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.
7,910 dokumentų
This cryptocurrency strategy combines several MACD parameter sets into an averaged momentum signal, then uses RSI and candle direction to qualify long entries and exits. Linear-regression-smoothed candles and wick-to-body comparisons are presented as a way…
The document presents a trend-following concept based on the difference between fast and slow exponential moving averages, with standard deviation used to form upper and lower thresholds. It describes upward breaks as long signals and downward breaks as…
The document describes a multi-timeframe trading approach built around short- and long-period moving-average crossovers, with RSI thresholds filtering entries and MACD proposed as confirmation. It also discusses varying RSI conditions to generate additional…
This strategy combines Bollinger Bands with a simple moving average to look for reversal entries filtered by trend direction. The stated long setup is a close crossing upward through the lower band while also crossing above the moving average. The exit…
This long-horizon Bitcoin framework organizes trades around halving dates. It proposes buying near a halving, taking profits gradually during a later post-halving window, and restarting dollar-cost averaging after a longer interval when the market is…
This document describes a seasonal, long-only strategy based on the hypothesis that stocks tend to rise near month end and during the first few days of the following month. Its default schedule enters shortly before month end and closes early in the next…
This strategy uses average true range (ATR) to set price thresholds for entering trades. It calculates ATR and scales it by separate user-set coefficients to form an upper trigger and a lower stop threshold. A move above the upper line opens a long position;…
This QuantConnect example shows how to send portfolio targets to Numerai Signals on a daily schedule. It builds a universe from the constituents of a broad US equity ETF, keeps track of eligible securities, and submits targets before each trading day. The…
This strategy describes long entries in Bitcoin, Binance Coin, and Ethereum during pullbacks within an uptrend, using hourly through four-hour charts. A long-period simple moving average defines the broader trend, while a shorter average helps identify price…
This algorithm constructs a bearish put spread from weekly SPX index options. It subscribes to minute-resolution index and option data, filters for weekly contracts at nearby strikes with same-day expiration, and selects the nearest expiry in the available…
This strategy uses Parabolic SAR crossings of price to switch directional exposure. It enters long when the SAR state changes from bearish to bullish and enters short when it changes from bullish to bearish. A later opposite crossing serves as the stop and…
This strategy combines two lagged Nadaraya-Watson kernel regression curves with an ATR channel around one curve. A crossover between the curves is described as a trend-direction signal, while channel breaks provide trade triggers: the overview describes…
This strategy combines signals from Ichimoku, Hull moving averages, RSI, Stochastic, CCI, and MACD. It assigns bullish, bearish, or neutral scores to indicator conditions, averages scores within groups, and combines the group readings into an overall…
This document describes a configurable framework for testing trading indicators rather than a standalone market strategy. It outlines five ways to detect long and short signals from an indicator: value changes, threshold crossings, and transitions above or…
This BTC scalping script combines a smoothed T3 moving average with an optional volume filter. It computes T3 from six sequential exponential moving averages, then signals long when price crosses above the line and short when price crosses below it. With the…
This strategy looks for consecutive bars sharing a high or low, treating those repeated levels as possible breakout setups. When the prior two lows match and the current low rises above them, it opens a long position; when the prior highs match and the…
This script illustrates Optimal F position sizing using a strategy’s closed-trade results. It records profit per contract for each closed trade, identifies the worst losing trade, and scales all outcomes relative to that loss. It then evaluates a sequence of…
This strategy tracks a sequence of crosses by a fast moving average against three slower averages. After the fast average crosses the middle average and then the longer average, it permits an initial position; crossing the longest average completes the…
This intraday breakout system searches for the first adjacent pair of candles with opposite directions, then defines the pair’s combined high and low as a trading range. A close crossing above the range high triggers a long, while a cross below the low…
The I11L Hypertrend system scores market direction by comparing exponential and simple moving averages across a set of short periods. It smooths the resulting score with moving averages and uses their crossovers to identify trend or oversold conditions. In…
The Squeeze Momentum Indicator adapts the TTM Squeeze concept by comparing Bollinger Bands with Keltner Channels. When the Bollinger Bands fit inside the Keltner envelope, the indicator marks a volatility squeeze; when they move outside it, the squeeze is…
This code library illustrates how a trading framework can connect to futures venues through exchange-specific adapters. The visible implementations translate instrument symbols, retrieve ticker quotes and account data, parse positions, submit trades,…
This strategy defines an opening range from the high and low of an initial session bar, then looks for price to cross above the range high for a long entry or below the range low for a short entry. The accompanying code restricts entries by session and date,…
This strategy combines a moving average for the main trend, a Heikin-Ashi based signal for shorter-term turns, and Supertrend bands that adapt to volatility through ATR. It proposes entering only when all three components align, with long and short signals…