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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 Bybit perpetual-futures strategy uses fast and slow moving averages, closing prices, and recent candle direction to manage a single long or short position. A long setup requires the close to be above both averages and the fast average to be rising; the…

KryptoPerpetuella terminskontraktTrendföljningPositionsstorlek
Strategy library

This script builds a price filter from two smoothed ranges calculated over separate lookback periods and multipliers. It averages those ranges, then adjusts a persistent filter so that it moves with price while limiting smaller fluctuations. Counters track…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
Strategy library

This strategy enters long when the close breaks above the prior 20-day high and the faster moving average is above the slower one. The document describes 8- and 32-day exponential averages, while the supplied code actually calculates simple moving averages.…

UtbrottTrendföljningTekniska indikatorerRiskhantering
Strategy library

This strategy pairs ADX trend-strength filtering with Stochastic Oscillator crossovers. It calculates ADX from directional movement and true range using Wilder smoothing, then smooths the Stochastic %K and %D lines. A long entry occurs when ADX exceeds its…

Tekniska indikatorerTrendföljningMedelvärdesåtergångRiskhantering
Strategy library

This strategy combines confirmed pivot highs and lows with RSI thresholds to seek reversal entries near support and resistance. It identifies pivots using bars on both sides of a candidate price, retains the latest levels, and submits stop entries just…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

The algorithm selects weekly SPX index options with near-term expirations and a bounded range of strikes. It waits until the portfolio is flat, chooses the closest expiry, then sorts calls and puts by strike and constructs a four-leg position from the outer…

OptionerAmerikanska marknaderVolatilitetOrderutförande
Strategy library

This document presents a MACD-style trend strategy that calculates fast and slow double exponential moving averages (DEMA) from price. Their difference forms the MACD line, and a DEMA-smoothed version of that line serves as the signal line. A bullish…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy combines MACD momentum with the Directional Movement Index (DMI) to time short entries during declining crypto markets. It enters when the MACD histogram turns bearish and negative directional movement exceeds positive movement. The described…

KryptoTerminerMomentumTekniska indikatorer
Strategy library

This strategy combines Bollinger Band breakouts with RSI, volume, VWAP, and an ATR volatility filter to generate directional options signals. A call signal requires an upward close crossover of the upper band, strong RSI, a volume spike, price above VWAP,…

OptionerTerminerUtbrottTekniska indikatorer
Strategy library

This document describes a crypto trend strategy using volume-weighted moving averages (VWMAs) with RSI as a signal filter. It compares 20-, 50-, and 100-period averages: an aligned rising order combined with RSI below 50 signals a long entry, while the…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This mean-reversion strategy looks for long entries when the selected price source closes below the lower Bollinger Band while RSI is below 30. It exits when RSI rises above 70, or through a take-profit or stop-loss order based on a fixed percentage of the…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This trend-following strategy applies Dow Theory structure by detecting confirmed pivot highs and lows, then comparing successive turning points. It identifies an uptrend when both the latest high and low exceed their predecessors, and a downtrend when both…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy pairs a 14-period RSI with the 61.8% Fibonacci level of the daily price range to generate EUR/USD signals on a five-minute chart. It buys when RSI crosses above the oversold threshold and price closes above the calculated level; it sells when…

ValutahandelTekniska indikatorerMedelvärdesåtergångRiskhantering
Strategy library

This strategy combines two MACD indicators with different lookback periods to confirm directional momentum. It enters long when both MACD lines are above their signal lines and short when both are below, closing the opposing position when direction changes.…

KryptoTrendföljningMomentumTekniska indikatorer
Strategy library

This trend-following strategy uses Bollinger Band breakouts to establish direction and an ATR-adjusted trailing line to generate reversals. A close above the upper band sets a positive signal; a close below the lower band sets a negative signal. With the…

TerminerTrendföljningVolatilitetTekniska indikatorer
Strategy library

This rules-based strategy combines a MACD crossover with RSI and Bollinger Band conditions. It opens a long position when MACD crosses above its signal line, RSI is below 50, and the close is below the Bollinger middle band. It closes the position when RSI…

TerminerTekniska indikatorerMomentumRiskhantering
Strategy library

This strategy combines confirmed pivot highs and lows with SuperTrend direction to set breakout entries. A pivot high can arm a long stop entry just above that level when SuperTrend indicates an uptrend; a pivot low can arm a short stop entry just below the…

TerminerUtbrottTrendföljningTekniska indikatorer
Strategy library

This strategy uses three exponential moving averages to classify market direction and switch between long and short exposure. It defines an uptrend when the 10- and 20-period EMAs are above the long EMA, and a downtrend when both are below it. The article…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

This tutorial demonstrates how a trading algorithm can request historical data by calendar duration, bar count, date interval, symbol, and resolution. It shows requests for both standard equity bars and custom data, and compares results when fill-forward and…

AktierBacktestningTekniska indikatorer
Strategy library

This long-only strategy combines a fast EMA and slower SMA crossover with MACD and a Stochastic RSI style oscillator, while requiring price to remain inside Bollinger Bands and above a long-term moving average. At least two of the listed signal checks must…

MomentumUtbrottTekniska indikatorerRiskhantering
Strategy library

The strategy constructs a Bear Power value from current and prior candle prices, including the open, close, high, and low. Its piecewise calculation adjusts for whether the current and previous candles closed above or below their opens. It then compares the…

Tekniska indikatorerMedelvärdesåtergångTerminerBacktestning
Strategy library

This strategy combines QQE Mod, SSL Hybrid, and Waddah Attar Explosion signals to trade breakouts. QQE is used to detect potential reversals, SSL to identify channel breaks, and Waddah Attar to confirm that breakout momentum is strong. A long entry requires…

UtbrottMomentumTekniska indikatorerRiskhantering
Strategy library

This document demonstrates basic interaction with Deribit options through a test environment. It selects a BTC put contract, clears existing orders, and retrieves account, ticker, order book, trade, candle, and position data. It then places a limit order,…

OptionerOrderutförandeMarknadsmikrostrukturKrypto
Strategy library

This strategy combines RSI, ADX, directional indicators, moving averages, volume, and Fibonacci levels to frame trend and reversal decisions. It describes short- and longer-term averages for trend context, with high-volume crossovers used as potential…

TerminerKryptoMomentumUtbrott