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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 long-only strategy combines simple moving averages with the Relative Strength Index. It opens a long position when the closing price crosses above a slower SMA. It exits when RSI crosses below 70 or rises above 75, or when price crosses below either a…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy uses Ichimoku Span B as a trend and support or resistance reference. Span B is calculated from the midpoint of the highest high and lowest low over a lookback period. The strategy buys when the close is above the line and sells short when it is…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy uses crossovers between moving averages of opening and closing prices to generate long and short signals. When the smoothed close series crosses above the smoothed open series, it enters long; a downward cross exits a long or can open a short,…

KryptoTrendföljningTekniska indikatorerRiskhantering
Strategy library

This code example shows how to attach a pricing model to an equity option subscription in a trading algorithm. It adds an option chain for a named underlying, applies an initial expiration and strike filter, then selects a finite-difference Crank–Nicolson…

OptionerPrissättning av derivat
Strategy library

This strategy pairs a rolling high-low breakout rule with a two-line trend oscillator. A close above the prior rolling high supplies a long signal when the oscillator is bullish; a close below the prior rolling low combines with a bearish oscillator reading…

UtbrottTrendföljningTekniska indikatorerRiskhantering
Strategy library

This breakout system combines Bollinger Bands with an RSI momentum check and an exponential moving average trend filter. A long setup requires price above the upper band, RSI above its midpoint, price above the trend EMA, and—when enabled—volume above its…

UtbrottMomentumTekniska indikatorerRiskhantering
Strategy library

This strategy uses eight Ichimoku-related conditions to assess direction: price relationships to displaced price and the conversion line, conversion versus base line, and the relative recency of several bullish and bearish crossovers involving the lagging…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
Strategy library

This strategy defines a trading box from recent daily price extremes and enters when the daily close crosses beyond its boundaries. A close above the top box triggers a long entry, while a close below the bottom box triggers a short entry. The box length is…

UtbrottTrendföljningTekniska indikatorerTerminer
Strategy library

This indicator combines HalfTrend reversal arrows with a Hull Estimate moving average (HEMA) and a simple moving average (SMA) to define directional entry signals. A long signal requires HEMA above SMA, a bullish HalfTrend turn, and the candle body above…

Tekniska indikatorerTrendföljningMomentumTerminer
Strategy library

The document presents a short-term mean-reversion idea: treat prices well above or below a moving average as potential extremes, using standard deviation and Bollinger Band concepts as context. It proposes buying below a lower boundary and selling above an…

MedelvärdesåtergångTekniska indikatorerRiskhanteringBacktestning
Strategy library

This strategy looks for a two-candle Harami reversal after the first candle reaches an outer Bollinger Band. A bullish setup requires the first candle to touch or cross the lower band and close down, followed by a current candle whose body sits within the…

Tekniska indikatorerMedelvärdesåtergångRiskhanteringBacktestning
Strategy library

This strategy uses a 200-day simple moving average as a trend filter and adds separate entry and exit buffers. It enters a long position when the reference price rises above the moving average by the stated entry margin, and exits below it by the smaller…

AktierTrendföljningUtbrottTekniska indikatorer
Strategy library

This example trades a spread between continuous Light Sweet Crude Oil and RBOB Gasoline futures. It estimates a return relationship by regressing crude returns on gasoline returns over a rolling history, then measures the recent spread against its mean and…

TerminerRåvarorParhandelMedelvärdesåtergång
Strategy library

This strategy estimates preferred trading hours from cumulative rate-of-change observations, using a user-selected time zone and price source. It computes an indicator-weighted average hour for long signals and a separate average based on reciprocal ROC…

TerminerKryptoTekniska indikatorerBacktestning
Strategy library

This intraday system combines Heikin-Ashi candle direction and shadow conditions with price relative to VWAP. It enters long when a green candle has no lower shadow and the close is above VWAP; it enters short when a red candle has no upper shadow and the…

Tekniska indikatorerOrderutförandeRiskhanteringBacktestning
Strategy library

This strategy derives a bounded momentum measure from price changes and smooths it with a weighted moving average (WMA). The described calculation compares net price change over a lookback with average absolute daily movement, scaling the result to a range…

MomentumTekniska indikatorerTerminerKrypto
Strategy library

This document describes a configurable Donchian channel system for long and short trading, aimed especially at volatile cryptocurrency markets. It calculates recent highs and lows for channel boundaries and uses separate lookback periods for entries and…

TrendföljningUtbrottTekniska indikatorerRiskhantering
Strategy library

This indicator pairs an adaptive Jurik Moving Average (JMA) with upper and lower bands spaced by a multiple of average true range (ATR). Its rationale is that an asset reaching an extreme may react in the opposite direction, regardless of the prevailing…

Tekniska indikatorerMedelvärdesåtergångVolatilitetTerminer
Strategy library

The available portion describes an ETH trading strategy that combines pivot-derived order block levels with fair value gap zones. It looks for price to move through a stored level and close back across it, or for price to revisit a recent gap while meeting…

KryptoTekniska indikatorerRiskhanteringPositionsstorlek
Strategy library

This long-only strategy uses a 50-period and 200-period EMA crossover on daily SPY data. It permits entries for a configurable number of bars after a bullish crossover, provided the fast EMA remains above the slow EMA and the separation and slow-EMA slope…

AktierAmerikanska marknaderTrendföljningTekniska indikatorer
Strategy library

This script repeatedly places a limit order a chosen percentage away from the latest ETH/USDC price on Hyperliquid futures. In buy mode, it targets a price below the market; in sell mode, it targets one above. After placing the order, it waits for a set…

KryptoTerminerOrderutförandeMarknadsmikrostruktur
Strategy library

This strategy combines three EMAs, RSI, and the MACD histogram to generate long and short signals from price data. It calculates the indicators using an average of the high, low, and close prices, then requires an EMA crossover, price alignment with a slower…

KryptoTerminerTekniska indikatorerRiskhantering
Strategy library

This grid strategy places limit orders above and below the current market price, opening short positions on the upper side and long positions on the lower side according to the selected grid mode. It tracks open position amounts and combined unrealized…

RutnäthandelTerminerPerpetuella terminskontraktRiskhantering
Strategy library

This short-term breakout strategy combines price breaks of recent highs or lows with trend and momentum filters. It uses fast and slow exponential moving averages for trend direction, a simple moving average as a price filter, and RSI to avoid entries at…

UtbrottTekniska indikatorerHögfrekvenshandelRiskhantering