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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 implements a stateful Parabolic SAR calculation for a long-only approach. It tracks the trend direction, an extreme price point, and an acceleration factor that increases when the trend makes new extremes up to a configured maximum. SAR is…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

This strategy uses a standard Supertrend and a second Supertrend calculated on a higher timeframe to set directional bias. It enters long when both indicators show an uptrend and short when both show a downtrend, with entries triggered when that agreement…

TerminerTrendföljningTekniska indikatorerBacktestning
Strategy library

This strategy uses Bollinger Bands to seek mean-reversion trades. It opens a long when the close crosses back above the lower band and a short when the close crosses below the upper band. The bands use a moving average and a standard-deviation multiplier,…

TerminerMedelvärdesåtergångTekniska indikatorerRiskhantering
Strategy library

This trend-following strategy compares three fast EMAs, with periods of 8, 13, and 21, against a 55-period EMA. It signals long when all three fast averages are above the 55-period average and the close is also above it; the short condition reverses those…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

This Pine Script template combines RSI threshold signals with risk-based position sizing. It enters long when RSI crosses below the oversold level and short when RSI crosses above the overbought level, provided the current position allows that direction. RSI…

Tekniska indikatorerRiskhanteringPositionsstorlek
Strategy library

This strategy combines Ichimoku-style trend conditions with Fibonacci-scaled distances between cloud lines. The described long setup requires price and the lagging span above the cloud, the conversion line above the base line, and price above a stop…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This Pine Script excerpt presents a persistent market-regime state machine labeled as an HMM and stationarity detector. It estimates a Hurst-like value from a chop calculation, then combines that proxy with ADX to identify trending conditions. RSI,…

KryptoTrendföljningStatistikMarknadsmikrostruktur
Strategy library

This strategy uses Ichimoku components to combine a directional trend filter with a faster momentum comparison. It describes long positions when price is above both cloud spans and the conversion line is above the base line, with the reverse conditions for…

KryptoTerminerTrendföljningMomentum
Strategy library

This backtest script calculates the floor pivot point from the previous day’s high, low, and close, then derives the first resistance and support levels. It goes long when the current close rises above first resistance and short when it falls below first…

Tekniska indikatorerUtbrottTerminerBacktestning
Strategy library

This BTC futures strategy combines Bollinger Bands with the Stochastic oscillator to seek entries around price extremes. It describes long entries below the lower band and short entries above the upper band, with Stochastic K and D cross conditions; an…

TerminerKryptoTekniska indikatorerRiskhantering
Strategy library

This strategy combines Heikin Ashi prices, a fast and slow exponential moving average crossover, and an optional MACD filter. A fast average crossing above the slow average triggers a long entry; a downward cross triggers a short. The described filter uses…

Tekniska indikatorerTrendföljningMomentumKrypto
Strategy library

This intraday strategy combines VWAP, 9-period and 20-period EMAs, and recent candle levels to identify pullback reversals in the direction of a trend. Its description suggests use on SPY and QQQ on a five-minute chart, with signals concentrated in the…

AktierAmerikanska marknaderTrendföljningUtbrott
Strategy library

This strategy uses the Ichimoku Conversion Line and Base Line crossovers to signal trades: a cross above opens a long position, while a cross below opens a short position. The indicator also calculates the leading spans that form the cloud and plots the…

TerminerTekniska indikatorerTrendföljningBacktestning
Strategy library

This position-sizing example links trade quantity to account equity. It divides equity by a leverage parameter to derive a benchmark, rounds that benchmark down to a whole number with a minimum of one, then adjusts the quantity in unit steps toward that…

TerminerPositionsstorlekRiskhanteringBacktestning
Strategy library

This long-only approach begins with a fast and slow simple moving average crossover. When the fast average crosses above the slow one, it records a low and sets a buy threshold above that low using a configurable percentage. As subsequent lows fall, the…

TerminerTrendföljningTekniska indikatorerOrderutförande
Strategy library

This indicator combines an ATR-based Supertrend with four simple moving averages. The Supertrend uses a selectable price source, ATR period, multiplier, and ATR calculation method to form trailing upper and lower bands. A change in trend direction generates…

TerminerTekniska indikatorerTrendföljningBacktestning
Strategy library

This strategy applies Bollinger Bands to VWAP and opens a long position when VWAP crosses above its moving average basis while price is at or above a pivot point calculated from the prior period. It sizes the position using a risk-capital setting and a…

TerminerKryptoUtbrottTekniska indikatorer
Strategy library

This strategy combines a smoothed T3 moving average, a medium-term simple moving average, and faster and slower T3 averages to form trend-filtered entries. A long entry is described when the medium-term SMA crosses above the T3 basis while the fast T3 is…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

This long-oriented reversal strategy combines Stochastic RSI, exponential moving average relationships, and a volume-weighted MACD measure. The description says a buy signal may follow a rebound in Stochastic RSI from oversold territory, an upward fast/slow…

TerminerKryptoMedelvärdesåtergångTekniska indikatorer
Strategy library

This long-only strategy uses Bollinger Bands to enter when the close rises above the upper band and exit when it falls below the lower band. The band center is configurable across several moving average types, while the upper and lower bands are set by a…

TerminerKryptoTrendföljningUtbrott
Strategy library

This strategy combines moving averages, MACD, RSI, Stochastic, and VWAP readings to seek aligned directional signals from 15-minute price data. A long requires a fast moving average to cross above a slow one, MACD to exceed its signal line, RSI to be above…

SpotmarknaderTrendföljningMomentumTekniska indikatorer
Strategy library

This strategy combines three indicators as a multi-part entry filter. For a long, QQE MOD must turn blue, SSL Hybrid must be blue with price above its moving-average channel, and Waddah Attar Explosion must be green and above its explosion threshold. Short…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

This strategy looks for an upward break after the prior bar’s high has remained below the five-day exponential moving average. An optional filter requires the current close to exceed the previous close. Long entries are placed at the prior bar’s high; the…

TerminerTrendföljningUtbrottTekniska indikatorer
Strategy library

This strategy uses the relative position of fast and slow simple moving averages to signal long or short positions. Its default periods are 20 and 50. A 14-period ATR multiplied by a configurable factor sets the stop distance, while a chosen fraction of…

TerminerTrendföljningTekniska indikatorerRiskhantering