This strategy derives a bar-range measure from high and low prices, with an option to express the range as a percentage of close. It compares the absolute current measure with a lagged simple moving average and uses the comparison to choose a long or short…
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สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
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This daily-chart framework seeks pullback entries in established trends by combining price, moving averages, momentum, trend strength, and trading volume. For longs, the described filters require price above the long-term EMA and a mid-term EMA above that…
This BTC futures strategy uses a 34-period simple moving average as the Bollinger centerline and plots bands at one and two standard deviations. It enters long when the close rises above the outer upper band and short when it falls below the outer lower…
This BTC futures strategy combines a short EMA with 20-period Bollinger Bands to identify possible breakout or reversal trades. The accompanying explanation says an excursion beyond a band sets up a signal, then a later move beyond the setup candle’s range…
The document describes a three-candle bullish reversal pattern: a bearish first candle, a smaller bullish second candle within the first candle’s range, and a bullish third candle closing above the earlier highs. It presents a short entry when this pattern…
This example shows how to retrieve historical market data before live algorithm updates and use it to initialize indicators. It subscribes to two forex pairs at second resolution, creates fast and slow exponential moving averages for EUR/USD, and requests…
This strategy identifies bullish and bearish pinbar-like candles using the candle’s range and the placement of its open and close. It also requires the candle to extend beyond the preceding bar’s high or low. When enabled, the script enters long or short…
The strategy combines Bollinger Bands with a selectable moving average and an optional volume filter. A close at or above the upper band can trigger a long entry when price is also above the moving average; a close at or below the lower band can trigger a…
This strategy combines a two-period RSI with fast and slow exponential moving averages. For a long entry, price must be above the slow average but below the fast one, while RSI crosses upward out of its oversold zone. A short entry mirrors those conditions:…
The strategy uses 21-, 55-, 100-, and 200-period exponential moving averages to frame market trends. Its described signals are bullish or bearish crossovers between the 21- and 55-period averages, or between the 55- and 200-period averages. The document…
The document gives a brief contrarian rule for trading breaks from a Bollinger Band and Keltner Channel squeeze. When a candle breaks below both the lower band and channel and closes there, the author says to take a long position; a break above the upper…
This strategy combines a four-EMA trend filter, Supertrend direction, and Stochastic crossovers. Its long setup requires the shorter EMA pairs to indicate an uptrend, a bullish Supertrend state, and a %K crossover above %D; the short setup applies the…
This example demonstrates applying a volume-share slippage model to a stock portfolio selected from an ETF’s constituents. The model is configured to limit fills to a fraction of historical trading volume and apply a specified market impact. The universe…
This strategy combines a Supertrend-style trend line with RSI thresholds to define long and short conditions. It calculates bands from a moving average and ATR, then treats price above the resulting line as bullish and price below it as bearish. A long…
This strategy takes contrarian entries at Donchian Channel boundaries: it buys when price touches the lower band and sells short when price touches the upper band. The channel uses a 20-period lookback, with its centerline defined as the midpoint between the…
The FiboBuLL Wave strategy uses a simple moving average and standard deviation bands to identify directional moves. It enters long after price closes above the upper band and short after a close below the lower band. The rules track which boundary was…
This timing approach combines a 2/20 EMA signal with ADXR, a smoothed measure derived from ADX, to filter directional positions. The source calculates an EMA-based position state and an ADXR state; it enters long or short only when both states agree, and…
This script outlines a weekly long strategy for a leveraged equity ETF. It enters around the start of Monday, initially sets a profit target and hard stop, then adjusts the target based on Monday's closing return. A positive Monday result above a small…
This strategy combines RSI threshold crossings with Bollinger Band crossings and requires both signals to coincide before placing an entry. It identifies a potential long when RSI crosses up through the oversold threshold and price crosses up through the…
This adaptive system describes separate trading approaches for trending and range-bound conditions. It uses slow and fast simple moving averages to classify direction: trend entries combine price position relative to the slow average with a distance…
This strategy combines SuperTrend, which uses ATR to track directional changes, with an EMA filter. It enters long when price crosses above the SuperTrend line while above the EMA, and enters short when price crosses below the line while below the EMA.…
This strategy combines Bollinger Bands with RSI thresholds to select entries. It goes long when the close is below the lower band and RSI is below its oversold threshold, and short when the close is above the upper band and RSI is above its overbought…
This strategy builds Bollinger Bands from a moving average of closing prices and a standard-deviation-based width. In the stated example, the middle line uses a 20-period average and the bands are two standard deviations above and below it. A close below the…
This experimental strategy combines a fast and slow volume-weighted moving average (VWMA) crossover with a k-nearest-neighbors classifier. A fast-line cross above the slow line proposes a long entry, while a cross below proposes a short entry. The classifier…