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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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Deribit Insights
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Machine Learning for Trading
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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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Libreria di corsi quantitativi
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62 documenti
Awesome Systematic Trading
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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
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8 documenti
QuantRocket
7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

7,090 documenti

MQL5 code base

This description explains an Expert Advisor built from two similar systems that trade color changes in the XFatlXSatlCloud indicator. One system handles long positions and the other handles short positions, with separate input parameters, magic numbers, and…

ForexTrend followingIndicatori tecniciBacktest
MQL5 code base

This brief description outlines an Expert Advisor that trades signals from the XRSI_Histogram_Vol_Direct indicator. A signal is generated when a bar closes and the histogram changes direction, represented visually by a color change in a chart marker. The…

ForexIndicatori tecniciBacktest
MQL5 code base

This MetaTrader expert advisor places sell-stop orders during a configurable trading window. It checks whether trading is allowed and screens orders against a maximum spread, then sets the pending entry below the bid with a stop loss above the ask. The code…

ForexEsecuzioneDimensionamento delle posizioniGestione del rischio
MQL5 code base

This note describes a generalized form of the SmoothStep indicator, which repeatedly applies smoothing to a step-like signal. It presents the approach as an extension of an earlier indicator and credits the underlying idea to Kenneth Perlin’s work on smooth…

Indicatori tecniciStatistica
MQL5 code base

This document describes a chart indicator that displays directional signals generated by a separate HighsLowsSignal indicator. It can show an arrow for a continuing trend or an arrow whose color and direction indicate a changed trend and trade direction. The…

Indicatori tecniciTrend followingFutures
MQL5 code base

OC Momentum is an oscillator derived from open and close prices, with a single adjustable lookback parameter that defaults to 3. The document proposes using its curve and histogram to identify possible entries while a market is trending. A trendline is drawn…

MomentumIndicatori tecniciTrend following
MQL5 code base

This indicator looks for sequences of candles with configurable minimum body sizes and applies a stochastic filter to the first candle. The description associates consecutive High candles with a stochastic reading at or below the oversold level, and…

Indicatori tecniciMomentumRitorno alla media
MQL5 code base

This document introduces an indicator described as showing trend power through a colored cloud. Strong trends appear blue and weak trends appear gray, providing a visual distinction in the indicator display. The document also notes that an earlier…

Indicatori tecniciTrend following
MQL5 code base

This document describes an expert advisor that opens positions pseudorandomly without custom indicators. It can apply a stop loss, take profit, and trailing stop, and it tracks closed deals to identify losses caused by stop-loss execution. When a qualifying…

Dimensionamento delle posizioniGestione del rischioBacktest
MQL5 code base

This document describes a visual modification to the standard Ichimoku indicator. It fills the area between the Tenkan-sen and Kijun-sen lines with a colored histogram, making the distance between those lines easier to inspect on a chart. The stated purpose…

Indicatori tecnici
MQL5 code base

This document describes an Expert Advisor that derives entries from the ColorRsiMACD histogram when a bar closes. Depending on a selected mode, it can signal when the histogram crosses the zero line, changes direction, or crosses the indicator’s signal line.…

ForexIndicatori tecniciBacktest
MQL5 code base

This short note cautions that multiple instances of an indicator configured to form candles over arbitrary numbers of seconds may display different charts when their start times differ. The underlying data grouped into each candle changes with the…

Indicatori tecniciMicrostruttura del mercato
MQL5 code base

This brief entry identifies an indicator that builds Barishpolts moving channels from fractals. It says the indicator was first implemented in MQL4 and published in 2008, but provides no explanation of how the channel boundaries are calculated, how fractals…

Indicatori tecnici
MQL5 code base

This document describes a trend-envelope indicator that uses standard deviation of price changes to determine whether a trend is new or continuing. It differs from a basic percentage-change approach by applying price smoothing before the calculation. Users…

Indicatori tecniciTrend followingVolatilità
MQL5 code base

The document introduces the Relative Moving Average (RMA) as a moving-average indicator related to the exponential moving average. It says the calculation factor is the reciprocal of the selected cycle or period, so the period controls the smoothing…

Indicatori tecniciStatistica
MQL5 code base

The document describes an oscillator built from the DeMarker technical indicator. It presents the DeMarker values in purple and changes the surrounding cloud color to indicate the signal direction: blue for buying and red for selling. This offers a visual…

Indicatori tecnici
MQL5 code base

The document describes a Fish technical indicator that allows the user to choose its calculation timeframe through an input parameter. It identifies a four-hour period as the default example and says the compiled indicator file must be placed in the trading…

Indicatori tecniciForex
MQL5 code base

This short description discusses a coding challenge in a trading indicator that compares values from the Commodity Channel Index (CCI) and Moving Average Convergence Divergence (MACD) with a shared buy/sell threshold. The indicators can have very different…

Indicatori tecniciForexBacktestStatistica
MQL5 code base

The document explains why changing trading costs and broker constraints matter for automated strategies. Floating spreads may widen overnight or around news, potentially making a system unprofitable and affecting fixed stop-loss or take-profit settings. It…

ForexEsecuzioneMicrostruttura del mercatoBacktest
MQL5 code base

The Simple Harmonic Index (SHI) is described as an indicator derived from the simple harmonic equation and associated with an article on time-cycle oscillators. The document gives a single trading rule based on the indicator’s zero line: a move from negative…

Indicatori tecniciTrend followingBacktest
MQL5 code base

This expert-advisor description explains a pending-order strategy that can place buy and sell limit orders or, in a revised version, stop orders. Orders are initially set a configurable distance from market price with stop-loss and take-profit levels, then…

ForexEsecuzioneGestione del rischioDimensionamento delle posizioni
MQL5 code base

This Expert Advisor uses changes in the Delta_WPR indicator histogram to generate trades. A signal is recognized when a bar closes and the histogram changes to a blue or orange trend color. The document identifies the indicator file needed by the EA and…

ForexIndicatori tecniciBacktest
MQL5 code base

This document describes a trade-management utility that moves a position's stop loss to its break-even level after a trader-defined profit trigger is reached. An optional offset can place the stop beyond break-even to retain a small amount of profit. The…

Gestione del rischioEsecuzione
MQL5 code base

This document introduces a modified Tipu CCI indicator intended for learning how to build an Expert Advisor. Its example shows how to query the indicator with a custom-indicator call and retrieve separate values for a trading signal and a trend state. It…

Indicatori tecnici