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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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Cerca nella libreria

7,910 documenti

Strategy library

This trend-following system compares the gap between a fast and a slow exponential moving average with a volatility-scaled threshold. With the stated defaults, it uses 30- and 60-period EMAs and compares their difference with 0.3 times a 60-period ATR.…

FuturesTrend followingVolatilitàIndicatori tecnici
Strategy library

The RORO System Oscillator combines a normalized trend measure with a normalized momentum measure. Trend is the difference between an Arnaud Legoux Moving Average and a volume weighted moving average, scaled relative to the latter; momentum is a rate of…

Trend followingMomentumIndicatori tecniciBacktest
Strategy library

This strategy implements a Turtle style breakout system using Donchian channels. When flat, it calculates an entry channel and places stop orders for breakouts above or below its boundaries. It also calculates a shorter Donchian channel for exits. After an…

FuturesTrend followingRotturaVolatilità
Strategy library

This example shows how to configure a forex algorithm and request historical data for several currency pairs. It subscribes to EUR/USD, GBP/USD, and EUR/GBP at minute resolution, then requests recent daily, hourly, minute, and short-interval second history.…

Forex
Strategy library

This strategy uses closing-price crossovers of two moving averages to trade trend changes. A close moving above the 20-period simple moving average triggers a long entry, while a close moving below the 21-period exponential moving average triggers a short…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This Pine strategy combines doji candles with price zones derived from swing pivots. Its extensive settings cover pivot detection, ATR-scaled zone width and departure, zone expiry and break handling, retest confirmation, doji body and wick shape, proximity…

ForexIndicatori tecniciRotturaGestione del rischio
Strategy library

This strategy uses a Trend Strength Index (TSI) derived from price changes, smooths the changes and their absolute values with Hull moving averages, then smooths the resulting index again to form a signal line. The document describes comparing the index with…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This Lean example trades minute-resolution SPX index options using the underlying index’s exponential moving averages. It adds SPX and a calls-only option subscription, then checks option contracts when index data arrives. When the fast EMA is above the slow…

OpzioniMercati statunitensiTrend followingIndicatori tecnici
Strategy library

This document describes a multi-indicator strategy intended to adapt its signals and risk controls to trending, ranging, volatile, or quiet conditions. It combines fast and slow EMAs with ATR thresholds, higher-timeframe RSI and MACD confirmation, and regime…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
Strategy library

This script estimates preferred hours for long and short orders by associating indicator values with the hour of day in a selected time zone. It represents each hour as an angle on a 24-hour circle, computes indicator-weighted sine and cosine averages, and…

StatisticaIndicatori tecniciCriptoEsecuzione
Strategy library

This strategy uses two Triple Exponential Moving Averages with different lookback periods to generate directional signals. The shorter TEMA crossing above the longer one opens a long position; crossing below opens a short position. An opposing crossover…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This strategy combines Bollinger Bands with RSI to look for possible reversals. It defines the middle band as a simple moving average and places the outer bands at a multiple of standard deviation from that average. A long signal occurs when price crosses…

Indicatori tecniciRitorno alla mediaVolatilitàEsecuzione
Strategy library

This teaching example describes a triangular hedge using ETH/BTC, ETH/USDT, and BTC/USDT markets. It compares the ETH/BTC quote on one venue with an implied ETH/BTC rate calculated from the other two pairs. When the difference exceeds a fixed threshold, it…

CriptoArbitraggioEsecuzioneMicrostruttura del mercato
Strategy library

This strategy adapts the CDC Action Zone indicator into rules for trading trend alignment. It first smooths a selected price source, then calculates fast and slow exponential moving averages, with defaults of 12 and 26 periods. A bullish state occurs when…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This trend-following method uses 25- and 100-period moving averages to set direction: a fast-over-slow crossover signals long, and a crossunder signals short. A rolling count of price crossings of the fast average acts as a noise filter, allowing signals…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy combines Stochastic RSI with Bollinger Bands to seek short-term mean-reversion trades. It describes buying when the oscillator is below 0.1 and price is at or below the lower band, and shorting when the oscillator is above 0.9 and price is at…

FuturesRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

This chart strategy combines a fast EMA, a Bollinger Band basis, and the Awesome Oscillator (AO) to identify directional signals. A long signal occurs when the fast EMA crosses above the band basis, price is above the basis, and AO indicates positive…

ForexIndicatori tecniciRotturaMomentum
Strategy library

This BTC futures strategy combines 55- and 300-period simple moving averages with 576- and 676-period exponential moving averages. Its stated approach uses moving-average crossovers for long and short entries, with stop-loss, take-profit, and trailing-stop…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This document describes a two-sided trading framework led by price crossing a nine-period EMA. An entry also requires either a confirming MACD crossover, using the stated 12-26-9 settings, or an RSI condition near an extreme: below 35 for buys or above 65…

Trading ad alta frequenzaIndicatori tecniciMomentumGestione del rischio
Strategy library

This document outlines an automated crypto dollar-cost-averaging workflow that runs hourly. It gathers daily market candles to calculate MACD, RSI, ATR, and OBV, and retrieves recent crypto news for an AI model to assess short- and long-term sentiment. The…

CriptoMercati spotIndicatori tecniciSentiment
Strategy library

This framework evaluates how long a directional trend remains intact rather than reacting to each change in direction. It defines direction using fast and slow exponential moving averages, then counts consecutive bars with the fast average above or below the…

Trend followingIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This document presents a long-only reversal system based on two consecutive candles whose lows differ by no more than 0.02%. A detected pattern triggers a long entry, with a stop set 0.1% below the reference close and a take-profit level 0.3% above it. The…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This document describes a trend-following system that combines a 14-period RSI with a 45-period weighted moving average and an 89-period exponential moving average. The crossover rules are applied to the RSI series: a WMA cross above the EMA with RSI below…

CriptoFuturesTrend followingMomentum
Strategy library

This strategy looks for short-term reversals when price moves beyond Bollinger Bands. It combines an SMA reference, volatility-adjusted RSI thresholds, volume relative to its average, an optional higher-timeframe trend check, and a normalized ATR filter.…

Ritorno alla mediaIndicatori tecniciVolatilitàGestione del rischio