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
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
Binance API docs
45 documenti
Lezioni Quantopian
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 document outlines a simple RSI-based cryptocurrency strategy. It generates a long signal when RSI crosses upward through the oversold threshold and a short signal when RSI crosses downward through the overbought threshold. The stated default RSI length…

CriptoFuturesRitorno alla mediaMomentum
Strategy library

This strategy looks for directional moves using a 48-period simple moving average, the Bollinger Band middle line, MACD, and ADX. Long entries require price above both the average and Bollinger basis, positive MACD histogram difference, and ADX above its…

FuturesRotturaVolatilitàIndicatori tecnici
Strategy library

This open-source chart strategy combines a fast and slow exponential moving average trend filter with a three-candle fair value gap and a volume-backed candle imbalance. Long setups require the prior close above both EMAs, a bullish gap of at least the…

Indicatori tecniciRotturaMomentumGestione del rischio
Strategy library

This document presents a two-exchange Bitcoin spot strategy that monitors account balances and top-of-book prices, then places paired orders when the observed cross-exchange spread meets a threshold. The threshold varies with a measure of how much trading…

CriptoMercati spotArbitraggioEsecuzione
Strategy library

This document describes a short-term strategy that combines a Donchian channel trend state, a Hull moving average direction signal, and HalfTrend as an additional filter. Its overview frames the approach for 15-minute trading: channel breakouts indicate…

FuturesRotturaMomentumIndicatori tecnici
Strategy library

This strategy combines Ichimoku components to define directional entries. It uses the Tenkan-Sen and Kijun-Sen relationship, the current close relative to the projected Cloud, and the Chikou Span’s comparison with price from an earlier bar. A bullish setup…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy enters when a Supertrend direction change coincides with a rate-of-change filter showing sufficient movement. The Supertrend bands are based on ATR, and the ROC calculation is smoothed with an exponential average. The default inputs shown are a…

FuturesTrend followingMomentumVolatilità
Strategy library

This long only strategy combines trend, momentum, strength, and volume conditions for entries. It requires the 50 period EMA to be above the 200 period EMA and price to be above both averages. RSI, calculated over 25 periods, must be rising and between a…

Trend followingMomentumIndicatori tecniciVolatilità
Strategy library

This strategy smooths stochastic %K and %D values with exponential moving averages, then trades their crossovers in extreme oscillator zones. It enters long when average %K crosses above average %D while average %D is below 20, and enters short when %K…

FuturesTrend followingIndicatori tecniciDimensionamento delle posizioni
Strategy library

This strategy generates long and short signals from a band-pass filter, rather than from the Bollinger Band and mean-PB relationship described in the accompanying prose. The code computes a recursive filter from price using fast and slow periods, estimates a…

FuturesIndicatori tecniciMomentumBacktest
Strategy library

This trend-following method uses Donchian Channels to enter on breakouts and a channel midpoint to exit. With a 20-period channel, the upper and lower bands represent recent highs and lows; a close above the upper band opens a long position, and a close…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This script describes a swing-trading system for SPY on an hourly chart. A long setup occurs when the 5-period EMA crosses above the 13-period EMA while RSI is above 50. The stated exit combines a reverse EMA cross with a MACD cross and a smoothed stochastic…

AzioniTrend followingMomentumIndicatori tecnici
Strategy library

This strategy compares an ATR-based volatility series with its simple moving average to choose a market direction. It takes a short position when the smoothed ATR rises above its average and a long position when it falls below, with an optional setting to…

FuturesVolatilitàIndicatori tecniciGestione del rischio
Strategy library

The implemented strategy uses an ATR-based trailing stop to adapt its distance from price as volatility changes. It enters long when the close crosses above that stop while the fast-minus-slow exponential-average spread is low but rising; it enters short…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy combines short and longer simple moving averages, ATR, RSI, MACD, and volume to create long-entry signals on volatile markets. It requires the fast average to exceed the slow one, the current bar’s range to exceed an ATR multiple, RSI to remain…

CriptoFuturesTrend followingVolatilità
Strategy library

This strategy estimates buying and selling pressure from each bar’s close relative to its high and low, then smooths the component volumes with exponential averages. It combines the resulting directional measure with a Bollinger-style band: a breakout in the…

CriptoFuturesRotturaIndicatori tecnici
Strategy library

This trend-following system uses Bollinger Bands to enter breakouts while avoiding periods classified as consolidation. The bands use a 20-period moving average and two standard deviations. Consolidation is defined as band width falling below half its own…

RotturaTrend followingVolatilitàGestione del rischio
Strategy library

This spot strategy aims to sell a held cryptocurrency when price reaches or exceeds a prior high while MACD is weaker than at the associated earlier peak. It scans recent MACD values for a local maximum that remains dominant over a run of bars, then compares…

CriptoMercati spotIndicatori tecniciMomentum
Strategy library

This trend-following strategy combines a 10-period and 30-period simple moving average crossover with a Supertrend direction filter. It signals a long when the fast average crosses above the slow average while Supertrend indicates an uptrend, and a short…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This code example shows how to use an option strategy helper to submit a multi-leg straddle order. It first filters the option universe to standard contracts within a selected strike range and expiration window. When the portfolio is not invested, it…

OpzioniPrezzi dei derivatiEsecuzione
Strategy library

This strategy enters when price breaks above a prior lookback high or below a prior lookback low. Its published defaults use a 20-bar breakout window and a 14-period ATR. The initial stop distance is set to two ATRs and the take-profit distance to one ATR;…

RotturaVolatilitàGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy pairs a stochastic oscillator reversal signal with the Market Facilitation Index (MFI) to decide when to enter or exit. The reversal rule looks for two consecutive rising or falling closes and checks the relative positions of the oscillator’s…

Ritorno alla mediaIndicatori tecniciStatisticaBacktest
Strategy library

This strategy uses a 21-period Double Exponential Moving Average (DEMA) to identify price direction. A close above the DEMA supports a long entry, while a close below it triggers a short entry. An optional filter requires the MACD histogram to be positive…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy compares a short-period RSI with a longer-period RSI and uses their difference as a momentum signal. With default periods of 21 and 42, it considers a long position when the long-period RSI minus the short-period RSI falls below -5, and a short…

CriptoFuturesMomentumIndicatori tecnici