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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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86 documenti
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Jesse
17 documenti
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14 documenti
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14 documenti
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11 documenti
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7 documenti
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Cerca nella libreria

7,910 documenti

Strategy library

This strategy compares a stock price with a market benchmark through a relative price measure, then applies a Kalman-style filter to smooth the signal. It treats unusually low filtered readings as potential long entries and unusually high readings as…

Ritorno alla mediaStatisticaIndicatori tecniciAzioni
Strategy library

This document describes a Dual Thrust style breakout system for OKEX futures. On each new bar, it calculates a range from the recent highest high and close and the lowest low and close. It sets upper and lower thresholds around the bar’s open using…

FuturesRotturaIndicatori tecniciEsecuzione
Strategy library

This trend-following strategy tracks the latest confirmed pivot high and pivot low. A break above the most recent pivot high triggers a long entry, while a break below the latest pivot low triggers a short entry, subject to the configured trade direction.…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This strategy uses the highest and lowest closing prices over a lookback period to define a channel and its midpoint. It signals entries after two consecutive candles move in the same direction and price closes beyond the midpoint, with the latest candle…

FuturesRotturaMomentumIndicatori tecnici
Strategy library

This document presents a trend-following system built around a two-state Kalman filter that estimates price and velocity. It measures the absolute difference between closing price and the filtered estimate, smooths that error over a lookback window, and…

CriptoTrend followingRotturaIndicatori tecnici
Strategy library

The document describes a short-term mean-reversion strategy, originally designed for ETFs, that buys after a close reaches the low of a chosen lookback period and sells when it reaches that period’s high. It also exits if price falls below a stop level set…

AzioniRitorno alla mediaIndicatori tecniciBacktest
Strategy library

This long-only strategy combines a broad trend filter with intraday price conditions. It uses the fast EMA above the slow EMA as a bullish prerequisite, requires the current close to be above VWAP and above the open, and looks for a close below the lower…

Indicatori tecniciRitorno alla mediaMomentumGestione del rischio
Strategy library

The EPTS approach combines Parabolic SAR with fast and slow exponential moving averages to identify trend direction. The stated rules use a five-period EMA and a 20-period EMA: a fast EMA above the slow EMA supports a long bias, while the reverse supports a…

Trend followingIndicatori tecniciGestione del rischioFutures
Strategy library

This script combines a 200-period EMA, directional indicators, and ADX to define bullish and bearish trends. It looks for confirmed pivot lows in a bullish trend to add long positions, and pivot highs in a bearish trend to add shorts. Adds are allowed only…

Trend followingIndicatori tecniciDimensionamento delle posizioniGestione del rischio
Strategy library

This BTC strategy combines WaveTrend, Connors RSI (CRSI), and linear regression deviation to identify long entries. It records when each indicator signals an oversold or upward-turn condition and permits an entry when all three signals fall within a two-bar…

CriptoIndicatori tecniciRitorno alla mediaTrend following
Strategy library

This example demonstrates a Bollinger Band breakout system on daily futures data. It calculates the bands using a 26-period Bollinger setting with a multiplier of 2. When flat, the strategy targets a long position if the latest price is above the upper band,…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This short-term strategy treats long candlestick shadows as possible reversal signals. It measures the candle body and upper and lower shadows, then compares each shadow with the body using an adjustable multiplier. A minimum candle range filter excludes…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This daily, long-only strategy looks for a rebound after three consecutive down sessions, defined as closes below opens. It allows an entry only when ATR exceeds its 30-day simple moving average. An open position exits after three consecutive up sessions if…

CriptoRitorno alla mediaVolatilitàIndicatori tecnici
Strategy library

This two-direction strategy combines Supertrend for trend direction, an SSL Hybrid baseline channel for breakout entries, and QQE crosses as confirmation. It describes exiting on a Supertrend reversal or when stop-loss or take-profit levels are reached. Stop…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy uses a Hull moving average on the chart timeframe alongside daily price data to form directional entries. Long entries require the HMA to be rising, current price to exceed the daily price references, and recent daily values to be advancing;…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This BTC-oriented strategy combines three TEMA lines, a Supertrend direction filter, a moving average of the short TEMA, and Heikin-Ashi close confirmation. It opens a long when the short TEMA is above both longer lines, Supertrend is bullish, the short TEMA…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This JUP grid strategy buys as price crosses grid levels downward and sells as it crosses upward to the next level. Users set upper and lower price bounds, choose geometric or arithmetic spacing, and allocate investment across the grid slots. The published…

CriptoFutures perpetuiTrading a grigliaGestione del rischio
Strategy library

This XAUUSD strategy uses two exponential moving averages to define trade direction and a price recross to time entries. A confirmed close above the fast EMA triggers a long when that EMA is above the slow EMA; the inverse conditions trigger a short. On each…

Materie primeIndicatori tecniciTrend followingGestione del rischio
Strategy library

This gold swing strategy seeks pullbacks in the direction of a filtered trend. Long setups require price above VWAP, a rising fast EMA above the slow EMA, a bullish reclaim of the fast EMA, and RSI above a threshold. Short setups apply the inverse…

Materie primeTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a short-term 123 reversal signal with a rule based on a run of declining bars. The 123 component looks for a change in the direction of recent closes and confirms it with a fast stochastic reading relative to a threshold. The second…

Indicatori tecniciRitorno alla mediaTrend followingCripto
Strategy library

D-Man V3 is described as a Bollinger Band reversal strategy that uses closed candles to identify extremes. It scales a dollar-cost averaging grid and the target for exiting the position basket according to the Bollinger half-width, linking spacing and exits…

Indicatori tecniciRitorno alla mediaTrading a grigliaGestione del rischio
Strategy library

This script outlines a short-only averaging strategy for a crypto pair. It arms an entry when lower-timeframe Bollinger %B crosses above a selected upper-band level and RSI crosses above an overbought threshold. The documented defaults use a 30-minute signal…

CriptoRitorno alla mediaIndicatori tecniciDimensionamento delle posizioni
Strategy library

This educational example pairs a fast and slow moving-average crossover with a percentage-based stop that trails as price moves in the position’s favor. After a crossover persists for the configured observation period, it opens a long or short position using…

Trend followingIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy builds a composite indicator called CRSI from three components: a short-period RSI, a measure of consecutive up or down price changes, and the percentage rank of one-period rate of change. It smooths that composite with a short simple moving…

Indicatori tecniciMomentumFuturesCripto