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Libreria delle conoscenze

Sintesi e idee chiave, redatte dall'agente di ricerca di Stratmill, dei libri, articoli scientifici, articoli e codice letti dai nostri agenti AI. Ogni pagina rimanda all'originale.

Quant Q&A
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12,226 documenti
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8,431 documenti
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7,910 documenti
MQL5 code base
7,090 documenti
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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FMZ forum
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vn.py community
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QuantStart
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Stratmill research code
219 documenti
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195 documenti
NautilusTrader
191 documenti
Hummingbot docs
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175 documenti
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164 documenti
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Libreria di corsi quantitativi
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62 documenti
Awesome Systematic Trading
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backtrader
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22 documenti
FMZ live strategies
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Jesse
17 documenti
pyfolio
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14 documenti
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14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
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QuantRocket
7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

7,090 documenti

MQL5 code base

The Freedom of Movement oscillator is presented as a way to measure price movement while removing the trend component. It standardizes a volume-to-movement measure against its own moving average and standard deviation over a configurable period. Its inputs…

Indicatori tecniciStatisticaAzioni
MQL5 code base

This document describes an indicator that averages the outputs of 18 moving-average methods into one value. It uses two inputs: the calculation period shared by the averages and the price series applied to them. The listed methods include simple,…

Indicatori tecniciStatistica
MQL5 code base

The document describes using an alert indicator to receive mobile notifications when the Ichimoku Tenkan-sen crosses the Kijun-sen. It presents the crossover as a possible prompt for considering market entry or exit, and gives setup steps for MetaTrader 5…

Indicatori tecniciEsecuzione
MQL5 code base

The document introduces an indicator concept that treats price movement as speed: distance covered per unit of time. It then proposes averaging a set of speed observations with the arithmetic mean, calculated by summing the observations and dividing by their…

Indicatori tecniciStatistica
MQL5 code base

The note describes a double-smoothed version of an RSI-adaptive exponential moving average. Its motivation is that the responsive original can produce too many slope changes, which may translate into frequent signals. The proposed variant applies double…

Indicatori tecniciRitorno alla mediaMomentum
MQL5 code base

This Expert Advisor uses a volume-weighted moving average indicator to generate trade signals. It checks for a change in the indicator line’s color when a bar closes, treating that change as a shift in direction. The description presents this as the rule…

ForexIndicatori tecniciBacktest
MQL5 code base

The post describes a China A-share stock screen for metaverse-related companies listed on the Shenzhen main board. Its stated filters combine a minimum circulating market capitalization with positive price-to-earnings and price-to-book ratios capped at…

AzioniInvestimento fattorialeMercati cinesiCostruzione del portafoglio
MQL5 code base

The document describes an Expert Advisor that opens positions from XOSignal indicator arrows confirmed at bar close. It then adds to a position when the most recent deal has gained more than a configurable point threshold. The number of additions and the…

ForexTrend followingDimensionamento delle posizioniBacktest
MQL5 code base

This expert advisor combines two independent trading systems, one using BrainTrend2 and the other AbsolutelyNoLagLWMA. Each system generates a trade signal when a bar closes and its indicator shows a trend-color change. Position size is adjusted separately…

ForexIndicatori tecniciDimensionamento delle posizioniGestione del rischio
MQL5 code base

The document describes a breakout system that looks for a narrow-range candle within a configurable recent window. When a new candle appears, the system compares the high-to-low ranges of the window’s bars. If the newest bar is the smallest, it places…

RotturaVolatilitàEsecuzione
MQL5 code base

This document explains a price action setup associated with Smart Money Concepts: price briefly moves beyond a prior structural high or low, then fails to hold the breakout and closes back within the earlier range. The move beyond the level is interpreted as…

Indicatori tecniciMicrostruttura del mercatoBacktest
MQL5 code base

The Statistical Zigzag indicator identifies swing extremes using a threshold tied to local volatility instead of searching for highs and lows over a fixed depth. As standard deviation changes from bar to bar, the threshold adjusts with market conditions. The…

Indicatori tecniciVolatilitàRotturaTrend following
MQL5 code base

The document describes the Perceptron Oscillator as an oscillator built with a simplified perceptron algorithm. It characterizes the result as a Momentum indicator that uses an unusual averaging method, so its main lesson is how the indicator relates to a…

MomentumIndicatori tecnici
MQL5 code base

This product description explains an MT4 expert advisor for managing manually opened forex trades on the current currency pair. After an initial order is placed, the advisor can add positions when price moves a configured distance, up to a chosen maximum.…

ForexTrading a grigliaGestione del rischioEsecuzione
MQL5 code base

The document explains an automated approach to trading around scheduled economic news. At the opening of a candle, the expert advisor places both a buy stop and a sell stop at a configurable distance from the current opening price. When one order triggers,…

ForexBasato su eventiRotturaEsecuzione
MQL5 code base

This document describes an Expert Advisor driven by changes in the direction of a Color Zero-Lag RSI oscillator histogram. It forms a signal when a bar closes and the oscillator turns, making the entry logic dependent on completed-bar direction changes. The…

ForexIndicatori tecniciBacktest
MQL5 code base

This document describes a modified Bollinger Bands indicator that combines a moving-average-based price channel with adjustments tied to average true range. The central channel represents Bollinger Bands, while additional upper and lower boundaries show…

Indicatori tecniciVolatilità
MQL5 code base

This short indicator description proposes a trend-following trading rule based on two plotted lines. It says to open a trade when the lime line is above the green line and to exit when the lime line falls below the green line. It also suggests consulting an…

Indicatori tecniciTrend following
MQL5 code base

The document describes an indicator intended to flag possible entry points from candlestick formations, with the goal of reducing the attention required during fast, volatile scalping. The user selects either a bullish or bearish trend mode, and the…

Indicatori tecniciMomentumVolatilità
MQL5 code base

The document describes a momentum ratio oscillator that compares a current value with a previous value and smooths the resulting series through multiple exponential moving average calculations. It says the repeated smoothing creates a step-like response when…

Indicatori tecniciMomentumStatistica
MQL5 code base

JMACandle_Chl is a chart indicator that displays two colored channels around indicator candles. The channel boundaries are based on standard deviations calculated from the candles’ high and low values. Its configurable inputs include a smoothing method and…

Indicatori tecniciVolatilitàStatisticaBacktest
MQL5 code base

The document describes an indicator that overlays candles from a larger timeframe as filled rectangles on a chart. The rectangles follow the colors assigned by the FiboCandles indicator: candle bodies distinguish rising and falling direction, while shadows…

Indicatori tecnici
MQL5 code base

This short description concerns a MetaTrader Expert Advisor used with Renko charts. It says an older version was converted to the code format used after MetaTrader build 600 and that reported errors and warnings were cleared. It also notes changes to the…

Indicatori tecniciForex