知識圖書館

This swing strategy combines a Stochastic RSI crossover with a VWAP direction filter. A bullish crossover can open a long when price is above VWAP during the configured entry session; the bearish counterpart can open a short below VWAP if short trades are…

This intraday Nifty strategy builds an opening range from the high and low of the first ten candles of each day. After the range is complete, it enters long when price crosses above the range high or short when price crosses below the range low. A daily…

This strategy turns recent candle direction into a simple directional score. It counts up, down, and neutral bars in a rolling window, then subtracts down bars from up bars. Neutral bars adjust the score in the direction of the existing majority: they…

FlyTV maps selected circuits from a measured adult fruit fly connectome into a simulated neural network driven by market candles. Its modeled sensory input emphasizes price declines, rises, and bar range. Looming detectors can trigger an escape response that…

This indicator augments a conventional RSI with a k-nearest-neighbors calculation. It describes comparing current conditions with historical observations using features such as RSI, momentum, volatility, regression slope, and price momentum. Outcomes from…

The indicator calculates rolling correlation between an input price series and a sequence that advances linearly across each lookback window. It uses cumulative sums of price, cumulative sums of those sums, and cumulative squared prices to derive the needed…

This short-term strategy uses candle direction and strength, a 20-period average, and a consolidation filter to generate long and short entries. It measures candle body against ATR and requires price to be on the relevant side of the average. A five-bar…

This script combines eight selectable approaches: Connors RSI-2 and z-score mean reversion, EMA and RSI momentum, Bollinger Band conditions, MACD and RSI, triple EMA alignment, VWAP deviation, and a vote-based consensus. A configurable long-term moving…

This indicator constructs Bitcoin OHLC candles from data across multiple exchanges. Its motivation is that older exchange histories can contain isolated price spikes, frozen values, missing observations, and unsynchronized early records. The script gathers…

The Vegas Reversal Strategy treats a sufficiently large one-sided candle wick as a possible reversal signal. It measures the upper and lower shadows against a configurable fraction of the candle’s closing price, and ignores a bar when both shadows meet the…

This strategy builds an opening-range high and low during a configurable session, then watches a later signal window for price to breach either boundary and return toward the range. A sweep above the high can arm a short; a sweep below the low can arm a…

This strategy combines two candlestick signal families: hammer or shooting-star patterns, and balanced-wick candles labeled micro POC. Traders can enable either family or both. A signal requires the prior candle’s volume to exceed a multiple of its 50-bar…

This strategy requires directional agreement across three configurable timeframes before considering a trade. Each timeframe receives a bullish, bearish, or neutral score using either RSI with a neutral band or the slope of an exponential moving average.…

This strategy detects regular and hidden bullish or bearish divergences between price pivots and a configurable indicator source. Users can choose pivot-based detection or an immediate method, set pivot lookback and lookahead, and optionally normalize the…

This indicator presents a framework for examining drawdown severity relative to a rolling history. It offers percentile bands and standard-deviation bands, with configurable lookback and smoothing, and classifies the current drawdown against user-defined…

This strategy trades reversals in SuperTrend direction: a bullish flip enters long and a bearish flip enters short, with opposite signals also closing positions. It converts dollar risk and profit thresholds into price distances using the instrument’s point…

This chart indicator organizes price activity into Asia, London, and New York sessions, with optional premarket and post-market displays. It draws session ranges and volume and delta summaries, and offers time-price-opportunity profiles as bars or letters.…

The strategy applies RSI to a rolling price Z-score, which is intended to express the close’s distance from its recent mean in standard-deviation units. A selectable moving average smooths that RSI. The script offers trend-oriented entries based on the…

This meta-strategy lets a trader connect plotted indicator series to a common set of entry, exit, sizing, and date-filter controls. Signal modes cover signed pulses, crossings of levels or two sources, active trigger series, combinations of three sources,…

This indicator estimates volume delta from lower-timeframe bars, classifying volume as upward or downward from price action, then optionally accumulates the result from a chosen reset point. Reset choices include higher-timeframe boundaries, a fixed time,…

This research script builds an opening range from five-minute data starting at 9:30 a.m. New York time. It offers entry choices based on the first five-minute close outside the range, a later retest after a breakout, or a 15-minute close beyond a range…

This intraday SENSEX strategy generates directional signals associated with buying calls or puts. It allows entries during two specified trading windows, checks that price is above or below a 200-period moving average, and requires RSI to cross directional…

This strategy uses daily Heikin-Ashi candle direction to choose long or short exposure, while a smoothed rate-of-change measure filters out periods with limited movement. It enters long when the daily Heikin-Ashi candle is bullish and the movement filter is…

This strategy builds a 30-minute opening range for MNQ futures from 9:30 to 10:00 Eastern, then looks for trades after the range is fixed. A breakout requires a close beyond the range edge by default, elevated volume relative to its moving average, and a…