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Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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Sök i biblioteket

7,910 dokument

Strategy library

The visible portion describes a gold strategy that combines liquidity-sweep reversals with RSI-divergence scalps. Both modules can be enabled independently, with settings for trade direction, lookback periods, risk-to-reward targets, stop buffers, and…

RåvarorMedelvärdesåtergångTekniska indikatorerRiskhantering
Strategy library

This document describes a simple altcoin price index denominated in Bitcoin, initialized at a base value of 1000 on February 22, 2018. It retrieves Binance ticker prices, selects symbols ending in BTC, and compares each eligible coin’s current price with its…

KryptoSpotmarknaderStatistik
Strategy library

This utility compares response times for an exchange account query using REST and WebSocket modes. It iterates through configured exchanges, makes repeated calls to the account endpoint in each mode, measures elapsed time, and logs an average for each. The…

OrderutförandeMarknadsmikrostrukturStatistik
Strategy library

This strategy uses a smoothed Stochastic Oscillator crossover to generate entries. It goes long when %K crosses above %D while %K is below 20, and goes short when %K crosses below %D while %K is above 80. The document explains %K as the close’s position…

KryptoTerminerMedelvärdesåtergångMomentum
Strategy library

This document describes a long-only ETH strategy that arms an entry when 4-hour RSI(14) falls below 28. It adds up to five averaging orders at fixed price deviations from the base entry, with order sizes increasing by a stated 1.8 scaling factor. The…

KryptoPerpetuella terminskontraktMedelvärdesåtergångPositionsstorlek
Strategy library

This trend-following system combines a momentum RSI, Supertrend direction, and an EMA-based trailing line. Long entries require the EMA line to be above its auxiliary line, Supertrend to indicate an uptrend, and momentum RSI to exceed its threshold; short…

KryptoTerminerTrendföljningMomentum
Strategy library

This strategy combines short- and long-period Stochastic readings into one series, then smooths that series with a volume-weighted moving average. It treats the moving average’s direction as a trend cue and uses the combined Stochastic level to qualify…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy combines short- and long-lookback Stochastics with a volume-weighted moving average of their summed values. The stated settings use Stochastics periods of 30 and 90, smoothing of 2, and a VWMA length of 30. The accompanying explanation…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

The document presents a configurable opening-range breakout scalping strategy. It defines a session by start and end times and timezone, then builds a range over a chosen opening period. The visible inputs allow filtering trades by range size relative to…

UtbrottAktierRiskhanteringPositionsstorlek
Strategy library

The document describes a three-candle bearish reversal setup. It looks for a bullish first candle followed by a bearish harami, then a bearish candle that closes below the prior candle. The script marks the pattern and uses a strategy position variable to…

Tekniska indikatorerBacktestningRiskhantering
Strategy library

This long-only trend-following strategy compares two Bulls and Bears Index (BBI) series. Each BBI is the average of four simple moving averages: the short group uses periods 12, 24, 48, and 80, while the long group uses 120, 240, 480, and 600. A cross of the…

TerminerTrendföljningTekniska indikatorerBacktestning
Strategy library

This short-term method combines a long simple moving average, a shorter exponential moving average, and a three-period RSI. It opens a long when price is above the long average but below the short average and RSI is below 20; it opens a short under the…

TerminerTekniska indikatorerMomentumRiskhantering
Strategy library

This long-only breakout method draws an upper trendline from the two latest detected swing highs. A position is opened when the close crosses above that line and current volume exceeds 1.5 times its 20-period average. The strategy pairs this entry rule with…

TerminerUtbrottTrendföljningTekniska indikatorer
Strategy library

This strategy compares a fast and a slow simple moving average. A crossover of the fast average above the slow one opens a long position, while a downward crossover closes it, leaving the strategy flat otherwise. The average lengths can be changed; the…

TerminerTrendföljningTekniska indikatorerBacktestning
Strategy library

This strategy uses separate lookback lengths for the upper and lower Donchian bands. It enters a long position when the close reaches or exceeds the prior upper band and closes that position when the close reaches or falls below the prior lower band. A…

TerminerUtbrottTrendföljningTekniska indikatorer
Strategy library

The strategy uses the relative position of a shorter and a longer EMA to classify the trend, then combines that direction with price movement through a recent high or low and the shorter EMA to trigger entries. It closes positions when the trend reverses or…

Tekniska indikatorerTrendföljningUtbrottTerminer
Strategy library

This JavaScript library collects helper functions for automated trading systems. It includes date conversion and formatting, persistent and daily caches, timed function execution, object sorting, runtime tracking, elapsed-time calculations, and calendar-week…

StatistikRiskhanteringBacktestningOrderutförande
Strategy library

This futures strategy begins with a randomly selected long or short position. It sets percentage-based profit and loss thresholds, closes a position when either threshold is reached, and opens a position in the opposite direction after a loss. The reversal…

TerminerPositionsstorlekRiskhanteringOrderutförande
Strategy library

This strategy compares cumulative volume delta (CVD) with price swings to identify regular and hidden bullish or bearish divergences. Regular divergence is framed as a possible reversal signal, while hidden divergence is presented as a possible continuation…

Tekniska indikatorerTrendföljningTerminerRiskhantering
Strategy library

The strategy uses crossovers between configurable fast and slow moving averages to generate entries. A longer moving average can filter trades by broad trend, while ATR and volume filters can screen out low-volatility conditions and weak participation. The…

Tekniska indikatorerTrendföljningVolatilitetRiskhantering
Strategy library

This short term strategy combines RSI extremes with MACD crossovers. It signals a long when RSI is below 35 and the MACD line crosses above its signal line; a short requires RSI above 70 and a downward MACD crossover. The stated risk plan uses a 300 point…

TerminerMedelvärdesåtergångTekniska indikatorerRiskhantering
Strategy library

This document adapts the Avellaneda–Stoikov market making model into threshold based signals. It estimates a mid-price from the current and prior prices, then constructs bid and ask levels by offsetting that midpoint with a term based on gamma, volatility,…

TerminerMarknadsgarantverksamhetHögfrekvenshandelOrderutförande
Strategy library

This document presents a proposed trend following strategy that compares a current price window with historical windows using Euclidean distance. It selects the nearest examples, averages their subsequent price changes, and combines that direction with a…

TerminerTrendföljningMaskininlärningTekniska indikatorer
Strategy library

This strategy looks for long breakouts after price has consolidated near a fast exponential moving average and remains close to its 52-week high. It requires a close above the recent breakout range, relative volume above a threshold, and optional EMA trend…

AktierUtbrottMomentumTekniska indikatorer