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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
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 code example shows how to submit stop-loss, take-profit, and combined one-cancels-the-other orders through the OKX V5 algorithmic-order endpoint. It provides separate helpers for long and short positions, setting the closing side and position side…

CriptoFuturesEsecuzioneGestione del rischio
Strategy library

The strategy uses a fast and a slow moving average to follow directional moves. A cross of the fast average above the slow average opens a long position, while a cross below opens a short position. The description also gives exit rules based on price or the…

Indicatori tecniciTrend followingMomentumFutures
Strategy library

This trend-following system uses a 9-period and 21-period EMA crossover as its directional trigger, then filters long entries with RSI above 50, volume above its 20-period average, and ADX above 25. Its sell rule is triggered by a downward EMA crossover, RSI…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This example shows how to constrain a moving-average crossover strategy by both calendar dates and intraday sessions. User inputs define a start and end date, plus separate permitted sessions for entries and exits. The date predicate compares each bar’s…

BacktestIndicatori tecniciTrend following
Strategy library

The document describes a trend-following method built around MACD crossovers: a buy signal occurs when the MACD line crosses above its signal line, and a sell signal when it crosses below. Its written overview also presents KDJ as an overbought and oversold…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This strategy combines Ichimoku levels, MACD, and fast and slow Hull moving averages to identify entries and exits. Long entries require the Hull averages to indicate an upward move, price above the slower Hull average, MACD above its signal line, and either…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This system combines a trend filter, a volatility threshold, and a three-candle momentum pattern. It permits longs only above a trend EMA and shorts only below it. For either direction, three consecutive candles must move in the same direction, their closes…

Trend followingMomentumVolatilitàIndicatori tecnici
Strategy library

This strategy uses Average True Range (ATR) to set dynamic breakout levels around recent highs and lows. A confirmed close crossing above the prior bar’s upper level triggers a long signal; a cross below the lower level triggers a short signal. The system…

RotturaVolatilitàTrend followingIndicatori tecnici
Strategy library

This calendar-spread style strategy trades the ratio between copper and aluminum futures. It multiplies each contract’s close by its volume multiplier, computes a rolling historical mean and standard deviation, and converts the current ratio to a z-score.…

FuturesMaterie primeStrategia di pairs tradingRitorno alla media
Strategy library

This strategy combines short EMAs of the high and low prices as bands with a longer EMA of closing prices and a Stochastic oscillator. It signals a long when the close is below the lower band, the open is below the bands’ midpoint, price is below the…

OpzioniIndicatori tecniciRitorno alla mediaGestione del rischio
Strategy library

This long-only dollar-cost-averaging approach combines EMA trend structure, Bollinger Band position, MACD, and RSI conditions for initial entries. When price falls below average entry cost, it can add progressively larger amounts after increasingly deep…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This BTC futures strategy combines Bollinger Bands with a configurable simple or exponential moving average. The bands use a 20-period simple moving average as their midpoint and extend by a chosen multiple of standard deviation. A long signal occurs when…

FuturesCriptoTrend followingVolatilità
Strategy library

This document outlines a multi-indicator system combining Bollinger Bands, Woodies CCI, moving averages, on-balance volume, and ATR. The described concept uses the bands to frame volatility, short and long moving averages to represent trend, and smoothed…

CriptoFuturesIndicatori tecniciVolatilità
Strategy library

This strategy combines a MACD histogram color filter with a linear regression curve and a price action channel formed from exponential averages of highs, lows, and closes. Long signals require the regression curve to cross above the channel’s lower band and…

CriptoFuturesIndicatori tecniciTrading ad alta frequenza
Strategy library

This strategy identifies fair value gaps from price relationships across three candles and uses the gap size relative to price as an entry threshold. It is described for a 15-minute chart, with long and short signals taken from bullish and bearish gaps. The…

CriptoFuturesRotturaGestione del rischio
Strategy library

The document explains gamma scalping through a modeled long straddle and dynamic hedging of its changing delta. It describes Black–Scholes Greeks, emphasizing gamma’s potential to create gains from repeated rebalancing and theta decay as a cost. The proposed…

OpzioniVolatilitàPrezzi dei derivatiGestione del rischio
Strategy library

The Elder Ray indicator frames the exponential moving average as a reference for market value, then measures buying and selling pressure relative to it. Bull power is the high minus the EMA, while bear power is the low minus the EMA. The described strategy…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This inventory-based strategy trades one asset around a reference price, such as a moving average or the midpoint of recent highs and lows. It begins with a partial position, then signals buys or sells when price moves sufficiently far from the reference or…

CriptoTrading a grigliaRitorno alla mediaDimensionamento delle posizioni
Strategy library

This futures pairs strategy estimates a changing hedge ratio between two SHFE contracts with a Kalman filter. It updates the ratio from hourly closing prices, forms a spread by subtracting the hedged X price from Y, then standardizes that spread against a…

FuturesStrategia di pairs tradingRitorno alla mediaStatistica
Strategy library

This Pine strategy excerpt defines a moving average framework using configurable fast and slow simple moving averages, set by default to 20 and 200 periods. It offers buy-only, sell-only, or two-way trading and three entry strictness choices: entering at a…

Indicatori tecniciTrend followingGestione del rischioBacktest
Strategy library

This strategy combines a Gaussian-filtered price channel with StochRSI to seek long entries during upward trends. It calculates a smoothed price line and a volatility-based band from a selected price source. Reduced-lag and fast-response options adjust the…

CriptoFuturesTrend followingRottura
Strategy library

This long-only strategy enters when price crosses above an exponential moving average and exits on a cross below. It adds a stop-loss level, a profit target, and a trailing-stop level, with example defaults of a 20-period EMA, a 1% stop, a 2% target, and a…

Indicatori tecniciTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This document presents a price-channel strategy intended as a simple, rule-based approach for investors who cannot monitor markets continuously. It calculates the highest high and lowest low over a rolling lookback window, set to 21 periods by default. The…

AzioniRotturaIndicatori tecniciCostruzione del portafoglio
Strategy library

This cryptocurrency strategy combines the Money Flow Index, Relative Strength Index, and Stochastic RSI to identify extreme readings. It proposes entering long when all three indicators are in oversold territory and entering short when they are all…

CriptoFuturesMomentumIndicatori tecnici