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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
TqSdk
86 documenti
Quantpedia
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
Binance API docs
45 documenti
Lezioni Quantopian
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
WonderTrader
14 documenti
Alphalens
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

This trend-following strategy combines Parabolic SAR with a slow EMA and a faster EMA. It seeks long entries when price and SAR conditions indicate an upward shift and price is above the slow EMA plus an offset; short entries use corresponding downward…

Trend followingIndicatori tecniciFuturesGestione del rischio
Strategy library

This strategy combines a 123-style reversal rule based on recent closes and Stochastic readings with a second rule based on the absolute value of the Chande Momentum Oscillator (CMO). The first component uses a Stochastic level around the midpoint alongside…

MomentumRitorno alla mediaIndicatori tecniciFutures
Strategy library

This strategy counts how many bars closed above their opens during a configurable lookback window, then converts that count into a percentage. It signals long when the percentage reaches an upper threshold and short when it falls to a lower threshold. The…

Indicatori tecniciTrend followingMomentumGestione del rischio
Strategy library

This strategy uses the change in closing price from the previous day as a momentum measure and compares current trading volume with its 20-day average. It enters long when momentum crosses above zero and volume exceeds twice its average, and enters short…

MomentumIndicatori tecniciGestione del rischioFutures
Strategy library

This document describes a crossover approach using 12- and 26-period EMAs alongside 100- and 200-period SMAs. Its accompanying source code, however, generates orders from EMA crosses filtered by whether price is above or below the 100-period SMA: it buys on…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This crypto strategy seeks long entries after a three-part setup: RSI is below 40, has fallen by at least three points from its previous reading, and the 50-period simple moving average crosses below the 100-period average. It closes the position when RSI is…

CriptoRitorno alla mediaIndicatori tecniciBacktest
Strategy library

This trend-following system combines a fast EMA, a slower EMA, and a long-term EMA filter. With the stated defaults, it goes long when the fast EMA crosses above the slower one while both are above the filter, and short when the fast crosses below while both…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy manually calculates Heikin-Ashi candles and uses consecutive candles of the same direction to confirm a trend before entering. It supports long, short, or two-sided trading, and can invert the direction of its signals. Separate candle-count…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

The document describes a long-only trend-following system that enters when the close crosses above the 34-period exponential moving average. It sets the initial stop at the prior candle's low and defines risk as the distance from entry to that stop. The…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

This document describes a long-only dollar-cost averaging backtest. It opens a base position within a selected date window, then places a series of lower-priced safety orders. The order levels step farther apart according to a scale factor, while order size…

FuturesCriptoRitorno alla mediaTrading a griglia
Strategy library

This strategy seeks a long entry after a high-volume bar makes a lower low and closes below the previous close. It requires the position to be flat. Position size is described as a risk amount based on account equity and a user-set risk percentage,…

FuturesCriptoRitorno alla mediaDimensionamento delle posizioni
Strategy library

The document presents an adaptive trend-following strategy and describes ATR-based trailing stops, RSI direction signals, and parameter risks. Its prose says to go long above an RSI center line and short below it, with the stop distance scaled to ATR. It…

FuturesCriptoTrend followingIndicatori tecnici
Strategy library

The document presents a two-sided trading strategy that combines momentum signals with trend filters and predefined exits. Its prose describes separate RSI periods, with oversold or overbought threshold crossings filtered by short and long moving averages.…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

This short-term breakout method uses VWAP as a directional reference. It identifies a sequence of rising or falling closes around VWAP, records a relevant bar's high or low, and enters when price later breaks that level. Positions are closed when price…

FuturesRotturaMomentumIndicatori tecnici
Strategy library

This document outlines a Turtle-inspired breakout system that compares price with rolling highs and lows. It offers two entry and exit modes: one uses shorter lookback channels, while the other uses longer ones. Breaks above a prior high can initiate longs,…

FuturesRotturaTrend followingVolatilità
Strategy library

This document describes a long-only trend-following system that builds Renko bricks from price movement and trades only during a configured session. Brick size can be fixed or set from ATR; in the example, the ATR period is 5 and the multiplier is 1.0. Up or…

Trend followingIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This system attempts to make Elliott Wave analysis more systematic by finding pivots at three nested lookback scales, then applying structural rules such as requiring Wave 3 not to be the shortest. Its trading logic uses an identified impulse structure to…

FuturesIndicatori tecniciTrend followingGestione del rischio
Strategy library

The document presents a CRT-style framework that labels market conditions as accumulation, manipulation, or distribution. Its proposed signals combine range, candle body and wick proportions, volume relative to an average, and recent price extremes. For…

Indicatori tecniciMicrostruttura del mercatoVolatilitàGestione del rischio
Strategy library

This strategy combines a 50-period EMA on a three-minute chart with a 50-period EMA from the one-hour timeframe. A long signal requires price to be above both averages and current volume to exceed 1.5 times its 20-period average. The described exit is…

FuturesTrading ad alta frequenzaTrend followingIndicatori tecnici
Strategy library

The strategy uses a 200-day simple moving average to identify the broad trend and a 10-day average to identify a short-term pullback. It proposes buying when the close is above the long average but below the short average, and selling short under the inverse…

AzioniTrend followingIndicatori tecniciGestione del rischio
Strategy library

This trend-following system enters when price closes beyond a recent Donchian Channel high or low. A 50-period EMA filter limits trades to the direction of the prevailing trend, and RSI above or below its midpoint confirms momentum. Optional filters require…

RotturaTrend followingMomentumIndicatori tecnici
Strategy library

This strategy identifies support and resistance from confirmed swing pivots, then enters when a bar closes beyond a stored level with volume above a recent average. An optional EMA filter restricts trades to the broader trend. Stops can be placed beyond the…

RotturaMicrostruttura del mercatoIndicatori tecniciGestione del rischio
Strategy library

The described approach trades XAUUSD using a short and long simple moving average. A cross of the 30-period average above the 200-period average signals a long position, while a cross below signals a short position. The accompanying code also plots a…

Materie primeTrend followingIndicatori tecniciBacktest
Strategy library

This strategy uses a staged sequence of EMA and MACD signals to time trades. For longs, a fast EMA crossing above a slower EMA starts the setup; the MACD difference then moves above zero, makes a bearish crossover while still positive, and later crosses…

Indicatori tecniciTrend followingDimensionamento delle posizioniGestione del rischio