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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 calculates Bollinger Bands from a simple moving average and standard deviation, using a 20-period basis and bands two standard deviations above and below it. It signals a long position when the close falls below the lower band and a short…

Indicatori tecniciRotturaVolatilitàStatistica
Strategy library

This strategy describes a long entry when price is below a 200-period simple moving average, while volume and true range are below their respective moving averages. It uses RSI, volume, true range, and the SMA to define market conditions. The stated stop is…

Indicatori tecniciVolatilitàGestione del rischioFutures
Strategy library

This trend-following strategy uses the Ichimoku Kijun-sen, calculated as the midpoint of the recent high and low range over a chosen period. A candle opening below and closing above the line triggers a long entry; opening above and closing below triggers a…

Indicatori tecniciTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy pairs fast and slow moving averages with the Commodity Channel Index to seek entries during pullbacks within an indicated trend. When the fast average is above the slow one, it enters long if the prior close was below the fast average, the…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This strategy combines a 123-style reversal rule with a linear regression intercept filter. The reversal component compares recent closes and the relationship between fast and slow Stochastic lines, with a configurable threshold, to produce bullish or…

Indicatori tecniciRitorno alla mediaTrend followingStatistica
Strategy library

This short-term strategy combines moving averages with the Stochastic oscillator to seek reversals. Its moving average setup uses fast, slow, and very slow averages; the fast and slow averages define crossover direction, while price relative to a 200-period…

Indicatori tecniciRitorno alla mediaFuturesCripto
Strategy library

This strategy uses pivot-derived Supertrend direction changes as trade triggers, with optional entries on ordinary Supertrend signals as well. EMA ordering can filter direction, while a DEMA level and DEMA angle provide additional trend checks. The default…

ForexCriptoFuturesTrend following
Strategy library

This trend-following system combines ATR-based Supertrend direction changes with trend and momentum filters. For long entries, it checks that price is above a short-term EMA and a long-term DEMA, RSI exceeds a threshold, and volume is above its EMA. It also…

Trend followingMomentumIndicatori tecniciGestione del rischio
Strategy library

This long-only strategy uses an SMA or EMA basis with percentage-offset upper and lower envelopes. It begins buying when the low falls below the lower band, subject to a cooldown and conditions tied to the average entry price, last purchase price, and…

CriptoRitorno alla mediaDimensionamento delle posizioniGestione del rischio
Strategy library

This strategy uses ATR-scaled bands around a price source, defaulting to the midpoint of each bar, to define a changing trend state. A close crossing the opposite band changes that state and produces a reversal signal: the strategy enters long after an…

CriptoFuturesTrend followingVolatilità
Strategy library

This strategy combines three Supertrend lines, configured with different periods and factors, to generate long entries and exits. It enters long when closing price crosses above any line and closes the position when price crosses below any line. The…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy places stop entries at a distance from the current close based on average true range. It calculates the average of true range over a configurable lookback, multiplies it by a breakout factor, and places potential orders above or below price.…

RotturaTrend followingVolatilitàDimensionamento delle posizioni
Strategy library

This document describes a multi-factor strategy built around price breaks of liquidity levels, volatility thresholds, and risk controls. It identifies recent highs and lows as potential resistance and support, uses ATR to set breakout and stop distances, and…

RotturaGestione del rischioIndicatori tecniciFutures
Strategy library

This strategy looks for unusually high volume in the direction of a simple price trend. It flags a volume spike when current volume exceeds a multiple of its EMA, then uses a 50-period price EMA to classify the trend. A bullish candle above that EMA triggers…

RotturaTrend followingIndicatori tecniciVolatilità
Strategy library

This teaching example describes a simple cross-exchange crypto hedge. It fetches account balances and ticker data from several exchanges, then compares each exchange’s bid with another exchange’s ask. When the spread exceeds a configured threshold, it sells…

CriptoArbitraggioEsecuzioneMicrostruttura del mercato
Strategy library

This strategy uses random decisions to test how a market behaves without signal-based timing. On each bar, a random draw can open a position when flat or close an open position, with configurable entry and exit probabilities. It supports long-only,…

StatisticaBacktestGestione del rischioFutures
Strategy library

This bidirectional strategy identifies inside bars when a candle's high and low fall within the preceding candle's range. It can require a configurable sequence of inside bars and optionally distinguish complete bullish or bearish patterns. A moving average…

FuturesIndicatori tecniciTrend followingGestione del rischio
Strategy library

This reversal system combines a consecutive-price pattern with a directional reversal point (DRP) calculated from price comparisons across a lookback. A long signal requires a recent low pattern and the DRP crossing upward through zero; a short signal pairs…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This strategy uses a simple moving average to generate trend-following entries. A close crossing above the average signals a long entry, while a cross below signals a short entry. The script allows both directions, long-only, or short-only operation; in…

Trend followingIndicatori tecniciDimensionamento delle posizioniBacktest
Strategy library

This controller tracks an asset balance on a spot exchange and compares it with a short position on a perpetual market. It calculates a target hedge by multiplying the spot balance by a configurable hedge ratio, then measures the difference between that…

CriptoMercati spotFutures perpetuiGestione del rischio
Strategy library

This trend-following system combines an AVWAP crossing with a 200-period EMA trend filter, RSI and MACD confirmation, and a volume filter that requires volume to exceed its recent average. It also calculates a midpoint from the highest high and lowest low…

FuturesFutures perpetuiTrend followingIndicatori tecnici
Strategy library

This strategy smooths a Variability Channel Index built from fast and slow exponential moving averages normalized by average true range. A simple moving average smooths the index again, and a second average acts as the trigger line. Crossing above the…

Trend followingIndicatori tecniciGestione del rischioFutures
Strategy library

This strategy uses Supertrend bands, calculated from average true range and a factor, to identify long entries and exits. The stated entry is a close crossing above the upper band, while a close crossing below the lower band closes the long. It also…

Trend followingIndicatori tecniciGestione del rischioFutures
Strategy library

This document describes a simple automated strategy that pairs a three-period moving average with user-defined percentage stop-loss and take-profit levels. It says to enter long when the average crosses above zero and short when it crosses below zero, then…

Indicatori tecniciGestione del rischioDimensionamento delle posizioniFutures