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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
20,364 documenti
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12,226 documenti
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8,431 documenti
Strategy library
7,910 documenti
MQL5 code base
7,090 documenti
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3,481 documenti
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Deribit Insights
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QuantStart
246 documenti
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
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22 documenti
FMZ live strategies
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Jesse
17 documenti
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14 documenti
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14 documenti
backtesting.py
11 documenti
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7 documenti
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Cerca nella libreria

7,090 documenti

MQL5 code base

This description outlines an Expert Advisor that places pending buy-limit and sell-limit orders. Users select the timeframe used to analyze open, high, low, and close data. The stated trading signals draw on three indicators: MACD, its moving-average…

FuturesIndicatori tecniciEsecuzione
MQL5 code base

The document describes an Intraday Intensity indicator with no user-set parameters. It updates a running intensity value by adding a bar-based term that compares the close with the high and low, scaled by the product of the bar’s range and tick volume. This…

Indicatori tecniciStatistica
MQL5 code base

Delta_RSI compares two RSI oscillators with different periods and uses their relative positions to classify market conditions. The fast RSI is evaluated against the slow RSI, while the slow RSI is also compared with a configurable signal level, typically 50.…

Indicatori tecniciMomentum
MQL5 code base

This document describes an indicator that applies a Laguerre filter to Plus Directional Indicator values. It identifies the indicator’s origin as an MQL4 implementation and notes that it was published in 2007. The description gives no equations, parameter…

Indicatori tecnici
MQL5 code base

This indicator description explains how to display Bill Williams’ Accelerator Oscillator (AC) from a selected timeframe on a chart with a different timeframe. It presents the tool as a multi-timeframe version of the oscillator, with adjustable periods for…

Indicatori tecniciMomentum
MQL5 code base

The document describes a workflow for obtaining minute-level OHLC data for use in MetaTrader 4 backtesting when a broker’s MT4 history is limited. It proposes running an Expert Advisor test in MetaTrader 5 with the M1 timeframe and the one-minute OHLC…

BacktestForexStatistica
MQL5 code base

This implementation of the Quantum trading system waits for a local price extreme within a trader-specified number of bars. It marks local highs as potential short entries and local lows as potential long entries. A Stochastic oscillator filters these…

Indicatori tecniciRitorno alla mediaGestione del rischio
MQL5 code base

This brief description explains that the XXDPO indicator can be configured to calculate or display data from a selected chart timeframe through an input parameter. The example sets the indicator period to a four-hour timeframe, indicating that the selected…

Indicatori tecnici
MQL5 code base

This indicator displays the trend direction or a potential trade signal generated by the Awesome_Sign indicator on a selected bar. It marks continued trends with a colored graphic symbol and trend changes with a directional arrow, using colors to distinguish…

Indicatori tecniciTrend followingAzioni
MQL5 code base

This brief note introduces a smoothed price indicator that derives adaptive levels to help assess trend direction and possible support or resistance. It suggests that changes in the indicator’s color can be used as trading signals. The document also cautions…

Indicatori tecniciTrend following
MQL5 code base

This brief description defines the Elliott Oscillator, also called the 5/34 Oscillator, as the difference between a short-period and a longer-period simple moving average, displayed as a histogram around a zero line. The described standard settings use 5…

Indicatori tecniciMomentum
MQL5 code base

This expert advisor is described as a moving average crossover system that trades using the open candle’s price. Its settings cover fast and slow moving average periods, trade limits, fractal highs and lows, and use across time frames on major Forex pairs…

ForexAzioniIndicatori tecniciGestione del rischio
MQL5 code base

The Special Slow Stochastic (SSS) is a variation of the standard Stochastic oscillator. It retains the usual %K period, %D period, and slowing settings, then adds a further smoothing period applied to the Stochastic signal line. The indicator also exposes…

Indicatori tecniciForex
MQL5 code base

The ATR Dual indicator displays two Average True Range series with different averaging periods. Its default setup uses a 14-period ATR as a dotted reference line and a one-period ATR as a histogram, allowing the current bar’s range-based volatility to be…

VolatilitàIndicatori tecniciStatistica
MQL5 code base

This indicator displays ChandelierStops trend positions from ten timeframes in one view. It compares the indicator line with minimum and maximum price levels and colors its squares accordingly: light green when the line is below the minimum level, and pink…

Indicatori tecniciTrend followingMulti-asset
MQL5 code base

This indicator classifies market direction using the two Vortex lines. It marks a bullish state when the positive line rises above an upper threshold while the negative line falls below a lower threshold. The bearish state reverses those conditions; other…

Indicatori tecniciTrend following
MQL5 code base

The document describes a visual presentation of the Moving Average Convergence Divergence indicator in which the MACD line and its signal line form a colored cloud. It identifies the two lines as the boundaries of the display, giving readers the basic…

Indicatori tecniciMomentum
MQL5 code base

This document outlines a SonicR PVA volume indicator that classifies trading activity by comparing candle volume with thresholds derived from recent observations. Its inputs include a period for calculating extreme volume values, a period for detecting…

Indicatori tecniciMicrostruttura del mercatoStatistica
MQL5 code base

This MetaTrader 5 Expert Advisor trades signals from the ColorXMUV moving-average indicator. A signal occurs when a bar closes and the indicator changes color. Inputs define the permitted trading window by start and end hour and minute; the default spans the…

ForexIndicatori tecniciEsecuzioneBacktest
MQL5 code base

The document describes FatlSatlOsma as an indicator based on the difference between two digital trend filters, SATL and FATL. That difference is intended to help estimate the current trend’s direction and speed. The text provides no calculation details,…

Indicatori tecniciTrend following
MQL5 code base

This tutorial explains bias, variance, irreducible error, and how model complexity relates to underfitting and overfitting. It then surveys feature-selection approaches: evaluating feature subsets, using forward, backward, or bidirectional greedy search,…

Apprendimento automaticoStatisticaBacktest
MQL5 code base

This note describes an adaptive range indicator for MetaTrader 4. Although presented as an ATR variant, it averages each bar’s high-to-low range rather than true range, which also accounts for gaps from the prior close. Its measure therefore focuses on the…

Indicatori tecniciVolatilità
MQL5 code base

The document describes a higher-timeframe variant of the Color Zero Lag Relative Vigor Index (RVI) indicator for MetaTrader 5. Its main feature is a timeframe input, allowing the indicator to use a selected chart period, with a four-hour period shown as the…

Indicatori tecniciMulti-asset
MQL5 code base

The document outlines an expert advisor that combines the Commodity Channel Index with a moving average and trailing behavior. It notes that the CCI level is treated as an integer and that users can choose the current and previous bars used for its values.…

Indicatori tecniciGestione del rischioDimensionamento delle posizioniBacktest