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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
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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 proposed strategy combines a stochastic reversal rule with a signal-to-noise measure to seek confirmation around possible turning points. Its description says the reversal component considers recent price movement alongside fast and slow stochastic…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy combines a stochastic-based reversal signal with a signal-to-noise measure and trades only when both components agree. The description uses fast and slow stochastic values and recent price changes to identify a reversal, with a threshold…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This indicator adapts Ichimoku components into a separate oscillator-style display. It applies a T3 smoothing process to closing prices over the conversion, base, and second lagging-span periods, then uses displaced values to form a cloud midpoint and cloud…

CriptoFuturesTrend followingIndicatori tecnici
Strategy library

This document describes an Ergotic CSI oscillator inspired by William Blau’s work on momentum, direction, and divergence. It combines an adaptive directional index with true range and price to calculate a CSI value, then smooths that value with a simple…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

The excerpt describes a box-based breakout strategy intended to identify price ranges from pivots and repeated touches. It filters boxes by height relative to ATR, the proportion of closes inside the box, touch spacing, and maximum duration. A breakout entry…

RotturaIndicatori tecniciVolatilitàGestione del rischio
Strategy library

The document presents a Dual Thrust opening-range breakout backtest for GBP/USD minute data. It aggregates intraday prices into daily open, close, high, and low values, then calculates a rolling range from recent highs, lows, and closes. At the stated market…

ForexRotturaBacktestEsecuzione
Strategy library

This document outlines a trend-following system that combines a fast and slow EMA relationship with RSI thresholds and divergence checks. Long signals require the fast EMA to be above the slow EMA, RSI to exceed the stated upper threshold, and no bearish…

CriptoFuturesTrend followingMomentum
Strategy library

The document describes a Pine strategy that sizes purchases as a fixed daily cash amount divided by the closing price, then enters only when the close crosses above one of several EMAs. It sets a trade-count cap and plots the EMA ribbon. The published…

CriptoFuturesIndicatori tecniciDimensionamento delle posizioni
Strategy library

This strategy measures the range between the highest high and lowest low over a lookback period, then compares that Donchian channel width with its simple moving average. When width exceeds its average, the example takes a short position; when width falls…

CriptoFuturesVolatilitàIndicatori tecnici
Strategy library

This document describes a trailing-stop framework for long or short positions. A trade begins when its entry condition is met, with an initial stop set from the entry price. As price moves favorably by more than one percent relative to the most recently…

CriptoFuturesGestione del rischioEsecuzione
Strategy library

This strategy combines a gamma-weighted average price (GWAP) with a short-term momentum condition to generate Bitcoin futures entries. It weights recent closing prices more heavily through an exponential decay factor, then compares the current close with…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This document describes a JavaScript library for managing commodity futures positions through a CTP exchange interface. Its functions aggregate positions by contract and direction, submit or close orders, cancel pending orders, and report account balance…

FuturesMaterie primeEsecuzioneMicrostruttura del mercato
Strategy library

This options example demonstrates how a strategy helper can submit a multi-leg call butterfly as a grouped order. For each expiry, it selects the available strike nearest the underlying price, then seeks lower and higher strikes at equal distances. If all…

OpzioniEsecuzionePrezzi dei derivati
Strategy library

This QuantConnect example demonstrates using custom daily equity data for IBM and SPY, then applying an indicator extension to divide SPY's one-period simple moving average by IBM's. Since each moving average uses a period of one, the resulting series…

AzioniIndicatori tecniciEsecuzioneMercati statunitensi
Strategy library

This example builds a futures trend strategy from a linearly weighted moving average and its rate of change. A rate above a positive threshold sets a long position, while a rate below the negative threshold sets a short position. In the neutral band, the…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

The strategy combines 9-period and 15-period exponential moving averages with full-body candle patterns to signal directional trades. It enters long when a bullish candle closes above both averages, and short when a bearish candle closes below both. A candle…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This strategy calculates the True Strength Index by double-smoothing price changes and their absolute values with exponential averages. It then smooths the TSI into a signal line, entering long when TSI crosses above that line and closing the position when…

FuturesIndicatori tecniciMomentumGestione del rischio
Strategy library

This trend-following method compares a fast and a slow moving average, entering long when the fast line crosses above the slow one and short when it crosses below. Users can select among nine smoothing methods, including simple, exponential, weighted,…

Trend followingIndicatori tecniciFuturesGestione del rischio
Strategy library

This described strategy combines moving average direction, candlestick patterns, price levels, and volume expansion to signal trades. Its long condition requires the fast average above the slow average, a bullish engulfing pattern, a close above a fixed…

FuturesIndicatori tecniciRotturaGestione del rischio
Strategy library

This strategy sets long entry and exit levels by shifting a selected price source by percentages. It uses the prior bar’s close as the reference in its overview: a lower shifted level acts as a limit buy, while an upper level acts as a limit exit. The source…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This trend-following system combines price position relative to VWAP and a short EMA with direction from SuperTrend. It adds several confirmation filters: RSI, Bollinger Band midpoint, Parabolic SAR, MACD, ADX, and Stochastic RSI. Trades are considered only…

Trend followingMomentumIndicatori tecniciVolatilità
Strategy library

This strategy measures the percentage distance between price and a configurable moving average, usually an EMA. It seeks entries when price has moved sufficiently far from the average and closes positions as the gap narrows toward a chosen threshold. The…

Ritorno alla mediaIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This short-term strategy uses a fast and slow exponential moving average to form a MACD line, then compares it with a smoothed signal line. A bullish crossover opens a long position; a bearish crossover closes it. An optional rule also closes the long when…

Indicatori tecniciMomentumGestione del rischioDimensionamento delle posizioni
Strategy library

This long-short strategy combines moving-average signals, Bollinger Band breakouts, and a momentum measure to identify trades. The description presents fast and slow moving averages as trend indicators, with a move above the upper band supporting a long…

Trend followingMomentumRotturaIndicatori tecnici