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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 example schedules a target futures position across a chosen trading window using historical intraday volume patterns. It divides the session into fixed-length time cells, calculates each cell’s share of total session volume for each selected prior…

OrderutförandeMarknadsmikrostrukturTerminerBacktestning
Strategy library

This long-only system combines a volume-weighted moving average with a smoothed RSI variant. It seeks entries when the close is above the VWMA and the smoothed RSI is above its threshold; exits occur when price falls below the average and RSI drops below its…

Tekniska indikatorerMomentumMaskininlärningRiskhantering
Strategy library

This strategy combines Supertrend, which uses price and ATR to track trend direction, with the SSL Channel, built from moving averages of highs and lows. Breaks or crosses in these indicators generate directional signals. In confirmation mode, the system…

TrendföljningTekniska indikatorerVolatilitetRiskhantering
Strategy library

This strategy looks for price deviations from a rolling mean after converting closing prices to logarithms. It uses a rolling mean and standard deviation to form a Z-score, opening long positions when the score falls below a negative threshold and short…

MedelvärdesåtergångStatistikVolatilitetRiskhantering
Strategy library

This trend-following method estimates direction over two lookback periods. For each period, it compares the close with the midpoint of the recent high-low range, then smooths consecutive above- or below-midpoint readings. A long signal occurs when both…

TrendföljningTekniska indikatorerTerminerKrypto
Strategy library

This trend-following approach uses a 200-period simple moving average as its main filter. It looks for price crossings, then confirms signals using RSI thresholds, ADX above 20, and a two-bar delay. The description specifies an ATR-based stop and a fixed 2%…

TrendföljningTekniska indikatorerRiskhanteringBacktestning
Strategy library

This strategy uses a 14-period and a 28-period simple moving average to generate directional signals: an upward crossover indicates a long, while a downward crossover indicates a short. The description specifies a 2% stop loss and a 4% take-profit level,…

TerminerKryptoTekniska indikatorerRiskhantering
Strategy library

This short script uses 5-period and 13-period exponential moving averages to generate trading signals. It enters long when the fast average crosses above the slow one and short when it crosses below. Each entry sets a stop 1% from the signal bar’s close and…

Tekniska indikatorerMomentumRiskhantering
Strategy library

This strategy calculates Fibonacci retracement levels from the rolling high and low over a configurable lookback. It seeks bullish candles near the low boundary and bearish candles near the high boundary, then requires volume to exceed a multiple of its…

TerminerTekniska indikatorerMedelvärdesåtergångVolatilitet
Strategy library

This strategy combines Parabolic SAR readings from the chart timeframe and a user-selected higher timeframe. Its dual-confirmation mode enters when both readings indicate the same direction and the chart-timeframe SAR has just flipped. Alternative modes use…

TrendföljningTekniska indikatorerRiskhanteringFlera tillgångsslag
Strategy library

This strategy uses a Donchian channel to define a midpoint between the recent highest high and lowest low. It enters long when the close crosses above that basis and short when it crosses below, provided the signal falls within an optional trading session…

Tekniska indikatorerTrendföljningRiskhanteringBacktestning
Strategy library

This intraday NQ strategy records the high and low formed during the New York lunch session, then watches for the first sweep during the afternoon trading window. A short setup occurs when price moves above the lunch high but closes back below it; a long…

TerminerMedelvärdesåtergångUtbrottTekniska indikatorer
Strategy library

This strategy tests a fixed weekly schedule for Bitcoin: enter long on Monday morning and close on Wednesday afternoon, using New York time. On intraday charts it looks for the specified hours and minutes; on daily or higher charts it uses the weekday alone,…

KryptoSpotmarknaderHändelsedriven handelBacktestning
Strategy library

This example applies a z-score to daily closing prices for a gold futures contract. It calculates the mean and standard deviation over a rolling window, then compares the latest close with that mean in standard deviation units. When flat, it buys after a…

TerminerRåvarorMedelvärdesåtergångStatistik
Strategy library

This strategy estimates short-term cost as the midpoint between the highest high and lowest low over a recent window, then compares it with a long-term simple moving average of closing prices. A simple moving average smooths that deviation. Values above a…

TrendföljningTekniska indikatorerTerminerKrypto
Strategy library

Despite its pair-trading label, this document describes a long-only strategy for a single instrument. It combines three simple moving averages and two exponential moving averages with candle and volume conditions to create two alternative entry signals. One…

AktierTekniska indikatorerTrendföljningRiskhantering
Strategy library

This mean-reversion strategy uses two Bollinger Band envelopes around a 20-period simple moving average, one at two standard deviations and another at three. It opens a long when price crosses back above the lower three-standard-deviation band, or a short…

MedelvärdesåtergångVolatilitetTekniska indikatorerTerminer
Strategy library

This strategy uses the change in closing price over a lookback period as a simple linear regression slope proxy to classify conditions as bullish or bearish. Its published defaults are a 20-bar slope length, a 50-bar simple moving average, and a slope…

TrendföljningTekniska indikatorerStatistikBacktestning
Strategy library

This strategy looks for potential turning points by combining RSI extremes, above-average volume, and evidence of a recent low or high being swept and reclaimed. Bullish exhaustion requires RSI below 35, volume above 1.2 times its 20-bar average, and either…

Tekniska indikatorerMedelvärdesåtergångMarknadsmikrostruktur
Strategy library

This strategy combines a short-period RSI with consecutive candle colors to look for reversals after sustained moves. It uses an RSI period of 7 and a threshold of 30, treating readings below 30 as oversold and readings above the mirrored 70 level as…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This trend-following framework builds a range filter from a simple moving average and a smoothed measure of price deviation. It confirms an uptrend when price closes above the upper band for two consecutive periods and a downtrend after two closes below the…

TrendföljningUtbrottVolatilitetPositionsstorlek
Strategy library

The strategy uses AlphaTrend, a trailing curve built from an ATR-based band and a directional filter. It selects RSI when volume data is unavailable and MFI when volume is present, then generates long or short signals when AlphaTrend crosses its value from…

Tekniska indikatorerTrendföljningUtbrottVolatilitet
Strategy library

This strategy combines a 200-period exponential moving average as a directional filter with MACD alignment and an ADX threshold to identify potential trend entries. Long conditions require price above the EMA, MACD above its signal line while below zero, and…

Tekniska indikatorerTrendföljningMomentumRiskhantering
Strategy library

This short-term strategy uses a 20-period simple moving average and a 21-period exponential moving average to generate directional signals. It buys when the EMA crosses above the SMA and sells when the SMA crosses above the EMA, treating the crosses as…

Tekniska indikatorerTrendföljningHögfrekvenshandelRiskhantering