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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
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12,226 documenti
OKX Learn
8,431 documenti
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3,481 documenti
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1,507 documenti
Deribit Insights
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Machine Learning for Trading
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FMZ forum
682 documenti
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vn.py community
560 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
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163 documenti
Libreria di corsi quantitativi
157 documenti
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132 documenti
Qlib
116 documenti
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86 documenti
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86 documenti
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68 documenti
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62 documenti
Awesome Systematic Trading
61 documenti
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22 documenti
FMZ live strategies
21 documenti
Jesse
17 documenti
pyfolio
16 documenti
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14 documenti
WonderTrader
14 documenti
backtesting.py
11 documenti
Technical Analysis
9 documenti
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8 documenti
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7 documenti
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7 documenti
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1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

Diamond is a configurable long-only trading strategy built around crossings between selected dataframe fields. Entry occurs when a chosen fast field, shifted by a configurable number of bars, crosses above a chosen slow field multiplied by a scale factor.…

CriptoIndicatori tecniciBacktestGestione del rischio
Strategy library

This long-only trend strategy combines a simple moving average, MACD, and ADX as entry filters. It seeks a bullish setup when price is above the moving average, MACD is positive and above its signal line, and ADX indicates a sufficiently strong trend. For…

Trend followingIndicatori tecniciMomentumGestione del rischio
Strategy library

This document describes a monitoring script for price alerts across several Binance trading pairs. The user supplies a symbol list and a corresponding upper and lower threshold for each pair. The script polls each market, reads its latest price, and logs an…

CriptoIndicatori tecniciEsecuzioneMercati spot
Strategy library

The visible portion describes a configurable Ichimoku strategy for long, short, or two-way trading. Users can select which strength tiers of bullish and bearish signals qualify for entries and exits, and can require agreement with a higher-timeframe trend.…

Indicatori tecniciTrend followingGestione del rischioDimensionamento delle posizioni
Strategy library

This sample cryptocurrency strategy demonstrates how to bring data from an additional, non-traded pair into a strategy. It retrieves BTC/USDT candles at a higher timeframe, calculates a moving average on that series, and merges those values into the traded…

CriptoIndicatori tecniciTrend followingBacktest
Strategy library

This strategy uses a single trailing stop to manage a position and reverse direction when the stop is crossed. It supports percentage-based, ATR-based, and fixed-distance stop values. The described rules enter long when price rises above the previous stop…

Trend followingIndicatori tecniciGestione del rischioFutures
Strategy library

The document presents a short-term trend-following method based on the crossover of a 5-period and a 13-period exponential moving average. Its explanation describes going long when the faster average rises above the slower one and short when it falls below.…

Trend followingMomentumIndicatori tecniciBacktest
Strategy library

The strategy uses the direction of the five-minute Nasdaq futures candle beginning at 9:50 a.m. Eastern to choose a trade: a bullish candle indicates long, while a bearish candle indicates short. The description says entry occurs after that candle closes at…

FuturesMercati statunitensiIndicatori tecniciGestione del rischio
Strategy library

This short-term strategy compares closing price with a simple moving average and requires the condition to persist for a specified number of bars before entering. The example uses a 50-period average and two confirming bars. Entry filters also check the…

Trend followingIndicatori tecniciGestione del rischioBacktest
Strategy library

The document explains how to scan trading strategy parameters and why judging a system by its best historical Sharpe ratio can lead to overfitting. Its example trades a futures universe using the rate of change of a linearly weighted moving average: positive…

FuturesBacktestStatisticaTrend following
Strategy library

This code implements a daily range breakout strategy in a CTA framework. At the start of a new day, it uses the preceding day’s high-minus-low range to set an upper entry at the new day’s open plus 0.4 times that range, and a lower entry at the open minus…

FuturesRotturaTrend followingEsecuzione
Strategy library

This long-only trend strategy pairs a faster double exponential moving average (DEMA) with a slower exponential moving average (EMA). A DEMA cross above the EMA creates a candidate entry, while a cross below closes the position. Entries are permitted only…

MomentumVolatilitàIndicatori tecniciGestione del rischio
Strategy library

This short-term reversal framework combines RSI thresholds with VWAP position, price action, and a volume filter. It looks for a short when RSI falls through the overbought level as price declines but remains above VWAP, and a long when RSI rises through the…

Ritorno alla mediaIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This long-only strategy combines three exponential moving averages, Stochastic RSI, and ATR. It enters when the fast EMA is above the middle EMA, the middle is above the slow EMA, and the Stochastic RSI K line crosses above D. Initial stop and profit levels…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy combines a short-term 123 reversal signal with MACD direction. The reversal component uses recent closing-price turns together with a Stochastic oscillator condition around its midpoint. MACD supplies a second directional filter through the…

CriptoFuturesMomentumRitorno alla media
Strategy library

This strategy uses a 200-period simple moving average to set direction: a close above the average corresponds to a long signal, and a close below it to a short signal. The source tracks how long price remains on each side and generates a trade when the state…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This strategy uses a fast RSI to identify extreme readings and candle-body size to filter trade signals. The description presents it as a reversal approach: trades are considered when RSI crosses an overbought or oversold threshold, with the candle body…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This indicator compares a shorter EMA, labeled Wave, with a longer EMA, labeled Tide. A bullish crossover changes the plotted lines and fill to a positive color, while a bearish crossover changes them to a negative color; alert conditions mark both…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This trend-following approach places three long entry levels below a moving average and three short levels above it. The average can use several price sources, and the levels are defined as percentage offsets. Limit orders add exposure in successive tranches…

FuturesTrend followingRotturaDimensionamento delle posizioni
Strategy library

SPARK combines four SuperTrend calculations with RSI signals, while exposing controls for trading direction, minimum bars between trades, position size, and leverage. The trend component signals long or short when all four trend states agree; separate RSI…

FuturesTrend followingIndicatori tecniciDimensionamento delle posizioni
Strategy library

This strategy follows trends by signaling long when the closing price crosses above a selected moving average and closing the long position when price crosses below it. Users can choose SMA, EMA, SMMA/RMA, WMA, or VWMA and adjust the lookback period. The…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This strategy combines a 50-period EMA, a 7-period Hull moving average, and RSI to generate medium- and short-term trading signals. RSI thresholds are set at 60 for overbought conditions and 45 for oversold conditions. The accompanying description says…

Indicatori tecniciMomentumTrend followingFutures
Strategy library

The strategy seeks entries when Supertrend direction agrees on the chart timeframe and a higher timeframe. It also requires price to be on the corresponding side of the lower-timeframe Supertrend line, with a fast and slow simple moving average comparison as…

Trend followingFuturesIndicatori tecniciVolatilità
Strategy library

This controller coordinates arbitrage executors for two configured trading venues and a shared base asset. It initializes market-rate sources for each pair, quote-currency conversion, and, for automated market maker venues, the native gas token. Before…

ArbitraggioCriptoEsecuzioneMicrostruttura del mercato