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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
Lumibot strategies
7 documenti
QuantRocket
7 documenti
Awesome Quant
1 documenti

Cerca nella libreria

7,910 documenti

Strategy library

This market-timing approach modifies buy and hold by holding a long position when estimated historical volatility is below a rolling percentile threshold and closing it when volatility reaches or exceeds that threshold. The document describes a volatility…

AzioniVolatilitàGestione del rischioBacktest
Strategy library

The indicator estimates market sentiment by smoothing price changes and trading volume separately, then dividing the smoothed change by smoothed volume. An alternate calculation smooths each bar’s price change per unit of volume directly; the document notes…

SentimentIndicatori tecniciMomentumBacktest
Strategy library

This strategy uses Bollinger Bands to identify potential breakouts. The middle band is a moving average, while the upper and lower bands sit a chosen number of standard deviations above and below it. The accompanying explanation describes buying an upside…

Indicatori tecniciRotturaTrend followingFutures
Strategy library

This BTC strategy is designed for daily bars and assumes a trending market. Its stated hypothesis is to enter when price breaks above the upper band of a Gaussian channel, using Stochastic RSI to refine entry timing. It describes exiting when price falls…

CriptoRotturaTrend followingIndicatori tecnici
Strategy library

This strategy combines the difference between 3-period and 10-period simple moving averages with a smoothed signal line and estimates buying versus selling volume from each candle’s close within its high-low range. It also checks recent price direction,…

Indicatori tecniciMomentumGestione del rischio
Strategy library

This strategy generates directional signals from Bressert’s 3-10 oscillator and its signal line. The oscillator is the difference between a short and a longer exponential moving average of daily prices; a simple moving average of the oscillator provides the…

CriptoFuturesMomentumIndicatori tecnici
Strategy library

This intraday strategy uses two differently smoothed Stochastic oscillators on a 15-second timeframe. Crossovers of the primary %K and %D lines form potential entries, while the reference oscillator, an optional moving-average filter, and regular US market…

AzioniTrading ad alta frequenzaIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a 123 reversal signal with a Keltner channel signal and trades only when both point in the same direction. The 123 component compares recent closing prices and uses Stochastic relationships around a threshold to identify potential…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This BTC strategy combines weekly pivot levels with an RSI-derived signal to enter long and short positions. It calculates pivot support and resistance from the prior higher-timeframe bar, then opens a short when the previous close crosses above the…

CriptoIndicatori tecniciRotturaGestione del rischio
Strategy library

This long-only trend strategy uses a long-term EMA as a market filter and a short-term EMA above a medium-term EMA as the stated bullish confirmation. The source code enters when price is above the long-term average and the short average is above the medium…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This long-only method plots three EMAs of closing prices, with periods of 144, 34, and 76, as context for longer-term trends. Its actual trade rules use separate 30-period EMAs of highs and lows: a close above the high-based EMA triggers a long entry, while…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This strategy pairs MACD crossovers with RSI thresholds to generate candidate entries, then requires volume to exceed its 20-day average. A bullish MACD crossover is eligible when RSI is not overbought; a bearish crossover is eligible when RSI is not…

FuturesCriptoIndicatori tecniciMomentum
Strategy library

The document proposes smoothing a transformed price series with an adaptive regularized moving average, then using crossings between that signal and price to switch between long and short positions. It describes a five-day window, adaptive weighting, and a…

Indicatori tecniciArbitraggioFuturesBacktest
Strategy library

This strategy combines a 123-style reversal rule with the Awesome Oscillator (AO), taking a position only when both components point in the same direction. The reversal component looks for two consecutive closes moving in one direction and applies stochastic…

FuturesCriptoIndicatori tecniciTrend following
Strategy library

This strategy estimates directional volume delta by assigning a bar’s volume to buying when its close is above its open and to selling when its close is below its open. It smooths the difference with a 14-period simple moving average, then compares that…

FuturesTrend followingIndicatori tecniciStatistica
Strategy library

The document presents a strategy idea that combines Bollinger Bands with Fibonacci retracement levels. It proposes buying when price moves below the lower band and selling short when price moves above the upper band, treating the bands as volatility-based…

FuturesIndicatori tecniciVolatilitàGestione del rischio
Strategy library

This mechanical strategy combines a higher timeframe for directional filtering with a shorter timeframe for entries. On the four-hour chart, RSI, smoothed Stochastic, and EMA relationships establish bullish or bearish conditions. On the fifteen-minute chart,…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

The document outlines a rule-based strategy for Hong Kong’s Hang Seng leveraged ETF 00631L. It starts with half of the available capital invested and compares unrealized profit with remaining cash. When either side exceeds the other by the stated margin, the…

AzioniDimensionamento delle posizioniCostruzione del portafoglioGestione del rischio
Strategy library

This document describes a multi-period moving-average framework paired with an automated long-only SMA crossover system. The cloud component calculates five short/long moving-average pairs, from fast averages through much slower ones, and generates alerts…

FuturesTrend followingIndicatori tecniciEsecuzione
Strategy library

This daily-signal concept combines RSI threshold reversals with a long-term price trend filter. A long signal occurs when RSI crosses upward through the oversold threshold while price is above the trend moving average; a short signal occurs when RSI crosses…

Indicatori tecniciMomentumTrend followingGestione del rischio
Strategy library

This strategy enters long when a 10-period EMA crosses above a 20-period WMA and short when it crosses below, provided there is no open position and the signal falls within the configured date window. At entry, it sets two fixed profit targets and one stop;…

Trend followingIndicatori tecniciGestione del rischioDimensionamento delle posizioni
Strategy library

This short-term strategy combines a persistent trend filter with pullback entries and VWAP confirmation. It defines trend using price staying above or below a 60-period EMA for 30 bars, and requires the shorter EMA structure to align before entering. A…

CriptoTrend followingRotturaIndicatori tecnici
Strategy library

This strategy describes breakout entries filtered by trend direction, trading hours, and a cooldown period. Long signals occur when price crosses above a moving average of highs adjusted upward by ATR, with price above EMA50 and EMA50 above EMA200. Short…

CriptoTrend followingRotturaVolatilità
Strategy library

This document outlines a long-only grid strategy for XMR perpetual markets. It divides a chosen price interval into a set of levels, with either geometric or arithmetic spacing. The design buys as price crosses downward through grid levels and sells as it…

CriptoFutures perpetuiTrading a grigliaDimensionamento delle posizioni