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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
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
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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
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
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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
Alphalens
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 trend-following strategy calculates 21-period EMAs of high, close, and low prices, plus a second 21-period EMA applied to the close EMA. It generates a long signal when the close EMA crosses above its smoothed version and a short signal when it crosses…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This prototype scans Binance TradFi perpetual contracts for price shocks associated with the minute-by-minute roll-off of the prior day's price path. It calculates five-minute and thirty-minute shock measures, selects candidate contracts, and submits a…

FuturesFutures perpetuiEsecuzioneMicrostruttura del mercato
Strategy library

This BTC/USDT futures strategy uses a short-period RSI for entries and a daily RSI as a trend filter. It opens a long position when the short RSI rises after being below 40 while daily RSI is above 55. If price falls below the first entry price, another long…

FuturesCriptoRitorno alla mediaIndicatori tecnici
Strategy library

This long-only strategy combines a 50-period and 200-period EMA trend filter with VWAP and Bollinger Bands. It looks for the faster EMA above the slower EMA, a rising candle closing above VWAP but below the upper band, and a recent dip below the lower band…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This strategy uses Williams %R threshold crossings to reverse between long and short positions. A long signal occurs when the oscillator crosses above its lower threshold while ATR is rising; a short signal occurs when it crosses below its upper threshold…

ForexRitorno alla mediaMomentumIndicatori tecnici
Strategy library

This strategy description proposes combining fast and slow exponential moving averages, RSI, volume, and ATR to trade strong breakouts. The source’s actual entry rule requires the close to exceed the previous high and fast EMA, volume to be more than 1.5…

CriptoFuturesTrend followingMomentum
Strategy library

This long-only daily strategy combines a moving-average trend filter with an ATR-based breakout level, a bullish candle, and above-average volume. Entry requires the 50-day EMA to exceed the 100-day EMA, the close to clear the 10-day EMA plus one ATR, the…

CriptoFuturesTrend followingRottura
Strategy library

This long-only strategy combines daily trend, breakout, candle, and volume conditions. It requires the 50-day EMA to exceed the 100-day EMA, the close to rise above the 10-day EMA plus one ATR, a bullish daily candle, and volume above its 12-day EMA. On…

Trend followingRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy compares a volatility index with its 10-day simple moving average and seeks trades after large deviations. A long signal requires the index’s low to remain above the average and its close to be at least 10% higher; a short signal applies the…

VolatilitàRitorno alla mediaIndicatori tecniciSentiment
Strategy library

The strategy uses a 21-period RSI to identify overbought and oversold conditions, then waits a configurable number of bars before entering. Its stated defaults are RSI levels of 60 and 40 and a 15-bar delay. In the normal direction, it shorts after an…

CriptoFuturesIndicatori tecniciGestione del rischio
Strategy library

This trend-following system enters when price crosses a Bollinger Band, using RSI and ADX filters to screen for conditions intended to support a breakout. The described setup uses a 20-period band at two standard deviations, a 14-period RSI constrained to a…

Indicatori tecniciRotturaTrend followingVolatilità
Strategy library

This automated strategy maps four candlestick patterns to directional entries: bullish engulfing and hammer patterns trigger longs, while bearish engulfing and shooting star patterns trigger shorts. The document explains the usual candle shapes and frames…

FuturesIndicatori tecniciRitorno alla mediaGestione del rischio
Strategy library

The described approach uses a fast and slow moving average to identify direction, then applies RSI thresholds as a momentum filter. A fast average crossing above the slow average permits a long when RSI is above its overbought threshold; a downward cross…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy combines a fast and slow exponential moving average crossover with RSI and MACD checks to identify directional trades. Long entries require the fast average to cross above the slow average, RSI to be above its oversold threshold, and the MACD…

CriptoTrend followingMomentumIndicatori tecnici
Strategy library

This trend-following method compares 100- and 200-period simple moving averages. A cross above the longer average opens a long position and closes a short; a cross below opens a short and closes a long. The source calculates both averages on a four-hour…

Trend followingIndicatori tecniciFuturesBacktest
Strategy library

This method transforms RSI readings into a bounded oscillator and uses threshold crossings to generate trades. It starts with a 14-period RSI, smooths a centered version with a five-period weighted moving average, then applies a hyperbolic tangent mapping. A…

Indicatori tecniciRitorno alla mediaBacktestFutures
Strategy library

This strategy seeks reversals when price moves beyond bands around a 255-period exponential moving average. The bands are offset by a multiple of the 100-period ATR, and MACD crossovers provide the timing signal: a bullish crossover beyond the lower band…

Indicatori tecniciRitorno alla mediaVolatilitàGestione del rischio
Strategy library

This strategy compares price swing highs and lows with pivots in a weighted moving average to identify regular and hidden bullish or bearish divergences. A bullish signal occurs when price and the average make contrasting lows; bearish signals use…

Indicatori tecniciRitorno alla mediaBacktestFutures
Strategy library

This strategy combines pivot-based swing levels, a volume spike filter, and RSI to generate breakout-style entries. It records recent swing highs and lows, compares current volume with its moving average, and uses RSI as an additional condition. The…

RotturaIndicatori tecniciMicrostruttura del mercatoGestione del rischio
Strategy library

This document presents a five-minute scalping strategy built around Williams Fractals, with optional long and short trading. Its visible settings show fractal periods, fast and slow exponential moving averages, and optional filters for the gap between those…

Indicatori tecniciRotturaMomentumGestione del rischio
Strategy library

This strategy uses RSI threshold crossovers to enter both long and short positions: it buys when RSI crosses up through an oversold level and sells when RSI crosses down through an overbought level. The document describes a Martingale overlay that increases…

Indicatori tecniciRitorno alla mediaDimensionamento delle posizioniGestione del rischio
Strategy library

This example algorithm trades a bull put spread on weekly SPX index options. It requests minute-resolution index and option data, filters for contracts expiring that day within a specified range of strikes, then selects the nearest expiry and sorts its puts…

OpzioniPrezzi dei derivatiEsecuzioneBacktest
Strategy library

This strategy applies moving averages to three RSI series with different lookback periods to identify longer-term trend conditions. For each RSI series, it calculates averages over several horizons, then treats a broadly rising configuration as bullish and a…

Indicatori tecniciTrend followingCriptoFutures
Strategy library

This document describes a long-only grid strategy for volatile markets. It divides a price range into evenly spaced levels, opens positions as price falls below grid lines, and closes them as price rises through the next line. Users can set the bounds…

Trading a grigliaCriptoFuturesGestione del rischio