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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.

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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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7,090 documenti
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3,481 documenti
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3,298 documenti
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1,507 documenti
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1,232 documenti
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1,124 documenti
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766 documenti
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682 documenti
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662 documenti
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560 documenti
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511 documenti
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340 documenti
QuantStart
246 documenti
Stratmill research code
219 documenti
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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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144 documenti
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132 documenti
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116 documenti
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86 documenti
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86 documenti
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79 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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38 documenti
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22 documenti
FMZ live strategies
21 documenti
Jesse
17 documenti
pyfolio
16 documenti
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14 documenti
WonderTrader
14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
QTPyLib
8 documenti
QuantRocket
7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

The document describes a trend strategy that combines an ATR based Supertrend with Bollinger Bands. It gives default Supertrend settings of a 10 period ATR and multiplier of 3. The stated entry logic treats a close above the prior upper line as bullish and a…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This configurable trend strategy generates long and short signals from separate SuperTrend calculations, each with its own ATR period and multiplier. It filters each side using a separately tuned rate-of-change measure, intended to suppress signals when…

Indicatori tecniciTrend followingMomentumFutures
Strategy library

This strategy combines moving average trend direction with CCI and two stochastic RSI calculations for long entries. The stated buy condition requires the shorter moving average to be above the longer one, CCI below a threshold, stochastic readings below an…

Indicatori tecniciMomentumRitorno alla mediaGestione del rischio
Strategy library

This strategy combines Bollinger Bands with an ATR-based SuperTrend. The band basis can use several moving average types, with upper and lower bands set by a standard-deviation multiplier. SuperTrend uses volatility-adjusted trailing stop levels to determine…

Indicatori tecniciVolatilitàTrend followingGestione del rischio
Strategy library

This technical strategy combines a fast and slow simple moving average with price structure breaks, order block zones, and fair value gap markings. The moving averages define a bullish or bearish trend, while recent highs and lows serve as breakout…

Trend followingRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy uses four weighted moving averages to generate long and short entries, then closes each position at a percentage-based profit target or loss limit. Its stated rules enter long when one shorter-period WMA crosses below a longer-period WMA, and…

Trend followingIndicatori tecniciGestione del rischioFutures
Strategy library

This strategy uses SuperTrend direction across as many as four timeframes to confirm long or short conditions. The described intervals are 15 minutes, 30 minutes, one hour, and daily; the source allows the number of required timeframes to be configured.…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This utility tracks balances across configured exchanges and converts held assets into a combined net asset value using each exchange’s latest ticker price. It adds available and frozen cash balances, values available and frozen holdings at the last price,…

Multi-assetCostruzione del portafoglioStatisticaEsecuzione
Strategy library

This trend following system enters on crossovers between an 8 period and a 21 period simple moving average, with a 14 period RSI filter. A long signal requires the short average to cross above the long one while RSI is below its overbought threshold; a short…

Trend followingMomentumIndicatori tecniciGestione del rischio
Strategy library

This strategy combines pin bar patterns with a three moving average trend filter. A bullish pin bar must pierce an average from above and close above it while the fast, medium, and slow averages are aligned upward; bearish entries use the inverse conditions.…

ForexFuturesTrend followingIndicatori tecnici
Strategy library

This strategy uses the percentrank of a selected price series over a configurable lookback window. It shifts the indicator by a scale offset, then compares it with separate long and short thresholds: crossing upward through the long level opens a long…

FuturesIndicatori tecniciTrend followingRitorno alla media
Strategy library

This strategy pairs a Laguerre RSI oscillator with the Average Directional Index (ADX). It enters long when the scaled oscillator crosses above a configurable buy level and enters short when it crosses below a sell level; both signals require ADX to exceed a…

FuturesIndicatori tecniciMomentumTrend following
Strategy library

This strategy uses a short and long exponential moving average crossover to identify potential long entries, then requires a custom Fisher Turn signal to be positive. The described exit plan sets two profit targets at multiples of ATR and an initial stop at…

FuturesTrend followingIndicatori tecniciVolatilità
Strategy library

This notebook implements a recursive Parabolic SAR calculation and turns the indicator into position signals. It tracks trend direction, an extreme price, and an acceleration factor that rises in steps up to a cap. Each new SAR estimate is constrained by…

AzioniTrend followingIndicatori tecniciBacktest
Strategy library

This strategy combines consecutive price comparisons, moving averages, and configurable trend filters to generate long and short signals. Its support and resistance logic tracks runs of closes relative to the close four bars earlier; after a configurable…

FuturesIndicatori tecniciTrend followingGestione del rischio
Strategy library

This strategy compares 50-period and 200-period simple moving averages to identify broad trend direction. When the fast average is above the slow average, the source enters a long position; when it is below, it enters a short position. The accompanying…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

The visible excerpt describes a strategy designed to trade only after structure, market regime, momentum, and liquidity conditions align on a confirmed bar. Its stated approach combines confirmed price structure, volatility-normalized breakout pressure,…

Trend followingRotturaIndicatori tecniciVolatilità
Strategy library

This script tests a daily mean-reversion approach using weekday-specific averages and standard deviations for gains and losses. It anchors levels to the UTC daily open, places a long limit below that open and a short limit above it, and sets each side’s…

Ritorno alla mediaStatisticaGestione del rischioEsecuzione
Strategy library

This long-only trend strategy begins when price crosses above an EMA, using that bar as a potential reversal reference. It then waits for an initial MACD bullish crossover, a move above the MACD level at that first crossover, and a later bullish recross as…

CriptoTrend followingMomentumIndicatori tecnici
Strategy library

This strategy uses a 9-period simple moving average as a fast line and a 21-period simple moving average as a slow line. A cross above the slow average opens a long position; a cross below it closes that position. The source also defines a 1% stop loss and…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This intraday strategy combines a 200-period EMA and a 21-period EMA to set trend direction, RSI to confirm momentum, and MACD crossovers to trigger entries. Long trades require price above both averages, RSI above 50, and a bullish MACD crossover with a…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This document presents a simplified Turtle-style strategy for Bitcoin spot trading. It opens a position when price exceeds a Donchian upper channel, adds units after price advances by a fraction of ATR from the last entry, and exits the entire position when…

CriptoMercati spotTrend followingRottura
Strategy library

This document describes a long-only breakout strategy that places an entry above the previous trading day’s high. An adjustable gap changes how far the trigger sits from that level, and an optional rate-of-change filter can screen entries. The rules also…

RotturaTrend followingFuturesGestione del rischio
Strategy library

This document outlines a trend-following system using an augmented RSI and a smoothed signal line. Its RSI variant uses the period’s high-low range and price changes, smooths the resulting measures with a selectable average, and scales the output to a 0–100…

Trend followingIndicatori tecniciFuturesGestione del rischio