Biblioteca de conhecimento

The Hulk strategy seeks reversal trades during pullbacks within a broader trend. It uses fast and slow EMAs to define trend direction and strength zones, then combines price location with a MACD histogram threshold, an ADX filter, and an RSI range to qualify…

This long-only strategy looks for a possible rebound after a price decline. It enters when the close falls below the lower Bollinger Band and the 14-period RSI is below 30. The bands use a 10-period simple moving average as their center and sit two standard…

This document presents a Turtle-style trend-following system using two Donchian channels for entry confirmation and a shorter channel for exits. A close beyond the first channel’s prior high or low must also clear the second channel’s corresponding boundary…

This example demonstrates how risk management models can be added to a modular algorithmic trading framework. It configures a portfolio drawdown limit and a per-security unrealized profit threshold, showing both a composite model that combines the rules and…

This strategy uses the S&P 500’s month-end closing price relative to its 10-month simple moving average to determine whether to hold a long position. It buys when the month-end close is above the average and sells when it is below. The moving average is…

This strategy looks for unusually high downside volatility using the Williams Vix Fix (WVF), then uses RSI to time a potential reversal. WVF measures the distance between the recent highest close and the current low; its values are compared with a moving…

This document describes a short- to medium-term breakout strategy that combines moving averages, CCI, PSAR, and ADX. Its stated entry logic requires a sequence of moving-average relationships, an extreme CCI reading, PSAR alignment, and ADX above 20. It…

This short-term setup combines an Ichimoku Cloud condition with RSI, MACD, and KST signals. It enters long when price moves from below into a green cloud, RSI is below its stated overbought threshold, and both momentum indicators are above their signal…

This strategy combines Supertrend direction changes with an ADX-based market regime filter. ADX above a trend threshold selects a tighter ATR multiplier, while ADX below a lower threshold selects a wider multiplier. Between the thresholds, the strategy…

This script describes an opening range breakout strategy. It defines the range during the early New York session, then permits breakout entries during a later morning window and imposes a hard time cutoff for closing positions. Risk controls include a choice…

This basic market-making approach attempts to capture the gap between the best bid and best ask. It places buy and sell orders near the top of the book, adjusting each quote by a configurable slide amount. If the spread after those adjustments falls below a…

This trend-following strategy compares candle direction across daily, 10-day, 15-day, and 30-day timeframes. It opens a long position when all four candles are bullish and a short when all are bearish. The strategy uses a Keltner Channel in its exit logic;…

This strategy uses three double exponential moving averages with short, medium, and long lookbacks to set long or short exposure. Its stated entry rule is for the fast DEMA to cross above both slower lines for a long, or below both for a short. The source…

This strategy combines CCI, RSI, Stochastic, and MFI readings. Each indicator is scaled, smoothed with a weighted moving average, and passed through an Inverse Fisher Transform so the readings share a bounded range. Their average forms a composite signal:…

This strategy compares the Heikin Ashi close with 15-period and 50-period EMAs. It enters long when the close is above both averages and the faster EMA is higher; it enters short when the close is below both and the faster EMA is lower. Positions are closed…

This strategy uses EMA23 and EMA50 crossovers to establish long or short positions on a 30-minute chart. A cross above signals a long entry, while a cross below signals a short entry. It also exits positions when price crosses EMA50 under specified candle…

This BTC futures strategy combines five exponential moving averages to stage long entries, scale out, and exit during a deeper decline. It opens partial positions on bullish crosses among the faster averages, adds on contact with or a cross above EMA50,…

This framework example uses a moving-average crossover universe-selection model to choose assets, then applies a constant upward price insight and equal-weight portfolio construction. Its configuration sets daily data resolution, leverage of 2.0, an initial…

This short-term trend-following system enters when a 5-period EMA crosses a 8-period EMA. It exits a long position when price falls below the 13-period EMA and exits a short when price rises above it. An optional ADX filter requires the 14-period ADX to…

The document describes a trend system using a 50-period EMA and 200-period SMA crossover, then filtering potential trades with price relative to the long average and a normalized indicator derived from moving-average and standard-deviation distances. The…

This strategy uses four exponential moving averages to separate short-term entry timing from broader trend direction. The 7 and 21 period averages trigger entries when they cross, while the 50 and 200 period averages define the macro trend: longs are allowed…

This trend-following method combines a fast and medium moving average for crossover signals with a slower third average as a directional filter. A fast-line cross above the middle line suggests a long entry when price is above the slow line; a cross below…

This algorithm ranks a universe of growth and safety ETFs using a weighted combination of one month and three month performance. About every month, it selects the symbol with the highest score. If that top-ranked fund has a positive score, the algorithm…

This strategy combines three exponential moving averages with RSI to define trend entries and exits. A crossover of the shorter EMA and the middle EMA signals direction; the longest EMA and the candle’s direction provide additional entry checks. RSI…