This script combines an opening range breakout with market-structure and fair-value-gap conditions, while limiting entries to one trade per day. It builds the opening range from a configurable session, then permits a long after price closes above the range…
คลังความรู้
สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
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This trend-following system uses the Ichimoku cloud to define directional conditions, a volume filter to require activity above its recent average, and an optional EMA filter. Long entries require price above both cloud spans; short entries require price…
This strategy combines recent high or low breaks with a higher-timeframe trend filter. It proposes using a 5-minute chart, checking sweeps against the previous 20 bars, and using a 4-hour trend assessment to select direction: low sweeps for longs when the…
This XAUUSD scalping strategy combines a fast EMA crossover with RSI confirmation and a volatility filter. A long signal occurs when the 5-period EMA crosses above the 13-period EMA, RSI(7) is above 55, and ATR(14) exceeds a minimum threshold of 0.5. The…
This strategy combines unusual volume, RSI extremes, and candle direction to generate long and short signals. Volume is considered elevated when it exceeds 1.5 times its 20-period average. A long requires RSI below 30 and a bullish candle; a short requires…
This short-term pattern strategy looks for two consecutive candles whose bodies extend from low to high without shadows, with rising closes for the bullish pattern or falling closes for the bearish pattern. The document interprets the pair as a possible…
This rules-based strategy measures each candle’s high-to-low range in instrument ticks and compares it with a configurable threshold. During a specified time window, a candle that meets the threshold triggers a long trade if it closes above its open or a…
This strategy looks for long entries during an uptrend, using 200-period and 50-period simple moving averages as trend filters. It calculates rolling highs, lows, and midpoints over three lookback periods, then combines them into a 50% retracement reference…
This dual-direction strategy pairs a short-period RSI with Bollinger Bands. In the documented settings, RSI uses a 6-period lookback with both thresholds at 50, while the bands use a 200-period simple moving average and a two-standard-deviation width. The…
The document describes a time-based overnight strategy that aims to enter near a market close and exit after the next opening, with selectable US, Asian, or European session hours. An optional EMA filter permits long entries when price is above the EMA. The…
This example implements a long-only moving average crossover strategy in Backtrader. It calculates short and long simple moving averages, with default windows of 100 and 300 periods, and generates a long signal when the short average crosses above the long…
The AlphaTrend method combines an ATR-scaled price level with a momentum filter to track directional moves. It derives candidate levels from the low minus a multiple of average true range and the high plus that multiple. A recursive rule holds or updates the…
This strategy uses calculated lunar phase age to alternate between long and short positions. It identifies phase transitions around the new and full moon, then opens a position in the selected direction and closes it when the opposite signal appears. Users…
This strategy framework accepts external long and short entry signals and supports up to three take-profit exit orders per direction. Users can select indicator-provided values for the targets and optionally enable a stop order based on an external signal.…
This trend-following approach uses a fast and slow exponential moving average crossover for directional entries. Its description adds a 100-period EMA filter: long signals are intended only above that average, and short signals only below it. It also…
This strategy identifies local highs and lows in candlestick data using a configurable period count. A peak high requires the candidate bar to exceed the highs of preceding bars and satisfy comparisons with following bars; a peak low applies the mirrored…
This strategy turns MACD direction into a score and combines it with a higher-timeframe reading. The score reflects whether the MACD line is rising or falling, whether its histogram moves in the same direction, and whether the MACD line crosses its signal…
This Binance futures strategy places buy and sell limit orders at intervals across a configured price range. It calculates grid spacing from the range’s upper and lower bounds and the number of grid levels, then uses the current bid to place orders on either…
This basic trend-following method compares a faster moving average with a slower one. A cross above the slower average signals a long entry, and a cross below signals a short entry. The document’s parameter list gives periods of 10 and 30. It also describes…
This strategy combines MACD crossovers with Bollinger Band breaks to generate long and short entries. It describes trading Bank Nifty on a five-minute timeframe: a bullish MACD crossover alongside a close above the upper band signals a long, while a bearish…
This long-only trend strategy enters when a 20-period EMA crosses above a 50-period EMA, provided the directional movement, RSI, and ADX filters also indicate sufficient upward momentum and trend strength. It adds a minimum distance condition between the…
This example shows how to construct a changing equity universe from a downloaded file that maps dates to ticker lists. The algorithm parses each row into a date and US equity symbols, then uses the symbols for that date as its coarse universe selection. Fine…
This strategy uses two Ratio OCHL Averager lines with different resolutions as a fast and slow pair. The indicator weights the current close against its prior value according to the relationship between the candle's open-close movement and its high-low…
This script describes a trend-following approach for VN30 futures using a simple moving average and Parabolic SAR. A rising average together with price above SAR defines a long signal; a falling average and price below SAR define a short signal. Exits use an…