Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.
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The strategy compares each bar’s close-to-close percentage change with a user-set threshold. A rise at or above the threshold triggers a long entry when the system is flat or short; a fall at or below the negative threshold signals a short condition when…
This document describes a Fisher Transform strategy that normalizes price within a recent high-low range, transforms the normalized value, and uses its direction relative to zero to choose long or short exposure. The illustrated calculation applies recursive…
The document explains how custom tables in TradingView can display strategy performance by month and year. This supplements the platform’s standard output and can help traders spot periods of unusually strong or weak performance for closer review. The…
The script outlines an opening-range breakout strategy for NASDAQ futures. It records the session high and low during the first fifteen minutes of the New York trading day, then locks those levels and their midpoint. During the remaining stated trading…
This script describes a crossover strategy that compares a selectable moving average with a Supertrend line. In its standard mode, a move of the average above the Supertrend triggers a long signal, while a move below triggers a short signal; an option…
This strategy derives a nearby round-number price level from the previous close, using a configurable interval, then looks for price to move just beyond that level. It enters long when the close is above the level, within a specified distance, and the prior…
The document presents JavaScript utilities for obtaining a remote time reference from an NTP server and comparing a local clock with Binance Futures server time. The NTP function sends a UDP request, reads the server timestamp from the response, converts it…
This strategy combines MACD, RSI, and the relative position of fast and slow exponential moving averages to define long and short signals. A long signal requires MACD below a negative threshold, low RSI, and the fast EMA below the slow EMA. A short signal…
This strategy combines Wave Theory crossovers with moving average, MACD, and volatility filters to trade in the direction of a broader trend. A long signal occurs when WT1 crosses above WT2 below zero, and a short signal when it crosses below above zero. The…
The PowerZone method identifies a setup after an opposing candle is followed by a configurable run of rising candles for a bullish zone, or falling candles for a bearish zone. It measures the move across that sequence against a minimum threshold, then waits…
This trend-oriented method compares closing price with a double exponential moving average (DEMA), expressing the difference as a percentage to gauge momentum direction and strength. It combines that signal with RSI thresholds and crossings between smoothed…
This crypto accumulation protocol modifies dollar-cost averaging with price-drop entries and volatility-sensitive thresholds. It uses ATR to raise the required decline when volatility increases, and describes preset recipes for several assets. Purchases can…
This strategy combines a simple moving average and rolling price standard deviation to form volatility bands, with RSI as an entry and exit filter. It opens a long when price crosses back above the lower entry band while RSI is oversold, and a short when…
This trend-following system uses positive and negative directional indicators to identify market direction. A trade signal requires one DI value to exceed the other by a specified strength threshold, with price also on the confirming side of a simple moving…
The available excerpt introduces a strategy that combines market structure, momentum, volume, multiple-timeframe analysis, and session data. Its settings allow long and short trades, set a minimum confluence score, and enable regime and session filters.…
This strategy combines a moving average signal with a short-term reversal pattern to seek entries when both point in the same direction. The moving average component compares a short EMA with a longer EMA, while the pattern looks for a middle day with the…
This swing strategy uses a 21-period EMA crossing a 100-period EMA to identify directional shifts, then requires RSI confirmation: above 55 for longs and below 45 for shorts. For each entry, it places an ATR-based stop one ATR from the entry price and a…
This long-only strategy combines Bollinger Band extremes with RSI thresholds. It signals entries when the close falls below a lower band while RSI is above a threshold, and exits when price rises above an upper band with RSI above a higher threshold. Two…
This strategy combines 10- and 30-period EMA crossovers with a confirmation filter based on momentum, volatility, and trend direction. It uses ATR to set stop and target distances, with a stated risk-to-reward ratio of 3:1. The source implements long entries…
This long-only grid strategy opens an initial position after a specified start date, adds buys when price falls a set percentage below the initial entry, and closes all positions when price rises a set percentage above that entry. Its stated defaults use 5%…
The document presents a Pine Script strategy that scores potential long and short trades using higher-timeframe bias, moving-average trend, liquidity sweeps, displacement, market-structure shifts, fair value gaps, price location within a recent range, and…
The strategy monitors price changes in one market over a 30-minute interval and uses them to trigger positions in another. A decline of at least 0.1% in the monitored market prompts a short in the traded market, while a rise of at least 0.1% prompts a long.…
This document presents a basic long-only approach that repeatedly uses available account balance to buy an asset. On each polling cycle, it retrieves the latest ticker and account data, cancels pending orders, adds a small price offset, and calculates an…
This long-only momentum system builds a dynamic price channel by applying a multi-pole Gaussian filter to price and true range. It enters when the filter is rising, price is above the upper band, stochastic RSI is at or above its overbought threshold, and…