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 example demonstrates applying a custom data filter to tick data for an equity. The filter accepts a tick only when its exchange identifier matches ARCA and rejects other data, illustrating how a researcher can restrict incoming market events before…
This crypto strategy combines four exponential moving averages, with periods of 8, 12, 24 and 72, to identify long entries and exits. A pullback entry is described when price crosses above the slower averages; a trend entry also requires the fastest average…
This strategy enters long or short positions when selected candlestick patterns signal a potential directional move. Its pattern set includes engulfing, harami, piercing line and dark cloud cover, star patterns, belt hold, three white soldiers and three…
This strategy constructs the Awesome Oscillator by subtracting a slow simple moving average of median price from a faster one. It colors the histogram according to whether the oscillator has risen or fallen from the prior period: a rising value signals long…
This example implements a simple order controller that submits up to three buy orders for a specified perpetual futures pair. It waits until no executor is active and a configured interval has elapsed since the previous order, then calculates base-asset…
This algorithm trains a separate feedforward neural network for each of three exchange-traded funds using recent daily opening prices. The model uses one input layer with a hidden ReLU layer and a single output, and is trained to predict the next opening…
This document describes a Bitcoin strategy that calculates a P-Signal from a smoothed ratio of price changes to their standard deviation, then maps the result through an approximation of the Gaussian error function. It tracks the indicator on daily, weekly,…
This indicator compares Commodity Channel Index readings across as many as five selectable timeframes. Users can choose the CCI input source, lookback length, overbought and oversold thresholds, and which timeframes are active. With the shown defaults, the…
This long-only strategy enters when price is above VWAP and several momentum and trend conditions align. The entry filter includes a bullish MACD relationship with the MACD line above zero, RSI below 60, positive directional movement exceeding negative…
This short-term countertrend approach uses the upper and lower shadows of candlesticks to identify possible price rejection. A large upper shadow is interpreted as fading buying pressure, while a large lower shadow suggests selling pressure may have been…
This strategy combines trend, momentum, and volatility indicators to identify long and short entries. It treats the 20-period and 50-period moving-average relationship as a medium-term trend filter, RSI readings below 25 or above 80 as oversold or…
This strategy combines the Vortex Indicator with a smoothed moving average to create directional entry rules. A bullish signal requires the positive Vortex line to cross above the negative line while the close is above the smoothing line; a bearish signal…
The Super Trend V approach uses a Supertrend line to represent trend direction and compares price with a smoothed measure of price and opening values to qualify entries. A close crossing the Supertrend line can signal a long when price is above the…
This daily-chart strategy combines Supertrend direction changes with price crossings of a short moving average to generate long and short signals. A 14-period RSI filter blocks longs when RSI is above its overbought threshold and shorts when it is below its…
This strategy uses a price channel centered on a simple moving average, with its width set by a multiple of price standard deviation. A close crossing above the upper band signals a potential long trade, while a cross below the lower band signals a short…
This example tests whether the direction of recent candles is associated with the direction of the next candle. It maintains a rolling window of six candle outcomes, counts upward candles among the previous five, and records how often a chosen pattern is…
This strategy combines seven technical signals spanning moving-average trends, CCI and ATR bands, a volatility-adaptive Gaussian average, rate of change, WaveTrend, and the Awesome Oscillator. Each enabled component casts a bullish or bearish vote. Their sum…
This document describes a trend-following strategy that compares a simple moving average with the closing price. A cross of price above the average opens a long position, while a cross below opens a short position; the reverse signal exits the opposing…
This RSI strategy enters long when the indicator crosses upward through 30 and short when it crosses downward through 70. It describes a 14-period RSI, position sizing at 10% of account equity, fixed percentage stop-losses and take-profit targets, and a…
This short-term strategy combines Williams %R threshold crossings with a 200-period simple moving average filter. It enters long when the oscillator crosses upward through a level below -50 and price is above the average; it enters short on a downward…
This controller coordinates cross-exchange market-making executors across a maker venue and a taker venue. Users configure separate buy and sell profitability targets with associated allocation weights. The controller divides its quote budget equally between…
This strategy follows breakouts of the Bollinger Bands. It enters long when a candle closes above the upper band after the previous close was below it, and enters short when a close crosses below the lower band from above. The middle band, a moving average,…
This strategy combines RSI extremes with recent MACD and signal-line crossovers. It uses a 14-period RSI with overbought and oversold thresholds of 70 and 30, and the standard 12-26-9 MACD settings. A long setup is described as an oversold RSI reading within…
This short-only method looks for price to break below the lowest low over a recent lookback period, with a buffer applied to the support level. It requires trading volume to meet or exceed its moving average and suppresses signals when the recent price range…