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
Quantpedia
86 documenti
TqSdk
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 compares the current daily close with the previous daily close, divides the difference by the previous close, and uses a positive or negative threshold to determine direction. When the ratio exceeds the positive threshold it signals long; when…

FuturesCriptoMomentumBacktest
Strategy library

This strategy combines an ATR-based trailing stop with moving-average trend checks, price relative to the daily open, and unusual-volume confirmation. Its described defaults include a 10-period ATR multiplied by two, JLines Cloud averages of 72 and 89…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
Strategy library

The QFL approach seeks long entries after sharp selloffs, using a historical base level and ATR-based movement criteria to distinguish panic from ordinary price fluctuation. It also defines a rebound level for profit taking and a cooldown period to limit…

CriptoFuturesRitorno alla mediaVolatilità
Strategy library

This strategy uses RSI threshold crossings to enter and exit long and short positions. It opens a long when RSI rises above the oversold threshold and a short when RSI falls below the overbought threshold. Longs close when RSI falls below the overbought…

Indicatori tecniciMomentumRitorno alla mediaFutures
Strategy library

This strategy combines five Relative Momentum Index signals with a Chande Momentum Oscillator. A long setup requires the oscillator to cross its buy threshold, four RMI readings to be below their buy lines, and a fifth RMI to be above its buy level. The…

FuturesCriptoMomentumIndicatori tecnici
Strategy library

This strategy pairs a 200-period simple moving average with a 14-period RSI. It opens a long when price is below the moving average and RSI crosses upward through the oversold threshold of 30. It closes that long when price is above the moving average and…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy identifies candidate support and resistance using pivot highs and lows confirmed by a configurable number of bars on each side. It tracks whether a level has been broken, then looks for a return toward that level within a tolerance. A break…

CriptoRotturaIndicatori tecniciBacktest
Strategy library

R-Breaker derives six intraday trigger levels from the prior session’s high, low, and close. These levels define breakout entries as well as observation and reversal thresholds. When flat, the strategy opens a long above the upper breakout level or a short…

FuturesRotturaRitorno alla mediaTrend following
Strategy library

This strategy tracks the high and low formed during the first 15 minutes of the London and New York sessions, using New York time. Once each range is set, it can enter long on a break above the high or short on a break below the low. A minimum range size…

FuturesRotturaMomentumIndicatori tecnici
Strategy library

This intraday strategy defines an opening range from the early session high and low, then looks for trades after that range is established. A long requires a close above the range high, price above VWAP and the 9-period EMA, and a candle low that reaches…

AzioniFuturesRotturaMomentum
Strategy library

This long-only method builds modified Heiken Ashi candles by first applying an EMA to open, high, low, and close, then smoothing the resulting candle open and close with another EMA. A color change from bearish to bullish triggers a long entry; a change back…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…

CriptoFutures perpetuiTrading a grigliaDimensionamento delle posizioni
Strategy library

This multi-signal strategy describes three trade ideas: mean reversion after a price gap, momentum entries when price crosses VWAP, and breakouts following a volatility compression. It uses moving averages, RSI, VWAP, and ATR to characterize trend and…

AzioniRotturaRitorno alla mediaMomentum
Strategy library

This system combines a volume and ATR weighted strength oscillator, a trend persistence measure, and a modified ATR to estimate trend strength, duration, and volatility. Dynamic length calculations adjust the indicators to market conditions. Their weighted…

FuturesCriptoTrend followingRitorno alla media
Strategy library

This BTC futures strategy combines Bollinger Band crossings with MACD momentum signals and moving average context. It describes long entries after price crosses back above the lower band, including cases where the MACD difference also crosses above its…

FuturesCriptoRotturaMomentum
Strategy library

This document outlines a long-only setup that combines a moving-average trend filter with a support-level false-breakout signal. It defines an uptrend when the 50-period simple moving average is above the 200-period average. Support is calculated from the…

CriptoFuturesTrend followingRottura
Strategy library

This breakout-style indicator estimates trend direction by comparing the current close with averages of recent pivot highs and pivot lows. It calculates pivot points using a configurable left-and-right bar period, retains a chosen number of pivots, and…

CriptoFuturesRotturaTrend following
Strategy library

This trend-following method smooths On-Balance Volume with two exponential moving averages. A crossover of the faster average above the slower one signals a long position; a cross below signals a short position. The document describes periods of 6 and 24 for…

CriptoIndicatori tecniciTrend followingBacktest
Strategy library

The document presents a crypto trading concept that combines VWAP, order-book conditions, volume changes, staged entries, and hedging. Its stated rationale is to use liquidity and market-participant behavior to time trades, while averaging into positions…

CriptoMarket makingMicrostruttura del mercatoGestione del rischio
Strategy library

This strategy uses four exponential moving averages, calculated over 20, 50, 100, and 200 bars, to filter directional trades. A long entry requires the close to be above all four averages and to exceed the previous bar’s high; a short entry requires the…

Indicatori tecniciRotturaTrend followingGestione del rischio
Strategy library

This short example describes a cross-exchange arbitrage loop for ETH. It reads the second bid level on one exchange and the second ask level on another, then compares their prices. When the bid-to-ask ratio reaches a configurable minimum, it buys on the…

CriptoArbitraggioMicrostruttura del mercatoEsecuzione
Strategy library

This strategy seeks long entries around a potential double bottom near support, using oversold readings from RSI, RVI, and MFI alongside upward breaks of SAR and a long moving average. Its description frames the setup as a blend of reversal and trend…

Indicatori tecniciRitorno alla mediaRotturaGestione del rischio
Strategy library

This cryptocurrency strategy combines RSI and Stochastic RSI signals with a higher-timeframe RSI filter. It treats low RSI and Stochastic RSI readings as oversold conditions, then uses the weekly RSI to screen for long entries when the broader trend meets a…

CriptoIndicatori tecniciTrend followingBacktest
Strategy library

This document explains how to make a strategy's backtest start time configurable. A user supplies a year, month, day, hour, and minute; the script converts those inputs into a timestamp and allows strategy conditions to trigger only once the current bar time…

BacktestStatistica