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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 example demonstrates how an options strategy helper can submit a straddle as a grouped trade. It searches the option chain for a strike and expiry that have both a call and a put, selecting contracts near the underlying price and favoring later expiries…

OpzioniPrezzi dei derivatiEsecuzione
Strategy library

This trend following approach combines a 200-period EMA, VWAP, and a 14-period MFI to create long and short entry signals. Entries require price to clear a buffer above or below the EMA, align with VWAP and MFI conditions, and move in the same direction as…

FuturesTrend followingIndicatori tecniciRottura
Strategy library

This strategy combines the Vortex Indicator’s positive and negative lines with the True Strength Index and its signal line. It opens a long position when the positive Vortex line crosses above the negative line at the same time that the TSI crosses above its…

FuturesTrend followingIndicatori tecniciMomentum
Strategy library

This RSI-based strategy uses a 21-period RSI with thresholds of 20 and 80. The described entry signal is an upward cross of the oversold threshold, while a downward cross of the overbought threshold is described as a sell signal. It also specifies a stop…

FuturesIndicatori tecniciMomentumGestione del rischio
Strategy library

This strategy uses a simple moving average to classify direction and places limit orders at the average in the direction of the prevailing trend. With its anti-saw filter enabled, an uptrend requires the bar’s low to be above the average and a downtrend…

FuturesTrend followingIndicatori tecniciEsecuzione
Strategy library

This strategy combines Bollinger Band breakouts with a directional filter based on the slope of a 200-period simple moving average. It identifies a long signal when price crosses above the upper band while the SMA is rising, and a short signal when price…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This long-only strategy combines a 9-period and 21-period simple moving average crossover with a volume filter. It enters when the faster average crosses above the slower one, provided current volume exceeds 1.5 times its 20-period average and is higher than…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This long-only approach combines VWAP, a 15-period EMA, and RSI for entry selection. It buys when the close is above both VWAP and the EMA and RSI exceeds its configured threshold; the listed threshold is 45. Exit management uses a stop, a fixed profit…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This Bitcoin strategy trades both long and short as the SuperTrend indicator changes direction. It sets stop distances using ATR, with described defaults of a 14-period ATR and a 1.5 multiplier, while SuperTrend uses a 9-period ATR and a 2.5 factor. The plan…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This short-term strategy counts consecutive candles whose close is below their open. When the count reaches a configurable threshold, it opens a short position if none is already open; otherwise, it keeps holding. The document gives a default threshold of…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This Bitcoin strategy takes long positions when SuperTrend changes direction and several RSI and ADX conditions align. The entry requires a 21-period RSI below 66, a 3-period RSI above 80, a 28-period RSI above 49, and ADX above 20. It exits when SuperTrend…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This candlestick strategy identifies a Doji when the open-close body is small relative to the candle’s full range. On detection, it places buy and sell stop orders around the Doji’s high and low, with the prior candle’s extremes affecting order placement in…

CriptoFuturesRotturaIndicatori tecnici
Strategy library

The described reversal method combines two RSI readings with the Commodity Channel Index (CCI). It proposes a long entry when both the shorter and longer RSI are below 30 and CCI is below -100, and a short entry when both RSI readings are above 70 and CCI is…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This simple long-only trend strategy enters when the closing price crosses above a 45-day simple moving average, then exits after eight trading days. Following an exit, it waits before allowing another entry on a later upward cross. The stated approach uses…

CriptoFuturesTrend followingRottura
Strategy library

This strategy combines stochastic oscillator levels and moving average direction to take long or short positions. A long entry is triggered by an upward stochastic cross in oversold territory or a filter signal, provided the moving average is rising; short…

CriptoIndicatori tecniciTrend followingGestione del rischio
Strategy library

This open-source US30 strategy combines a New York session filter with three exponential moving averages, MACD, Stoch RSI, and RSI pivot divergence. Its configurable inputs include daily profit and loss limits, point-based stop and target distances, and…

Mercati statunitensiIndicatori tecniciMomentumGestione del rischio
Strategy library

This trend-following method first adjusts an EMA using the difference between a single EMA and a second EMA of that series. It then applies weighted moving-average calculations in a Hull-style smoothing construction. The strategy compares the resulting…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This indicator strategy combines RSI direction and thresholds, a smoothed RSI line, and Stochastic %K/%D crossovers. The described defaults use a 14-period RSI with buy and sell thresholds of 37 and 49, and a Stochastic setup of 14, 3, 3 with oversold and…

Indicatori tecniciMomentumRitorno alla media
Strategy library

This SPY strategy combines a volatility squeeze with VWAP direction and the current bar’s direction. It identifies a squeeze when Bollinger Bands sit inside Keltner Channels, then treats a move out of that condition after the prior bar was squeezed as a…

AzioniMercati statunitensiRotturaVolatilità
Strategy library

This long-only DCA system starts with a fixed-amount purchase, then adds safety orders when price falls by a specified percentage from the latest entry. Each successive order grows by a configurable multiplier, while the strategy tracks aggregate cost and…

CriptoMercati spotRitorno alla mediaTrading a griglia
Strategy library

This short-term strategy combines the RSI of the Ultimate Oscillator with Williams Alligator averages to identify short entries. It opens a short when the Alligator averages are ordered downward, price is below the middle average, and the RSI of the Ultimate…

FuturesIndicatori tecniciMomentumGestione del rischio
Strategy library

This long-only strategy opens a position when the close crosses above a simple moving average, set to 20 periods by default. If the holding falls to a specified loss threshold, it adds a fraction of the current position, aiming to lower the average entry…

Ritorno alla mediaDimensionamento delle posizioniGestione del rischioIndicatori tecnici
Strategy library

This strategy looks for a rolling low that falls below previously recorded rolling lows, then opens a long position in anticipation of a rebound. The lookback length controls how many bars are used to calculate rolling lows and highs. A selectable condition…

Ritorno alla mediaRotturaIndicatori tecniciFutures
Strategy library

The P-Signal strategy turns recent price-change statistics into a bounded indicator using a Gaussian error-function mapping. It uses moving averages and standard deviations over a configurable sample, then smooths the resulting signal. A change in direction…

FuturesRitorno alla mediaStatisticaIndicatori tecnici