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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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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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682 documenti
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560 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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116 documenti
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86 documenti
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62 documenti
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61 documenti
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21 documenti
Jesse
17 documenti
pyfolio
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
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7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This strategy calculates RSI from VWAP rather than directly from closing prices. It opens a short when the RSI crosses above its overbought threshold and a long when it crosses below its oversold threshold. Positions close when the RSI returns across the…

CriptoFuturesIndicatori tecniciRottura
Strategy library

This short-term reversal system combines a 123 price pattern with Stochastic RSI and takes a position only when both components agree. The 123 component uses recent closing-price changes and a stochastic reading around a midpoint to identify a possible turn.…

FuturesCriptoRitorno alla mediaIndicatori tecnici
Strategy library

This strategy combines a fast and slow moving-average crossover with filters intended to screen out weak or false signals. The documented defaults use moving-average lengths of 9 and 22, with an ATR threshold, a minimum candle-body move, a pullback…

FuturesCriptoTrend followingRottura
Strategy library

This partial strategy script calculates several market-condition measures intended to support regime classification. It estimates volatility from ATR relative to price, ranks that measure against its recent history, and compares net price movement over a…

Indicatori tecniciVolatilitàStatisticaTrend following
Strategy library

This note describes a long-side trend-following system using simple moving averages of closing prices. One pair of SMA periods defines buy signals, while a second pair defines exits. A bullish crossover in the entry pair opens a long position; a bearish…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This reversal strategy combines a stated Fibonacci retracement area with RSI thresholds. It describes buying when the close crosses above a lower Fibonacci area while RSI is below 30, and selling when the close crosses below an upper area while RSI is above…

FuturesRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

This simple trend-following strategy calculates momentum as the current close minus the close from a configurable number of bars earlier. Positive momentum indicates upward movement and negative momentum indicates downward movement. It counts consecutive…

FuturesMomentumTrend followingIndicatori tecnici
Strategy library

This short-term strategy description combines Bollinger Bands, a 21-period EMA, and candlestick reversal signals. The stated concept is to look for potential shorts near the upper band and longs near the lower band, while EMA direction and selected candle…

FuturesIndicatori tecniciRitorno alla mediaTrend following
Strategy library

This intraday trend-following method sets a signal line by subtracting an ATR-based offset from a moving average. It enters long when the bar low crosses above the line, or short when the bar high crosses below it, provided volume exceeds a multiple of its…

FuturesTrend followingVolatilitàIndicatori tecnici
Strategy library

This strategy seeks long entries when the 14-period RSI reaches a new high over a 36-period lookback and at least one of two MACD measures also reaches its own lookback high. The first MACD measure is the difference between 4- and 9-period exponential moving…

FuturesRotturaMomentumIndicatori tecnici
Strategy library

This event-driven strategy compares a 10-period simple moving average with a 20-period simple moving average on each completed bar. When the faster average moves above the slower one, it opens a long position; if currently short, it covers and then buys.…

Trend followingIndicatori tecniciEsecuzione
Strategy library

This strategy looks for bullish and bearish Harami-style candle patterns after the prior candle reaches an outer Bollinger Band. The bands use a 20-period simple moving average and a width of two standard deviations. A bullish setup requires the prior candle…

Indicatori tecniciRitorno alla mediaVolatilitàGestione del rischio
Strategy library

This document presents a long-only approach using a 20-day simple moving average as a faster trend measure and a 60-day average as a slower one. The narrative says to enter on an upward crossover, exit when the averages cross downward, take profit after a…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy combines Heikin-Ashi candles for a smoothed view of direction with Parabolic SAR (PSAR) reversals for trade timing. It derives Heikin-Ashi open, close, high, and low values, then uses candle color to describe the trend context. The supplied…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy uses a two-period rate of change (ROC) with two Bollinger Band thresholds calculated from ROC itself. A lower band uses an 18-period window and 1.7 standard deviations; an upper band uses a 21-period window and 2.1 standard deviations. The…

FuturesRitorno alla mediaMomentumIndicatori tecnici
Strategy library

This document describes a trend-following strategy that enters long when a 13-period EMA crosses above a 48-period EMA and enters short on the reverse crossover. It calculates a 14-period ATR and plots levels 1.5 ATR from the prior close when a crossover…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a long-term average with Bollinger Bands to restrict trades to an apparent uptrend. It enters long when price crosses above the band midpoint while both bands sit above the long-term filter. The documented exits include a partial…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This example shows how to use U.S. Bureau of Labor Statistics average fuel oil prices as a macroeconomic signal alongside Brent crude futures. It demonstrates inspecting datasets and metadata, filtering for national series with long histories, loading…

FuturesMaterie primeTrend followingStatistica
Strategy library

The document describes a Donchian-style system using recent highs and lows to define a trading range. Its narrative presents a long entry when price closes above the upper boundary and an exit after a break below the lower boundary. The supplied…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This trend-following approach checks fast-versus-slow exponential moving averages across long, medium, and short chart intervals. It treats agreement across those intervals as a trend filter, then uses RSI thresholds to trigger entries and applies trailing…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy combines Bollinger Bands with long- and short-period simple moving averages to seek pullbacks and peaks in the context of a larger trend. It describes buying near the lower band when the longer average indicates an upward bias and the shorter…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

The visible source describes a two-asset strategy framework that compares one instrument with a user-selected pair. It retrieves closing prices on a selected timeframe, fits a rolling linear regression, and calculates correlation and residual error. The code…

Strategia di pairs tradingStatisticaBacktestMicrostruttura del mercato
Strategy library

This strategy uses two ATR-based Volatility Stop lines to represent different trend speeds. The longer-period line sets the broader direction, while the shorter-period line reacts more quickly. Their gap is shown as a cloud, and a crossover of the short line…

FuturesTrend followingVolatilitàIndicatori tecnici
Strategy library

This strategy combines EMA crossovers with RSI conditions to trigger long and short entries. It also compares current volume with a recent average: when volume is unusually high, the system records that bar’s closing price as both a limit and stop level. A…

FuturesIndicatori tecniciMomentumGestione del rischio