Entry Signal
Below is the specification for all the predefine entry signal. Take first one SMA crossover as example, by selecting SMA crossover mean your algorithm will generate a trading signal when long and short SMA crossover with each other.
SMA Crossover
Simple Moving Average (SMA) is a technical indicator that calculates the average price of a security over a specific number of periods. It smooths out price fluctuations to identify trend direction. SMA gives equal weight to all prices in the calculation period, making it less responsive to recent price changes compared to other moving averages.
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Parameter 1 : Short SMA Period – Typically 10, 20, or 50 days (e.g., 50-day SMA). Determines the faster-moving average.
Parameter 2 : Long SMA Period – Often 100, 200, or 260 days (e.g., 200-day SMA). Sets the slower-moving average.
EMA Crossover
Exponential Moving Average (EMA) is a type of moving average that gives more weight to recent prices, making it more responsive to new information than SMA. The weighting applied to the most recent price depends on the number of periods in the moving average. EMA reacts more quickly to recent price changes and is preferred for short-term trading strategies.
Parameter 1: Fast EMA Period – Usually 12, 20, or 50 periods. The more responsive moving average.
Parameter 2: Slow EMA Period – Typically 26, 50, or 200 periods. The slower-reacting moving average.
RSI
Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements. RSI oscillates between 0 and 100, with readings above 70 typically considered overbought and readings below 30 considered oversold. It helps identify potential reversal points and trend strength.
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Parameter 1: RSI Period – Standard is 14 periods. Determines the calculation window for RSI.
Parameter 2: Overbought Level – Usually 70. RSI level indicating potential selling pressure.
Parameter 3: Oversold Level – Typically 30. RSI level indicating potential buying opportunity.
MACD
Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. MACD consists of the MACD line, signal line, and histogram. It helps identify trend changes, momentum shifts, and potential buy/sell signals.
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Parameter 1 : Fast EMA Period
Parameter 2 : Slow EMA Period
Parameter 3 : Signal Period
Bollinger Band Crossover
Bollinger Bands consist of a middle band (simple moving average) and two outer bands that are standard deviations away from the middle band. The bands expand and contract based on market volatility. When volatility increases, the bands widen; when volatility decreases, the bands narrow. This indicator helps identify overbought/oversold conditions and potential breakouts.
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Parameter 1: Period – Usually 20. Number of periods for the moving average.
Parameter 2: Standard Deviation – Typically 2.0. Multiplier for the standard deviation bands.
Stochastic Oscillator
Stochastic Oscillator is a momentum indicator that compares a security’s closing price to its price range over a specific period. It consists of two lines: %K (fast line) and %D (slow line). The oscillator ranges from 0 to 100, with values above 80 indicating overbought conditions and values below 20 indicating oversold conditions.
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Parameter 1: Fast K Period – Usually 14. Periods for fast %K calculation.
Parameter 2: Fast D Period – Typically 3. Smoothing period for fast %D line.
Parameter 3: Slow K Period – Standard is 3. Smoothing period for slow %K line.
Parameter 4: Slow D Period – Usually 3. Smoothing period for slow %D line.
ADX Crossover
Average Directional Index (ADX) measures the strength of a trend without indicating its direction. ADX values range from 0 to 100, with readings above 25 typically indicating a strong trend and readings below 20 suggesting a weak or non-trending market. The indicator includes +DI and -DI lines that show the direction of price movement.
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Parameter 1: ADX Period – Usually 14. Calculation period for ADX.
Parameter 2: Threshold Level – Typically 25. ADX level indicating strong trend.
CCI Crossover
Commodity Channel Index (CCI) is a momentum-based oscillator that measures the deviation of price from its statistical average. CCI oscillates around zero, with values above +100 indicating strong upward momentum and values below -100 indicating strong downward momentum. It helps identify cyclical turns in commodities and other securities.
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Parameter 1: CCI Period – Standard is 14. Calculation period for CCI.
Parameter 2: Threshold Level – Usually 100. CCI threshold for signal generation.
Williams Percent R Crossover
Williams Percent R (%R) is a momentum indicator that measures overbought and oversold levels. It ranges from -100 to 0, with values between -20 and 0 indicating overbought conditions and values between -100 and -80 indicating oversold conditions. %R is similar to the Stochastic Oscillator but is plotted upside-down.
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Parameter 1: Period – Usually 14. Lookback period for %R calculation.
Parameter 2: Overbought Level – Typically -20. %R level indicating overbought conditions.
Parameter 3: Oversold Level – Standard is -80. %R level indicating oversold conditions.
Ichimoku Cloud Crossover
Ichimoku Kinko Hyo (Ichimoku Cloud) is a comprehensive indicator that defines support and resistance, identifies trend direction, gauges momentum, and provides trading signals. It consists of five lines: Tenkan-sen, Kijun-sen, Senkou Span A, Senkou Span B, and Chikou Span. The “cloud” (Kumo) is formed by Senkou Spans A and B.
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Parameter 1: Tenkan Period – Usually 9. Fast line calculation period.
Parameter 2: Kijun Period – Typically 26. Medium line calculation period.
Parameter 3: Senkou Span B Period – Standard is 52. Slow line for cloud calculation.
Momentum Crossover
Momentum is a technical indicator that measures the rate of change in price over a specified period. It oscillates around zero, with positive values indicating upward price momentum and negative values indicating downward momentum. Momentum helps identify the strength of price movements and potential trend changes.
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Parameter 1: Momentum Period – Usually 14. Period for momentum calculation.
Parameter 2: Threshold Level – Typically 0. Threshold level for signal generation.
Rate of Change (ROC) Crossover
Rate of Change (ROC) is a momentum oscillator that measures the percentage change in price between the current price and the price from a specified number of periods ago. ROC oscillates around zero, with positive values indicating upward momentum and negative values indicating downward momentum.
Parameter 1: ROC Period – Usually 12. Period for ROC calculation.
Money Flow Index (MFI) Crossover
Money Flow Index (MFI) is a momentum indicator that uses both price and volume data to measure buying and selling pressure. Often called “volume-weighted RSI,” MFI ranges from 0 to 100. Values above 80 indicate overbought conditions, while values below 20 indicate oversold conditions.
Parameter 1: MFI Period – Standard is 14. Calculation period for MFI.
Parameter 2: Threshold Level – Usually 80. MFI threshold for signal generation.
On Balance Volume (OBV) Crossover
On Balance Volume (OBV) is a momentum indicator that uses volume flow to predict changes in stock price. OBV adds volume on up days and subtracts volume on down days, creating a running total. The theory is that volume precedes price movement, making OBV useful for confirming price trends and predicting breakouts.
Average True Range (ATR) Reversal
Average True Range (ATR) is a volatility indicator that measures the degree of price volatility. ATR does not indicate price direction but rather the extent of price movement. Higher ATR values indicate higher volatility, while lower values indicate lower volatility. It’s commonly used for setting stop-loss levels and position sizing.
Parameter 1: ATR Long Period – Standard is 14. Period for long-term ATR calculation.
Parameter 2: ATR Short Period – Usually 7. Period for short-term ATR calculation.
Parabolic SAR Breakout
Parabolic SAR (Stop and Reverse) is a trend-following indicator that provides entry and exit points. It appears as dots above or below price bars. When dots are below the price, it suggests an uptrend; when above, it suggests a downtrend. The indicator “stops and reverses” when the trend changes direction.
Parameter 1: Acceleration Factor – Usually 0.02. Acceleration factor increment.
Parameter 2: Maximum Step – Typically 0.2. Maximum acceleration factor.
Awesome Oscillator Zero Line Crossover
Awesome Oscillator (AO) is a momentum indicator that measures market momentum by comparing recent market momentum to general market momentum over a longer period. AO is calculated as the difference between a 5-period and 34-period simple moving average. It oscillates around zero, helping identify momentum changes.
DEMA Crossover
Double Exponential Moving Average (DEMA) is a technical indicator that reduces the lag inherent in traditional moving averages. DEMA applies a double smoothing process, making it more responsive to price changes than a simple EMA while maintaining smoothness. It provides faster signals with less noise than traditional moving averages.
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Parameter 1: Fast SMA Period – Standard is 5. Fast moving average period.
Parameter 2: Slow SMA Period – Usually 34. Slow moving average period.
TEMA Crossover
Triple Exponential Moving Average (TEMA) is an advanced moving average that applies triple smoothing to reduce lag even further than DEMA. TEMA is highly responsive to price changes while maintaining smoothness, making it excellent for identifying trend changes quickly and reducing false signals.
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Parameter 1: Fast TEMA Period – Usually 12. Fast TEMA calculation period.
Parameter 2: Slow TEMA Period – Typically 26. Slow TEMA calculation period.
Fractal Breakout
Fractals are indicators that identify reversal points in the market. A fractal forms when a price bar has at least two higher highs on both sides (bearish fractal) or two lower lows on both sides (bullish fractal). Fractals help identify potential support and resistance levels and are often used in conjunction with other indicators.
Envelopes Reversal
Envelopes are technical indicators that consist of upper and lower bands placed at a fixed percentage above and below a moving average. They create a channel around the price movement, helping identify overbought and oversold conditions. The bands expand and contract with volatility.
Parameter 1: MA Period – Usually 20. Moving average period for envelope center.
Parameter 2: MA Method – Typically 0 (SMA). Moving average method (0=SMA, 1=EMA, 2=SMMA, 3=LWMA).
Parameter 3: MA Shift – Standard is 0. Moving average shift.
Parameter 4: Deviation – Typically 2.0%. Percentage deviation for envelope bands.
Envelopes Breakout
Envelopes create trading channels that help identify when prices are extending beyond normal ranges. The indicator consists of percentage-based bands above and below a moving average, providing dynamic support and resistance levels that adapt to price movements and volatility.
Parameter 1: MA Period – Usually 20. Moving average period for envelope center.
Parameter 2: MA Method – Typically 0 (SMA). Moving average method (0=SMA, 1=EMA, 2=SMMA, 3=LWMA).
Parameter 3: MA Shift – Standard is 0. Moving average shift.
Parameter 4: Deviation – Typically 2.0%. Percentage deviation for envelope bands.
Bulls and Bears Power Crossover
Bulls Power and Bears Power are indicators developed by Alexander Elder that measure the strength of buyers (bulls) and sellers (bears). Bulls Power measures the ability of buyers to drive prices above the EMA, while Bears Power measures the ability of sellers to drive prices below the EMA.
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Parameter 1: EMA Period – Usually 13. EMA period for Bulls/Bears Power calculation.
Force Index Zero Line Crossover
Force Index is an indicator that combines price change and volume to measure the amount of power used to move the price of an asset. It oscillates around zero, with positive values indicating buying pressure and negative values indicating selling pressure. The magnitude shows the strength of the force.
Parameter 1: Force Index Period – Standard is 13. Smoothing period for Force Index.
Parameter 2: MA Method – Usually 0 (SMA). Moving average method for smoothing (0=SMA, 1=EMA, 2=SMMA, 3=LWMA).
DeMarker Overbought/Oversold
DeMarker is a technical indicator that compares the period’s maximum and minimum prices to the equivalent prices of the previous period. It helps identify overbought and oversold conditions by measuring the demand for the underlying asset. Values range from 0 to 1, with readings above 0.7 indicating overbought conditions and below 0.3 indicating oversold conditions.
Parameter 1: DeMarker Period – Usually 14. Calculation period for DeMarker.
Parameter 2: Overbought Level – Typically 0.7. DeMarker level indicating overbought conditions.
Parameter 3: Oversold Level – Standard is 0.3. DeMarker level indicating oversold conditions.
Keltner Channel Breakout
Keltner Channels are volatility-based envelopes set above and below an exponential moving average. The channels use the Average True Range (ATR) to set the distance from the EMA, making them adaptive to volatility changes. They help identify trend direction and potential breakout points.
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Parameter 1: EMA Period – Usually 20. EMA period for channel center line.
Parameter 2: ATR Period – Typically 14. ATR period for band calculation.
Parameter 3: ATR Multiplier – Standard is 2.0. Multiplier for ATR-based bands.
Keltner Channel Reversal
Keltner Channels provide dynamic support and resistance levels that adjust to market volatility. The channels are constructed using an EMA as the center line with upper and lower bands based on the Average True Range. They help identify when prices are overextended and due for a reversal.
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Parameter 1: EMA Period – Usually 20. EMA period for channel center line.
Parameter 2: ATR Period – Typically 14. ATR period for band calculation.
Parameter 3: ATR Multiplier – Standard is 2.0. Multiplier for ATR-based bands.
Donchian Channel Breakout
Donchian Channels create a price channel based on the highest highs and lowest lows over a specified period. They provide clear support and resistance levels and help identify when prices reach extreme levels within the established range, potentially signaling reversal opportunities.
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Parameter 1: Donchian Period – Usually 20. Period for highest high and lowest low calculation.
Donchian Channel Reversal
Donchian Channel reversal strategy generates signals when price reaches channel extremes and reverses. Buy signals occur when price touches the lower channel and reverses upward, while sell signals occur when price touches the upper channel and reverses downward.
Parameter 1: Donchian Period – Usually 20. Period for highest high and lowest low calculation.
MFI Crossover (Alternative)
This alternative Money Flow Index implementation may use different calculation methods or parameters compared to the standard MFI. It maintains the core concept of combining price and volume analysis to measure buying and selling pressure, helping identify momentum changes and potential reversal points.
Parameter 1: MFI Long Period – Standard is 14. Calculation period for long MFI.
Parameter 2: MFI Short Period – Usually 9. Calculation period for short MFI.