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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
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
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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

This document presents a short-term reversal strategy attributed to Larry Connors. For long entries, price must be above its 200-period moving average, below its 5-period average, and the 2-period RSI must be under 10. The position exits when price rises…

Ritorno alla mediaIndicatori tecniciAzioniBacktest
ProRealCode

This strategy idea for GBP/USD on the hourly chart combines a five-period and ten-period simple moving-average crossover with stochastic momentum and RSI filters. Long entries require the faster average to cross above the slower one, stochastic momentum to…

ForexIndicatori tecniciMomentumBacktest
ProRealCode

The document describes a trend indicator that combines a modified On-Balance Volume series with Supertrend levels and a volatility-based adjustment. OBV supplies the input used to make the trend calculation more responsive, while a volatility factor changes…

Indicatori tecniciTrend followingVolatilitàCripto
ProRealCode

This document explains a chart indicator based on the 2B reversal idea: a price pushes beyond a prior support or resistance area, then fails to sustain the move, creating a possible reversal signal. The indicator first locates swing highs and lows over a…

Indicatori tecniciRotturaRitorno alla mediaBacktest
ProRealCode

Williams Percent R is presented as a bounded overbought and oversold indicator. It compares the latest close with the highest high and lowest low over a lookback window, then scales the close’s position within that range to a negative percentage scale. The…

Indicatori tecniciRitorno alla media
ProRealCode

The Relative Volatility Index (RVI) estimates whether volatility is associated with rising or falling prices. It calculates price standard deviation over a chosen period, assigns that volatility to an upward or downward component based on the close-to-close…

Indicatori tecniciVolatilitàTrend following
ProRealCode

This indicator note describes the Sell Relative Strength Index, also called the sell gravitation index, attributed to Howard Wand and featured in a February 2019 TASC issue. For each bar in a configurable lookback, it divides the candle body’s open-to-close…

Indicatori tecniciVolatilitàGestione del rischio
ProRealCode

This document presents a simplified implementation of the Jurik RSX indicator and states that it is equivalent to the original. The calculation applies repeated exponential smoothing stages to close-to-close price changes and to their absolute values, then…

Indicatori tecniciMomentumVolatilità
ProRealCode

This indicator estimates buying and selling volume from tick-by-tick price changes. It adds volume to a positive accumulator when price rises relative to the previous observed price, and to a negative accumulator when it falls. The difference between the…

Microstruttura del mercatoIndicatori tecniciEsecuzione
ProRealCode

The document explains KDJ as a three-line oscillator derived from the Stochastic: K, D, and J. It describes J as an extrapolation from the relationship between K and D, giving it greater sensitivity to the shorter-term K line and allowing it to move beyond…

Indicatori tecniciStatistica
ProRealCode

The document outlines an Ichimoku system that combines a Tenkan-sen/Kijun-sen crossover with a price move through the Kumo cloud. Long entries require an upward crossover and a close above the cloud within four periods; short entries use the reverse…

Indicatori tecniciTrend followingRotturaBacktest
ProRealCode

The document explains how to identify an inside bar, where the current candle’s high and low stay within the previous candle’s range, and presents an indicator for marking those formations. It describes the pattern as a possible breakout setup, with stop…

Indicatori tecniciRottura
ProRealCode

The indicator creates price levels when RSI crosses its own moving average in a filtered region: bullish crosses below 50 and bearish crosses above 50. For each event, it scans back up to ten bars for the first candle opposing the expected move. It uses that…

Indicatori tecniciMomentumGestione del rischio
ProRealCode

This document presents a daily long-short strategy for JPMorgan Chase shares, based on accumulated changes in candle-body size and direction. It calculates each candle body as the close minus the open, takes the change from the prior body, and sums those…

AzioniIndicatori tecniciMomentumBacktest
ProRealCode

This indicator rescales each open, high, low, and close using the highest high and lowest low over a rolling lookback, expressing candle values on a zero-to-one-hundred scale. The example uses a 50-period window and displays reference levels at 20, 50, and…

Indicatori tecniciMomentumRottura
ProRealCode

This indicator identifies potential RSI divergences by comparing successive excursions into overbought or oversold territory. It uses a 14-period RSI with levels at 70 and 30. During each excursion, it records the RSI extreme and corresponding price extreme;…

Indicatori tecniciRitorno alla mediaForexBacktest
ProRealCode

This indicator uses a monthly reference price and a band derived from recent monthly price ranges to help classify market context. Its accompanying explanation treats prices above the upper band as bullish, below the lower band as bearish, and movement…

Indicatori tecniciTrend followingRitorno alla mediaRottura
ProRealCode

This indicator combines a moving average filter with three soldiers and three crows candlestick patterns to generate directional trend signals. Its long condition requires three rising bullish candles and the current low above the moving average. Its short…

Trend followingIndicatori tecniciMomentum
ProRealCode

This indicator identifies candidate swing highs and lows, then marks levels as protected after price action confirms them. It uses recent high and low prices to detect pivots and an Average True Range based distance to adjust confirmation sensitivity.…

Indicatori tecniciMicrostruttura del mercatoRotturaVolatilità
ProRealCode

The Rainbow Oscillator is presented as a trend indicator built from a sequence of smoothed price averages and a recent high-low range. It plots an oscillator measuring price relative to the average of the smoothed lines, alongside bands representing the…

Indicatori tecniciTrend followingVolatilitàAzioni
ProRealCode

The document describes a price-band indicator built from an exponential moving average and average true range. With a configurable period of 20 as the example, it centers the bands on the EMA and sets four upper and four lower levels by adding or subtracting…

Indicatori tecniciVolatilità
ProRealCode

The Correlation Cycle indicator, attributed to John Ehlers, compares recent price data with fixed-period cosine and negative-sine waves. These normalized correlations form real and imaginary components, which are used to calculate a phase angle and a…

Indicatori tecniciTrend followingStatistica
ProRealCode

The Trend Function combines simple moving averages with periods of 8, 13, 21, 34, 55, and 64 into three lines intended to represent longer, medium, and faster price behavior. Their spacing is used to interpret volatility and trend strength: the author…

Indicatori tecniciTrend followingMomentum
ProRealCode

This rule-based, long-only system aims to participate in broad equity-market advances while moving out of stocks during major declines. Its described signal compares a shorter moving average with a 200-day simple moving average: buy when the shorter average…

AzioniTrend followingIndicatori tecniciGestione del rischio