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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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195 documenti
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191 documenti
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175 documenti
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164 documenti
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163 documenti
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86 documenti
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62 documenti
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22 documenti
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Jesse
17 documenti
pyfolio
16 documenti
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14 documenti
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14 documenti
backtesting.py
11 documenti
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9 documenti
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8 documenti
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7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This short-term strategy combines an EMA trend filter with two-candle reversal patterns. It looks for long setups above the EMA and short setups below it, using the reversal candle’s range to define a stop and placing a stop-entry just beyond that candle.…

FuturesTrend followingRitorno alla mediaIndicatori tecnici
Strategy library

This strategy estimates realized volatility from the standard deviation of log returns, annualizes the estimate using a trading-calendar assumption and chart timeframe, then converts it into an expected move for the next interval. It adds and subtracts that…

FuturesVolatilitàRotturaGestione del rischio
Strategy library

This strategy uses the ordering of several moving averages to classify a market as bullish, bearish, or partly aligned. It combines that assessment with recent highs and lows to set a directional state, then enters in the direction of the trend when price…

FuturesTrend followingIndicatori tecniciRottura
Strategy library

This stock strategy uses the Relative Strength Index to time long trades. It opens a position when RSI falls below a configurable oversold threshold, provided the symbol has no current position and is outside a post-entry holding window. It closes a long…

AzioniRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

The HLHB system seeks short-term trends with a fast and slow EMA crossover, an RSI crossing the midpoint in the same direction, and an ADX threshold to screen for trend strength. It describes long and short entries, exits on an opposing signal, trailing…

ForexTrend followingMomentumIndicatori tecnici
Strategy library

This strategy uses prior-bar highs and lows from a selected higher timeframe to identify repeated extreme levels. Its rules place stop entries around those levels: a repeated high can trigger a long when the prior chart high is below it, while a repeated low…

FuturesIndicatori tecniciRitorno alla mediaGestione del rischio
Strategy library

This BTC-USDT futures strategy uses a fast QQE line, derived from a smoothed RSI, and a slower line built from RSI volatility bands. A cross above the slow line signals a long; a cross below signals a short. The description adds ATR-based stop and profit…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy uses the direction of a 40-period exponential moving average to define trend changes and combines that direction with an ADX threshold to permit trades. Its base long entry follows an upward EMA slope flip when ADX is strong enough. An optional…

Trend followingMomentumIndicatori tecniciGestione del rischio
Strategy library

This script outlines an intraday opening-range breakout strategy that uses an anchored VWAP retest as part of its setup. Its inputs define a session timezone, a range-building window, a breakout timeframe, and a final time for new entries. It can enable long…

RotturaIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy turns a nine-period Rate of Change reading into a relative momentum measure by comparing it with the highest ROC over a 200-period lookback. A 10-period simple moving average smooths that measure. The rules enter long when the smoothed value…

MomentumIndicatori tecniciFuturesBacktest
Strategy library

Vantage Protocol is a configurable trading strategy that combines market-regime classification, momentum, volume, and price bands. Its inputs show a regime engine based on an R-squared measure, a chop threshold, and an H-infinity setting, alongside Laguerre…

Indicatori tecniciMomentumGestione del rischioVolatilità
Strategy library

This script combines Supertrend direction changes with two market-state filters: ADX must exceed a threshold and the Choppiness Index must remain below one. Users can permit long trades, short trades, or both. On entry, the strategy records ATR as a…

Trend followingRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a 123-style reversal signal with a Bull Power indicator and takes a position only when both agree. The reversal component looks for two consecutive closes in one direction alongside a Stochastic condition; the accompanying Bull Power…

Ritorno alla mediaMomentumIndicatori tecniciBacktest
Strategy library

This strategy combines the relationship between short and long simple moving averages with RSI thresholds to select entries. It proposes going long when the shorter average is above the longer one while RSI is below its oversold threshold, and short when the…

Indicatori tecniciMomentumGestione del rischioBacktest
Strategy library

This strategy treats a narrow-range day as a possible precursor to a volatility expansion. It identifies a day whose high is below the high from a reference period and whose low is above that period's low, then places buy-stop and sell-stop orders at the…

RotturaVolatilitàDimensionamento delle posizioniGestione del rischio
Strategy library

This hourly EUR/USD strategy assigns a short position during the specified morning window, when Europe is open and the US is described as closed, then a long position during the following window, described as Europe closed and the US open. Outside those…

ForexMercati spotEsecuzioneBacktest
Strategy library

This strategy uses a 20-period simple moving average and bands set two standard deviations above and below it. A move crossing upward through the lower band triggers a long position, while a move crossing downward through the upper band closes it. Position…

Indicatori tecniciRitorno alla mediaVolatilitàDimensionamento delle posizioni
Strategy library

The note introduces a dual exponential moving average method: a shorter EMA crossing above a longer EMA triggers a long entry, while crossing below triggers a short entry. The example uses periods of 12 and 26, with an additional MACD calculation based on…

Indicatori tecniciTrend followingMomentumBacktest
Strategy library

This strategy combines the Relative Strength Index with relative volume to seek strong moves. It enters long when RSI crosses above its overbought threshold while volume exceeds a multiple of its recent average. It enters short when RSI crosses below its…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This strategy uses the Williams VIX Fix, a proxy measure derived from price, to identify potential volatility spikes and reversals. It compares the measure with Bollinger Bands and a rolling percentile threshold. A signal follows when a previous extreme…

VolatilitàRitorno alla mediaIndicatori tecniciFutures
Strategy library

This note describes a trend-following approach based on Richard Dennis’s Turtle trading ideas. It enters long when the close exceeds the previous 20-day high and short when it falls below the previous 20-day low. After entry, it sets a stop using a multiple…

CriptoFuturesTrend followingRottura
Strategy library

This strategy calculates Williams Accumulation/Distribution from changes in the close relative to the prior close and the current bar’s high or low. It smooths that running indicator with a simple moving average, using the indicator’s position above or below…

FuturesCriptoRitorno alla mediaIndicatori tecnici
Strategy library

This strategy builds on Supertrend by using ATR to set its changing bands and infer trend direction. A reversal in the Supertrend state can trigger an entry, subject to optional filters: RSI boundaries, price relative to a selectable moving average, minimum…

Trend followingVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This trend-following method combines price-range volatility measurements with Williams Percent Range (WPR). It calculates a recent high-low range and its moving average, then counts unusually large bar moves and multi-bar price changes. Those counts select…

FuturesCriptoTrend followingVolatilità