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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 indicator combines the difference between fast and slow weighted moving averages with a ratio of average true ranges, then scales the result and applies a Fisher-style transformation. The default inputs use a fast length of 4 and a slow length of 49. The…

Tekniska indikatorerTerminerKryptoTrendföljning
Strategy library

This trend-following method builds a linear regression centerline and offsets it by a channel width based on ATR. The line’s slope sets the direction: in an uptrend, the strategy buys when price approaches the lower channel; in a downtrend, it sells near the…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

This strategy adjusts trade size according to whether the account's equity curve appears to be declining. It offers two detection methods: compare fast and slow simple moving averages of equity, or compare equity with its longer-period average. When the…

PositionsstorlekRiskhanteringTekniska indikatorerTerminer
Strategy library

This strategy uses a fast and a slow exponential moving average to signal changes in trend direction. The example uses periods of 29 and 86: a fast average above the slow average leads to a long position, while a fast average below it leads to a short.…

TrendföljningTekniska indikatorerTerminerPositionsstorlek
Strategy library

This strategy places an upper and lower threshold around a simple moving average (SMA). The thresholds are formed by multiplying the SMA by one plus or minus a chosen band percentage. A close above the upper band triggers a buy, while a close below the lower…

Tekniska indikatorerTrendföljningUtbrott
Strategy library

This account-monitoring script estimates net asset changes for a trading account that may borrow cash or coin. It starts from balances adjusted for frozen funds, borrowed principal, and accrued interest, then values the net coin balance using the latest…

KryptoRiskhanteringStatistikPortföljkonstruktion
Strategy library

This script excerpt outlines a configurable momentum strategy. It measures price change over a selected lookback, derives a one-bar change in that momentum series, and scales momentum by its rolling standard deviation. An optional EMA filter restricts long…

MomentumTekniska indikatorerTrendföljningRiskhantering
Strategy library

This algorithm example explains how to customize security setup in a trading engine. A security initializer runs when a security object is created, making it a place to set properties such as data normalization and to configure security models. The example…

AktierBacktestningOrderutförande
Strategy library

The document shows the opening portion of a three-minute ES strategy script. Its configurable chart studies include short and long exponential moving averages, a linear-regression mean-reversion channel, VWAP, an initial-balance display, Keltner channels,…

TerminerTekniska indikatorerMedelvärdesåtergångUtbrott
Strategy library

This intraday strategy combines a 15-minute trend check with a bullish engulfing pattern on a 1-minute chart. A rising 15-minute close series supplies the directional filter; the pattern triggers a long entry. The method also excludes specified periods near…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

The document outlines a moving-average approach using 20-, 60-, and 120-period simple averages to classify aligned trends. It describes entering long when the shorter average crosses above the medium average and short when it crosses below, with the…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

This strategy trades breakouts beyond the Bollinger Bands, using RSI thresholds to filter entries. It goes long when price crosses above the upper band with RSI between 60 and 70, and short when price crosses below the lower band with RSI between 35 and 40.…

TerminerKryptoMomentumUtbrott
Strategy library

The described method combines an EMA direction filter with engulfing-candle entries, round-number levels, and London or New York trading sessions. Long signals are intended to require a bullish engulfing pattern above the EMA; short signals use a bearish…

TerminerTrendföljningUtbrottTekniska indikatorer
Strategy library

This long-only strategy scores potential volatility breakouts using volume relative to its average, the daily price change, alignment between short and medium EMAs, price above the short EMA, Bollinger Band width, and five-bar momentum. A trade can open when…

AktierUtbrottMomentumVolatilitet
Strategy library

This strategy combines a fast moving average crossing a first slow average with price position relative to a second slow average. A positive MACD histogram confirms long entries, while a negative histogram confirms shorts. The code offers several moving…

TerminerTrendföljningMomentumTekniska indikatorer
Strategy library

This two-sided trend strategy gauges direction from the slope angles of a Jurik moving average and an EMA, with angles normalized by ATR. It also calculates a rate of change over a configurable recent window and smooths that measure; the stated logic uses…

TerminerTrendföljningMomentumTekniska indikatorer
Strategy library

This strategy combines fast and slow EMA crossovers with Fibonacci retracement levels calculated from the recent high and low over a configurable lookback. A confirmed upward crossover triggers a long entry and a downward crossover triggers a short entry.…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

This educational example combines the Awesome Oscillator (AO), a smoothed stochastic oscillator, and RSI to define contrarian entry conditions. It enters long when stochastic is below 20 and RSI below 30 while AO is rising; it enters short when stochastic is…

Tekniska indikatorerMedelvärdesåtergångMomentumVolatilitet
Strategy library

This document describes an execution tool for BTCUSDT perpetual futures that receives trade instructions and submits them through an exchange API. Its Python logic reads account balance, leverage, price, and current long and short positions, then scales the…

KryptoTerminerPerpetuella terminskontraktOrderutförande
Strategy library

This strategy combines moving-average crossovers with momentum and trend-strength filters. A 20-period average crossing above or below a 50-period average sets the direction; a 14-period RSI must agree by being above or below 50, and a 14-period ADX must…

TerminerTrendföljningMomentumTekniska indikatorer
Strategy library

This strategy adapts the RSI lookback according to the rolling correlation between price and a momentum series. It maps the correlation into a configurable minimum-to-maximum period range: stronger positive correlation leads to a shorter RSI period, while…

TerminerMomentumMedelvärdesåtergångTekniska indikatorer
Strategy library

This strategy trades closing-price crossovers of a rolling VWAP, using RSI thresholds to qualify entries and exits. A move above VWAP can open a long when RSI is above its oversold threshold; a move below VWAP can open a short when RSI is below its…

TerminerUtbrottTekniska indikatorerBacktestning
Strategy library

This strategy combines fast and slow EMA crossovers with trend checks from 5-minute and 15-minute simple moving averages. It calculates rolling swing highs and lows over 50 bars and supply and demand reference levels over 20 bars. Entries require an EMA…

TerminerTekniska indikatorerUtbrottRiskhantering
Strategy library

This Pine strategy uses two Supertrend indicators with the same ATR lookback but different multipliers to identify directional changes. It signals a long when both indicators point upward and at least one has just changed direction; the short condition…

TrendföljningTekniska indikatorerVolatilitetOrderutförande