Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
7,910 documentos
This strategy offers two independently switchable signal modules. Its momentum module enters long or short on crossovers between a 50-period and 400-period EMA. Its mean-reversion module uses 20-period Bollinger Bands with a two-standard-deviation width: the…
This Bitcoin strategy combines two simple moving average relationships with a longer trend filter. It enters long when the fast average is above the slow average and the closing price is above the trend average; it enters short when the fast average is below…
This trend-following strategy uses Ichimoku cloud boundaries to identify breakouts. It enters long when price crosses above the upper cloud boundary and short when price crosses below the lower boundary. The described Ichimoku components include the…
This document presents an implementation framework for calculating Stochastic RSI from price records. It first obtains RSI, then compares each value with the rolling RSI high and low over a selected lookback window. Moving averages smooth the resulting…
This strategy combines a 50-period and 100-period EMA crossover with a longer-term EMA trend filter and Stochastic RSI. It enters long when the shorter EMA crosses above the longer one while the 50-, 100-, and 200-period EMAs are aligned upward, price…
This strategy combines Supertrend direction with RSI as a confirmation filter. It opens a long position when Supertrend is bullish and RSI is above 50, and opens a short position when Supertrend is bearish and RSI is below 50. The script sets an ATR period…
This trend-following approach compares 20-period and 50-period exponential moving averages. A crossover to the upside signals a long position, while a downward crossover signals a short position; the opposite crossover closes the existing position and can…
The document presents a trend-following approach that describes confirming Hull moving-average crossovers with EMA direction and using candle-body channels to avoid entries during consolidation. The accompanying code, however, bases its actual long and short…
This strategy combines eight smoothed indicator signals to estimate trend direction: moving-average direction, KD, price-volume divergence, channel breaks, a multi-timeframe signal, Percent R, moving-average reversion, and ATR-channel breaks. Their weighted…
This Nasdaq-100 strategy combines weekly and monthly price data. It enters long when the weekly close crosses above the 10-month simple moving average and is also above the weekly 200-period exponential moving average. It closes the position when the monthly…
The script plots a Hull moving average and a modified Hull-based series on a selectable timeframe, alongside a linear regression of closing prices. It marks a buy when the regression line crosses above the modified series and a sell when it crosses below;…
This long-only strategy seeks rebounds after a 14-period RSI crosses below 28.5. It adds positions progressively, sizing each entry at 6.6% of account equity and allowing up to 15 additions. When price reaches a target 900% above the average entry price, it…
The document describes a trend-following approach that enters long when a 10-period simple moving average crosses above a 50-period average, and short when it crosses below. It uses a 14-period average true range multiplied by 1.5 to set stop and profit…
This strategy seeks sharp price moves in either direction using three-hour data resampled from a one-hour chart. It calculates a 14-period average true range multiplied by two, then enters long when the close rises more than the prior ATR or short when it…
This strategy pairs price-channel breakouts with an On-Balance Volume oscillator to trade in both directions. The channel uses prior high and low ranges; an upper-channel break accompanied by bullish OBV strength signals a long, while a lower-channel break…
This two-sided strategy pairs price channel breakouts with a volume-derived OBV signal. It calculates slow and faster Donchian channels from highs and lows, then forms an OBV series that can ignore volume below a configurable threshold and can be expressed…
The strategy uses two ATR-based trailing stop lines with different lookback periods and sensitivity multipliers to generate long and short signals when price crosses the stops. Its stated defaults are 10 and 20 periods, with multipliers of 1 and 2. It also…
This Freqtrade strategy describes long entries on a five-minute chart using a combination of unusually high volume, price below a 40-period simple moving average, and momentum indicators. Entry conditions also require the fast stochastic D line to exceed its…
This document presents a trend-following approach built around crossovers between 9-period and 14-period simple moving averages. A bullish crossover is intended to open a long position when price is above the 50-period average; a bearish crossover permits a…
The document describes a long-oriented trend strategy that combines Bollinger Bands with RSI, several simple moving averages, and MACD. It specifies a 20-period band using two standard deviations, a 14-period RSI with 30 and 70 thresholds, and moving…
This trend-following method compares a selected price series with the prior bar's highest high and lowest low over a lookback window. A move above the prior rolling high signals a potential long entry, while a move below the prior rolling low signals a…
The described strategy uses the slope of daily On-Balance Volume (OBV) as a proxy for accumulation or distribution. A rising OBV slope is treated as a long signal and a falling slope as a short signal; the opposite signal is intended to close the current…
This strategy combines a stochastic-based reversal signal with a volume-flow direction signal. The reversal component uses recent closing-price movement and the relationship between fast and slow stochastic lines around a threshold. The second component…
This strategy uses MACD crossovers to generate long entries and exits, while plotting five exponential moving averages as references for trend context and potential support or resistance. The MACD uses fast and slow lines with a signal line; a bullish…