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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
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
WonderTrader
14 documenti
Alphalens
14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
QTPyLib
8 documenti
Lumibot strategies
7 documenti
QuantRocket
7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This strategy combines a four-candle 1-2-3 reversal setup with moving-average trend filters and MACD momentum confirmation. A long signal requires a bullish first candle, a bearish second candle, a third candle closing above the first candle’s close, and a…

Indicatori tecniciMomentumBacktestFutures
Strategy library

This intraday strategy records the highs and lows observed during a user-selected session, then enters long when the close crosses above the recorded high or short when it crosses below the low. It permits only one open position at a time. Stop levels are…

RotturaIndicatori tecniciGestione del rischioEsecuzione
Strategy library

This example demonstrates how an algorithm can load a changing equity universe from custom daily data. A custom data class reads a ranked list of NYSE gainers, assigns each symbol a rank, and passes the records to a universe-selection function that keeps the…

AzioniMercati statunitensiMomentumEsecuzione
Strategy library

This strategy uses a fast RSI to identify possible oscillating conditions and candle body size to filter entry signals. It calculates RSI with separate upward and downward periods, then treats readings above 70 or below 30 as qualifying zones. A trade signal…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

VADER is a technical indicator that combines bar-to-bar price movement with volume to estimate directional buying and selling pressure. It treats the price change relative to a recent bar range as displacement, scales that measure by a chosen volume…

Indicatori tecniciFuturesMomentumStatistica
Strategy library

This strategy combines RSI, MACD, Bollinger Bands, volume, and a moving-average trend check. Each component is classified as bullish or bearish, and the system enters a long or short position when at least three of the five conditions agree. The described…

Indicatori tecniciMomentumTrend followingVolatilità
Strategy library

This strategy smooths the Commodity Channel Index with an exponential moving average and uses the smoothed value to generate directional signals. The document explains CCI as a measure of price deviation from its moving average. It describes entering long…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This trend-following system uses a fast and slow exponential moving average to set directional bias, then waits for price to return near the fast average before entering. The accompanying description gives periods of 200 and 800 for the averages, a 0.2%…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy uses the difference between closing price and a simple moving average as a detrended oscillator. It compares that value with a trigger level: crossing above it sets a long direction and crossing below it sets a short direction. A reverse option…

Indicatori tecniciRitorno alla mediaFuturesCripto
Strategy library

This strategy combines several trend measures to seek medium- to long-term directional trades. It scores the alignment of moving averages, tracks recent highs and lows over a lookback window, and can optionally apply conditions based on yearly highs and…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This multi-symbol expert advisor uses Commitments of Traders data to generate directional currency signals, with an optional Supertrend filter. It fetches two selected COT report classes and modes, queries positioning and changes in positions, and derives…

ForexFuturesSentimentIndicatori tecnici
Strategy library

This document describes a strategy that alternates between long and short entries on successive bars, using bar parity rather than a market breakout condition to choose direction. Its narrative frames the approach as holding both sides so a move in either…

FuturesRotturaTrend followingEsecuzione
Strategy library

This open source strategy targets long positions in MCX silver using momentum signals calculated on a configurable timeframe. Its indicators include volume weighted average price, rate of change, and a standard deviation band. Optional entry filters require…

Materie primeFuturesMomentumIndicatori tecnici
Strategy library

This example demonstrates staged trade management after a position opens. Its sample entry is a crossover of 14- and 28-period simple moving averages. Profit thresholds and the initial stop are expressed as percentages of the average entry price and…

Gestione del rischioEsecuzioneIndicatori tecniciDimensionamento delle posizioni
Strategy library

This strategy combines moving-average signals with an ATR-based stop. It enters a long position when price crosses above the slow SMA and exits when price crosses below the fast SMA. The described defaults use a 14-period fast SMA, a 100-period slow SMA, and…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This intraday-oriented strategy uses a 9-period exponential moving average and VWAP to generate directional entries. It goes long when the EMA crosses above VWAP and short when it crosses below. The script calculates ATR, then sets trailing exits using an…

Indicatori tecniciTrend followingVolatilitàGestione del rischio
Strategy library

This system identifies support and resistance from recent pivot highs and lows, then looks for either breakouts or reversals near those levels. Long setups include a move above resistance or a rejection at support; short setups include a move below support…

Indicatori tecniciRotturaRitorno alla mediaGestione del rischio
Strategy library

This strategy seeks reversals when the stochastic oscillator reaches asymmetric extreme zones: a K-line crossover above the D-line below the oversold threshold can trigger a long, with a corresponding short setup near the overbought boundary. It uses fixed…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This small Lean algorithm example shows how to configure a range consolidator to receive tick-resolution data. It subclasses a shared range-consolidator algorithm, sets the range parameter to five, selects tick resolution, and limits the example run to a…

EsecuzioneMicrostruttura del mercatoTrading ad alta frequenza
Strategy library

This indicator tracks price deviations from a central level using thresholds that expand by successive Fibonacci values. The threshold can be set as a manual distance or as a multiple of the 200-period Average True Range. As price moves farther from the…

Indicatori tecniciVolatilitàTrend followingFutures
Strategy library

This script treats a bullish engulfing pattern as a possible long signal. The pattern consists of a down candle followed by an up candle whose real body contains and exceeds the prior candle’s body, subject to a minimum prior-body size. When the conditions…

Indicatori tecniciBacktestRitorno alla mediaGestione del rischio
Strategy library

This strategy combines Bollinger Bands, which reflect price dispersion, with an exponential moving average used to gauge trend direction. It enters long when the close crosses above the EMA and is above the upper band, and short when the close crosses below…

Indicatori tecniciTrend followingRotturaGestione del rischio
Strategy library

This educational script identifies doji candles by comparing the open and close, with an input that sets the maximum body size. It associates a doji with a directional condition based on whether the current close is below or above the close from two bars…

Indicatori tecniciBacktestRitorno alla mediaGestione del rischio
Strategy library

This short-only strategy aims to fade an extended run of bullish Heikin Ashi candles. It combines a streak condition on a selectable Heikin Ashi timeframe with an RSI filter on a separate timeframe to identify possible short entries. The script describes a…

CriptoIndicatori tecniciRitorno alla mediaGestione del rischio