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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 script describes a market making approach to trading a stablecoin pair around its expected peg. It places a buy order at the best bid when price and recent order-book variability meet configured limits, then submits a sell order after the buy fills. The…

KryptoMarknadsgarantverksamhetMedelvärdesåtergångOrderutförande
Strategy library

This strategy uses Ichimoku components to combine a directional crossover with a price breakout. A Tenkan–Kijun crossover supplies the bullish or bearish signal, while price relative to the cloud classifies the setup; the cloud boundaries are described as…

Tekniska indikatorerTrendföljningUtbrottRiskhantering
Strategy library

This strategy combines directional movement, trend strength, CCI and moving-average signals, RSI boundaries, ATR, and volume to filter entries. DI crossovers set direction, while an ADX threshold screens for stronger trends. CCI is paired with a moving…

Tekniska indikatorerTrendföljningRiskhanteringBacktestning
Strategy library

This long-only stock strategy combines the Vortex indicator with a price breakout condition. It enters when the positive Vortex line crosses above the negative line and the close reaches or exceeds the prior bar’s high. It exits if the Vortex lines turn…

AktierTekniska indikatorerTrendföljningRiskhantering
Strategy library

This strategy compares a futures price with a synthetic forward price formed from a call, a put, and their shared strike. It calculates the synthetic price as call price minus put price plus strike, then measures its difference from the futures price. When…

OptionerTerminerArbitragePrissättning av derivat
Strategy library

This strategy uses a simple moving average and standard deviation to construct Bollinger Bands. With the stated defaults, the middle line uses a 20-period average and the bands sit two standard deviations above and below it. A close below the lower band…

TerminerKryptoMedelvärdesåtergångTekniska indikatorer
Strategy library

This Turtle-inspired system enters when price breaks above a recent high or below a recent low, then exits at a channel level on the opposite side of the position. ATR measures volatility and is used with account equity to calculate trade quantity, while the…

TrendföljningUtbrottVolatilitetPositionsstorlek
Strategy library

This example shows how to add an equity option chain, filter contracts by expiration, inspect the available contracts, and submit a trade. It uses daily AAPL data, restricts the chain to calls expiring within 60 days, then selects the contract with the…

OptionerAktierOrderutförande
Strategy library

This intraday pullback strategy combines VWAP, fast and slow EMAs, directional movement, ADX, RSI, and ATR. It first requires price relative to VWAP, EMA alignment, and directional indicators to agree on bullish or bearish conditions; ADX must meet a minimum…

Tekniska indikatorerTrendföljningMomentumRiskhantering
Strategy library

This strategy uses a faster EMA crossing a slower EMA to identify directional changes, with indicator values calculated on a four-hour timeframe. The described periods are 10 for the faster EMA and 21 for the slower one. A bullish cross signals a long entry,…

TrendföljningTekniska indikatorerTerminerBacktestning
Strategy library

This experimental strategy combines Chande Momentum with several smoothed RSI variants and the Relative Momentum Index. A long signal requires Chande Momentum to cross above its buy threshold while each other indicator remains below its own buy threshold. A…

MomentumTekniska indikatorerTerminerBacktestning
Strategy library

The visible script describes a day-trading framework that builds ranges during configurable London and New York sessions, using New York time by default. After a price sweep beyond a range, it can require one of several confirmations: a three-candle…

Tekniska indikatorerUtbrottRiskhanteringOrderutförande
Strategy library

This document introduces a configurable grid strategy backtest. Users can choose a neutral, long, or short mode, set the number of grid levels, and distribute levels using arithmetic or geometric spacing. Investment controls include leverage and order sizing…

RutnäthandelBacktestningPositionsstorlekTerminer
Strategy library

This strategy takes directional entries when a fast EMA crosses a slow EMA, subject to a Supertrend direction filter. A bullish crossover can open a long position when Supertrend indicates an uptrend; a bearish crossover can open a short position when it…

Tekniska indikatorerTrendföljningTerminerKrypto
Strategy library

This document describes a two moving average strategy that uses a fast EMA and a slow EMA to identify directional changes. A crossover of the fast line above the slow line opens a long position, while a cross below opens a short position. Positions close…

TrendföljningMomentumTekniska indikatorerPositionsstorlek
Strategy library

This strategy uses a Gann Swing Oscillator to infer market direction from local price extremes. It evaluates recent rolling highs and lows, identifies a swing when the middle observation is exceeded on both sides, and assigns the oscillator a bullish or…

Tekniska indikatorerTrendföljningTerminerKrypto
Strategy library

This strategy uses a Future Lines of Demarcation (FLD) series, formed from a selected price source and shifted forward by a configurable period, to generate directional positions. It compares the current close with the price value plotted at that future…

Tekniska indikatorerTrendföljningTerminerKrypto
Strategy library

This strategy uses MACD to establish a broad directional bias and the Elder Impulse System to time entries. The described impulse colors combine the slope of an exponential moving average with changes in the MACD histogram: green indicates upward momentum,…

TerminerTrendföljningMomentumTekniska indikatorer
Strategy library

The Fukuiz indicator compares a shorter-period RSI with a longer-period RSI to mark bullish and bearish states: the shorter RSI above the longer one is treated as bullish, and the reverse as bearish. Its listed defaults are 24 and 100 periods, with the price…

TerminerMomentumTekniska indikatorerTrendföljning
Strategy library

This strategy combines fast and slow moving average crossovers with a longer moving average used as a trend filter. A fast line crossing above the slow line can trigger a long entry when the trend filter indicates an uptrend; a downward cross can trigger a…

TerminerTrendföljningTekniska indikatorerBacktestning
Strategy library

This Pine Script strategy builds an OTT-style trend signal from a selectable moving average. It offers several average types and uses a percentage offset to calculate trailing long and short stop levels, which are adjusted as the average moves. The visible…

TrendföljningTekniska indikatorerRiskhantering
Strategy library

This document describes a long-only momentum breakout using a lagged Donchian Channel. The channel uses the prior 27 periods of highs and lows, offset by 10 periods. A long entry requires the close to exceed the upper band while volume is greater than 1.4…

TerminerMomentumUtbrottTekniska indikatorer
Strategy library

This trend-following strategy enters long when a short moving average crosses above a longer one and enters short when it crosses below. It then places as many as four limit exits against the average entry price, closing preset portions of the position at…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

This strategy smooths two Relative Strength Index series: one calculated from closing prices and one from volume. It uses a moving average of price RSI as its trading trigger: rising values open or maintain a long position, while falling values open or…

Tekniska indikatorerMomentumRiskhantering