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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 strategy calculates Bollinger Bands from a simple moving average and standard deviation, using a 20-period basis and bands two standard deviations above and below it. It signals a long position when the close falls below the lower band and a short…

Tekniska indikatorerUtbrottVolatilitetStatistik
Strategy library

This strategy describes a long entry when price is below a 200-period simple moving average, while volume and true range are below their respective moving averages. It uses RSI, volume, true range, and the SMA to define market conditions. The stated stop is…

Tekniska indikatorerVolatilitetRiskhanteringTerminer
Strategy library

This trend-following strategy uses the Ichimoku Kijun-sen, calculated as the midpoint of the recent high and low range over a chosen period. A candle opening below and closing above the line triggers a long entry; opening above and closing below triggers a…

Tekniska indikatorerTrendföljningRiskhanteringPositionsstorlek
Strategy library

This strategy pairs fast and slow moving averages with the Commodity Channel Index to seek entries during pullbacks within an indicated trend. When the fast average is above the slow one, it enters long if the prior close was below the fast average, the…

Tekniska indikatorerTrendföljningMomentumRiskhantering
Strategy library

This strategy combines a 123-style reversal rule with a linear regression intercept filter. The reversal component compares recent closes and the relationship between fast and slow Stochastic lines, with a configurable threshold, to produce bullish or…

Tekniska indikatorerMedelvärdesåtergångTrendföljningStatistik
Strategy library

This short-term strategy combines moving averages with the Stochastic oscillator to seek reversals. Its moving average setup uses fast, slow, and very slow averages; the fast and slow averages define crossover direction, while price relative to a 200-period…

Tekniska indikatorerMedelvärdesåtergångTerminerKrypto
Strategy library

This strategy uses pivot-derived Supertrend direction changes as trade triggers, with optional entries on ordinary Supertrend signals as well. EMA ordering can filter direction, while a DEMA level and DEMA angle provide additional trend checks. The default…

ValutahandelKryptoTerminerTrendföljning
Strategy library

This trend-following system combines ATR-based Supertrend direction changes with trend and momentum filters. For long entries, it checks that price is above a short-term EMA and a long-term DEMA, RSI exceeds a threshold, and volume is above its EMA. It also…

TrendföljningMomentumTekniska indikatorerRiskhantering
Strategy library

This long-only strategy uses an SMA or EMA basis with percentage-offset upper and lower envelopes. It begins buying when the low falls below the lower band, subject to a cooldown and conditions tied to the average entry price, last purchase price, and…

KryptoMedelvärdesåtergångPositionsstorlekRiskhantering
Strategy library

This strategy uses ATR-scaled bands around a price source, defaulting to the midpoint of each bar, to define a changing trend state. A close crossing the opposite band changes that state and produces a reversal signal: the strategy enters long after an…

KryptoTerminerTrendföljningVolatilitet
Strategy library

This strategy combines three Supertrend lines, configured with different periods and factors, to generate long entries and exits. It enters long when closing price crosses above any line and closes the position when price crosses below any line. The…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy places stop entries at a distance from the current close based on average true range. It calculates the average of true range over a configurable lookback, multiplies it by a breakout factor, and places potential orders above or below price.…

UtbrottTrendföljningVolatilitetPositionsstorlek
Strategy library

This document describes a multi-factor strategy built around price breaks of liquidity levels, volatility thresholds, and risk controls. It identifies recent highs and lows as potential resistance and support, uses ATR to set breakout and stop distances, and…

UtbrottRiskhanteringTekniska indikatorerTerminer
Strategy library

This strategy looks for unusually high volume in the direction of a simple price trend. It flags a volume spike when current volume exceeds a multiple of its EMA, then uses a 50-period price EMA to classify the trend. A bullish candle above that EMA triggers…

UtbrottTrendföljningTekniska indikatorerVolatilitet
Strategy library

This teaching example describes a simple cross-exchange crypto hedge. It fetches account balances and ticker data from several exchanges, then compares each exchange’s bid with another exchange’s ask. When the spread exceeds a configured threshold, it sells…

KryptoArbitrageOrderutförandeMarknadsmikrostruktur
Strategy library

This strategy uses random decisions to test how a market behaves without signal-based timing. On each bar, a random draw can open a position when flat or close an open position, with configurable entry and exit probabilities. It supports long-only,…

StatistikBacktestningRiskhanteringTerminer
Strategy library

This bidirectional strategy identifies inside bars when a candle's high and low fall within the preceding candle's range. It can require a configurable sequence of inside bars and optionally distinguish complete bullish or bearish patterns. A moving average…

TerminerTekniska indikatorerTrendföljningRiskhantering
Strategy library

This reversal system combines a consecutive-price pattern with a directional reversal point (DRP) calculated from price comparisons across a lookback. A long signal requires a recent low pattern and the DRP crossing upward through zero; a short signal pairs…

Tekniska indikatorerMedelvärdesåtergångRiskhanteringBacktestning
Strategy library

This strategy uses a simple moving average to generate trend-following entries. A close crossing above the average signals a long entry, while a cross below signals a short entry. The script allows both directions, long-only, or short-only operation; in…

TrendföljningTekniska indikatorerPositionsstorlekBacktestning
Strategy library

This controller tracks an asset balance on a spot exchange and compares it with a short position on a perpetual market. It calculates a target hedge by multiplying the spot balance by a configurable hedge ratio, then measures the difference between that…

KryptoSpotmarknaderPerpetuella terminskontraktRiskhantering
Strategy library

This trend-following system combines an AVWAP crossing with a 200-period EMA trend filter, RSI and MACD confirmation, and a volume filter that requires volume to exceed its recent average. It also calculates a midpoint from the highest high and lowest low…

TerminerPerpetuella terminskontraktTrendföljningTekniska indikatorer
Strategy library

This strategy smooths a Variability Channel Index built from fast and slow exponential moving averages normalized by average true range. A simple moving average smooths the index again, and a second average acts as the trigger line. Crossing above the…

TrendföljningTekniska indikatorerRiskhanteringTerminer
Strategy library

This strategy uses Supertrend bands, calculated from average true range and a factor, to identify long entries and exits. The stated entry is a close crossing above the upper band, while a close crossing below the lower band closes the long. It also…

TrendföljningTekniska indikatorerRiskhanteringTerminer
Strategy library

This document describes a simple automated strategy that pairs a three-period moving average with user-defined percentage stop-loss and take-profit levels. It says to enter long when the average crosses above zero and short when it crosses below zero, then…

Tekniska indikatorerRiskhanteringPositionsstorlekTerminer