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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
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3,481 documenti
Bitget Academy
3,298 documenti
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1,507 documenti
Deribit Insights
1,232 documenti
Machine Learning for Trading
1,124 documenti
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766 documenti
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682 documenti
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662 documenti
vn.py community
560 documenti
QuantInsti blog
511 documenti
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340 documenti
QuantStart
246 documenti
Stratmill research code
219 documenti
Robot Wealth
195 documenti
NautilusTrader
191 documenti
Hummingbot docs
181 documenti
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175 documenti
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164 documenti
Kraken Learn
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
Qlib
116 documenti
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86 documenti
TqSdk
86 documenti
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79 documenti
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68 documenti
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62 documenti
Awesome Systematic Trading
61 documenti
backtrader
54 documenti
vn.py
50 documenti
Lezioni Quantopian
45 documenti
Binance API docs
45 documenti
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38 documenti
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34 documenti
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32 documenti
quant-trading
31 documenti
FinRL
28 documenti
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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
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7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This pseudo-grid method uses RSI threshold crossings to refresh a price range, then divides that range into five evenly spaced levels. The range boundaries are based on volume-weighted highest and lowest source prices over the RSI lookback. Price crossings…

Trading a grigliaRotturaIndicatori tecniciFutures
Strategy library

This strategy uses the WaveTrend oscillator to set a bullish or bearish market state. It calculates the oscillator from price data, treats positive readings as bullish and negative readings as bearish, and enters when that state changes. An option limits…

Indicatori tecniciTrend followingGestione del rischioFutures
Strategy library

This script combines several ideas under a simple breakout strategy label. Its main entry conditions are crossovers of a short and a longer simple moving average: an upward cross enters long, while a downward cross enters short. It also calculates a lookback…

AzioniRotturaMomentumIndicatori tecnici
Strategy library

This example implements a Dual Thrust breakout strategy for a futures contract. It measures a recent range from the largest of two values: the lookback high minus the lookback closing low, or the lookback closing high minus the lookback low. The strategy…

FuturesRotturaTrend followingIndicatori tecnici
Strategy library

The strategy combines adaptive moving averages with adaptive risk-assessment lines to generate directional signals. Its described entry rule compares a shorter line with a longer line: a cross above signals a long, while a cross below signals a short. It…

Indicatori tecniciTrend followingFuturesCripto
Strategy library

This strategy builds percentage bands around a Hull moving average and uses price crossings to manage long positions. The source calculates a 9-period Hull moving average, with configurable upper and lower bands set at 3% and 6% by default. It opens a long…

CriptoFuturesRotturaIndicatori tecnici
Strategy library

This combined strategy uses a three-day price pattern with Stochastic readings and a moving-average signal. The description says the reversal component looks for consecutive rising or falling closes alongside a 9-period fast or slow Stochastic condition…

Indicatori tecniciRitorno alla mediaMomentumFutures
Strategy library

This strategy opens a long position when a fast exponential moving average crosses above a slow one, then closes it when the fast average crosses below or price reaches a configured profit target. The stated defaults are a 3-period fast EMA, a 30-period slow…

Indicatori tecniciTrend followingMomentumFutures
Strategy library

This reusable backtesting template applies the same volatility-scaled exits and position-sizing rule to different entry signals, aiming to make comparisons more consistent. Average True Range sets the stop distance and profit target, while quantity is…

BacktestVolatilitàGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy tracks price movement with a grid whose reference level is recalculated as price makes new highs or lows. When price moves beyond the configured gap, the system can generate another entry in the selected direction; a move against the position…

Trading a grigliaTrend followingRotturaFutures
Strategy library

This strategy combines a fast and slow simple moving average crossover with RSI thresholds and bullish or bearish engulfing patterns. Its stated defaults are 9- and 21-period averages, a 14-period RSI, and overbought and oversold levels of 70 and 30. A long…

Indicatori tecniciMomentumTrend followingGestione del rischio
Strategy library

This short-horizon strategy combines Jev forecasts with deterministic local rules to trade Binance USDⓈ-M perpetuals using post-only maker orders. Jev estimates return-range probabilities across several horizons, side-specific adverse-selection risk, and…

CriptoFuturesFutures perpetuiMicrostruttura del mercato
Strategy library

This system combines a short-term range breakout with a trend filter. It calculates the highest high and lowest low across the prior two candles, then uses a 50-period exponential moving average to classify direction: closes above the average permit long…

RotturaTrend followingIndicatori tecniciEsecuzione
Strategy library

This strategy converts price’s distance from a rolling midpoint into an oscillator, expressed either as a percentage or in currency units. The midpoint is calculated from the period’s highest and lowest prices. A configurable moving average of that…

CriptoFuturesTrend followingMomentum
Strategy library

The available excerpt describes an MNQ strategy built around the 9:30 a.m. New York bar. It records that bar’s high and low as anchor levels, then defines a trading window through 11:30 a.m. The stated design includes percentage-based profit targets, a…

FuturesRotturaDimensionamento delle posizioniGestione del rischio
Strategy library

This trend-following strategy uses Heikin-Ashi prices to smooth market movements, then compares fast and slow exponential moving averages for entry signals. A bullish crossover can open a long position, while a bearish crossover can open a short position.…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

The strategy enters when a fast simple moving average crosses a slow one, using an ADX threshold to filter for stronger trends. The described default SMA lengths are 10 and 21, with an ADX threshold of 20. It sets a stop distance from the current ATR and…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

This strategy combines 9- and 21-period EMA crossovers with RSI filters: a long entry requires RSI below 70, while a short entry requires RSI above 30. Exit distances are described as volatility-sensitive through ATR, with a take-profit distance set at four…

FuturesIndicatori tecniciTrend followingDimensionamento delle posizioni
Strategy library

This strategy looks for reversals after price closes beyond a Bollinger Band. A prior close above the upper band followed by a bearish candle can trigger a short; a prior close below the lower band followed by a bullish candle can trigger a long. An optional…

Indicatori tecniciRitorno alla mediaGestione del rischioBacktest
Strategy library

This simple seasonal rule uses the calendar month alone to manage a long position: it enters when September begins and closes the long when May begins. It does not use price, technical indicators, or market conditions to time those actions. The document…

BacktestFuturesCriptoGestione del rischio
Strategy library

This scalping strategy looks for price to move away from VWAP while RSI reaches an extreme, but only when ADX is below a chosen threshold, which the script uses to identify ranging conditions. It enters long below VWAP when RSI is low and short above VWAP…

Ritorno alla mediaIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This strategy combines fast and slow RSI readings with price levels arranged around the entry price. The fast RSI identifies overbought or oversold conditions, while the slower RSI supplies a broader directional bias. After entry, crossing matrix levels…

Trend followingIndicatori tecniciDimensionamento delle posizioniGestione del rischio
Strategy library

Mobo Bands are presented as a way to distinguish quiet, range-bound periods from directional momentum moves. The indicator calculates a detrended price oscillator (DPO), then forms upper and lower bands from a moving average and standard deviation of that…

OpzioniFuturesCriptoMomentum
Strategy library

This trend-following strategy combines fast and slow VWAP-based lead lines, Bollinger Bands, and time segmented volume (TSV). A long entry is described when both lead lines rise, TSV is positive and above its exponential average, and price exceeds the upper…

FuturesCriptoTrend followingVolatilità