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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

This short-term strategy uses rolling price extremes and a volatility-like distance from a channel midpoint to describe market conditions. In the supplied script, the midpoint is based on the highest and lowest closes over a lookback window, while bands are…

KryptoTerminerUtbrottTrendföljning
Strategy library

This Quantiacs example shows how to tune parameters in a stateful strategy, which processes data day by day and carries prior positions forward. The sample combines moving averages, RSI, candle size, and rate of change to form signals, then applies ATR-based…

AktierTekniska indikatorerBacktestningRiskhantering
Strategy library

The document describes a portfolio strategy for BTC, gold, a US equity index, and crude oil perpetual contracts. It estimates covariance from recent 15-minute log returns with an EWMA scheme, then iteratively assigns weights intended to equalize assets’ risk…

Flera tillgångsslagPortföljkonstruktionVolatilitetRiskhantering
Strategy library

This simple long-only trend-following method uses Donchian Channels to enter on a close above the upper band and to liquidate on a close below the lower band. It calculates the channels from prior candles, excluding the current candle, and requires price to…

TrendföljningUtbrottTekniska indikatorerPositionsstorlek
Strategy library

This long-only screening strategy looks for prices near their rolling 52-week high, unusually high volume relative to a 50-day average, and a price change below a specified limit. The stated defaults place the proximity threshold within 10% of the high and…

AktierUtbrottMomentumTekniska indikatorer
Strategy library

This strategy combines a ladder of exponential moving averages with recent price highs and lows to seek trend changes. A long signal requires price to be above the EMA sequence and to clear several recent highs; a short signal uses the inverse EMA ordering…

KryptoTerminerTrendföljningUtbrott
Strategy library

This trend-following strategy tracks recent highs and lows and enters long when the close crosses above a prior high, or short when it crosses below a prior low. Separate, shorter high-low lookbacks define exit levels: a long closes after a cross below its…

UtbrottTrendföljningTekniska indikatorerBacktestning
Strategy library

This document describes a simple inventory hedge for a small trading platform. A recurring process reads account balances, compares each coin’s current total—including frozen funds—with recently stored balances, and sends trades to offset the change on…

MarknadsgarantverksamhetOrderutförandeRiskhanteringKrypto
Strategy library

This strategy pairs an error-corrected exponential moving average with a standard EMA. It estimates the market’s dominant cycle using cosine or in-phase/quadrature instantaneous frequency methods, then uses those estimates to adjust the fast line’s period.…

Tekniska indikatorerTrendföljningRiskhanteringBacktestning
Strategy library

The document describes a momentum strategy that compares a short-period EMA with a longer-period EMA. An upward crossover is treated as a long signal and a downward crossover as a short signal. Entries are delayed by one bar, so the strategy acts after the…

KryptoTerminerMomentumTrendföljning
Strategy library

This document explains a moving-average trend strategy using a 9-period exponential moving average and a 20-period simple moving average. It enters long when the close is above both averages and short when the close is below both, then closes positions when…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This document describes a Bollinger Band strategy that enters on an upside breakout and reduces exposure in stages as price moves back toward or below the bands. The written method uses a 20-period simple moving average and bands two standard deviations…

KryptoTerminerUtbrottTekniska indikatorer
Strategy library

The document presents a crypto trading system combining Bollinger Bands, RSI, Supertrend, and ATR-based stop and target levels. Its stated entry logic looks for price outside a Bollinger Band with RSI at an extreme, then uses Supertrend as a directional…

KryptoTerminerTekniska indikatorerMaskininlärning
Strategy library

The article presents a multi-indicator trading concept using RSI, Bollinger Bands, volume profile, Fibonacci retracements, ADX, and VWAP to assess momentum, volatility, support and resistance, and trend conditions. Its example buys when RSI crosses back…

KryptoTerminerTekniska indikatorerMedelvärdesåtergång
Strategy library

The P-Signal method applies a Gaussian error function to a normalized statistic built from the simple moving average and standard deviation of price changes. The indicator is smoothed over a lookback window. It opens a long position when P-Signal is below…

KryptoTerminerTekniska indikatorerStatistik
Strategy library

This open-source chart strategy seeks V-shaped bottoms and tops using deviation pivots. A pivot is updated when price moves far enough from the previous pivot, subject to a minimum bar depth. The script tracks recent high and low pivots and their midpoint,…

Tekniska indikatorerUtbrottMedelvärdesåtergångBacktestning
Strategy library

The strategy combines a TRSI oscillator with a Supertrend-style line to generate directional entries. TRSI crossings of overbought or oversold levels establish candidate timing signals, while a trend line built using ATR and recent signal prices is intended…

KryptoTerminerTekniska indikatorerTrendföljning
Strategy library

The article describes a long-only method that compares price with a momentum threshold derived from Heiken Ashi prices across monthly and daily horizons. It calculates returns over selected historical intervals, averages them to smooth some variation, and…

KryptoTerminerMomentumTekniska indikatorer
Strategy library

This document describes a continuously running, single-asset grid bot that monitors the order book and outstanding orders. It proposes selling when the best bid rises sufficiently above a reference derived from existing sell orders or a base price, then…

RutnäthandelOrderutförandeMarknadsmikrostrukturRiskhantering
Strategy library

This long-only strategy looks for a possible reversal after a red candle closes below the lower Bollinger Band, entering on a subsequent green candle. It uses a 20-period moving average by default, allows several average types, and sets the band width to 1.5…

KryptoTerminerTekniska indikatorerRiskhantering
Strategy library

This strategy uses the Price Volume Trend indicator and its 20-period EMA to generate directional signals. PVT accumulates each period's percentage price change weighted by volume; a crossover above its EMA triggers a long entry, and a cross below triggers a…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This futures system switches between separate range and trend modules using a Choppiness Measurement Index (CMI). The code calculates CMI over 30 observations: below 20 it enables the range module and blocks new trend entries; at or above 20 it enables the…

TerminerTrendföljningMedelvärdesåtergångVolatilitet
Strategy library

This trend-following system combines a fast 10-period EMA and slow 20-period EMA crossover with RSI and volume conditions. A long signal requires the fast EMA to cross upward, RSI to exceed 50, and volume to top 1.5 times its 20-period average; a short…

TrendföljningMomentumTekniska indikatorerVolatilitet
Strategy library

This trend-following strategy combines a fast and slow EMA crossover with momentum and volume confirmation. A long signal requires the fast EMA to cross above the slow EMA, RSI to exceed 50, and volume to be more than 1.5 times its moving average. The short…

TrendföljningMomentumTekniska indikatorerRiskhantering