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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
BigQuant
3,481 documenti
Bitget Academy
3,298 documenti
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3,012 documenti
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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
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132 documenti
Qlib
116 documenti
TqSdk
86 documenti
Quantpedia
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
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45 documenti
FMZ guides
38 documenti
pysystemtrade
34 documenti
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32 documenti
quant-trading
31 documenti
FinRL
28 documenti
Zipline
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

This document describes a multi-indicator trading approach using Bollinger Bands for candidate entries, RSI to confirm overbought or oversold conditions, and ATR-based trailing stops to manage open positions. Prices near the lower band are treated as bullish…

Indicatori tecniciMomentumGestione del rischioBacktest
Strategy library

The described strategy uses Nadaraya-Watson (NW) envelopes to frame price movement and a rate-of-change (ROC) indicator to confirm direction. Its stated rules are to go long when price breaks above the upper envelope with positive ROC, and short when price…

Trend followingRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a stochastic oscillator with RSI to identify potential overbought and oversold conditions. It enters long when the %K line crosses above %D while %K is below 20 and RSI is below 50; it enters short when %K crosses below %D while %K is…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This intraday strategy looks for price closes beyond a 20-period Bollinger Band, requiring the candle body to be at least a specified share of its full range. It trades only during a stated daytime window and places a stop at the signal candle's low for a…

FuturesRotturaVolatilitàIndicatori tecnici
Strategy library

This strategy uses the True Strength Index (TSI) and its signal line to seek reversal entries at extreme readings. It opens a long when TSI crosses above the signal line while the signal line is below a lower threshold, and a short when TSI crosses below it…

FuturesRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

The WaveTrend Oscillator is presented as a tool for identifying possible reversals from extreme readings. The document describes a sell signal when the oscillator is above its upper band and crosses below its signal line, and a buy signal when it crosses…

FuturesIndicatori tecniciMomentumBacktest
Strategy library

The document presents a trend-following approach using fast and slow moving averages, with a stated example of 5 and 21 periods. Its overview describes entering on a fast-over-slow crossover and taking the trade at the next bar’s open. A persistence filter…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This document describes a generic position-management strategy that consumes an external buy or sell signal. A positive signal opens a long or adds to an existing long by the configured order size; a negative signal does the same for a short. An opposing…

Dimensionamento delle posizioniGestione del rischioEsecuzione
Strategy library

This strategy combines a fast 10-period EMA, a slow 200-period EMA, and a short-period RSI. It describes long entries when price is above the slow EMA, closes below the fast EMA, and RSI recovers from an oversold reading. Short entries reverse those…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This execution example sizes successive futures orders as a fixed share of the selected best bid or ask quantity. The chosen book side depends on whether the order uses the opposing liquidity or the same-side resting liquidity. Each child order is capped at…

FuturesEsecuzioneMicrostruttura del mercato
Strategy library

This strategy pairs MACD crossovers with an RSI filter to generate long and short entries. Its MACD uses fast and slow exponential averages of five and thirteen periods, with a five-period signal line; RSI uses 14 periods, excluding longs when overbought and…

CriptoFuturesTrend followingMomentum
Strategy library

The available script describes a multi-filter trading framework organized around regime, liquidity, confluence, signal, risk, and session components. Its visible settings combine moving-average baselines, a higher-timeframe directional bias, ADX and…

Indicatori tecniciGestione del rischioDimensionamento delle posizioniVolatilità
Strategy library

This short-term reversal system combines a fast, smoothed RSI with candle-body, recent price-extreme, and simple moving average filters. Long signals use an oversold RSI reading and a new low condition, while shorts use an overbought reading and a new high…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This crossover strategy compares a faster exponential moving average with a slower simple moving average. It enters long when the fast average crosses above the slow one and enters short when it crosses below. The accompanying parameters specify a fast…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This algorithm maintains a long holding in a volatility-linked exchange-traded product and periodically opens a put calendar spread on VIX options. It selects the strike nearest the index level, filters for options within a stated strike and expiration…

OpzioniVolatilitàPrezzi dei derivatiEsecuzione
Strategy library

This long-only method enters during an uptrend when price is above a 100-period EMA and pulls back near the lowest low of the prior 10 periods. It uses ATR to set a stop below support and staged profit targets, closing half at five ATRs and the remainder at…

CriptoTrend followingIndicatori tecniciGestione del rischio
Strategy library

This Pine Script strategy combines several configurable signal types: RSI and Bollinger Band extension, order block interactions, cumulative volume delta divergence, and swing failure patterns. Users can enable or disable each confirmation, choose whether to…

Multi-assetIndicatori tecniciGestione del rischioBacktest
Strategy library

This strategy uses VWAP as a price reference and places bands one 20-period standard deviation above and below it. It seeks longs after bearish price action below the lower band followed by a bullish reversal, and shorts after bearish candles extend above…

CriptoRitorno alla mediaRotturaIndicatori tecnici
Strategy library

The document describes a trend-following approach that treats a Parabolic SAR flip across price as a possible reversal and uses the SAR level as a stop reference. The indicator’s acceleration start, increment, and maximum are configurable. The accompanying…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This Ichimoku strategy combines line relationships, price position relative to the cloud, optional cloud color confirmation, and configurable stop loss and take profit exits. The included logic defines bullish conditions from Tenkan above Kijun, positive…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

TradingVMA adjusts a moving average’s responsiveness using price directional movement. The description outlines smoothing positive and negative price moves, deriving an indicator strength, and using that strength to vary the effective averaging period: the…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This long-only strategy is designed for SOL/USDT on four-hour bars. It uses an Ichimoku Tenkan/Kijun bullish cross while price is above the cloud as a trend entry, then requires the Money Flow Index to exceed 50 as a volume-weighted momentum filter. The…

CriptoTrend followingMomentumIndicatori tecnici
Strategy library

The document presents a BTC futures strategy combining EMA crossovers, RSI conditions, and a 30-minute trend filter. Its stated approach uses EMA13 and EMA26 to define direction, checks whether price is above or below the 30-minute EMA5 and EMA10, and uses…

FuturesCriptoIndicatori tecniciMomentum
Strategy library

This strategy combines a fast and slow exponential moving average trend filter with a smoothed RSI trigger. The visible settings use 10- and 20-period EMAs, a 21-period RSI smoothed by a 50-period simple average, and separate trigger levels at 51 for buys…

Trend followingMomentumIndicatori tecniciGestione del rischio