or negative score, and the aggregate is smoothed; a move across…

Indicatori tecniciTrend followingMomentumBacktest
Strategy library

This note describes a moving-average crossover method that compares a short simple moving average with a smoother, double-averaged line. An upward cross is treated as a long entry, while a downward cross closes the long position. The description presents the…

Indicatori tecniciTrend followingBacktestCripto
Strategy library

This strategy generates directional signals when a faster moving average crosses a slower one: an upward cross opens a long position, and a downward cross opens a short. The document presents configurable periods, with defaults of 5 for the fast average and…

CriptoFuturesTrend followingMomentum
Strategy library

This two-sided breakout system watches 30-minute candle bodies for moves exceeding a configurable point threshold. During a specified trading window, a qualifying upward candle sets a prospective long entry above that candle’s high by a buffer; a qualifying…

CriptoFuturesRotturaVolatilità
Strategy library

This script is a configurable framework for opening range breakout research across multiple sessions. Its listed entry approaches include breakouts by touch or close, retests of the opening range or fair value gaps, sweep reversals, fading the first…

RotturaFuturesEsecuzioneGestione del rischio
Strategy library

This script turns calculated lunar phases into trading signals. It estimates the lunar day from a reference new moon and a stated cycle length, then identifies new moon and full moon transitions. A full moon transition triggers a long entry; a new moon…

Indicatori tecniciBasato su eventiGestione del rischioBacktest
Strategy library

The strategy uses 20-period Bollinger Bands built from closing prices: a simple moving average as the middle band and boundaries two standard deviations above and below it. The accompanying explanation describes buying when price breaks below the lower band…

AzioniCriptoFuturesIndicatori tecnici
Strategy library

This strategy combines unusual volume, the current candle’s direction, and the close’s position relative to a 200-period simple moving average. It looks for a long entry after a recent volume surge and a bullish candle below the average, and a short entry…

CriptoFuturesIndicatori tecniciRitorno alla media
Strategy library

This stock-oriented strategy combines RSI, StochRSI, and Bollinger Bands to generate long and short entries. A long signal uses a StochRSI K-over-D crossover alongside RSI at or below an oversold threshold and price near or below the lower Bollinger Band.…

AzioniRitorno alla mediaMomentumIndicatori tecnici
Strategy library

The strategy builds a channel from a simple moving average of highs and lows, then trades price breaks beyond its boundaries. The description proposes confirming breakouts with volume above twice the prior period's level and closing positions when price…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This strategy uses ALMA as its main trend measure and combines it with EMA levels, RSI, ADX, Bollinger Bands, and ATR. The described long setup requires price above EMA50 and ALMA9, RSI above 30, ADX above 30, price below the Bollinger upper band, and a…

Trend followingVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This long-only strategy uses Ichimoku components to identify upward conditions. Entry checks include Tenkan crossing above Kijun, price above the cloud, bullish future-cloud alignment, and both lines above the cloud. ATR distance limits are intended to avoid…

Indicatori tecniciAzioniFuturesGestione del rischio
Strategy library

This momentum strategy uses a fast nine-period EMA and a slower 21-period EMA. An upward crossover signals a long entry and a downward crossover signals a short entry. The described framework also checks that price remains on the trend side of the fast EMA,…

MomentumTrend followingIndicatori tecniciFutures