Vai al contenuto

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
SuperMind
12,226 documenti
OKX Learn
8,431 documenti
Strategy library
7,910 documenti
MQL5 code base
7,090 documenti
BigQuant
3,481 documenti
Bitget Academy
3,298 documenti
MQL5 articles
3,012 documenti
TradingView scripts
1,976 documenti
ProRealCode
1,507 documenti
Deribit Insights
1,232 documenti
Machine Learning for Trading
1,124 documenti
arXiv papers
1,033 documenti
Amberdata research
766 documenti
FMZ forum
682 documenti
FMZ digest
662 documenti
vn.py community
560 documenti
QuantInsti blog
511 documenti
Galaxy Research
340 documenti
QuantStart
246 documenti
Stratmill research code
219 documenti
Robot Wealth
195 documenti
NautilusTrader
191 documenti
Hummingbot docs
181 documenti
Paradigm research
175 documenti
Lumibot
164 documenti
Kraken Learn
163 documenti
Libreria di corsi quantitativi
157 documenti
OctoBot
152 documenti
Cryptohopper blog
144 documenti
Systematic trading blog (Rob Carver)
132 documenti
Qlib
116 documenti
TqSdk
86 documenti
Quantpedia
86 documenti
Hyperliquid docs
79 documenti
Freqtrade
68 documenti
Hudson & Thames
62 documenti
Awesome Systematic Trading
61 documenti
backtrader
54 documenti
vn.py
50 documenti
Binance API docs
45 documenti
Lezioni Quantopian
45 documenti
FMZ guides
38 documenti
pysystemtrade
34 documenti
Freqtrade docs
32 documenti
quant-trading
31 documenti
FinRL
28 documenti
Zipline
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
Awesome Quant
1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

The Volume Accumulation Percentage Indicator (VAPI) modifies volume accumulation by weighting volume according to where the close sits within the bar's high-low range. Its described calculation scales the close's position in that range, multiplies it by…

Indicatori tecniciMomentum
ProRealCode

This document describes a ProRealTime indicator for identifying the bullish Rising Three Methods and bearish Falling Three Methods candlestick formations. Each pattern uses five bars: a large directional candle, three smaller countertrend candles whose…

Indicatori tecniciTrend followingRottura
ProRealCode

The Range Factor is presented as a confirmation indicator for forex systems. It compares short and longer moving averages of closing prices, scales their difference using average true range, and applies a bounded transformation to produce a value. The…

ForexIndicatori tecniciTrend following
ProRealCode

The Know Sure Thing indicator combines smoothed rates of change over four lookback horizons into one oscillator. Each rate of change is averaged over its own smoothing window, then multiplied by a weight that increases with the horizon. This gives the longer…

Indicatori tecniciMomentumAzioni
ProRealCode

This indicator highlights candles whose volume is at least twice a 125-period Wilder average. When the threshold is met, it places a label near the candle low showing the rounded volume multiple. An optional setting colors high-volume bullish candles blue…

Indicatori tecniciStatisticaMicrostruttura del mercato
ProRealCode

The document presents a Relative Strength Quality Index, or RSX, as a smoothed alternative to a jagged RSI, alongside a corrected line calculated from the RSX values. It suggests using the corrected line to filter RSX whipsaws or treating its crossing of the…

Indicatori tecniciRitorno alla mediaBacktest
ProRealCode

This indicator combines a simple moving average of typical price with a recursive price filter whose weight is adjusted by the ratio of two close-price standard deviations. The example uses a 50-period moving average and standard-deviation lookbacks of 30…

Indicatori tecniciVolatilitàTrend following
ProRealCode

This indicator evaluates simple one-candle mean-reversion trades by tracking separate rolling equity curves for long and short setups. A long trade is simulated after a down candle and a short trade after an up candle; each is closed one candle later. The…

Ritorno alla mediaIndicatori tecniciBacktestSentiment
ProRealCode

This document presents a long-only DAX strategy intended for three-minute bars. It enters when the two-period exponential moving average crosses above the four-period average, provided the 20-period average is above the 75-period average and price is above…

FuturesTrend followingIndicatori tecniciGestione del rischio
ProRealCode

This indicator estimates sloping support and resistance by extending lines derived from the latest three swing highs and three swing lows. A pivot is identified using configurable numbers of bars before and after a candidate high or low, so the pivot…

Indicatori tecnici
ProRealCode

The document describes a ProBacktest indicator that tracks strategy profitability by calendar month and year. It initializes capital values, detects date changes, calculates each completed period’s profit from strategy profit and starting capital, and graphs…

BacktestStatistica
ProRealCode

The Perfect Trend Line indicator uses two bands built from recent highs and lows over different lookback periods: one slower and one faster. The indicator compares the close with the prior band values to update each line, then uses the lines and price…

Trend followingIndicatori tecnici
ProRealCode

This note describes a daily stock trend indicator that combines MACD, RSI, momentum, and Williams %R into a binary bull or bear signal. Each indicator contributes one vote according to a threshold: MACD and momentum are evaluated against zero, RSI against…

AzioniTrend followingIndicatori tecniciMomentum
ProRealCode

Dual Thrust is a breakout method that sets daily entry thresholds from recent price extremes. It calculates the highest high and close, and the lowest low and close over a lookback window, then takes the larger of two cross-range measurements. Multiplying…

FuturesForexAzioniRottura
ProRealCode

The document presents a Composite Momentum oscillator intended to identify stocks with rising recent momentum. Its calculation combines changes in a short-versus-long moving average momentum measure with a recent high-low range oscillator, then smooths the…

AzioniMomentumIndicatori tecniciBacktest
ProRealCode

The document describes a trend indicator attributed to Tushar Chande. It compares the current close with closes from 11 through 20 days earlier, assigning a positive point when the current close is higher and a negative point otherwise. Adding these…

Indicatori tecniciTrend followingMomentum
ProRealCode

The indicator measures the current price’s distance from a volume-weighted moving average, then expresses that distance as a normalized score. It uses the logarithm of the price-to-average ratio and scales it by the historical standard deviation of that…

Indicatori tecniciStatisticaVolatilità
ProRealCode

This document describes a DAX strategy on hourly bars that uses separate exponential moving average pairs for long and short trades. A 60-period average crossing above a 200-period average opens a long position, while the reverse cross exits it. For shorts,…

FuturesTrend followingIndicatori tecniciBacktest
ProRealCode

This intraday breakout strategy defines a range from 09:00 to 09:30 and applies it to the DAX on a 15-minute timeframe. It places buy-stop and sell-short-stop orders at the range high and low, respectively, during the subsequent session. The stop loss is set…

AzioniFuturesRotturaBacktest
ProRealCode

This document presents an intraday pivot indicator built from the high, low, and closing price observed during a user-defined time window. The start and end hour and minute can be changed. After the window, the calculation uses its price range and average of…

Indicatori tecnici
ProRealCode

This chart indicator estimates the Average Daily Range (ADR) while excluding Sunday bars, which can have shortened or irregular sessions. It tracks the current day's high and low, compares the day's range with the ADR, and displays the remaining distance in…

Indicatori tecniciVolatilitàForex
ProRealCode

This indicator compares two linear regression estimates of closing price, using a slower 14-period curve and a faster 2-period curve. It subtracts the faster estimate from the slower one and plots the difference as an oscillator around a zero line, with…

Indicatori tecniciMomentum
ProRealCode

This document outlines a long-only mean-reversion setup for the DAX on a 30-minute chart. It looks for a prior low below the lower Bollinger Band, followed by a close back above that band while remaining below the upper band. Entry also requires a close…

FuturesRitorno alla mediaIndicatori tecniciBacktest
ProRealCode

The Herrick Payoff Index is presented as a futures indicator intended to estimate money flowing into or out of a contract. Its calculation uses price movement, volume, and changes in open interest, so it requires an instrument with open-interest data. The…

FuturesIndicatori tecniciMicrostruttura del mercato