知識圖書館

This strategy estimates volatility from the standard deviation of recent logarithmic returns, annualizes that estimate, and scales it back to an expected move for one bar. It places dynamic thresholds above and below the previous close: a close above the…

This document describes a long-only strategy based on Bollinger Bands %B. It computes the bands from a configurable lookback and price source, then calculates %B as the source price's position between the lower and upper bands. A long entry is signaled when…

This TradingView strategy script presents a configurable signal engine built around the McGinley Dynamic and Tillson T3 indicators. It offers McGinley only, T3 only, or a blended mode, with selectable price input and independent lengths and smoothing…

This strategy uses one-minute BTC volume-weighted average price (VWAP) bands to frame a liquidation-driven fade trade on Bybit swaps. It calculates VWAP from typical price and volume over a rolling set of up to 1,440 candles, then places upper and lower…

This short-term channel breakout strategy enters long when the close exceeds a prior 20-period high and enters short when the close falls below a prior 10-period low. The described exit logic closes a short above a 10-period high and a long below a 10-period…

This strategy combines predictions from a neural network applied to price changes on a large and a small timeframe. It opens a long or short position only when both model outputs exceed a threshold in the same direction, and closes positions when the…

This long-only trend strategy uses a rolling price range divided into zones, a 19-period SMA, and a stochastic reading to classify market state. Entries require a breakout above the upper orange zone and price above the short SMA, with separate conditions…

This script combines 9-period and 20-period exponential moving averages with a candle body filter to generate directional entries. It buys when the faster average crosses above the slower one, the close is above the fast average, and the candle body is at…

This strategy combines RSI momentum signals with MACD histogram changes to identify potential long and short entries. A long setup occurs when RSI recovers above its oversold threshold while the histogram turns positive; a short setup uses RSI falling below…

This grid strategy sets an upper and lower price boundary from recent highs and lows or a moving average, with a configurable deviation. It divides that range into evenly spaced grid levels and opens fixed-size long positions as price crosses levels; a move…

This long-only strategy uses a stochastic oscillator to time entries and an exponential moving average to guide exits. With a 21-period stochastic calculation, it enters when the smoothed K value is above D, remains at or below the oversold threshold of 25,…

This document introduces a TradingView strategy for NAS100 based on the ICT 2022 trading model. Its visible settings enable trading during Asian, London, New York, and New York lunch sessions, with times configured in Israel time. A higher-timeframe EMA…

This long-only trend-following approach subtracts a slower linear regression of closing prices from a faster one. A crossover of the difference above a threshold opens a long position when price is also above a 200-period exponential moving average. The…

This strategy approximates low-volume-node behavior without calculating a true volume profile. It centers a zone on a rolling simple moving average and sets upper and lower boundaries using ATR. A relative-volume filter identifies bars with activity below…

This simple long-only trend-following method uses a 50-period simple moving average and a 200-period simple moving average. It enters a long position when the faster average crosses above the slower one, then closes the position when the faster average…

This daily futures strategy uses a six-period RSI to trade reversals from overbought and oversold territory. After RSI has crossed above the overbought threshold, a move back below it opens a short; after RSI has crossed below the oversold threshold, a move…

This strategy combines a two-day closing-price reversal setup with a modified price-volume trend filter. The reversal component uses the ordering of recent closes and fast versus slow stochastic values to identify potential long or short entries. The…

This framework example shows how to combine manual equity selection, alpha insights, portfolio construction, and execution components. It selects SPY and IBM, emits a one-day upward insight for SPY and a downward insight for IBM, and applies a long-only…

This strategy combines Supertrend, which derives a trend direction from ATR and a factor, with a bar-direction signal based on the current candle relative to its open and the previous close. The stated entry logic requires both indicators to agree: long in…

This strategy uses recent swing highs and lows as breakout levels. With a 10-bar lookback for each level by default, it places stop entries to go long above the recent high or short below the recent low. After entry, the stop loss is referenced to the…

This trend-following method uses 20-, 50-, and 200-period simple moving averages to classify their relative ordering, then filters entries with a 14-period RSI. It favors long positions in selected arrangements where shorter averages are above longer ones…

This long-only trend-following method enters when MACD crosses above its signal line while the 34-period EMA is above the 34-period SMA. It calculates a floating stop from the entry price and ATR, using a 17-period ATR and a multiplier of 2.2. Two limit…

This short-term mean-reversion approach combines price location, momentum extremes, and gap structure to identify possible reversals. It seeks longs when price is below both the 20- and 100-period EMAs, RSI is below 20, and a bullish FVG aligns with an up…

This document describes a monitoring utility that calculates the Average Directional Index (ADX) for each configured futures market and sends a platform notification when the latest value exceeds a chosen threshold. It polls markets in sequence, with a…