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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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3,298 documenti
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1,507 documenti
Deribit Insights
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Machine Learning for Trading
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766 documenti
FMZ forum
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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
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164 documenti
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163 documenti
Libreria di corsi quantitativi
157 documenti
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152 documenti
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132 documenti
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116 documenti
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86 documenti
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68 documenti
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62 documenti
Awesome Systematic Trading
61 documenti
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54 documenti
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22 documenti
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21 documenti
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
QuantRocket
7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

1,507 documenti

ProRealCode

Kuskus Starlight is a price oscillator that maps the midpoint of each bar into its position within the recent high–low range, then transforms that normalized value with a Fisher-style logarithmic function. The described implementation smooths the normalized…

Indicatori tecniciStatistica
ProRealCode

The document describes a chart indicator that draws a linear regression line over a configurable lookback period and adds bands one and two standard deviations above and below it. The regression slope is used to extend the fitted line back to the start of…

Indicatori tecniciVolatilitàStatistica
ProRealCode

This indicator constructs a recursive average-filter line using the current close and a configurable percentage band. With the example setting, it calculates artificial upper and lower levels around the close, initializes the filter from median price, then…

Indicatori tecniciTrend following
ProRealCode

This automated strategy combines a short-period cumulative RSI signal with moving-average filters. It enters long when price is above a long-term average and the cumulative RSI is low, and enters short when price is below a separate average and the…

Indicatori tecniciRitorno alla mediaTrend followingGestione del rischio
ProRealCode

The indicator combines up to four momentum measures—RSI, Stochastic, Money Flow Index, and CCI—into one consensus series. It rescales each component to a roughly shared range centered on zero, averages only the enabled components, and applies a weighted…

Indicatori tecniciMomentumStatistica
ProRealCode

The indicator tracks the highest high and lowest low over a rolling period, calculates the midpoint between them, and plots an exponential average of that midpoint. The document suggests using changes in the upper or lower band, or color changes in the…

Indicatori tecniciTrend following
ProRealCode

HyperTrend is presented as a real-time estimate of the underlying linear price trend, with upper and lower bands intended to act as resistance and support. The central line’s slope indicates direction: rising suggests an uptrend, while falling suggests a…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
ProRealCode

The Modified Chartmill Value Indicator is presented as an unbounded oscillator for identifying when price has moved unusually far above or below an average. It compares the close with an N period average of the high and low midpoint, then scales that…

Indicatori tecniciStatisticaVolatilità
ProRealCode

This document explains a pentuple exponential moving average, also called a quintuple exponential moving average, and gives its weighted-sum construction. It computes eight successive moving-average stages from a chosen price series, then combines them with…

Indicatori tecniciAzioniFutures
ProRealCode

The document describes a volatility-cycle oscillator built from the current rolling standard deviation of closing prices. It compares that value with the recent highest and lowest standard deviations, smooths the resulting measure, and bounds the output…

VolatilitàIndicatori tecnici
ProRealCode

The document presents a formula for a smoothed repulse indicator intended for use in automated trading strategies and experimentation. It derives a bullish component from the close relative to the period low and a lagged open, and a bearish component from…

Indicatori tecniciMomentum
ProRealCode

This indicator colors each price bar according to whether the close is above or below a recent average of bar midpoints. Green represents a close above the calculated level, while red represents a close below it. The note presents the tool as a way to stay…

Indicatori tecniciTrend following
ProRealCode

VAWMA combines volume weighting with a linearly increasing weight for more recent bars. It calculates an average of the selected price series, multiplying each bar’s volume by a triangular weight that gives older bars less influence. The example uses median…

Indicatori tecniciStatistica
ProRealCode

The document describes MBFX Timing, an oscillator associated with the Mostafa Belkhayate system and compared to a stochastic. Its stated purpose is to express price movement around a dynamic mean and help identify possible mean reversion using a…

Indicatori tecniciRitorno alla mediaStatistica
ProRealCode

This automated Brent oil CFD strategy uses five minute bars and permits only one accumulated position. For long entries, a short time series average must be at least as high as a longer Wilder average, while the SMI crosses above a negative threshold. For…

Materie primeIndicatori tecniciTrend followingGestione del rischio
ProRealCode

The document describes a chart indicator that measures the current price’s standardized distance from multiple moving averages. For a sequence of lookback periods formed by multiplying a base period, it calculates a separate Z-score using each average and…

Indicatori tecniciStatisticaRitorno alla media
ProRealCode

This document describes an indicator for plotting the Initial Balance (IB) from a selected opening half-hour on an M30 chart. It records the high and low during the configured time window, draws the resulting range, and extends the boundaries across the…

FuturesIndicatori tecniciMicrostruttura del mercato
ProRealCode

This post outlines a DAX trading system built around Parabolic SAR. It uses a stochastic oscillator and MACD as filters for entries: long positions are considered when price crosses above SAR, the smoothed stochastic signal is above its midpoint, and MACD is…

FuturesIndicatori tecniciTrend followingGestione del rischio
ProRealCode

The indicator classifies each completed month as an advance or decline, then tracks consecutive runs in both directions. It reports the current run, the longest observed up and down runs, and the average number of consecutive up months before a down month…

Indicatori tecniciStatisticaTrend following
ProRealCode

This price-action indicator marks demand zones at confirmed swing lows and supply zones at confirmed swing highs. A bullish signal requires price to trade below a demand zone’s wick extreme and then close above the pivot candle’s body; the bearish rule…

Indicatori tecniciRitorno alla mediaRotturaGestione del rischio
ProRealCode

Wing’s indicator builds angled support and resistance lines from prior price highs and lows that coincide with RSI extremes. It tracks recent pivot points, then draws up to six resistance lines and six support lines by connecting pairs of stored pivots.…

Indicatori tecniciRitorno alla mediaRotturaGestione del rischio
ProRealCode

The indicator estimates a market’s changing cycle length and uses that estimate to tune a band-pass filter. It first removes trend with a high-pass filter, then calculates rolling autocorrelations across a configurable range of lags. The lag with the lowest…

Indicatori tecniciStatisticaRitorno alla media
ProRealCode

This document describes an Elliott Wave indicator that maintains one active impulse hypothesis, seeded when price breaks market structure against the prevailing bias. It uses separate long and short pivot depths for structural breaks and wave-point…

Indicatori tecniciRotturaGestione del rischio
ProRealCode

This indicator describes a trend-following exit rule based on the Average True Range (ATR). In an uptrend, it tracks the highest closing price and places a stop below it by a multiple of ATR; in a downtrend, it tracks the lowest close and places a stop above…

Trend followingVolatilitàIndicatori tecniciGestione del rischio