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
Lezioni Quantopian
45 documenti
Binance API docs
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

7,910 documenti

Strategy library

This strategy uses a higher-timeframe candle pattern to establish directional bias, then maps a swing on a lower timeframe and looks for an entry when price retraces to its 50% level. The documented model places a stop beyond the swing’s starting point and…

FuturesIndicatori tecniciTrend followingEsecuzione
Strategy library

This trend-following method assigns separate long and short scores using five components: trend direction, RSI momentum, directional efficiency, the ATR volatility regime, and volume participation. Each contributes up to 20 points. Trades open only when a…

Trend followingMomentumVolatilitàDimensionamento delle posizioni
Strategy library

This intraday Nifty futures strategy builds an opening range from the 09:15–09:30 IST session window and considers entries after that range is locked. It allows a long when the close is above the range high or a short when it is below the range low, subject…

FuturesRotturaVolatilitàGestione del rischio
Strategy library

This script describes an intraday options approach that opens short call and put positions around the current underlying price, using a configurable strike offset and simulated base premium. Its state-machine setup tracks the selected strikes, position…

OpzioniGestione del rischioDimensionamento delle posizioniEsecuzione
Strategy library

This strategy seeks to re-enter an established trend after a countertrend pullback. It defines the trend using the relationship between fast and slow EMAs and the slow EMA’s slope. A short-period RSI detects a pullback, and a price close beyond the previous…

Trend followingIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This short-term approach combines MACD and RSI information. Its explanation describes MACD line crossovers and histogram changes as signs of strengthening or weakening momentum, while RSI levels below 20 and above 80 mark oversold and overbought conditions.…

CriptoFuturesMomentumRitorno alla media
Strategy library

This strategy calculates the True Strength Index (TSI) by applying two exponential smoothing stages to price changes and to their absolute values. Dividing the smoothed signed changes by the smoothed absolute changes normalizes the result, so it reflects the…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This strategy combines ATR and RSI to select trades and manage exits. It treats ATR above its moving average as a high-volatility condition, then uses RSI thresholds to determine long or short direction. In the supplied parameters, an RSI entry offset is…

FuturesCriptoTrend followingVolatilità
Strategy library

This trend strategy uses a Hull Moving Average (HMA) as its main entry indicator. The document describes long entries when price breaks above the HMA and short entries when it breaks below, with optional baseline and confirmation indicators intended to…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This document presents a reusable charting-script component for displaying a strategy’s monthly performance in a table. The component reads strategy equity and closing prices, with options to show returns as percentages, net profit, or both. It can include a…

BacktestStatisticaGestione del rischio
Strategy library

This partial strategy script seeks reversals around repeated highs or lows. It counts prior bars whose highs or lows fall within a configurable point tolerance of the current bar, then treats enough matches as equal-high or equal-low levels. Inputs control…

Indicatori tecniciRitorno alla mediaGestione del rischioFutures
Strategy library

This strategy limits activity to the final 500 chart bars and uses internal position-state variables to alternate trade direction. With swing mode enabled, it opens a long or short position when flat, then switches to the opposite side after two bars in the…

FuturesDimensionamento delle posizioniGestione del rischioBacktest
Strategy library

The strategy combines three filters: volume and price behavior, MACD direction, and fair value gap location. A bullish volume signal requires an up candle, volume above its moving average, and a close above a recent high; the bearish condition mirrors these…

Indicatori tecniciMomentumRotturaGestione del rischio
Strategy library

This indicator identifies a possible consolidation range from recent highs and lows, then tracks whether the range persists. It uses a configurable lookback to locate candidate extremes and follows changes in direction to determine whether price remains…

FuturesRotturaIndicatori tecniciBacktest
Strategy library

The document presents a strategy that places a ladder of limit orders above and below a calculated baseline, with spacing determined by the average true range and a user multiplier. The source derives the baseline from recent price movement extremes, with a…

FuturesVolatilitàRitorno alla mediaDimensionamento delle posizioni
Strategy library

This long-only daily stock strategy looks for pullbacks within an established uptrend. It defines the bullish regime as the 50-period EMA above the 200-period EMA, with price above the faster average. After RSI has recently entered a pullback zone, it waits…

AzioniMercati statunitensiTrend followingIndicatori tecnici
Strategy library

The script trades a spread between Dalian Commodity Exchange coke and coking coal futures. It estimates the spread from each contract's close, volume multiplier, and a fixed contract ratio, then calculates a z-score from a rolling set of daily observations.…

Materie primeFuturesStrategia di pairs tradingRitorno alla media
Strategy library

This BTC/USDT strategy uses a 20-period simple moving average with bands two standard deviations away. It opens long positions when price falls below the lower band by an adjustable point threshold and closes them after price rises above a separate threshold…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

The narrative describes a trend-following method that enters long or short when price closes beyond a 20-day extreme, then filters entries unless price movement reaches a stated five-ATR threshold. It describes stops based on a two-N ATR distance from recent…

FuturesCriptoTrend followingMomentum
Strategy library

This strategy combines a WaveTrend oscillator with a ribbon of eight exponential moving averages. Long entries follow either a crossover of the second and eighth EMAs or a faster bullish EMA crossover unless a bearish combined signal is present. Short…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy combines Keltner Channel levels with CCI and RSI conditions, a volume test, and an optional moving-average trend filter. A long setup requires price to reach below the lower channel alongside oversold readings from CCI and RSI; a short setup…

FuturesRotturaRitorno alla mediaIndicatori tecnici
Strategy library

This equity strategy ranks stocks by their trailing 252-day returns, after screening for average dollar volume above $10 million over 30 days. Each day before the market opens, it selects the three highest-ranked stocks. At a scheduled rebalance 30 minutes…

AzioniMomentumInvestimento fattorialeEsecuzione
Strategy library

This strategy smooths an RSI series with local polynomial regression and uses the fitted curve’s first derivative, called Delta-RSI, as a momentum signal. Traders can enter when Delta-RSI crosses zero, crosses its EMA signal line, or changes direction. Long…

MomentumIndicatori tecniciFuturesBacktest
Strategy library

This trend-following method combines a fast and a slow moving average, with example periods of 10 and 30. It classifies each average by whether it is rising or falling compared with the previous bar. When both point upward, the strategy adopts a long bias;…

FuturesCriptoTrend followingIndicatori tecnici