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Kunskapsbibliotek

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 dual-factor strategy combines a short-term reversal signal from the Stochastic oscillator with a longer-term directional filter from the Relative Volatility Index (RVI). The description calls for a long when prices rise for two consecutive days while…

TerminerMedelvärdesåtergångTrendföljningTekniska indikatorer
Strategy library

This strategy seeks long entries near lows in oscillating markets by combining rate of change with momentum and trend indicators. The described signals include falling ROC with oversold RSI and Stochastic RSI, MACD divergence, and a falling volatility…

Tekniska indikatorerMedelvärdesåtergångMomentumRiskhantering
Strategy library

The document explains MACD as the difference between a fast and slow moving average, with a smoothed signal line used to interpret changes in momentum. Its narrative describes buying when MACD crosses above the signal line and selling when it crosses below.…

TerminerMomentumTekniska indikatorerBacktestning
Strategy library

This strategy pairs a SuperTrend direction signal, using a 28-period ATR and 5.0 multiplier, with Gann Square of Nine levels for target placement. It describes taking profits in three portions at stated risk multiples of 1.7, 2.5, and 3.0, then moving stop…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

The strategy identifies a bullish order block as a down candle followed by a run of up candles, and a bearish block as an up candle followed by a run of down candles. A signal also requires the move from the block to the confirmation candles to exceed a…

UtbrottMomentumTekniska indikatorerTerminer
Strategy library

This strategy uses a short and long exponential moving average crossover to signal long or short trades. An Average Daily Range filter blocks entries when measured range is below a chosen threshold. It also restricts trading to a daily time window and sets…

TrendföljningTekniska indikatorerVolatilitetRiskhantering
Strategy library

This strategy uses Chande-Kroll stop bands, calculated from recent highs and lows adjusted by ATR, to define entry and exit levels. A long position begins when the close crosses above the lower stop band while also trading above a simple moving average. It…

TrendföljningTekniska indikatorerVolatilitetPositionsstorlek
Strategy library

This strategy uses Friday’s daily close as a reference for weekend trading in Bitcoin futures. On Saturday or Sunday, it opens a short if price rises above the reference by the stated threshold, or a long if price falls below it. The source also describes…

TerminerKryptoMedelvärdesåtergångBacktestning
Strategy library

This strategy combines candlestick reversal patterns with the Stochastic Oscillator to seek turning points in overbought and oversold conditions. It describes bullish patterns such as hammers and engulfing formations, and bearish patterns such as shooting…

Tekniska indikatorerMedelvärdesåtergångVolatilitetRiskhantering
Strategy library

This execution method divides a large spot-market purchase into smaller buy orders. The trader sets a total budget, an average child-order size, a size variation, a price depth below the best bid, and a maximum purchase price. After a child order fills, the…

OrderutförandeSpotmarknaderMarknadsmikrostrukturRiskhantering
Strategy library

The document presents a Pine Script backtest for scalping E-mini and Micro E-mini Nasdaq futures. Its visible settings describe several entry paths, including opening range breakouts, fair value gaps, market structure breaks, liquidity sweeps, and…

TerminerBacktestningUtbrottTekniska indikatorer
Strategy library

This strategy derives long and short signals from the Average Directional Index and the positive and negative directional indicators. It calculates directional movement and true range, smooths these series, then compares each directional indicator with ADX.…

TerminerTekniska indikatorerTrendföljningRiskhantering
Strategy library

The document describes a breakout strategy that uses Bollinger Bands calculated from a moving average and closing-price standard deviation. A close crossing above the upper band prompts a long position in MCL and a short position in YG; a cross below the…

ParhandelUtbrottTekniska indikatorerPositionsstorlek
Strategy library

This strategy seeks long entries after price breaks above the upper Bollinger Band, with price above Parabolic SAR and an exponential moving average. It also requires ATR to exceed its own long-term average, filtering out quieter conditions. Positions are…

TerminerTrendföljningUtbrottTekniska indikatorer
Strategy library

This reversal strategy combines a stochastic-based signal with MACD direction. It describes stochastic readings below 20 as oversold and above 80 as overbought, while MACD crossings of its signal line indicate direction. Positions are taken when the two…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This strategy compares each candlestick's body size with an exponentially smoothed average over 30 bars. It opens long after a bearish candle whose body exceeds that average, and short after an oversized bullish candle. An open position is closed when a…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This example demonstrates a daily equity universe selection process using fundamental data. It filters for securities with available fundamental data and a price above $1, sorts the remaining names by daily dollar volume, then ranks them by P/E ratio and…

AktierFaktorinvesteringPortföljkonstruktionOrderutförande
Strategy library

This trend-following method compares fast and slow Elastic Volume Weighted Moving Averages (EVWMAs). Each line updates using closing price weighted by current volume, with its effective volume period based on the sum of recent bars. The published settings…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This experimental strategy uses a sharp price move as a possible reversal signal. It describes entering long after a drop greater than $5, then placing small countertrend orders at specified price offsets and a trailing limit order. The short-side setup…

KryptoTerminerMedelvärdesåtergångRiskhantering
Strategy library

This intraday strategy combines pivot levels, liquidity-sweep conditions, market-structure shifts, and fair value gap checks. It looks for long or short entries during specified London or New York session windows. A bullish setup requires price to sweep…

TerminerRåvarorUtbrottTekniska indikatorer
Strategy library

This strategy uses a 20-period exponential moving average and a 20-period simple moving average to generate directional entries. It goes long when the EMA crosses above the SMA and the close is above the EMA; it goes short when the EMA crosses below the SMA…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This directional strategy combines MACD crossovers with an 18-period EMA filter. It opens a long position when MACD crosses above its signal line while price closes above the EMA, and a short when MACD crosses below while price closes below it. It permits…

MomentumTrendföljningTekniska indikatorerRiskhantering
Strategy library

This long-only trend-following strategy enters when a fast EMA crosses above a slow EMA. Its default averages are 5 and 200 periods, with a 14-period ATR used to set a stop below the current close. The stop distance is two ATR by default, while a fixed…

SpotmarknaderTrendföljningTekniska indikatorerVolatilitet
Strategy library

This strategy suite combines Ichimoku components, a 14-period RSI, a 20-period volume-weighted moving average, and ATR-based exits. It offers four selectable variants: trend following, VWMA bounce, RSI-divergence reversal, and a flat-line breakout approach.…

Tekniska indikatorerTrendföljningMedelvärdesåtergångVolatilitet