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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.

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Cerca nella libreria

7,910 documenti

Strategy library

This short-term reversal approach combines Trend Magic, Squeeze Momentum, and Cumulative Delta Volume. Trend Magic uses CCI and ATR to classify directional conditions; the squeeze component identifies periods when Bollinger Bands contract inside Keltner…

FuturesRitorno alla mediaMomentumIndicatori tecnici
Strategy library

The strategy uses a Donchian midpoint with a lookback of 52 periods as its Lagging Span 2 reference, shifts that line by 26 periods, then enters long when price crosses above the shifted line and short when it crosses below. Separate profit targets and stop…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

The document outlines a basic trend strategy that uses simple moving average crossovers to signal long and short positions. It describes using averages with several lookback periods to represent trends at different horizons, with a 20-period average crossing…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This code example monitors the best bid and ask on two exchanges and compares the two possible buy-on-one, sell-on-the-other spreads. It estimates a trade size from displayed order quantities and available balances, then proceeds only when the spread exceeds…

CriptoArbitraggioEsecuzioneMicrostruttura del mercato
Strategy library

This script outlines a long-side statistical arbitrage approach for a pair of instruments. It retrieves the second instrument’s price series, standardizes each instrument’s price against its own rolling mean and standard deviation, and subtracts the…

Strategia di pairs tradingArbitraggioStatisticaRitorno alla media
Strategy library

This strategy combines three simple moving averages with a short exponential moving average to screen long entries. Its description treats price below the three averages as a downtrend and looks for a move back above them; the supplied rules further require…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This utility collects exchange candlesticks and serves them to a custom data source for backtesting. In collection mode, it reads bars from the exchange, stores completed records in MongoDB, and checks timestamps to avoid duplicate inserts. An HTTP endpoint…

BacktestEsecuzioneStatistica
Strategy library

This strategy combines an RSI-adjusted T3 moving average with a squeeze and momentum filter. RSI determines the T3 smoothing length: lower RSI produces a longer, smoother average, while higher RSI shortens it. Bollinger Bands and Keltner Channels identify…

CriptoTrend followingMomentumRottura
Strategy library

This example shows how to send portfolio targets from a QuantConnect algorithm to Collective2 when a fast and slow exponential moving average cross. It initializes a set of equity, forex, futures, and options targets, disables scheduled automatic exports,…

AzioniForexFuturesOpzioni
Strategy library

This strategy pairs RSI threshold crossovers with price crossing the outer Bollinger Bands. A long setup occurs when RSI crosses upward through its lower threshold as price crosses upward through the lower band; a short setup uses a downward RSI crossover…

FuturesCriptoIndicatori tecniciRottura
Strategy library

This strategy combines Fibonacci retracement levels, candlestick patterns, and volume as trade filters. It derives levels from a rolling range, then looks for a pin bar or engulfing pattern while price is above or below the 38.2% level. A signal also…

FuturesCriptoIndicatori tecniciRottura
Strategy library

This BTC/USDT futures strategy combines 8- and 20-period exponential moving average crossovers with a volume-price measure, divergence signals, and engulfing candlestick patterns. It enters long on a bullish divergence or upward EMA crossover, and short on a…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This strategy compares a fast and a slow simple moving average (SMA). It enters a long position when the fast average crosses above the slow average and closes that position when the fast average crosses below it. The listed default lengths are 10 and 30…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This document describes a data collection utility for monitoring perpetual futures funding rates across several exchanges. It starts a worker for each configured exchange, periodically retrieves market funding data, and stores results by symbol for later…

CriptoFuturesFutures perpetuiCarry
Strategy library

This strategy enters long when the closing price crosses above a simple moving average, then sets a stop below entry and a take-profit level above it. The published example uses a 200-day SMA, a 2% stop and a 1% target. The position closes when either…

CriptoTrend followingIndicatori tecniciGestione del rischio
Strategy library

This long-only strategy looks for bullish divergence after an oversold RSI reading. It identifies two RSI pivot lows within a configurable bar range: the second RSI low must be higher, while the corresponding price low is lower. Once RSI closes above its…

Indicatori tecniciRotturaRitorno alla mediaGestione del rischio
Strategy library

This trend-following method applies a logarithm to closing prices, calculates short- and long-period weighted moving averages in that transformed space, then converts the averages back before generating crossover signals. An upward cross opens a long…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

The overview describes a trend-following approach that uses a higher-timeframe exponential moving average (EMA). It signals a long position when price crosses above the average and a short position when price crosses below it. The text presents a 200-period…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This trend-following system combines a simple moving average (SMA) with fast and slow exponential moving averages (EMAs). It enters when price is on the corresponding side of the SMA and the EMAs cross, or when price crosses the SMA after several bars have…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This strategy tracks recent pivot highs and lows to calculate Fibonacci price levels, then uses a selected level as a long-entry trigger. Once an order is placed, the strategy updates its level and can cancel and replace the pending order as levels move. The…

FuturesIndicatori tecniciRotturaDimensionamento delle posizioni
Strategy library

This short-term trend-following method uses a 9-period exponential moving average (EMA) as its directional reference. A candle opening below and closing above the EMA signals a long setup; a candle opening above and closing below signals a bearish setup. The…

FuturesCriptoTrend followingRottura
Strategy library

The Follow Line strategy uses Bollinger Band breakouts to update a directional trend line. A close above the upper band sets the line from the bar’s low, while a close below the lower band sets it from the high. With the ATR filter enabled, the line is…

FuturesTrend followingRotturaVolatilità
Strategy library

This document presents a two-sided reversal strategy using crossovers between 5-period and 11-period RSI lines. A long entry follows an upward crossover when the 6-period RSI is below 30; a short entry follows a downward crossover when it is above 70. The…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This strategy uses a fast and a slow RSI to identify crossovers, then applies a third RSI as an overbought or oversold filter. The stated defaults are periods of 5 and 11 for the crossover lines and 6 for the filter. A fast RSI cross above the slow RSI is…

FuturesTrend followingMomentumIndicatori tecnici