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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
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7,910 documenti
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7,090 documenti
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3,481 documenti
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3,298 documenti
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1,507 documenti
Deribit Insights
1,232 documenti
Machine Learning for Trading
1,124 documenti
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766 documenti
FMZ forum
682 documenti
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662 documenti
vn.py community
560 documenti
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340 documenti
QuantStart
246 documenti
Stratmill research code
219 documenti
Robot Wealth
195 documenti
NautilusTrader
191 documenti
Hummingbot docs
181 documenti
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175 documenti
Lumibot
164 documenti
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163 documenti
Libreria di corsi quantitativi
157 documenti
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152 documenti
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144 documenti
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132 documenti
Qlib
116 documenti
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86 documenti
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86 documenti
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79 documenti
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68 documenti
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62 documenti
Awesome Systematic Trading
61 documenti
backtrader
54 documenti
vn.py
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45 documenti
Lezioni Quantopian
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FMZ guides
38 documenti
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34 documenti
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quant-trading
31 documenti
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28 documenti
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22 documenti
FMZ live strategies
21 documenti
Jesse
17 documenti
pyfolio
16 documenti
Alphalens
14 documenti
WonderTrader
14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
QTPyLib
8 documenti
QuantRocket
7 documenti
Lumibot strategies
7 documenti
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1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

The Derivative Oscillator applies the MACD histogram idea to a twice-smoothed RSI. RSI is calculated first, then smoothed with two exponential averages; a simple moving average of that result becomes the signal line. The oscillator is the difference between…

Indicatori tecniciMomentum
ProRealCode

This document describes an indicator intended to identify trend-following engulfing patterns and mark order blocks using the range of the engulfing pattern’s first candle. Its accompanying calculation estimates the slope and curvature of a 21-period moving…

Indicatori tecniciTrend followingMomentum
ProRealCode

The document describes a color-coded momentum indicator for intraday charts. It calculates momentum on 15-minute, hourly, and four-hour timeframes, then displays colors according to whether the readings are positive or negative. Stronger green or red states…

MomentumIndicatori tecniciGestione del rischio
ProRealCode

The document presents DeMarker as a bounded technical indicator for identifying potential overbought and oversold conditions, with reference levels of 70 and 30. It describes the calculation using changes in consecutive highs and lows: upward high changes…

Indicatori tecniciRitorno alla mediaStatistica
ProRealCode

The document presents a custom calculation of the Fractal Dimension Index (FDI), an indicator intended to characterize trend strength from price variation. It describes using a rolling window of 30 bars, normalizing historical custom closing prices within…

Indicatori tecniciStatistica
ProRealCode

The document describes an Ichimoku-based indicator intended to confirm or reject whether a market is trending, alongside screeners for finding markets in trends or ranges. It defines a bullish alignment through the relative positions of Chikou, price,…

Indicatori tecniciTrend followingRottura
ProRealCode

This intraday EUR/USD system uses five-minute bars during a stated daytime session. It enters long or short on RSI divergence signals near swing lows or highs, subject to a modified, delayed Donchian Channel filter intended to avoid entries against strong…

ForexRitorno alla mediaIndicatori tecniciGestione del rischio
ProRealCode

This document presents an implementation of John Ehlers’ Sinewave indicator from his 1999 Market Mode Strategies description. It detrends midpoint price, derives in-phase and quadrature components, estimates phase and its change, and uses accumulated phase…

Indicatori tecniciStatisticaBacktest
ProRealCode

The system takes a long position in the DAX when Monday’s regular-session close is below its daily 34-period simple moving average. It enters at 17:45 on Monday and plans to exit at 09:00 on Wednesday. The code checks the weekday and time on an intraday…

FuturesTrend followingIndicatori tecniciGestione del rischio
ProRealCode

The document describes an indicator that evaluates a grid of Supertrend settings across different ATR lengths and multipliers. Each configuration is treated as an always-in-market system: trend changes close the current position and open one in the opposite…

Indicatori tecniciTrend followingBacktestStatistica
ProRealCode

The Super Trend Fisher is presented as a trend and reversal indicator combining a detrended price oscillator, Fisher transform, and volatility-adjusted SuperTrend levels. The DPO component removes a moving-average reference to emphasize shorter price…

Indicatori tecniciTrend followingVolatilitàMomentum
ProRealCode

The Deviation Trend Profile combines a simple moving average (SMA), ATR-scaled bands, trend-turn markers, and a histogram of closing prices. It calculates an SMA and a 200-bar ATR, then plots three deviation levels above and below the average using…

Indicatori tecniciVolatilitàTrend followingStatistica
ProRealCode

The document describes a short-term mean-reversion system for France 40, FTSE 100, and DAX index markets on a one-minute chart. It looks at the relationship between the opening price two candles earlier and the current close, with a directional sequence…

Ritorno alla mediaIndicatori tecniciAzioniGestione del rischio
ProRealCode

This document describes a simple indicator for marking Ichimoku cloud twists. It calculates Tenkan-sen and Kijun-sen from rolling high-low midpoints, then derives Senkou Span A and Senkou Span B using the Ichimoku lookback and displacement conventions. It…

Indicatori tecniciTrend following
ProRealCode

The document presents a variant of RSI that uses ADX to attenuate overbought and oversold readings when trend strength is rising. Its motivation is that classic RSI reversal signals can be unreliable in strong trends, while RSI is described as more useful in…

Indicatori tecniciTrend followingRitorno alla mediaStatistica
ProRealCode

This indicator identifies high and low fractals from configurable numbers of bars before and after each candidate. It then connects selected fractal pairs with forward extending rays: resistance lines must slope downward between highs, while support lines…

Indicatori tecniciRottura
ProRealCode

This document describes a recursive moving average attributed to Dennis Meyers and outlines a trend oscillator formed by comparing that average with an exponential moving average of the same period. The proposed signal comes from watching for changes in the…

Indicatori tecniciTrend followingStatistica
ProRealCode

This indicator calculates a weekly Supertrend and displays its value on a daily chart. It reconstructs weekly highs, lows, and closes from daily bars, then uses a true-range-based average and a multiplier to form upper and lower trailing bands. A trend state…

Indicatori tecniciTrend followingVolatilità
ProRealCode

This indicator assigns a score from zero to eight using a sequence of conditions for bullish and bearish trends. The conditions combine ADX strength, positive or negative directional movement, price relative to Parabolic SAR, Ichimoku Tenkan and Kijun lines,…

Indicatori tecniciTrend followingMomentum
ProRealCode

This indicator adapts classic MACD divergence by calculating its moving averages with double exponential moving averages, intended to reduce lag. It records qualifying MACD signal-line crossovers and compares crossover values and closing prices across a…

Indicatori tecniciMomentumBacktest
ProRealCode

The document describes an indicator that marks bullish and bearish order-block zones from price swings, then tracks when price crosses their boundaries. It defines zones from price levels preceding upward or downward breaks of detected swing highs or lows.…

Indicatori tecniciRotturaRitorno alla mediaGestione del rischio
ProRealCode

This indicator combines a fractal adaptive moving average (FRAMA) with volatility bands and a three-state momentum display. It estimates price-path roughness from ranges over two halves of a lookback window: smoother, directional movement raises the…

Indicatori tecniciRotturaMomentumVolatilità
ProRealCode

This indicator groups closing prices from a user-selected lookback window into equal-width intervals and plots their frequency as a histogram. Users choose the sample count and number of bins; the example settings use 150 observations divided into 30…

StatisticaIndicatori tecniciGestione del rischio
ProRealCode

The document describes an indicator that compares closing prices with prices from a chosen lag over a rolling window, using Pearson correlation to identify recurring patterns. When correlation clears a user-set threshold, it applies linear regression to…

Indicatori tecniciStatisticaBacktest