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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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3,481 documenti
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1,507 documenti
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Stratmill research code
219 documenti
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195 documenti
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191 documenti
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175 documenti
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164 documenti
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163 documenti
Libreria di corsi quantitativi
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116 documenti
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86 documenti
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68 documenti
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62 documenti
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61 documenti
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22 documenti
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Jesse
17 documenti
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16 documenti
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14 documenti
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14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
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8 documenti
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7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

This document describes a long-or-short crossover strategy that searches pairings among 70 moving average and filter types for a chosen market and timeframe. The selected series use a common period, and an additional exponential smoothing step is intended to…

Indicatori tecniciTrend followingApprendimento automaticoBacktest
ProRealCode

This note proposes estimating volatility from the thickness of the Ichimoku Kumo, calculated as the absolute distance between its two forward spans. It normalizes that distance against a 200-period average and standard-deviation bands. Readings above 100 are…

Indicatori tecniciVolatilitàTrend followingRottura
ProRealCode

The Guppy MMA oscillator compares two groups of exponential moving averages: a short-term group and a long-term group. The short group uses six faster averages, while the long group uses six slower averages. Their summed difference is smoothed with another…

Indicatori tecniciTrend followingMomentum
ProRealCode

The UT Bot indicator uses an ATR-scaled trailing stop to classify price as being in an uptrend or downtrend. Its stop distance is the average true range multiplied by a sensitivity factor, so the distance changes with recent volatility. Price above the stop…

Trend followingIndicatori tecniciVolatilità
ProRealCode

The described expert advisor is a short-timeframe breakout system that combines Keltner channels, a moving average, and a minimum candle-size filter. A long setup occurs when price breaks above the channel, the candle meets a specified pip-length threshold,…

ForexRotturaVolatilitàIndicatori tecnici
ProRealCode

The Williams Vix Fix estimates panic or exuberance from price data, making it usable on instruments without their own volatility index. Its bottom mode measures the current low against the highest close in a recent window; a mirrored top mode measures the…

Indicatori tecniciVolatilitàGestione del rischio
ProRealCode

The Saty Phase Oscillator combines an EMA pivot, ATR normalization, and Bollinger Bands to describe price movement relative to a dynamic reference. Price distance from an EMA(21) is scaled by three times ATR(14) and smoothed with EMA(3). Thresholds divide…

Indicatori tecniciVolatilitàRotturaRitorno alla media
ProRealCode

The document describes a chart indicator built from the median price, defined as the average of each bar’s high and low. It calculates a rolling mean over a configurable lookback, then applies a short triangular moving average to that series. The current…

Indicatori tecniciAzioni
ProRealCode

This document describes a ProRealTime adaptation of a MACD indicator combined with a volatility squeeze based on the TTM Squeeze concept. The MACD uses fast and slow exponential averages and a signal average; histogram colors distinguish whether the MACD is…

Indicatori tecniciVolatilitàMomentum
ProRealCode

This document describes a visual trend indicator built from 20, 50, and 100 period exponential moving averages. It marks a bullish bias when the 20 period average is above both longer averages, and a bearish bias when it is below both. The output is a…

Indicatori tecniciTrend followingBacktestGestione del rischio
ProRealCode

The Flower indicator combines a smoothed price oscillator with support and resistance levels derived from the Commodity Channel Index (CCI). Its oscillator uses an average of high, low, and closing prices, then smooths and scales deviations from a moving…

Indicatori tecniciRitorno alla mediaGestione del rischio
ProRealCode

The document explains the Variable Index Dynamic Average, an adaptive form of the exponential moving average associated with Tushar Chande. Its smoothing factor is scaled by a measure of market activity, so the effective averaging speed changes with…

Indicatori tecniciVolatilitàMomentum
ProRealCode

The proposed screen selects stocks in the metaverse theme when auction-period activity indicates net buying by major participants and the price shows a reversal or “engulfing” pattern. The article characterizes the pattern as a shift in which buyers overcome…

AzioniMercati cinesiMomentumMicrostruttura del mercato
ProRealCode

This document describes a price-action indicator intended to flag sudden price movement for short-duration scalping. The user can choose the moving-average calculation method and analysis period; the stated default period is 50. The indicator uses a selected…

Indicatori tecniciTrading ad alta frequenzaMomentum
ProRealCode

This Chinese equity screening proposal selects stocks in the metaverse theme whose price is below 12 and whose 9:25 price change is under 6%. The article interprets the theme as the industry filter, the early-session move as a measure of market behavior, and…

AzioniMercati cinesiIndicatori tecniciGestione del rischio
ProRealCode

This indicator proposal applies Average True Range twice to closing prices to create a smoothed line called DATR. It calculates a second line, DATR2, using twice the selected period to represent a broader trend. The default period is 15 bars, and the author…

Indicatori tecniciTrend followingGestione del rischioBacktest
ProRealCode

This indicator builds a symmetric price ladder around a Hull moving average, spacing each rail by a multiple of average true range. As volatility changes, the ladder expands or contracts, making deviations comparable across instruments and timeframes. A…

Indicatori tecniciRitorno alla mediaVolatilitàAzioni
ProRealCode

This note describes a configurable Keltner channel built around a moving average of typical price. Its upper and lower bands are formed by adding or subtracting a scaled average of the price range, so the channel width depends on both the selected multiplier…

Indicatori tecniciVolatilità
ProRealCode

The document describes a simple timed long strategy for the FTSE MIB: enter at market at 17:30, near the close, and exit at market at 09:15 the following morning, shortly after the next session opens. The supplied rules use a single contract and trigger…

FuturesEsecuzioneBacktestGestione del rischio
ProRealCode

The indicator estimates the typical price range for each hour of the day on the current instrument. For each chart bar, it subtracts the low from the high, adds that range to the running total for the bar’s hour, and divides by the number of bars counted for…

StatisticaVolatilitàIndicatori tecnici
ProRealCode

This strategy outline uses the DAX cash market on a three-minute chart. It records the day’s open at a specified time, then enters long when price moves a configurable number of points above that level or short when it moves the same distance below. Trade…

FuturesRotturaBacktestGestione del rischio
ProRealCode

The indicator maps swing highs or lows that are swept and then followed by a confirmed reversal. A sweep creates a candidate rather than an immediate signal. At that point, the tool freezes the swept price, the nearby structure level defined by preceding…

Indicatori tecniciMicrostruttura del mercatoGestione del rischio
ProRealCode

This document describes a long-only strategy for the DAX on a four-hour chart. It builds a triangular moving average style center line from recent closes, then sets a lower channel band by subtracting an average true range measure multiplied by a fixed…

FuturesIndicatori tecniciRitorno alla mediaGestione del rischio
ProRealCode

The document presents a price-chart indicator that approximates Renko boxes using closing prices. It initializes upper and lower box boundaries, then shifts them when the close moves beyond a threshold based on twice the configured box size. Otherwise, the…

Indicatori tecniciTrend following