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 source excerpt presents a TradingView strategy framework combining Trend Magic, Squeeze Momentum, and cumulative delta volume (CDV). The visible Trend Magic component uses the Commodity Channel Index to select a direction and an ATR-based band to form a…
This swing strategy enters long when price is above a 50-period simple moving average and breaks above the prior 20-period high. It uses a 14-period ATR to scale risk: the initial stop is one ATR below entry, and the first profit target is two ATR above…
This strategy trades a three-contract spread across a perpetual, current-quarter, and next-quarter Binance coin-margined futures contract. It defines the butterfly spread as next-quarter plus perpetual minus twice the current-quarter price. Long exposure to…
This strategy compares the slopes of a configurable moving average and a momentum indicator. In ordinary conditions, a long signal occurs when both smoothed slopes exceed an upper threshold, while a short signal occurs when both fall below a lower threshold.…
This strategy combines four exponential moving averages with an Ease of Movement (EOM) volume measure to identify long trends. The averages use periods of 13, 21, 50, and 180, while EOM above zero confirms bullish conditions and EOM below zero confirms…
This document describes a multi-indicator approach using three simple moving averages (SMAs), three Arnaud Legoux moving averages (ALMAs), and the Relative Strength Index (RSI). The written trading logic centers on short-term SMA crosses above or below a…
The strategy looks for a bullish harami, where a small bullish candle’s body falls within the body of a preceding larger bearish candle. A qualifying pattern triggers a long entry, with take profit and stop loss exits. The document supplies example pip…
This script describes a scheduled-entry framework rather than a price-indicator signal strategy. It checks for a manually specified signal candle in a chosen timezone, with entries intended for the next bar's open. Its module can allow long, short, or both…
This strategy uses a 50-period exponential moving average (EMA) to define directional entries: go long when the close crosses above the EMA and short when it crosses below. The source records the high of a long signal bar and the low of a short signal bar.…
This indicator strategy pairs an Ichimoku-derived oscillator (IO) with the Stochastic Momentum Index (SMI). The IO calculation combines price averages over several periods, while the SMI compares the close with the recent high-low range and smooths the…
This short-term trend-following method enters long when the 9-day exponential moving average (EMA) crosses above the 20-day EMA and short when it crosses below. The described chart also displays a 200-day EMA, VWAP, crossover markers, and candle colors…
The document outlines a trend-following method that pairs a modified Hull Moving Average with Ichimoku components. A long entry is triggered when the Hull average crosses above the Kijun line while price is above both cloud spans; a short entry uses the…
This XAUUSD strategy uses an ATR-based trailing stop to generate buy and sell signals when price crosses the stop. It filters those signals with the local EMA trend, a higher-timeframe EMA comparison, an ADX strength threshold, Supertrend direction,…
This script combines several price and volume measures into a multi-signal trading strategy. Its components include a volume-flow indicator, Laguerre RSI, a Fisher transform, True Strength Index, Money Flow Index, On-Balance Volume, the…
This script describes a short-only strategy built around a fast and slow moving average, each configurable as an EMA, SMA, or WMA. It opens a short position when the fast average crosses below the slow average, provided both averages have sufficiently…
This strategy combines moving-average trend direction, pivot-based support and resistance, break-of-structure signals, RSI and CCI checks, and selected candle patterns. Long and short entries require a structure break and momentum confirmation, with…
The document presents a cryptocurrency trading approach using MACD, RSI, and moving-average direction. Its written rules describe a MACD crossing its signal line combined with extreme RSI readings as entry cues, with conventional indicator periods and…
This trend-following strategy combines Supertrend direction from 5-minute and 60-minute timeframes with RSI confirmation. It proposes long entries when both Supertrends are bullish and RSI exceeds 60, and short entries when both are bearish and RSI is below…
The document describes a baseline-cross strategy that combines an average-price reference, ATR-based distance checks, and an HMA trend filter. Its narrative says entries follow a cross only after price moves far enough from the baseline and the HMA agrees…
This strategy template compares a configurable fast trend series with a slower one. It can select among many smoothing and trend calculations, including common moving averages and adaptive variants, with separate lengths and a selectable price source. When…
This countertrend system uses RSI extremes to initiate trades: it buys when RSI falls to the lower trigger and sells short at the corresponding upper trigger. The description specifies a fixed trade amount, a profit target, a stop threshold, and a pause…
The described system enters long when a 10-period simple moving average crosses above a 20-period average and enters short on the reverse crossover. It sets a percentage stop from the entry price and describes trailing stops based on the most favorable high…
This long-only strategy uses confirmed fractal highs as resistance. A fractal high is a bar whose high exceeds those of the two bars on either side; when the selected price closes above the latest fractal level, the system enters long. It also averages…
This five-minute strategy constructs two adaptive moving averages from price efficiency ratios. For each line, it compares the net close-price change over a lookback with the sum of absolute one-bar changes, then uses that ratio to adapt a smoothing…