Indicator
Basis
Basis
Definition
The futures price minus the spot price, reflecting carrying costs and market expectations.
Boundary
Delivery terms, funding rates, and liquidity affect it, so it is not a simple arbitrage signal.
652 Strategies
191 Text mentions
2,349 Code hits
Role distribution
Market regimes
Uptrend63/6Downtrend68/17Range28/52Breakout Onset0/0High Volatility13/1Low Volatility1/0Reversal Inflection11/1All Regimes0/0
Common parameters
No parameter samples.
Frequent co-occurrence
- Breakout46
- Bollinger Bands38
- ATR37
- Cross Above32
- Cross Below30
- False Signal30
- EMA27
- False Breakout25
- MACD20
- Overbought15
Semantic relations
- Basis ← SpotBasis is the difference between futures and spot prices.
- Basis ← Futures ContractBasis is the difference between futures and spot prices.
- Basis → Cash-Futures ArbitrageCash-futures arbitrage trades the basis.
Evidence strategies
- 多因子均值回归策略结合随机相对强弱指标与布林带的均值回归交易系统-Multi-Factor-Mean-Reversion-Strategy-A-Mean-Reversion-Trading-System-Combining-Stochastic-RSI-and-Bollinger-BandsFilter
- 布林带动态止盈与动态加仓策略-Bollinger-Band-Dynamic-Take-Profit-and-Dynamic-Position-Adding-StrategyTrigger
- 双基指标跟随策略Multiple-Indicators-Follow-StrategyFilter
- 基于多空自适应动态网格策略A-Long-Short-Adaptive-Dynamic-Grid-Strategy-BasedRisk control
- 基于EVWMA的布林带策略EVWBB-Strategy-Based-on-EVWMA-and-Bollinger-BandsRisk control
- 趋势跟踪平均真实波幅止损策略-Trend-Following-Average-True-Range-Trailing-Stop-StrategyFilterInferred
- RSI和SMA交叉策略RSI-and-SMA-Crossover-StrategyFilterInferred
- 博林带RSI交叉策略Bollinger-Bands-and-RSI-Crossover-StrategyFilterInferred
- 基于动能量化追趋策略Heiken-Ashi-Momentum-Quant-StrategyFilterInferred
- Keltner通道突破回抽策略Keltner-Channel-Pullback-StrategyFilterInferred
- 增强波动带反转策略Enhanced-Bollinger-Bands-Reversal-StrategyFilterInferred
- 基于布林带的双轨道突破交易策略Bollinger-Bands-Dual-track-Breakthrough-StrategyContextInferred
- 渐变追踪止损策略Gradient-Trailing-Stop-Loss-StrategyFilterInferred
- 月度抛物线突破策略Monthly-Parabolic-Breakout-StrategyFilterInferred
- 多模型组合蜡烛形态策略Multi-model-Candlestick-Pattern-Combination-StrategyFilterInferred
Corpus quotes
Keltner Channel Setup: The strategy uses a 20-period Simple Moving Average (SMA) as the basis for the Keltner Channel, with the channel width set to 6 times the ATR.
动态Keltner通道动量反转策略-Dynamic-Keltner-Channel-Momentum-Reversal-Strategy · other EN
Calculate the 20-period SMA as the basis line.
博林带RSI交叉策略Bollinger-Bands-and-RSI-Crossover-Strategy · principle EN
The tight stop loss controls risk on a per trade basis.
超跌RSI追涨策略Oversold-RSI-Breakout-Strategy · advantages EN