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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 market-timing approach modifies buy and hold by holding a long position when estimated historical volatility is below a rolling percentile threshold and closing it when volatility reaches or exceeds that threshold. The document describes a volatility…

AktierVolatilitetRiskhanteringBacktestning
Strategy library

The indicator estimates market sentiment by smoothing price changes and trading volume separately, then dividing the smoothed change by smoothed volume. An alternate calculation smooths each bar’s price change per unit of volume directly; the document notes…

MarknadssentimentTekniska indikatorerMomentumBacktestning
Strategy library

This strategy uses Bollinger Bands to identify potential breakouts. The middle band is a moving average, while the upper and lower bands sit a chosen number of standard deviations above and below it. The accompanying explanation describes buying an upside…

Tekniska indikatorerUtbrottTrendföljningTerminer
Strategy library

This BTC strategy is designed for daily bars and assumes a trending market. Its stated hypothesis is to enter when price breaks above the upper band of a Gaussian channel, using Stochastic RSI to refine entry timing. It describes exiting when price falls…

KryptoUtbrottTrendföljningTekniska indikatorer
Strategy library

This strategy combines the difference between 3-period and 10-period simple moving averages with a smoothed signal line and estimates buying versus selling volume from each candle’s close within its high-low range. It also checks recent price direction,…

Tekniska indikatorerMomentumRiskhantering
Strategy library

This strategy generates directional signals from Bressert’s 3-10 oscillator and its signal line. The oscillator is the difference between a short and a longer exponential moving average of daily prices; a simple moving average of the oscillator provides the…

KryptoTerminerMomentumTekniska indikatorer
Strategy library

This intraday strategy uses two differently smoothed Stochastic oscillators on a 15-second timeframe. Crossovers of the primary %K and %D lines form potential entries, while the reference oscillator, an optional moving-average filter, and regular US market…

AktierHögfrekvenshandelTekniska indikatorerRiskhantering
Strategy library

This strategy combines a 123 reversal signal with a Keltner channel signal and trades only when both point in the same direction. The 123 component compares recent closing prices and uses Stochastic relationships around a threshold to identify potential…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This BTC strategy combines weekly pivot levels with an RSI-derived signal to enter long and short positions. It calculates pivot support and resistance from the prior higher-timeframe bar, then opens a short when the previous close crosses above the…

KryptoTekniska indikatorerUtbrottRiskhantering
Strategy library

This long-only trend strategy uses a long-term EMA as a market filter and a short-term EMA above a medium-term EMA as the stated bullish confirmation. The source code enters when price is above the long-term average and the short average is above the medium…

TerminerKryptoTekniska indikatorerTrendföljning
Strategy library

This long-only method plots three EMAs of closing prices, with periods of 144, 34, and 76, as context for longer-term trends. Its actual trade rules use separate 30-period EMAs of highs and lows: a close above the high-based EMA triggers a long entry, while…

TerminerKryptoTekniska indikatorerTrendföljning
Strategy library

This strategy pairs MACD crossovers with RSI thresholds to generate candidate entries, then requires volume to exceed its 20-day average. A bullish MACD crossover is eligible when RSI is not overbought; a bearish crossover is eligible when RSI is not…

TerminerKryptoTekniska indikatorerMomentum
Strategy library

The document proposes smoothing a transformed price series with an adaptive regularized moving average, then using crossings between that signal and price to switch between long and short positions. It describes a five-day window, adaptive weighting, and a…

Tekniska indikatorerArbitrageTerminerBacktestning
Strategy library

This strategy combines a 123-style reversal rule with the Awesome Oscillator (AO), taking a position only when both components point in the same direction. The reversal component looks for two consecutive closes moving in one direction and applies stochastic…

TerminerKryptoTekniska indikatorerTrendföljning
Strategy library

This strategy estimates directional volume delta by assigning a bar’s volume to buying when its close is above its open and to selling when its close is below its open. It smooths the difference with a 14-period simple moving average, then compares that…

TerminerTrendföljningTekniska indikatorerStatistik
Strategy library

The document presents a strategy idea that combines Bollinger Bands with Fibonacci retracement levels. It proposes buying when price moves below the lower band and selling short when price moves above the upper band, treating the bands as volatility-based…

TerminerTekniska indikatorerVolatilitetRiskhantering
Strategy library

This mechanical strategy combines a higher timeframe for directional filtering with a shorter timeframe for entries. On the four-hour chart, RSI, smoothed Stochastic, and EMA relationships establish bullish or bearish conditions. On the fifteen-minute chart,…

TerminerTrendföljningTekniska indikatorerRiskhantering
Strategy library

The document outlines a rule-based strategy for Hong Kong’s Hang Seng leveraged ETF 00631L. It starts with half of the available capital invested and compares unrealized profit with remaining cash. When either side exceeds the other by the stated margin, the…

AktierPositionsstorlekPortföljkonstruktionRiskhantering
Strategy library

This document describes a multi-period moving-average framework paired with an automated long-only SMA crossover system. The cloud component calculates five short/long moving-average pairs, from fast averages through much slower ones, and generates alerts…

TerminerTrendföljningTekniska indikatorerOrderutförande
Strategy library

This daily-signal concept combines RSI threshold reversals with a long-term price trend filter. A long signal occurs when RSI crosses upward through the oversold threshold while price is above the trend moving average; a short signal occurs when RSI crosses…

Tekniska indikatorerMomentumTrendföljningRiskhantering
Strategy library

This strategy enters long when a 10-period EMA crosses above a 20-period WMA and short when it crosses below, provided there is no open position and the signal falls within the configured date window. At entry, it sets two fixed profit targets and one stop;…

TrendföljningTekniska indikatorerRiskhanteringPositionsstorlek
Strategy library

This short-term strategy combines a persistent trend filter with pullback entries and VWAP confirmation. It defines trend using price staying above or below a 60-period EMA for 30 bars, and requires the shorter EMA structure to align before entering. A…

KryptoTrendföljningUtbrottTekniska indikatorer
Strategy library

This strategy describes breakout entries filtered by trend direction, trading hours, and a cooldown period. Long signals occur when price crosses above a moving average of highs adjusted upward by ATR, with price above EMA50 and EMA50 above EMA200. Short…

KryptoTrendföljningUtbrottVolatilitet
Strategy library

This document outlines a long-only grid strategy for XMR perpetual markets. It divides a chosen price interval into a set of levels, with either geometric or arithmetic spacing. The design buys as price crosses downward through grid levels and sells as it…

KryptoPerpetuella terminskontraktRutnäthandelPositionsstorlek