Biblioteca de conhecimento

This pairs-trading model ranks available asset pairs by the Pearson correlation of their recent log-price changes and selects the pair with the highest correlation, provided it meets a minimum threshold. It retrieves historical closing prices at a…

The strategy builds an Extended Price Volume Trend (EPVT) series by cumulatively adding volume weighted by each period’s percentage price change. It centers that series using the midpoint of its rolling high and low, then derives a reference price from the…

This long-and-short strategy looks for pullbacks toward a short EMA, then checks whether price is moving back across that average. A higher-timeframe comparison of short and long EMAs can restrict longs to an uptrend and shorts to a downtrend. The setup also…

This long-only setup combines a 20-period exponential moving average with a stochastic oscillator. It enters when the bar's low is above the EMA, the stochastic %K is above %D, and the current EMA is higher than its value 20 bars earlier. The first condition…

This reversal strategy uses RSI threshold recoveries and failures to define candidate long and short signals. A move back above the oversold level produces a long trigger, while a drop below the overbought level produces a short trigger. The strategy then…

This example demonstrates how an algorithm can request an equity’s option chain, inspect contract quotes and open interest, and access theoretical values, implied volatility, and option Greeks. It configures an option subscription for GOOG with a strike and…

This long-only breakout system enters when the closing price rises above the upper Bollinger Band and closes the position when price falls below the lower band. The middle band can use several moving-average methods, while the upper and lower bands are set…

This trend-following method averages two groups of exponential moving averages to create smoother short- and long-term trend measures. The short group uses periods 3, 5, 8, 10, 12, and 15, while the long group uses periods 30, 35, 40, 45, 50, and 60. A cross…

This strategy uses two smoothed WaveTrend lines to identify short-term momentum shifts. It calculates the oscillator from typical price, an exponential moving average, and a smoothed deviation; a second EMA forms the main line, which is compared with a…

This strategy enters long when closing price crosses above a short simple moving average and short when it crosses below, provided ADX exceeds a trend-strength threshold. The defaults are a three-period SMA and a 15-period ADX with a threshold of 15. The…

This strategy uses a 20-period moving average with bands set two standard deviations away, alongside a 14-period RSI. The source enters long when price crosses above the upper band and RSI is above the oversold threshold of 20; it closes the long when price…

This strategy seeks long entries when price falls below the lower Bollinger Band while a 60-period RSI is below 40. The bands use a 20-period simple moving average and a two-standard-deviation width, making the lower band a reference for a possible pullback…

This strategy combines fast and slow smoothed price ranges into a single range filter, then uses price crossings of that filter to signal long or short entries. The described process also tracks filter direction and maintains dynamic upper and lower bands as…

This example shows how to implement a custom simple moving average as a Python indicator and register it for automatic updates at minute resolution. The indicator stores recent input values in a fixed-length queue, calculates their mean on each update, and…

This strategy combines a configurable moving average with ATR to create a PMax stop line. The average’s direction relative to the prior stop helps define the trend state: the stop trails below the average in an upward state and above it in a downward state.…

This algorithm demonstrates a VIX weekly call calendar spread paired with short positions in VXZ and SPY. It selects an at-the-money strike, sells the nearest-expiring call, buys the furthest-expiring call in the filtered chain, and submits the option and…

This document describes an ATR-based trailing stop whose distance expands or contracts with measured market volatility. The stop distance is formed by multiplying ATR by a configurable factor, then updated using recent highs, lows, and the prior stop level.…

This strategy calculates Hull moving averages on three timeframes and uses the crossover between the shorter and medium timeframe averages to generate long and short signals. A longer timeframe HMA is plotted as a broader trend reference, but the described…

This cryptocurrency strategy computes MACD from Bitcoin prices, then applies a stochastic calculation to the MACD series to generate signals. It buys when the resulting oscillator crosses above a lower threshold and sells when it crosses below an upper…

This strategy uses three exponential moving averages to identify an uptrend: the fast average must be above the medium one, which must be above the slow one. It opens long positions when that alignment appears and no position is open. A trailing stop follows…

This strategy combines RSI, MACD, and Stochastic crossovers, with the user able to disable individual indicators. A long entry requires every enabled indicator to produce a bullish crossover and the close to be above a 50-period simple moving average. The…

This Pine Script strategy combines a Bollinger Band based power oscillator with a volatility squeeze filter. It calculates bullish and bearish power from price’s distance beyond the oscillator’s bands, then detects when Bollinger Bands move out of a narrower…

This strategy seeks trend reversals by combining Hull moving average direction, Schaff Trend Cycle (STC) signals, and UT Bot confirmation. It enters long when Hull turns bullish and STC turns bullish below 25, provided UT Bot also indicates a bullish state.…

This short-term strategy combines SuperTrend direction changes, SSL Hybrid band breaks, and the Improved QQE momentum state. A long entry requires SuperTrend to turn bullish, the close to cross above the upper SSL band, and QQE to show bullish; short entries…