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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 system combines trend following with an oversold short setup. It uses 100- and 500-period moving averages to frame the market direction, with optional RSI, ADX, and ATR filters for long entries. Shorts require price below both averages and the lower…

TrendföljningMedelvärdesåtergångTekniska indikatorerRiskhantering
Strategy library

This script builds standardized measures from ratios involving the VIX and VVIX, the MOVE index and inverse VIX, and oil prices and oil volatility. Each ratio is compared with its rolling mean and standard deviation to produce a z-score. Configurable display…

VolatilitetStatistikTekniska indikatorerRåvaror
Strategy library

The Multi-Bar Direction strategy estimates how often consecutive candlesticks move in the same direction, using configurable runs of two to seven bars. It treats a continuation probability below 50% for a selected run length as a potential reversal…

StatistikMedelvärdesåtergångTekniska indikatorerBacktestning
Strategy library

This strategy, inspired by Linda Bradford Raschke’s work on US Treasury note futures, uses a five-day simple moving average to define trend direction. It watches for price to remain on the opposite side of the average for more than eight days, then enters…

TerminerRäntebärande värdepapperTrendföljningTekniska indikatorer
Strategy library

This script adapts the CM Sling Shot System around a fast and a slow EMA, with default lengths of 38 and 62. The EMA ordering indicates the prevailing direction: a fast EMA above the slow EMA marks an uptrend, while the reverse marks a downtrend. Aggressive…

Tekniska indikatorerTrendföljningMomentum
Strategy library

This excerpt describes a five-minute MNQ futures strategy that combines EMA trend direction with pullback entries. It classifies trend using a fast EMA and a slower EMA, then looks for price to touch or cross the fast average and close back on the trend…

TerminerTrendföljningUtbrottTekniska indikatorer
Strategy library

This strategy uses a fast and slow EMA crossover to set direction, then filters entries by RSI ranges intended to avoid extreme readings. It describes long signals when the fast EMA crosses above the slow EMA with RSI between 40 and 70, and short signals on…

TerminerTrendföljningMomentumTekniska indikatorer
Strategy library

The visible portion of this strategy source outlines a market-regime and signal-confluence framework. It exposes an ADX threshold for trend classification and an ATR ratio threshold for identifying higher volatility. Trend context can draw on a…

Tekniska indikatorerTrendföljningVolatilitetRiskhantering
Strategy library

This strategy looks for three consecutive completed bars closing outside a 20-period Bollinger Band. A Vortex filter must also indicate directional strength, and RSI must be in an extreme zone: the source pairs upper-band breaks with an overbought reading…

KryptoTerminerUtbrottMedelvärdesåtergång
Strategy library

This long-and-short strategy combines a WaveTrend signal with a longer-term EMA trend filter, a shorter-term EMA pullback or reclaim, and a custom money-flow measure. For a long, price must be above the longer EMA, the WaveTrend conditions must align, the…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy turns price swings into geometric pattern rules. It looks for primary moves and smaller corrections whose heights match user-defined percentage targets, then checks pattern width and trend direction. Bullish and bearish versions cover both…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
Strategy library

This strategy separates true range into upward and downward components according to whether the close rose or fell. It computes weighted moving averages of those components over fast and slow periods, then smooths their difference to form a trend indicator.…

TerminerTrendföljningVolatilitetTekniska indikatorer
Strategy library

This long-only approach seeks sustained upward moves in Bitcoin and Ethereum using a set of trend filters. It calculates a 20-period EMA and 100- and 200-period simple moving averages, then checks whether those averages are rising and whether price and the…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This example outlines a continuous-futures algorithm using a daily S&P 500 E-mini series. It selects backward-ratio price normalization and open-interest contract mapping, then uses a 20-period EMA comparison with price to choose a long or short position in…

TerminerTrendföljningTekniska indikatorerOrderutförande
Strategy library

This NQ futures strategy seeks reversals after unusually high-volume, wide-range bars. It places symmetric limit orders just beyond the reaction bar’s high and low, aiming to enter when price snaps back toward the bar’s middle. The first order filled takes…

TerminerMedelvärdesåtergångVolatilitetOrderutförande
Strategy library

This trend-following method builds a channel from 34-period exponential moving averages of the high and low. It enters long when the closing price crosses above the upper EMA and short when it crosses below the lower EMA. The text describes fixed-point…

TerminerTrendföljningMomentumUtbrott
Strategy library

This strategy combines a range filter with a long-term exponential moving average to time long and short entries. The range filter adapts to recent price movement: it smooths changes in range, then moves its central level only when price clears a calculated…

TerminerTrendföljningUtbrottTekniska indikatorer
Strategy library

This strategy looks for a short entry on a five-minute chart after a specific sweep near the current day’s high. The preceding candle must be bullish and have reached the running daily high. The current candle must trade above that preceding high, then close…

KryptoTerminerUtbrottTekniska indikatorer
Strategy library

This strategy uses a Parabolic SAR variant to identify possible trend reversals and trade in both directions. Its indicator tracks an extreme price and a trigger level: as the trend develops, a break through the trigger is treated as a reversal signal. The…

KryptoTerminerTrendföljningMedelvärdesåtergång
Strategy library

This document describes a Binance spot grid strategy that places buy and sell orders around the market and adds profit-taking and stop mechanisms. Grid spacing and trade size are configurable. After a fill, it tracks the position and average price, cancels…

KryptoSpotmarknaderRutnäthandelRiskhantering
Strategy library

This trend-following system uses three simple moving averages with periods of one, two, and four. It enters long when the one- and two-period averages both cross above the four-period average on the same bar. When both cross below it, the system closes the…

KryptoSpotmarknaderTrendföljningTekniska indikatorer
Strategy library

This document presents a configurable moving-average crossover strategy that adds filters for volatility, momentum, and trading time. It offers EMA, SMA, WMA, or HMA averages with adjustable fast and slow lengths. The visible volatility rule permits signals…

TerminerTrendföljningVolatilitetMomentum
Strategy library

This Bitcoin scalping approach uses a fast and slow simple moving average on a stated five-minute timeframe. A bullish crossover can trigger a long entry when a qualifying candle pattern is present; the prose specifies a hammer or marubozu, while the code…

KryptoTerminerTekniska indikatorerRiskhantering
Strategy library

This Bitcoin daily strategy combines MACD, RSI, Stoch RSI, and a moving average to form long and short signals. The described long condition pairs low Stoch RSI with either a MACD threshold cross or an RSI threshold cross. The described short condition…

KryptoTerminerMomentumTekniska indikatorer