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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 strategy builds a Traders Dynamic Index from a 13-period RSI, a 34-period RSI average, and bands offset by 1.6185 times the RSI standard deviation. It also compares fast and slow RSI averages and retrieves these measures on a higher signal timeframe. The…

MedelvärdesåtergångTekniska indikatorerMomentumTerminer
Strategy library

This script uses a fast and a slow exponential moving average to define trend changes. A cross of the fast average above the slow one signals a bullish regime; a cross below signals a bearish regime. Users can choose long-only, short-only, or both…

Tekniska indikatorerTrendföljningMomentumAktier
Strategy library

This strategy uses SuperTrend bands, built from an ATR measure and multiplier, to detect changes in trend direction. A move above the upper band marks a bullish reversal and one below the lower band marks a bearish reversal. A moving average filter requires…

Tekniska indikatorerTrendföljningUtbrottVolatilitet
Strategy library

This simple breakout strategy compares the current high with the highest high over a fixed lookback window. A new high opens a position when none is open; the direction can be switched from long to short with a reverse setting. Positions are closed when the…

UtbrottTrendföljningTerminerBacktestning
Strategy library

This strategy pairs breaks of recent highs or lows, described as liquidity sweeps, with a simple moving average trend filter. A close above the average defines an uptrend and a close below it defines a downtrend; the rules enter long on a recent-high break…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
Strategy library

This strategy looks for potential breakouts after volatility contracts. It measures volatility with Bollinger Band width and ATR divided by the closing price, then compares each measure with a threshold interpolated between its rolling minimum and maximum. A…

Tekniska indikatorerVolatilitetUtbrottTerminer
Strategy library

This strategy turns a collection of moving averages and oscillators into a market rating for long or short trades. Average ratings compare price with several averages, while oscillator rules contribute additional directional scores; these components can be…

Tekniska indikatorerStatistikRiskhanteringKrypto
Strategy library

This strategy combines moving-average comparisons with oscillator readings to form an aggregate directional rating. Its inputs can use moving averages, oscillators, or both, and the document describes strong and weaker signal bands. It proposes entering long…

Tekniska indikatorerStatistikRiskhanteringKrypto
Strategy library

This futures research example starts with a long-only trend rule: it holds a position when the rate of change of a linearly weighted moving average is positive and exits when it turns negative. It compares broad parameter optimization with optimization…

TerminerTrendföljningBacktestningStatistik
Strategy library

This strategy uses a crossover between two configurable moving averages to generate directional entries. The trader can choose each average’s type, length, and price input from several options. A cross above the slower average triggers a long entry, while a…

Tekniska indikatorerTrendföljningKryptoTerminer
Strategy library

The visible portion describes a self-contained TradingView strategy that combines market regime, price structure, pressure, auction behavior, and probabilistic continuation. It uses configurable fast, medium, and slow exponential averages, ATR, regime and…

Tekniska indikatorerTrendföljningRiskhanteringOrderutförande
Strategy library

This proposed long strategy combines a 13-period RSI and its average with a sequence of three higher highs. An entry requires RSI to be above its average and rising across recent readings, alongside the higher-high pattern. The description presents 21-, 55-,…

Tekniska indikatorerTrendföljningMomentumPositionsstorlek
Strategy library

This strategy combines a price-and-stochastic reversal signal with a counter for consecutive rising bars. It is intended to trade only when both components agree, using customizable stochastic and bar-count settings. The document describes long and short…

KryptoTerminerTekniska indikatorerMedelvärdesåtergång
Strategy library

This example demonstrates how to request historical data in QuantConnect and work with the resulting pandas DataFrames. It covers equity, forex, option, custom Quandl, and universe history, with examples of duration-based and count-based requests. A custom…

StatistikTekniska indikatorer
Strategy library

This intraday strategy looks for pullbacks within a short-term EMA trend. Long setups require the fast EMA to be above the slow EMA, price to reclaim the fast EMA after touching or dipping below it, RSI to cross above its trigger, and volume to exceed its…

AktierTrendföljningMomentumTekniska indikatorer
Strategy library

This crypto strategy combines RSI threshold crossings with a ZigZag-style reversal signal based on a minimum percentage move. Its description presents the method as a way to identify turning points and take positions in the opposite direction of the…

KryptoTerminerTrendföljningMedelvärdesåtergång
Strategy library

QuantumGridAllocator is a Hummingbot controller that manages grid executors across configured crypto assets. It calculates the portfolio’s actual and target allocations, treating the quote asset as the unallocated remainder, and validates that configured…

KryptoRutnäthandelPortföljkonstruktionOrderutförande
Strategy library

This two-timeframe strategy uses daily exponential moving averages to classify the broader trend and hourly averages to generate crossover entries. It also permits entries after a large single-bar move aligned with the daily trend, and places stops at recent…

TrendföljningUtbrottTekniska indikatorerRiskhantering
Strategy library

This strategy uses a Bollinger Band middle line, calculated as a moving average, as a crossover trigger. It opens a long when price crosses upward through the middle line and a short when it crosses downward, provided there is no open position. Exits are…

KryptoTerminerMedelvärdesåtergångMomentum
Strategy library

The script describes a long-only strategy driven by the rolling Sharpe ratio of excess returns. It enters when the ratio falls below a low threshold, then sells when the ratio rises above a higher threshold or when the maximum holding period is reached.…

MedelvärdesåtergångStatistikRiskhanteringBacktestning
Strategy library

This intraday breakout approach records the high and low during a morning session from 9:00 to 9:15. It proposes going long after a close above the session high with RSI above an overbought threshold, or short after a close below the session low with RSI…

KryptoTerminerUtbrottTekniska indikatorer
Strategy library

This long-only trend-following system averages price momentum across four lookback periods, spanning three to twelve months. It admits a long position when the composite score crosses above its threshold while annualized volatility remains below a set limit,…

TrendföljningMomentumVolatilitetRiskhantering
Strategy library

This long-only mean-reversion strategy combines RSI with Bollinger Bands. It enters when RSI is below its oversold limit and price falls beneath the lower band; the stated exit is when price rises above the middle band. The description frames the band…

MedelvärdesåtergångTekniska indikatorerRiskhanteringBacktestning
Strategy library

The strategy plots a 20-period simple moving average and a 21-period exponential moving average, filling the space between them as a visual aid. It enters long when closing price crosses above the SMA and enters short when price crosses below the EMA.…

TrendföljningTekniska indikatorerTerminerKrypto