Biblioteka wiedzy

This strategy pairs RSI divergence with a long-term EMA trend filter. It identifies bearish divergence when price forms a higher pivot high while RSI forms a lower reading, and bullish divergence when price makes a lower pivot low while RSI makes a higher…

This short-term strategy uses a fast exponential moving average and a slower moving average to signal changes in market direction. With the stated periods of 50 and 100, a cross above suggests a long position or call option, while a cross below suggests a…

This trend-following approach combines the relative order of three exponential moving averages with RSI zones to filter long and short entries. It describes two entry patterns: a move back across a shorter EMA and a direct break through a longer EMA. A much…

This Python module adapts the Double-7 mean-reversion approach, described as originally designed for ETFs, to a portfolio-like comparison of lookback periods. Each period is represented as a separate symbol, allowing the user to examine several versions of…

This Pine Script strategy represents a long-only Bitcoin perpetual-futures bot configuration. Its entry concept combines a fast moving average crossing below a slower moving average with a low Commodity Channel Index reading. The documented source settings…

This strategy tracks recent pivot highs and lows as resistance and support, then looks for either a breakout beyond those levels or a rejection that returns inside them. It requires volume to exceed a multiple of its moving average before acting, using that…

K’s Reversal Indicator I combines a long-lookback Bollinger Band with MACD line crossovers to produce contrarian entry signals. A potential long occurs when price is unusually low relative to the band and MACD crosses above its signal line; a potential short…

This strategy uses an ATR-based Chandelier Exit to set trailing long and short stop levels. The stops are calculated from recent highs or lows, adjusted by an ATR multiple, and constrained so they move with the prevailing direction. A change in direction…

This document describes a trading template built around 60-, 10-, and 5-period moving averages. For a long entry, price and both shorter averages must be above the 60-period average, while the 5-period average crosses above the 10-period average. For a short…

This strategy calculates Supertrend bands from ATR using Heiken Ashi prices, combining smoothed candles with a volatility-based trend indicator. A change in Supertrend direction triggers a long or short entry, and configurable ATR length and multiplier…

This strategy smooths the Commodity Channel Index through a sequence of exponential filters to create a T3-CCI series. Its directional state is positive above zero and negative below zero, with entries taken in the corresponding long or short direction. The…

This multi-factor strategy combines a short-term reversal rule with the Psychological Line, which measures the share of rising closes over a lookback period. The reversal component compares recent closes and uses fast and slow stochastic values to identify…

This strategy uses Wave Trend crossovers to time entries and exits, while VWMA bands determine position size. Wave Trend is built from an EMA-smoothed price deviation and a second smoothed line; crossing above that line signals a long entry, while crossing…

The visible portion of this strategy script combines a Donchian-channel breakout check with a large-range bar and smaller “collecting” bars. It measures bar range and body size against a long-period ATR, then tests whether price closes outside the prior…

This system combines fast and slow EMA crossovers with a daily Central Pivot Range reference and an optional volume filter. A bullish crossover can trigger a long only when price is above the prior day's pivot and volume exceeds its 20-day average; bearish…

This intraday strategy combines a weighted monthly, weekly, and daily EMA bias with execution filters and two entry styles. Pullback entries require price to reclaim or reject the intraday EMA while staying on the corresponding side of VWAP. Opening-range…

This strategy identifies four harmonic price patterns—Gartley, Bat, Butterfly, and Crab—from successive zigzag pivots. It compares measured legs with Fibonacci ratio criteria, allowing a configurable tolerance and requiring a chosen minimum number of ratio…

This strategy pairs an exponential moving average with a stochastic-style KD oscillator. After the warm-up period, it opens a long when price is above the EMA and K is below D, and opens a short when price is below the EMA and K is above D. The KD values…

This QuantConnect framework example demonstrates using an ETF constituents universe selection model with SPY as the source ETF. It filters constituent records to those with available weights, sorts them from highest to lowest weight, and selects the top…

This Python example implements a staged buy intended to spread a target purchase across multiple smaller limit orders. It records the starting account balance and holdings, then repeatedly places a buy below the current bid by a configurable percentage. Each…

This strategy combines a Williams %R-style oscillator applied to volume with fast and slow volume moving averages. Long and short setups require aligned volume conditions, an oscillator threshold, and a selectable candle filter ranging from simple candle…

This trend-following approach uses a 25-period volume-weighted moving average as its main reference, an 8-period VWMA for faster signals, and a 50-period EMA for broader trend context. Entries require the fast VWMA to cross the main VWMA, price to be on the…

This strategy combines Bollinger Band breakouts with market structure shift signals and an optional higher-timeframe trend filter. It uses a 55-period band with a 2.0 standard deviation multiplier. A close above the upper band can trigger a long, while a…

This document outlines a mean-reversion system that enters when price first touches or crosses an outer Bollinger Band. It uses a 20-period simple moving average for the center line and a 3.4 standard deviation multiplier for the bands. A low reaching the…