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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.

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20,364 documenti
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12,226 documenti
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8,431 documenti
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7,910 documenti
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7,090 documenti
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3,481 documenti
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3,298 documenti
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1,507 documenti
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1,124 documenti
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682 documenti
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662 documenti
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560 documenti
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340 documenti
QuantStart
246 documenti
Stratmill research code
219 documenti
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195 documenti
NautilusTrader
191 documenti
Hummingbot docs
181 documenti
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175 documenti
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164 documenti
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163 documenti
Libreria di corsi quantitativi
157 documenti
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152 documenti
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144 documenti
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132 documenti
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116 documenti
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86 documenti
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62 documenti
Awesome Systematic Trading
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22 documenti
FMZ live strategies
21 documenti
Jesse
17 documenti
pyfolio
16 documenti
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14 documenti
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14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
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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 strategy combines a 123 reversal signal with an RSI calculated from the rate of change of price. The reversal component looks for two consecutive rising or falling closes and uses the stochastic oscillator's fast and slow lines relative to a midpoint as…

FuturesRitorno alla mediaMomentumIndicatori tecnici
Strategy library

This QuantConnect example demonstrates how to subscribe to futures on an underlying asset, restrict the available contracts by expiration, and select a contract from the futures chain. It adds E-mini S&P 500 and gold futures with an expiration window…

FuturesEsecuzioneDimensionamento delle posizioni
Strategy library

This strategy combines two faster moving averages for entry timing with two slower averages as a broader trend filter. The described long setup uses a fast average crossover when the slower pair indicates an uptrend, and exits when the fastest average falls…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This short-term long/short strategy combines extreme RSI readings with pullbacks to short-period exponential moving averages. It calculates a six-period RSI and looks for readings above 90 or below 10; within six bars of an extreme, a pullback to the…

FuturesMomentumRitorno alla mediaIndicatori tecnici
Strategy library

This strategy uses Kase-style range measures to set a price level for taking long or short positions. It calculates RWH and RWL from price ranges and average true range, then smooths their difference into a deviation measure. Depending on its sign, the…

FuturesVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This long-only strategy combines a price trend filter, an oscillator condition, and a bullish engulfing pattern. It signals a long entry when the close is above a 50-period exponential moving average, the Awesome Oscillator is positive, and the current…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This document explains a trailing stop based on Parabolic SAR logic. It tracks an extreme price point and updates the stop using an acceleration factor (AF). In an uptrend, the stop rises as price makes new highs; when the trend state changes, the stop logic…

Indicatori tecniciTrend followingGestione del rischioBacktest
Strategy library

This BTC/USDT futures strategy uses Stochastic RSI threshold crossovers to time entries. It goes long when the oscillator crosses above 30, provided the 9-period simple moving average is above the 21-period average and price is below VWAP. It goes short when…

FuturesIndicatori tecniciMomentumBacktest
Strategy library

The document presents an open-source Pine strategy combining two AI-labeled trend estimates with SuperTrend. Its visible settings define two K-nearest-neighbor configurations, each with neighbor and historical data counts, and separate weighted moving…

Apprendimento automaticoTrend followingIndicatori tecniciBacktest
Strategy library

This example builds a ribbon from six delayed versions of a 15-period simple moving average, spaced by five bars. It updates the indicators daily on SPY data and waits until every ribbon line is ready before evaluating the ordering. The intended idea is to…

AzioniTrend followingIndicatori tecniciBacktest
Strategy library

This strategy compares a faster moving average with a slower one and trades their crossovers. The faster average crossing above the slower average generates a buy signal, while a downward cross generates a sell signal. The source allows exponential,…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This long-only swing strategy uses Bollinger Bands to enter on an upside breakout and exit after price falls below the middle band. The described setup calculates a 20-period middle band and upper and lower bands, with a multiplier of two in the listed…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

This trend-following system combines a Darvas Box with a 25-period simple moving average. It builds box boundaries from recent highs and lows over a configurable five-period window. A long signal occurs when price crosses above the box top while remaining…

CriptoFuturesTrend followingRottura
Strategy library

This strategy combines monthly VWAP, a MACD histogram, and an SMO oscillator to generate long and short signals. It describes using a 12-hour chart: price above monthly VWAP sets a bullish context, while price below it sets a bearish one. A rising MACD…

Materie primeIndicatori tecniciMomentumGestione del rischio
Strategy library

This strategy pairs two three-candle reversal patterns with a pair of configurable moving averages. A long signal requires three rising candles with successively higher closes, plus price above both averages; a short signal uses three falling candles with…

Indicatori tecniciTrend followingMomentumBacktest
Strategy library

This document describes a configurable indicator strategy that uses short- and long-term moving average relationships to signal possible reversals. A short average crossing above a long average is treated as a buy signal, with the reverse cross used for a…

Indicatori tecniciRitorno alla mediaMomentumGestione del rischio
Strategy library

This mean-reversion setup looks for a candle fully outside a Bollinger Band, then waits for price to break that candle’s opposite extreme within the next four candles. A move back below the low of a candle above the upper band triggers a short; a move above…

Ritorno alla mediaIndicatori tecniciDimensionamento delle posizioniGestione del rischio
Strategy library

This intraday mean-reversion strategy for NQ looks for price to move a specified distance away from VWAP, paired with an RSI extreme and a two-candle reversal pattern. It buys when price is sufficiently below VWAP, RSI is oversold, and the current candle…

FuturesRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

This strategy uses a fast and slow exponential moving average crossover to signal trend direction, with RSI relative to its own moving average as an entry filter. It takes a long position on an upward crossover when RSI is above its 26-period average, and a…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This long-only strategy combines a 9-period exponential moving average with a 14-period RSI. It enters when the close is above the EMA and RSI is above 50, but only on the first bar where both conditions become true. The intent is to avoid repeated entries…

Indicatori tecniciTrend followingMomentum
Strategy library

This strategy adapts Turtle-style trend following by waiting for price to retrace after an upside breakout. It identifies a close above the prior 20-day high, then enters long if price falls to a level 1% below the 20-day high. The described exits are a 1.4%…

CriptoFuturesTrend followingRottura
Strategy library

The document presents a configurable strategy framework combining an opening range breakout (ORB) with VWAP, RSI, and order-flow filters. Its visible settings allow fixed, multiple fixed, or rolling opening-range windows, configurable sessions and time…

RotturaIndicatori tecniciMicrostruttura del mercatoEsecuzione
Strategy library

This example demonstrates a dual moving average strategy on one-minute futures data. It calculates short and long simple moving averages using 30 and 60 periods, then compares their latest values with the prior bar. A crossover in one direction sets a target…

FuturesIndicatori tecniciTrend followingEsecuzione
Strategy library

This two-direction strategy trades hourly RSI threshold crossings. It enters long when RSI rises through 60 and closes the long when RSI falls back through that level; it enters short when RSI falls through 40 and closes the short when RSI rises back through…

CriptoFuturesMomentumIndicatori tecnici