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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 trend-following strategy calculates 21-period EMAs of high, close, and low prices, plus a second 21-period EMA applied to the close EMA. It generates a long signal when the close EMA crosses above its smoothed version and a short signal when it crosses…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

This prototype scans Binance TradFi perpetual contracts for price shocks associated with the minute-by-minute roll-off of the prior day's price path. It calculates five-minute and thirty-minute shock measures, selects candidate contracts, and submits a…

TerminerPerpetuella terminskontraktOrderutförandeMarknadsmikrostruktur
Strategy library

This BTC/USDT futures strategy uses a short-period RSI for entries and a daily RSI as a trend filter. It opens a long position when the short RSI rises after being below 40 while daily RSI is above 55. If price falls below the first entry price, another long…

TerminerKryptoMedelvärdesåtergångTekniska indikatorer
Strategy library

This long-only strategy combines a 50-period and 200-period EMA trend filter with VWAP and Bollinger Bands. It looks for the faster EMA above the slower EMA, a rising candle closing above VWAP but below the upper band, and a recent dip below the lower band…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

This strategy uses Williams %R threshold crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above its lower threshold while ATR is rising; a short signal occurs when it crosses below its upper threshold…

ValutahandelMedelvärdesåtergångMomentumTekniska indikatorer
Strategy library

This strategy description proposes combining fast and slow exponential moving averages, RSI, volume, and ATR to trade strong breakouts. The source’s actual entry rule requires the close to exceed the previous high and fast EMA, volume to be more than 1.5…

KryptoTerminerTrendföljningMomentum
Strategy library

This long-only daily strategy combines a moving-average trend filter with an ATR-based breakout level, a bullish candle, and above-average volume. Entry requires the 50-day EMA to exceed the 100-day EMA, the close to clear the 10-day EMA plus one ATR, the…

KryptoTerminerTrendföljningUtbrott
Strategy library

This long-only strategy combines daily trend, breakout, candle, and volume conditions. It requires the 50-day EMA to exceed the 100-day EMA, the close to rise above the 10-day EMA plus one ATR, a bullish daily candle, and volume above its 12-day EMA. On…

TrendföljningUtbrottTekniska indikatorerRiskhantering
Strategy library

This strategy compares a volatility index with its 10-day simple moving average and seeks trades after large deviations. A long signal requires the index’s low to remain above the average and its close to be at least 10% higher; a short signal applies the…

VolatilitetMedelvärdesåtergångTekniska indikatorerMarknadssentiment
Strategy library

The strategy uses a 21-period RSI to identify overbought and oversold conditions, then waits a configurable number of bars before entering. Its stated defaults are RSI levels of 60 and 40 and a 15-bar delay. In the normal direction, it shorts after an…

KryptoTerminerTekniska indikatorerRiskhantering
Strategy library

This trend-following system enters when price crosses a Bollinger Band, using RSI and ADX filters to screen for conditions intended to support a breakout. The described setup uses a 20-period band at two standard deviations, a 14-period RSI constrained to a…

Tekniska indikatorerUtbrottTrendföljningVolatilitet
Strategy library

This automated strategy maps four candlestick patterns to directional entries: bullish engulfing and hammer patterns trigger longs, while bearish engulfing and shooting star patterns trigger shorts. The document explains the usual candle shapes and frames…

TerminerTekniska indikatorerMedelvärdesåtergångRiskhantering
Strategy library

The described approach uses a fast and slow moving average to identify direction, then applies RSI thresholds as a momentum filter. A fast average crossing above the slow average permits a long when RSI is above its overbought threshold; a downward cross…

TerminerTrendföljningMomentumTekniska indikatorer
Strategy library

This strategy combines a fast and slow exponential moving average crossover with RSI and MACD checks to identify directional trades. Long entries require the fast average to cross above the slow average, RSI to be above its oversold threshold, and the MACD…

KryptoTrendföljningMomentumTekniska indikatorer
Strategy library

This trend-following method compares 100- and 200-period simple moving averages. A cross above the longer average opens a long position and closes a short; a cross below opens a short and closes a long. The source calculates both averages on a four-hour…

TrendföljningTekniska indikatorerTerminerBacktestning
Strategy library

This method transforms RSI readings into a bounded oscillator and uses threshold crossings to generate trades. It starts with a 14-period RSI, smooths a centered version with a five-period weighted moving average, then applies a hyperbolic tangent mapping. A…

Tekniska indikatorerMedelvärdesåtergångBacktestningTerminer
Strategy library

This strategy seeks reversals when price moves beyond bands around a 255-period exponential moving average. The bands are offset by a multiple of the 100-period ATR, and MACD crossovers provide the timing signal: a bullish crossover beyond the lower band…

Tekniska indikatorerMedelvärdesåtergångVolatilitetRiskhantering
Strategy library

This strategy compares price swing highs and lows with pivots in a weighted moving average to identify regular and hidden bullish or bearish divergences. A bullish signal occurs when price and the average make contrasting lows; bearish signals use…

Tekniska indikatorerMedelvärdesåtergångBacktestningTerminer
Strategy library

This strategy combines pivot-based swing levels, a volume spike filter, and RSI to generate breakout-style entries. It records recent swing highs and lows, compares current volume with its moving average, and uses RSI as an additional condition. The…

UtbrottTekniska indikatorerMarknadsmikrostrukturRiskhantering
Strategy library

This document presents a five-minute scalping strategy built around Williams Fractals, with optional long and short trading. Its visible settings show fractal periods, fast and slow exponential moving averages, and optional filters for the gap between those…

Tekniska indikatorerUtbrottMomentumRiskhantering
Strategy library

This strategy uses RSI threshold crossovers to enter both long and short positions: it buys when RSI crosses up through an oversold level and sells when RSI crosses down through an overbought level. The document describes a Martingale overlay that increases…

Tekniska indikatorerMedelvärdesåtergångPositionsstorlekRiskhantering
Strategy library

This example algorithm trades a bull put spread on weekly SPX index options. It requests minute-resolution index and option data, filters for contracts expiring that day within a specified range of strikes, then selects the nearest expiry and sorts its puts…

OptionerPrissättning av derivatOrderutförandeBacktestning
Strategy library

This strategy applies moving averages to three RSI series with different lookback periods to identify longer-term trend conditions. For each RSI series, it calculates averages over several horizons, then treats a broadly rising configuration as bullish and a…

Tekniska indikatorerTrendföljningKryptoTerminer
Strategy library

This document describes a long-only grid strategy for volatile markets. It divides a price range into evenly spaced levels, opens positions as price falls below grid lines, and closes them as price rises through the next line. Users can set the bounds…

RutnäthandelKryptoTerminerRiskhantering