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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 looks for pullbacks within a broader trend using recent candle price changes as a volatility measure. It smooths those changes with a moving average, builds inner and outer standard deviation bands, and uses a 50-period price average as a…

KryptoVolatilitetMedelvärdesåtergångTekniska indikatorer
Strategy library

This strategy selects a portfolio of NYSE stocks through liquidity, momentum, and return consistency screens. It excludes financial firms, ADRs, and REITs, then ranks eligible stocks by average dollar volume over 90 sessions. From that liquid subset, it…

AktierMomentumFaktorinvesteringPortföljkonstruktion
Strategy library

This short-term strategy combines Bollinger Bands with Keltner Channels and uses the Bollinger middle band as a directional filter. Its description treats a price move beyond an outer Bollinger Band, together with a relative narrowing of the Keltner…

KryptoTerminerMedelvärdesåtergångVolatilitet
Strategy library

This long-only breakout framework uses a higher timeframe to filter for trend and a lower timeframe to time entry. It sets a breakout level from a recent swing high, enters when price crosses that level, and places an initial stop at the lowest low over a…

KryptoTerminerUtbrottTrendföljning
Strategy library

This strategy uses Bollinger Bands built from a simple moving average and a standard-deviation envelope. A close crossing upward through the lower band places a long stop entry at that band; a close crossing downward through the upper band places a short…

KryptoTerminerTekniska indikatorerMedelvärdesåtergång
Strategy library

This strategy smooths a selected price series with a Gaussian-kernel Nadaraya-Watson estimate, then compares the smoothed value with its simple moving average. It opens long when the estimate crosses above the average and short when it crosses below, using a…

KryptoTrendföljningTekniska indikatorerStatistik
Strategy library

This indicator extends a standard MACD by tracking the signal-line values at zero crossings of the MACD histogram. It accumulates negative signal-line readings at upward histogram crossings and positive readings at downward crossings, then plots their…

Tekniska indikatorerMomentumTerminerKrypto
Strategy library

This strategy combines RSI crossover events with price crossing Bollinger Bands to change its directional state. A move in RSI above the oversold threshold together with price crossing above the lower band sets a long state; RSI crossing below the overbought…

Tekniska indikatorerMedelvärdesåtergångVolatilitetRiskhantering
Strategy library

This document describes a short-only strategy for XMR perpetual futures. It opens a short when a five-minute RSI with a length of nine crosses down through 80. If price rises against the position, it allows up to three averaging orders at progressively…

KryptoPerpetuella terminskontraktMedelvärdesåtergångTekniska indikatorer
Strategy library

The document presents a framework intended to compare a double moving average strategy across historical windows. It describes four choices for selecting a period: all available history, a recent number of days or weeks, or manually entered start and end…

BacktestningTekniska indikatorerTrendföljningKrypto
Strategy library

This Bitcoin swap strategy chooses an initial direction by comparing the latest daily candle’s high-low range with a fixed threshold: it opens long above that threshold and short otherwise. It uses a configurable order size, leverage, and price offset. After…

KryptoTerminerPerpetuella terminskontraktOrderutförande
Strategy library

This strategy combines a candle-body pattern with a market-structure direction filter calculated on a selectable higher or lower timeframe. Its name indicates that entries depend on a candle body closing outside the prior candle’s body, while the available…

TerminerTekniska indikatorerRiskhanteringPositionsstorlek
Strategy library

This strategy labels potential bullish and bearish order blocks using recent highs, lows, and closes. With a configurable lookback, it compares the current low with a prior rolling low and the current high with a prior rolling high; qualifying moves generate…

Tekniska indikatorerMarknadsmikrostrukturTerminerKrypto
Strategy library

This note describes the trend sleeve associated with the Alpha Architect Value/Momentum/Trend ETF. It applies two long-horizon conditions to a US ETF: reduce exposure by half when the price falls below its 12-month average, and reduce it by another half when…

AktierTrendföljningRiskhanteringTekniska indikatorer
Strategy library

The document describes Bollinger Bands as an average-based center line with upper and lower bands used to locate price extremes. Its narrative focuses on buying after price moves below the lower band and then returns above it, anticipating a reversion toward…

Tekniska indikatorerMedelvärdesåtergångRiskhanteringKrypto
Strategy library

This strategy combines MACD crossovers with RSI thresholds to seek turning points after an overbought or oversold reading. A bullish MACD crossover opens a long position when RSI has been at or below the oversold threshold during the current or one of the…

Tekniska indikatorerMomentumTerminerKrypto
Strategy library

This strategy uses two RSI-based oscillators to generate long entries and exits. The short-term oscillator applies RSI to the difference between two exponential moving averages; the long-term oscillator applies RSI to an exponential moving average. Each…

Tekniska indikatorerTrendföljningTerminerKrypto
Strategy library

This strategy measures the difference between the closing price and an EMA, then calculates the standard deviation of that difference. A factor scales the deviation into a dynamic threshold for entries. In one mode, it buys when the deviation crosses below…

TerminerKryptoTrendföljningVolatilitet
Strategy library

This strategy combines the ordering of three exponential moving averages with ATR-based entry signals. The 5-, 20-, and 40-period EMAs define six possible orderings; the script groups them into bullish and bearish states. A trade signal occurs when price…

TerminerKryptoTrendföljningUtbrott
Strategy library

This script describes a long-only setup intended for volatile, high-beta equities. It assigns points to several conditions: unusually high volume, a positive daily price gap, short EMA strength relative to a medium EMA, price above the short EMA, narrow…

AktierMomentumUtbrottVolatilitet
Strategy library

This trend-following method combines short- and long-period moving averages with a volatility-scaled channel. It estimates true range from the prior close and current high or low, averages that range, and multiplies it by a band factor. A long signal occurs…

TerminerKryptoTrendföljningVolatilitet
Strategy library

This strategy seeks trend starts by comparing the closing price with recent highs and lows. It enters long when the close exceeds the previous lookback high and short when it falls below the previous lookback low. The published settings use a 20-candle…

TerminerKryptoUtbrottMomentum
Strategy library

This strategy combines 9- and 21-period EMA crossovers with a volume condition, a price check against the fast EMA, and a candle-based reversal pattern. A long signal requires an upward EMA crossover, current volume above a threshold relative to the average…

TerminerTrendföljningTekniska indikatorerMomentum
Strategy library

This TradingView strategy combines several filters to identify trade opportunities. Its inputs specify a swing structure length, a Hann-based ribbon and spacing, and an ADX range that can block entries when the market appears directionless or unusually…

TrendföljningTekniska indikatorerRiskhanteringPositionsstorlek