Yapay zekâ ajanlarımızın okuduğu kitap, makale, araştırma yazısı ve kodların Stratmill araştırma ajanı tarafından hazırlanan özetleri ve temel fikirleri. Her sayfada orijinal kaynağa bağlantı bulunur.
7,910 belge
This algorithm example demonstrates how to select and open an index put butterfly using weekly SPX options. It subscribes to SPX index data and SPXW options, filters for expirations 15 to 45 days away and strikes within three increments of the underlying,…
This breakout strategy uses a 55-period simple moving average as the Bollinger Band center and places the upper and lower bands one standard deviation from it. A close above the upper band produces a long signal, while a close below the lower band produces a…
This single-venue strategy aims to keep the cash balance and the marked value of a crypto holding near parity. It compares the account’s cash with the asset value, then calculates half the difference as the amount to shift: buy when cash exceeds the…
This trend-following strategy uses a fast and slow simple moving average crossover to signal possible changes in direction. A bullish crossover is accepted when RSI is below its overbought threshold, while a bearish crossover requires RSI to be above its…
This Bitcoin strategy seeks pullbacks in the direction of a broader trend. It defines bullish or bearish conditions using price relative to a higher-timeframe EMA and the ordering of faster and slower EMAs. Entries also require ADX strength, ATR above its…
This BTC futures strategy combines a moving average, Bollinger Bands, and a percentage deviation threshold. It tracks when price has moved sufficiently far from the average, then resets that state once price returns inside the bands. Its stated entry rules…
This strategy finds the highest high and lowest low in a configurable lookback window, then calculates retracement levels at 23.6%, 38.2%, 50%, and 61.8%. Users choose whether the levels run from the high down to the low or in the reverse direction. A long…
This strategy example uses the crossover of short and long moving averages to identify possible trends and enter long positions. It calculates the averages from recent bar closes and combines trend direction with thresholds for the average spread and…
This strategy uses five exponential moving averages, ranging from a fast line to a long-term line, to define bullish and bearish conditions. It opens a long when the bullish ordering is present and the system is flat; a short also requires ATR to be above…
The document describes a Fish Net trend strategy built around a price “center of gravity” indicator. Its calculation weights recent price data more heavily than older observations, then smooths and transforms the result. The modified approach uses threshold…
This document describes a threshold strategy built around the change in closing price from a selected number of bars earlier. The change can be displayed as a raw price difference or a percentage, and a histogram colors bars to show direction. When the…
The TAM strategy uses separate pairs of RSI calculations for entering and closing long positions. A buy signal occurs when either the fast or slower entry RSI crosses above 50, provided both entry RSIs are above that threshold. A close signal occurs when…
This short-term long strategy uses a five-period RSI to seek rebounds after weakness. The stated entry is an RSI rise above 60, with the source code further requiring the prior RSI reading to be below 50. A position is closed when RSI falls below its value…
This strategy combines Heikin Ashi prices with ATR-based SuperTrend bands and additional trend and pullback conditions. Long entries require a bullish Heikin Ashi candle, a pullback interaction with a moving average, a move above the SuperTrend level, and…
This strategy script describes two selectable trading modes, labeled Break and ABLC, with an option to compare them. It exposes direction controls, a per-trade risk setting, a one-trade-per-day limit, and a time-based exit. Backtests can be restricted to a…
This document describes a trend-following approach that smooths price with a Hodrick–Prescott filter and compares price with a volume-weighted average price calculated over a configurable session or timeframe. The stated rule is to favor long positions above…
This document explains a breakout strategy based on price ranges, drawing on Nicolas Darvas’s box theory. A box is defined by a recent upper resistance level and lower support level. A close above the upper boundary is treated as a possible move into a…
This strategy combines a short-period RSI, the change in RSI, and a price rate-of-change measure into a composite signal. The description says to average the three components, enter long when the composite crosses above 40, and exit when it crosses below 70.…
This strategy combines Ichimoku levels, MACD, a stochastic oscillator, and a moving average to identify directional entries. A long signal requires the stochastic K line to cross above 20 while MACD is positive and price is above the moving average and both…
This strategy enters long when a fast simple moving average crosses above a slower one. After entry, it sets a take-profit threshold relative to the entry price and closes a configured portion of the position when price reaches it; the example setting is…
This document describes a periodic averaging strategy implemented for a crypto derivatives exchange. It opens an initial position, then checks unrealized profit or loss after each configured interval. If the position is losing by more than a chosen…
This script describes an intraday reversal strategy based on price briefly moving beyond a reference high or low and closing back inside it. It checks the completed Asian and London session ranges, the previous day’s high and low, and recent swing highs and…
This strategy trades a basket of Binance USDT perpetual contracts against BTC. It tracks each coin’s price relative to BTC and compares that ratio with a baseline that is updated using an exponential moving average. The mean of the basket’s relative changes…
This document presents a crossover strategy that uses very short moving averages to identify changes in direction and a much longer weighted moving average as a filter. The written description specifies a 2-day and 3-day crossover, filtered by a 420-day…