This tool records each entry's price, direction, and ATR, then tracks the highest and lowest observed prices over a chosen follow-up period. It aims to measure maximum adverse excursion (MAE) and maximum favorable excursion (MFE), normalize each by…
Zināšanu bibliotēka
Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.
Meklēt bibliotēkā
Dokumentu skaits: 7,910
This intraday strategy tracks the previous day's high and low alongside the current day's developing extremes, then uses the more extreme values as reference levels. A configurable buffer is applied to those levels, and ATR-based distances set stop-loss and…
The strategy pairs price movement around an EMA with RSI direction for entries: longs require price above the EMA and a rising RSI below 50, while shorts require price below the EMA and a falling RSI above 50. ATR sets profit and loss distances, and the…
This strategy combines rolling price highs and lows, exponential moving averages, and ATR to create a volatility-adjusted channel. It buys when the lower EMA band crosses above the rolling low while price remains below the channel midpoint. It sells when the…
This strategy combines ADX, Stochastic RSI, and CCI into a composite line, then calculates upper and lower thresholds from its recent range. It enters long when the composite crosses above the lower threshold and enters short when it crosses below the upper…
This event-driven strategy computes a simple moving average from recent closing prices and looks for a close-to-average crossover, comparing the latest bar with the value two bars earlier. A trade is considered only when the close’s deviation from the…
This source presents a Heikin Ashi Supertrend strategy intended to classify market conditions as bullish, bearish, or consolidating. Its introductory notes say the defaults target BTC/USDT on a three-day chart, while lower timeframes may help identify trend…
This trend-following strategy uses a longer Donchian channel to enter positions when the closing price reaches a rolling high or low, and a shorter channel to exit when price reaches the corresponding opposite extreme. The source includes several…
This multi-indicator strategy combines Ichimoku cloud levels, a Hull moving average comparison, MACD, and daily price movement to decide when to enter long or short positions. The source requires agreement among several conditions: Hull direction, price…
This strategy uses RSI signals to enter long or short positions, then combines several exit rules: fixed take-profit and stop-loss distances, trailing stops based on the highest or lowest price since entry, and leverage-related liquidation thresholds. Its…
This strategy combines MACD and price momentum to produce trend-following signals. It calculates a fast and slow moving average, their difference, and momentum as the current price minus its value a chosen number of periods earlier. In the supplied source,…
This strategy looks for reversals after a configurable run of consecutive price changes. In long mode, it enters after a threshold of falling closes; in short mode, it enters after a threshold of rising closes. A doji test excludes candles whose…
This Pine strategy describes an intraday BankNifty approach that combines moving-average trend direction, an ADX activity filter, and a break of the previous bar’s high or low. Long entries require bullish EMA alignment and a close above the prior high;…
This document outlines a long dollar-cost-averaging setup for a tokenized GOOGL perpetual futures pair. It describes a base order followed by up to eight equal-sized safety orders, placed at expanding price intervals using a step coefficient. The exit is…
This is a long-only MACD strategy that enters when the MACD line crosses above its signal line while a trend ribbon shows the EMA above the SMA for the same period. The MACD uses configurable fast and slow lengths, source price, and signal smoothing; the…
This strategy combines a fast EMA alignment with a crossover trigger. Long conditions use the ordered relationship EMA1 above EMA5, EMA10, and EMA20, with an EMA5 cross above EMA10; shorts use the reverse ordering and cross. Configurable SMA20, SMA50, and…
This strategy uses Renko bars to generate long entries from a short TEMA crossing above an SMA calculated on the TEMA. It closes positions when the TEMA crosses below that SMA. A long-term SMMA filter permits entries only when the TEMA is below the SMMA,…
This trend-following strategy combines ATR bands with ADX and directional indicators. It uses the DI comparison to choose a bullish or bearish band, then changes the ATR multiplier according to whether ADX is rising or falling, with an optional threshold…
This long-only mean-reversion method uses a 20-period Bollinger Band with a two-standard-deviation envelope. It enters when price crosses back above the lower band, seeking a rebound from an oversold excursion. The stated exit plan places a stop at the low…
This trend strategy uses CCI around its zero line to determine direction and an ATR-based Supertrend construction to produce a trailing trend level. The rules enter long when the calculated trend is bullish and short when it is bearish, then close a position…
This strategy combines a fast and slow EMA crossover with RSI and VWAP filters to seek intraday momentum trades. Long entries require an upward EMA crossover, RSI below the overbought threshold, and price above VWAP; short entries use the opposite crossover…
This range-trading method uses the Stochastic Oscillator to enter long when its %K value is below an oversold threshold and short when it is above an overbought threshold. The stated defaults are 20 and 80, with a 14-period stochastic calculation. It sets…
This strategy calculates a smoothed stochastic K line and a D line, then takes long exposure when K is above D and short exposure when K is below D. The described idea treats their crossings as buy and sell signals and highlights the oscillator's sensitivity…
This document describes a crossover approach that compares a faster price series with a smoother one to generate long and short signals. It explains the Hull moving average, built from weighted averages at different lengths, and the Super Smoother filter,…