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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
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1,976 documenti
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1,507 documenti
Deribit Insights
1,232 documenti
Machine Learning for Trading
1,124 documenti
arXiv papers
1,033 documenti
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766 documenti
FMZ forum
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
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
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79 documenti
Freqtrade
68 documenti
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62 documenti
Awesome Systematic Trading
61 documenti
backtrader
54 documenti
vn.py
50 documenti
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45 documenti
Lezioni Quantopian
45 documenti
FMZ guides
38 documenti
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34 documenti
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32 documenti
quant-trading
31 documenti
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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
Lumibot strategies
7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

The strategy compares highs and lows over longer and shorter lookback windows to generate entries, then manages positions with stop orders and trailing exits. The description says to short when a longer-window high breaks above a shorter-window high, and to…

CriptoFuturesRotturaTrend following
Strategy library

This document presents a long-only strategy that combines an ATR volatility filter, a price-drift signal, and a trailing stop. Its prose describes elevated volatility as ATR exceeding its rolling average by one standard deviation, then confirms an uptrend…

CriptoFuturesVolatilitàTrend following
Strategy library

This Python port describes a BTC trading bot that watches recent trades and a weighted order-book price to detect short-term price bursts. It smooths observed trade volume, compares the latest price with recent highs and lows, and submits buys or sells when…

CriptoRotturaEsecuzioneMicrostruttura del mercato
Strategy library

This short-term strategy derives support and resistance from recent highs and lows on a higher timeframe, then looks for breakouts on a lower timeframe. It confirms direction with RSI thresholds, price displacement beyond the level, ATR expansion, fast and…

FuturesRotturaMomentumVolatilità
Strategy library

This strategy script is organized around breaks of market structure and changes of character, with configurable pivot lookback and optional adjustment by chart timeframe. Its inputs allow entries on BOS, CHoCH, or either, and optionally require a strong…

Trend followingIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This strategy uses a 74-period simple moving average as the main entry reference and divides the recent high-low range into five price zones. It buys when price crosses above the long average while closing in the upper zone, and sells short when price…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This Pine Script excerpt describes an intraday breakout strategy configured around an Indian trading session and a selectable backtest date range. It defines Bollinger Bands, a short-period double exponential moving average, and VWAP. The visible signal…

AzioniRotturaIndicatori tecniciBacktest
Strategy library

This regression example shows how an equity subscription can choose its data normalization mode at the time the symbol is added. It demonstrates raw, adjusted, and total-return modes for three equities, then checks that each subscription uses the requested…

AzioniBacktest
Strategy library

This breakout framework looks for periods of compressed volatility by comparing Bollinger Bands, based on price dispersion, with Keltner Channels, based on ATR. It treats narrow Bollinger Bands—and optionally their containment within the Keltner Channel—as…

FuturesRotturaVolatilitàIndicatori tecnici
Strategy library

This strategy combines MACD, RSI, and relative volume (RVOL) to generate long and short signals. A long signal can occur when RSI crosses upward through its oversold threshold, MACD momentum crosses above zero, or RVOL crosses its high-volume threshold, with…

FuturesMomentumIndicatori tecniciBacktest
Strategy library

This intraday strategy describes one setup per New York trading day, beginning at a configurable session hour that defaults to 10 a.m. It selects the first confirmed three-candle fair value gap whose middle candle falls at or after the start time. The…

FuturesRotturaEsecuzioneGestione del rischio
Strategy library

This strategy turns buying pressure relative to true range into a composite indicator across several lookback periods. It uses Fibonacci-related windows, assigns greater weights to shorter windows, and smooths the resulting average with a short simple moving…

Trend followingIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This strategy uses an adaptive G-Channel to detect shifts in price direction and a 200-period EMA as a trade filter. It enters long when the channel trend turns upward while price is below the EMA, and short when the trend turns downward while price is above…

FuturesRotturaIndicatori tecniciGestione del rischio
Strategy library

This strategy compares two configurable trend lines, with triple exponential moving average (TEMA) and least-squares linear regression as the stated combination. A crossover of the shorter line above the longer line signals a potential long entry; the…

FuturesTrend followingIndicatori tecniciVolatilità
Strategy library

This long-only trend-following system combines a fast and a slow simple moving average with a faster price filter. Using the stated settings, it enters when the 11-period average is above the 31-period average and price is above the 5-period filter; it exits…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy scans for price differences between shared Binance and OKX spot markets, buys on the lower-priced exchange, and sells matching inventory on the higher-priced exchange. It ranks candidate spreads using executable quotes, then opens and closes…

CriptoMercati spotArbitraggioEsecuzione
Strategy library

This trend-following strategy pairs a zero-lag linear regression moving average (ZLSMA) with a Chandelier Exit (CE). ZLSMA is calculated by applying linear regression twice and correcting the first estimate by their difference. CE uses average true range…

Trend followingIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This strategy combines a 123 price-reversal signal with a Chande Momentum Oscillator (CMO) compared against its weighted moving average (WMA). The reversal component checks successive closing-price moves and confirms with fast and slow Stochastic lines…

Indicatori tecniciRitorno alla mediaMomentumFutures
Strategy library

This strategy looks for short-term rebounds within an uptrend. It filters for prices above a long-term simple moving average, then enters long when a short-period RSI crosses back above an extreme oversold threshold. It exits when the close rises above a…

Indicatori tecniciRitorno alla mediaTrend followingGestione del rischio
Strategy library

The available excerpt describes a strategy built around market-structure zones, with entry confirmation from candle behavior, volume, RSI momentum, and wick rejection. Inputs set swing detection, ATR-based stop distance and zone buffer, a trend EMA and slope…

Indicatori tecniciGestione del rischioDimensionamento delle posizioniEsecuzione
Strategy library

This strategy uses Chandelier Exit stop lines, derived from recent price extremes and average true range (ATR), to signal entries and exits. Its stated defaults use a 22-period ATR multiplied by three. A long position is opened when price crosses above the…

FuturesRotturaIndicatori tecniciVolatilità
Strategy library

This strategy uses On-Balance Volume (OBV) and separate moving-average rules to enter and exit long and short positions. OBV adds volume when price rises and subtracts it otherwise. The strategy smooths OBV with four simple moving averages: distinct entry…

Trend followingIndicatori tecniciMomentumFutures
Strategy library

This strategy calculates Bollinger Bands from a simple moving average and a standard-deviation envelope. It enters long when price crosses above the lower band and short when price crosses below the upper band. Its other feature is a user-selected start and…

Indicatori tecniciRitorno alla mediaBacktestFutures
Strategy library

The Starlight strategy uses a short simple moving average crossing a longer one to signal direction: an upward cross opens a long position, while a downward cross closes it. The document also explains MACD line and signal-line crosses as a way to interpret…

Trend followingMomentumIndicatori tecniciFutures