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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 teaching strategy measures price deviation from a recent regime using the median of past log closes and the median absolute deviation (MAD) as a robust scale. Instead of entering as soon as price reaches an extreme, it records the event and waits for…

Ritorno alla mediaStatisticaGestione del rischioFutures
Strategy library

This strategy looks for a directional reversal or continuation signal from the relationship among the current candle and the prior two candles. A bullish signal requires an up candle closing above the prior two candles’ body extremes, along with lower lows…

RotturaIndicatori tecniciGestione del rischioFutures
Strategy library

This long-only strategy uses Bollinger Bands for entry and the Ichimoku cloud as a trend filter. It considers a long when a candle closes above the upper band, provided price is above both cloud spans. The bands use a default configuration and the midpoint…

Indicatori tecniciRotturaTrend followingGestione del rischio
Strategy library

This strategy combines an ATR-sized Renko channel, the CHOP index, and an 8-period EMA to identify trades. The description proposes using CHOP levels 38.2 and 61.8 to distinguish market conditions, then confirming direction with the channel and EMA before…

Trend followingVolatilitàIndicatori tecniciFutures
Strategy library

The strategy uses the rate of change of an exponential moving average of the high-low range as its Chaikin Volatility measure. It compares that value with a trigger: the implementation holds long when the measure is below the threshold and short when it is…

VolatilitàIndicatori tecniciFuturesCripto
Strategy library

This strategy combines the KDJ J-to-K crossover with short and longer RSI readings. Its rules allow entries from several conditions: a KDJ crossover paired with an RSI comparison or crossover, or an RSI(6)/RSI(24) crossover when RSI(6) is below 40 for a long…

Indicatori tecniciMomentumFuturesCripto
Strategy library

This strategy uses Ichimoku components calculated from Donchian channel midpoints. The conversion line uses a 9-period range, the base line a 26-period range, and Leading Span B a 52-period range; Leading Span A is the average of the first two lines. It…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This example shows how to subscribe to options on an equity, narrow the available contracts by strike and expiration, inspect the resulting option chain, and submit an order for a selected contract. It uses an underlying stock benchmark and logs bar and…

OpzioniAzioniEsecuzione
Strategy library

This script calculates floor-trader pivot levels from the selected resolution’s high, low, and close. It derives a central pivot and three support and resistance levels, then lets the user choose which support and resistance level will act as thresholds. A…

Indicatori tecniciRotturaBacktest
Strategy library

This trend-trading framework combines moving-average positioning, a pullback filter, MACD confirmation, and volatility-based risk controls. It identifies direction by comparing the 20-period EMA with the 250-period EMA. In the stated long setup, the 2-period…

Trend followingRitorno alla mediaIndicatori tecniciVolatilità
Strategy library

This strategy combines a moving-average trend filter, a pullback zone, and MACD crossovers to time trades in the direction of the broader trend. The stated rules compare a 20-period EMA with a 250-period EMA for trend direction. For long entries, the…

Trend followingRitorno alla mediaIndicatori tecniciVolatilità
Strategy library

This strategy uses moving averages with 20-, 50-, 100-, and 200-period lengths to frame trend direction and generate crossover signals. Its description gives priority to crosses involving the 20-period average and longer averages, with the 20/50 pair taking…

Trend followingIndicatori tecniciMomentumBacktest
Strategy library

This strategy checks whether a market’s closing price is above or below its 200-day simple moving average on a designated month-end signal day. It enters a fully invested long position at the next session’s open when price is above the average, and exits to…

AzioniTrend followingIndicatori tecniciRottura
Strategy library

This long-short strategy combines linear regression, ATR, and a pair of exponential moving averages. It calculates a regression value and slope over a lookback, then defines a volatility buffer as ATR multiplied by a configurable factor. A bullish setup…

FuturesTrend followingRotturaVolatilità
Strategy library

This script describes a rules-based options-selling signal system built around a UT Bot ATR trailing stop. A close crossing above the stop signals a put-side sale, while a cross below signals a call-side sale. Each signal also needs to pass an RSI range…

OpzioniIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This strategy trades post-earnings announcement drift by pairing an earnings-per-share surprise with the stock’s price reaction. It calculates the surprise relative to the absolute analyst estimate and considers reports significant when the surprise meets a…

AzioniBasato su eventiMomentumBacktest
Strategy library

This trend-following approach generates a long signal when price crosses above a configurable EMA, set to 35 periods by default, and a short signal when price crosses below it. An accompanying ribbon of eight EMAs, spanning periods 20 through 55 in the…

FuturesTrend followingIndicatori tecniciMomentum
Strategy library

This compact indicator-and-trading rule defines upper and lower channel levels from exponential moving averages. It uses the typical price, calculated from the high, low, and close, as the EMA input. A second EMA is calculated from the difference between the…

CriptoRotturaTrend followingIndicatori tecnici
Strategy library

This strategy combines RSI, Bollinger Bands, and MACD to generate long and short signals. It looks for RSI below 45 alongside price near or below the lower band and a MACD bullish crossover for a buy; the sell setup uses RSI above 55, price near or above the…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This strategy uses Bollinger Bands built from a 55-period simple moving average and bands one standard deviation above and below it. A close above the upper band marks a bullish condition, while a close below the lower band marks a bearish one. The signal…

RotturaTrend followingIndicatori tecniciFutures
Strategy library

This strategy combines a smoothed range filter with a MACD-derived momentum condition and a Bollinger Band width comparison. A new long or short setup begins when price moves beyond the range filter in the matching direction, with the filter’s direction…

FuturesCriptoRotturaMomentum
Strategy library

This strategy smooths two RSI series and uses their moving average crossover to time long entries and exits. It calculates RSI with lengths of 100 and 40, then applies 21-period simple moving averages; a crossover of the faster RSI average above the slower…

FuturesCriptoRitorno alla mediaIndicatori tecnici
Strategy library

This trend-following strategy pairs a 50-period and 200-period EMA crossover with a volatility gate. An upward crossover opens a long position and a downward crossover opens a short position, but new entries are allowed only when 14-period ATR divided by…

Trend followingVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This futures-oriented strategy looks for pullbacks toward an EMA while higher and intermediate timeframes agree on trend direction. Long setups require price above the EMA on both specified higher timeframes, a touch of the current-timeframe EMA, and a…

FuturesTrend followingIndicatori tecniciEsecuzione