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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 strategy describes one-hour breakout trading with an EMA trend filter, an ATR volatility threshold, and a limited intraday entry window. Long signals use a recent high breakout with price above the 50-period EMA; short signals require a recent low break…

FuturesRotturaTrend followingVolatilità
Strategy library

This strategy combines a short-period Relative Strength Index (RSI) with a long-period simple moving average to seek counter-moves within a broader price regime. It enters long when RSI is below its oversold threshold while price is above the moving average,…

Ritorno alla mediaIndicatori tecniciGestione del rischioFutures
Strategy library

This indicator combines two smoothed range filters to represent shorter and intermediate directional movement, an exponential moving average (EMA) as a broader trend reference, and the Ultimate Oscillator (UO) to flag overbought or oversold conditions. Buy…

Indicatori tecniciMomentumTrend followingFutures
Strategy library

This strategy uses a Donchian channel, calculated from recent highs and lows, to define breakout entries and exits for both long and short positions. The midpoint serves as the stop level, while take-profit levels are placed beyond the channel boundaries.…

FuturesRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy estimates historical volatility from rolling extremes in closing and intraday prices, scaled by a time factor. It compares the resulting measure with upper and lower thresholds: a reading above the upper band sets a long position, while one…

FuturesVolatilitàStatisticaBacktest
Strategy library

The visible script describes a static geometric grid for ETH/USDT spot trading. It sets upper and lower price bounds, divides the range into levels, and assigns a cash amount to each level. The configuration disables grid trailing upward, so the range…

CriptoMercati spotTrading a grigliaEsecuzione
Strategy library

This strategy combines a fast and slow exponential moving average with a smoothed stochastic oscillator. The relative position of the averages defines the trend filter: long entries are considered when the fast average is above the slow one, while short…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy identifies support and resistance from confirmed pivot highs and lows, retaining recent pivot levels within a configurable lookback. It looks for bullish or bearish breaks when price closes beyond clustered levels that have been tested a…

FuturesRotturaIndicatori tecniciGestione del rischio
Strategy library

This trend-following strategy uses changes in Supertrend direction, an ATR-based indicator, to trigger long or short entries within a configurable date range. Trade direction can be limited to long, short, or both. The strategy also maintains a trailing stop…

Trend followingIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This strategy generates entries after configurable runs of consecutive rising or falling closes. Traders can choose the permitted direction, invert the original signals, or allow a direct reversal from one position to the other. It adds selectable stop…

MomentumTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This five-minute strategy uses MACD direction to define trend alignment and the Commodity Channel Index (CCI) to set entry and exit thresholds. It enters long when MACD is above its signal line, CCI is at or below a configurable buy threshold, and volume is…

Indicatori tecniciMomentumStatisticaBacktest
Strategy library

This short-term strategy combines a 200-period EMA, MACD, and smoothed Williams %R. It enters long when price is above the EMA, the MACD histogram is positive, and the faster smoothed %R line is above the slower line. Short entries require the opposite…

Indicatori tecniciMomentumFuturesCripto
Strategy library

This intraday strategy uses a short-period Money Flow Index (MFI) to identify possible buying or selling pressure in cryptocurrency markets. It looks for MFI readings at the extreme boundaries, then uses the following candle’s direction and body size to…

CriptoFuturesIndicatori tecniciRottura
Strategy library

This framework plots four exponential moving averages and triggers signals when the 9-period EMA crosses the 50-period EMA. A cross above prompts a long entry and a suggestion to buy a call; a cross below prompts a short entry and a put suggestion. The…

Indicatori tecniciTrend followingOpzioniFutures
Strategy library

The visible script describes a long-focused strategy built around a Supertrend crossover, with ATR-based settings and a ladder for taking partial profits. It also defines 50-, 100-, and 200-period EMAs on the chart timeframe and a selectable higher…

Indicatori tecniciTrend followingVolatilitàDimensionamento delle posizioni
Strategy library

This strategy uses ten simple moving averages, ranging from 10 to 100 days, as a broad trend filter. It generates a long signal when the close is above every average and a sell signal when the close is below every average. The accompanying implementation…

Indicatori tecniciTrend followingFuturesCripto
Strategy library

This strategy pairs RSI thresholds with a long-term simple moving average to govern entries and exits. It enters long when RSI is below its lower threshold while price remains above the moving average, and enters short when RSI exceeds its upper threshold…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This script is a framework for tracking account evaluation constraints alongside strategy orders. It defines account-size-based daily loss limits, total loss limits, and profit targets, and tracks daily performance and trading-day counts. Trade direction is…

Gestione del rischioDimensionamento delle posizioniIndicatori tecniciBacktest
Strategy library

This strategy uses a fast EMA above a slow EMA as a broad upward-trend filter, then seeks long entries when the close is above both the session VWAP and the open. It also requires a very low RSI reading within the preceding ten bars, treating a recent…

Indicatori tecniciTrend followingRitorno alla mediaGestione del rischio
Strategy library

This short-term system combines a fast and intermediate EMA crossover with a slower EMA trend filter and RSI confirmation. A long entry requires the faster EMA to cross above the intermediate EMA, price to be above the slower EMA, and RSI to lie within a…

Indicatori tecniciMomentumTrend followingGestione del rischio
Strategy library

This strategy derives the MACD Histogram by subtracting the signal average from the difference between fast and slow moving averages. It opens a long position after the Histogram has risen for a configured run of bars and a short position after it has fallen…

Indicatori tecniciMomentumCriptoFutures
Strategy library

This example demonstrates constructing a call butterfly on an equity option chain. It subscribes to an underlying and its options, then filters the chain to standard contracts within a range of strikes and expirations. On a data update, it skips trading if…

OpzioniAzioniEsecuzionePrezzi dei derivati
Strategy library

This intraday approach uses the prior session's high and low as breakout levels. It enters long when price closes above the prior high while the fast EMA is above the slow EMA, and enters short when price closes below the prior low with the EMA alignment…

RotturaMomentumIndicatori tecniciGestione del rischio
Strategy library

The strategy combines a fast and slow exponential moving average crossover with price position relative to VWAP and an RSI direction filter. A long signal occurs on an upward crossover when price is above VWAP and RSI is above its midpoint; a short signal…

MomentumIndicatori tecniciVolatilitàGestione del rischio