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 script attempts to rebalance a coin-and-fiat account by comparing the value of the coin holdings at spread-adjusted bid and ask prices with the fiat balance. When holdings appear overweight relative to fiat, it submits a sell order; when fiat appears…
This short-term strategy compares a 9-period simple moving average with a 21-period simple moving average. It opens a long position when the shorter average crosses above the longer one and a short position when it crosses below. Stop-loss and take-profit…
This strategy uses a 14-period RSI and upper and lower thresholds to generate opposing trades. In its default mode, an RSI move above the upper threshold signals a short, while a move below the lower threshold signals a long. The thresholds are 75 and 25 in…
This strategy uses three moving averages with fast, medium, and slow periods to identify directional trends. It enters long when the averages align from fastest to slowest and short when they align in the reverse direction. The published defaults use periods…
This document outlines a multi-indicator swing system built around Heikin Ashi candles, an average of four 34-period moving averages, RSI signals, and volume confirmation. It describes two modes: one uses fast and slow averages of RSI to identify oversold or…
This strategy combines 10-period and 25-period simple moving average crossovers with a 250-period exponential moving average filter. It opens long positions on an upward crossover when price is above the long-term average, and short positions on a downward…
This bar-based strategy compares a fast simple moving average with a slower one, using a crossover to choose direction. Its defaults are 10 and 20 periods. When the fast average moves above the slow average, it buys if flat or covers a short and opens a…
This document presents a crossover strategy that compares a 14-period RSI with a 45-period weighted moving average of the RSI. It enters long when the RSI crosses above its smoothed value and enters short when it crosses below. The signals are framed as…
This strategy counts bullish, bearish, and neutral candles across a recent window of seven bars. It assigns each candle a direction from the relationship between its close and open, treating a rounded zero difference as neutral. The indicator starts with the…
This document describes a long-only trend strategy combining a weekly 20-period EMA with daily 100-day and 50-day SMAs and a 20-day EMA. Its stated entry logic looks for price to remain above the weekly EMA and 100-day SMA for a configurable run of days,…
This intraday system combines 20-period Bollinger Bands, set at two standard deviations, with Fibonacci retracement levels calculated from recent highs and lows. It signals a long when the close falls below the lower band but remains above the 0.236 level,…
This document describes a semi-automated workflow for reviewing a trader's proposed crypto trade. A recurring prompt collects the asset, direction, size, and rationale; if no idea is submitted within the stated wait period, that cycle is skipped. For a…
This strategy combines smoothed Stochastic readings to align entries with a broader directional filter while timing them with current momentum. The described approach uses the higher-timeframe reading to identify trend direction and the current reading to…
This strategy combines directional trend readings with price and moving average behavior to generate long and short entries. It uses a Supertrend indicator, a 14-period exponential moving average whose slope is checked, and a 44-period exponential moving…
This strategy combines a recursive G-Channel with an exponential moving average to form directional signals, then uses average true range to set stop and target distances. A long is opened when the channel indicates a bullish state while price is below the…
This Pine strategy is designed to detect stop runs around recent swing highs and lows, then trade a reversal after price rejects the swept level. Its inputs show a framework for tracking swing zones, measuring sweep depth and prior touches, and assessing…
This implementation of the Dual Thrust strategy sets upper and lower entry thresholds around the latest anchor-timeframe open. Each threshold is offset by a coefficient times the larger of two recent price ranges, calculated from rolling highs, lows, and…
This template builds an asset-by-asset classifier ensemble for forecasting whether the next close will be higher than the current close. Its input features are a moving-average based trend measure, the stochastic oscillator, normalized true range, and a…
This document describes a platform library for interacting with Uniswap V3 and other Web3 contracts. It explains how to call standard token methods, register an ABI for other contract methods, invoke node RPC methods, encode and decode structured values, and…
The strategy creates a synthetic price-tracking particle whose position responds to a pull toward current price and an inertia term derived from recent price changes. It measures the absolute distance between price and the particle, smooths that distance,…
This document presents a long-only trend strategy combining a short-period MACD signal with an RSI filter. It enters when the MACD line is above its signal line and RSI is at least the stated oversold threshold. Position quantity is calculated from a fixed…
This strategy uses confirmed swing highs and lows as breakout levels. It places a long entry when price moves above a swing high while trading above a 55-period exponential moving average, and a short entry when a swing low is identified while the close is…
This research strategy compares four logistic regression approaches on the same candlestick stream: a fixed model, per-bar online updates, periodic retraining on a recent rolling window, and updates triggered by worsening prediction loss. It uses price and…
This document describes an analytics tool that simulates RSI-based trades and records strategy returns by week. It compounds bar-level equity changes into weekly results, then presents them in a table with grouped periods, configurable display precision, and…