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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
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7,090 documenti
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3,481 documenti
Bitget Academy
3,298 documenti
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3,012 documenti
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1,976 documenti
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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
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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
Paradigm research
175 documenti
Lumibot
164 documenti
Kraken Learn
163 documenti
Libreria di corsi quantitativi
157 documenti
OctoBot
152 documenti
Cryptohopper blog
144 documenti
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132 documenti
Qlib
116 documenti
TqSdk
86 documenti
Quantpedia
86 documenti
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79 documenti
Freqtrade
68 documenti
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62 documenti
Awesome Systematic Trading
61 documenti
backtrader
54 documenti
vn.py
50 documenti
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45 documenti
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45 documenti
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38 documenti
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34 documenti
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quant-trading
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28 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
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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 described system uses two Donchian channels with configurable lookbacks. When flat, it places a long stop order at the upper boundary of the slower channel or a short stop order at its lower boundary. After entry, the midpoint of the faster channel…

Trend followingRotturaIndicatori tecniciGestione del rischio
Strategy library

This trend-following strategy compares configurable fast and slow moving averages, which can use different timeframes and several MA types. A fast average crossing above the slow average generates a long condition; crossing below generates a short condition.…

Trend followingIndicatori tecniciBacktestGestione del rischio
Strategy library

This strategy script combines price-structure signals with fair value gaps and higher-timeframe price areas. It marks bullish and bearish breaks when price closes beyond a recent range, and flags a change of character when the break follows a move beyond an…

Indicatori tecniciRotturaMicrostruttura del mercatoGestione del rischio
Strategy library

This strategy combines Bollinger Band behavior with moving averages and RSI to seek directional trades. The written description frames entries around a moving average of the upper band crossing upward while the bands widen and the middle band rises; the…

Indicatori tecniciRotturaMomentumVolatilità
Strategy library

This strategy calculates Fibonacci retracement and extension levels from the recent 100-bar high and low. It proposes long entries when price lies between the 38.2% and 78.6% retracements, and short entries between the 23.6% and 61.8% levels, subject to a…

Indicatori tecniciGestione del rischioBacktestDimensionamento delle posizioni
Strategy library

This strategy combines a 123-style reversal rule with a Fractal Chaos Oscillator signal and trades only when both agree. The reversal component looks for two consecutive closes in the same direction alongside a stochastic condition; the oscillator component…

CriptoFuturesRitorno alla mediaTrend following
Strategy library

This document provides a trading implementation for two crypto futures instruments on OKX, with an explicit requirement for one-way position mode. It calculates an average historical price ratio from hourly candles, then compares the live ratio with that…

CriptoFuturesStrategia di pairs tradingRitorno alla media
Strategy library

This document outlines a trend-following system using three directional checks: price relative to Ichimoku cloud levels, MACD line versus signal line, and price relative to a long-term EMA. It proposes entering long when the checks align upward and short…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This document describes a two-sided trend-following strategy that sets a moving stop distance from ATR and signals trades when price crosses the resulting trailing line. A one-period EMA is used for the crossover check, so the confirmation is close to the…

FuturesTrend followingIndicatori tecniciVolatilità
Strategy library

This strategy combines a 10-period and 30-period EMA crossover with rolling price extremes as a support and resistance filter. The levels are defined by the lowest low and highest high over a 50-bar lookback. A bullish crossover qualifies for a long when the…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This short-term system combines an 8-period and 21-period EMA crossover with a 14-period RSI filter. A bullish crossover can open a long when RSI is below its overbought threshold; a bearish crossover can open a short when RSI is above its oversold…

FuturesCriptoTrend followingMomentum
Strategy library

This strategy combines an SSL channel, used to gauge trend direction, with QQE momentum signals to time entries around channel breaks. Its design also includes ATR-based stop and target levels, staged entries, and multiple partial exits. The listed…

FuturesCriptoTrend followingMomentum
Strategy library

This strategy uses a bullish or bearish engulfing candle as an entry trigger, filtered by the direction of price relative to a 200-period simple moving average and the Bollinger Bands’ middle line. Long entries require a bullish pattern above both…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy builds Bollinger Bands around the MACD line rather than directly around price. MACD is calculated as the difference between fast and slow exponential moving averages of closing prices. A moving average and standard deviation of that MACD series…

FuturesRotturaMomentumIndicatori tecnici
Strategy library

This document implements the Directional Movement Index and Average Directional Index from price highs, lows, and prior closes. It calculates true range and positive and negative directional movement, smooths each series over a configurable length, and…

FuturesIndicatori tecniciTrend followingBacktest
Strategy library

The document presents a short-term strategy that seeks trend entries when market activity appears favorable. Its narrative describes rising MFI and volume as liquidity cues, while ADX strength, moving-average relationships, and Parabolic SAR help assess…

FuturesIndicatori tecniciTrend followingEsecuzione
Strategy library

This strategy combines trading volume and candle-range volatility into a composite index, then compares short- and long-term moving averages of that index. A dynamic threshold filters signals, while a lookback check for price reversal patterns is intended to…

Trend followingVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This script combines a stochastic-based reversal signal with levels drawn from a selected timeframe’s high and low. The reversal component looks for a two-step change in closing-price direction and checks the relationship between fast and slow stochastic…

Indicatori tecniciRitorno alla mediaRotturaFutures
Strategy library

This long-only trend strategy requires a specific alignment among a 50-period EMA, three 20-period EMAs calculated from high, low, and close prices, and a 5-period close EMA. It also requires the current close to be above the relevant averages. Once the…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy looks for price moves beyond recent highs or lows as possible liquidity sweeps, then enters in the opposite direction when RSI and volume conditions also agree. A move below the recent low can qualify for a long when RSI is below its oversold…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy uses the Chande Momentum Oscillator (CMO) to generate long and short entries when the oscillator crosses fixed thresholds. It calculates positive and negative price changes over a lookback period and compares their sums, with the zero line…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

LUBE estimates how often recent bars have traded at the current closing price, interpreting repeated visits as price friction and infrequent visits as a zone where movement may be less constrained. It compares this measure with recent high and low levels,…

CriptoRotturaIndicatori tecniciVolatilità
Strategy library

This strategy models the relationship between Brent crude and the Norwegian krone with a rolling ordinary least squares regression. It fits the model on a recent window, accepts it only when its R-squared exceeds a chosen threshold, then estimates the…

Materie primeForexRitorno alla mediaStrategia di pairs trading
Strategy library

This example opens a randomly chosen long or short position in a Bitcoin perpetual futures market. If the position’s unrealized loss exceeds its margin, it adds another order in the same direction; it closes the position when profit exceeds a fixed target.…

CriptoFuturesFutures perpetuiDimensionamento delle posizioni