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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
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

The document presents a trend-following system that combines ZigZag direction with Aroon crossovers. Its listed defaults are a ZigZag depth of 5 and an Aroon lookback of 14. A long entry occurs when Aroon Up crosses above Aroon Down while the latest ZigZag…

FuturesTrend followingIndicatori tecniciBacktest
Strategy library

This document describes a directional strategy using a fast and slow Arnaud Legoux Moving Average (ALMA). A crossover of the 60-period and 120-period averages supplies the direction: an upward cross signals a possible long, and a downward cross a possible…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

The document describes a trend-following setup that pairs a 50-period EMA with a Stochastic Oscillator. It proposes taking long signals when price is above the EMA and the oscillator is below 30, and short signals when price is below the EMA and the…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This document presents several long and short entry rules built around changes in MACD and signal-line slopes, RSI movement, and an estimate of buying or selling volume pressure. It describes a multi-timeframe zero-crossing reversal concept, but the supplied…

FuturesRitorno alla mediaMomentumIndicatori tecnici
Strategy library

This trend-following method combines a Kaufman adaptive moving average, a Hull moving average applied to the adaptive average, and a SuperTrend line. The highest of the three values forms the cloud’s upper boundary and the lowest forms its lower boundary. A…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This introductory futures strategy combines fast and slow moving averages with the close’s position within each candle range. When flat, it considers a long if price is above both averages, the prior completed candle closed in the bottom quarter of its…

FuturesTrend followingIndicatori tecniciGestione del rischio
Strategy library

This strategy plots several simple moving averages and an exponential moving average, then generates directional signals from a trailing level derived from recent highs and lows. The level tracks recent support while the state is bullish and recent…

FuturesTrend followingRotturaIndicatori tecnici
Strategy library

This strategy classifies each candle by where its open and close fall within the candle’s range, divided into lower, middle, and upper thirds. It uses the previous candle’s bullish or bearish classification together with a narrower set of current-candle…

FuturesTrend followingMomentumIndicatori tecnici
Strategy library

The document describes a long-only ETH price grid with configurable upper and lower bounds, number of levels, and geometric or arithmetic spacing. It buys when price crosses a grid level downward and sells after an upward crossing to the next level. The…

CriptoTrading a grigliaDimensionamento delle posizioniFutures perpetui
Strategy library

This strategy uses Donchian price channels to enter long positions after an upside breakout. The channel rails are based on period highs and lows; the source also calculates shorter-quarter channels. A close crossing above the prior upper barrier triggers an…

FuturesCriptoTrend followingRottura
Strategy library

This example demonstrates a custom equity fill model that prevents an order from filling against market data whose bar ended before the order was placed. It converts the order timestamp to the security exchange’s local time, checks cached quote bars, trade…

BacktestEsecuzioneMicrostruttura del mercatoAzioni
Strategy library

This long-only system combines directional trend strength with momentum confirmation. It requires ADX above 18, positive directional movement exceeding negative directional movement, and rising ADX. It also requires RSI to be above its moving average and…

CriptoIndicatori tecniciTrend followingMomentum
Strategy library

This long-only strategy uses Stochastic RSI for entry timing and moving-average behavior for exits, aiming to accumulate a cryptocurrency during sideways conditions or modest declines. It buys when the K value is below 20 and above D. Exit rules include a…

CriptoFuturesRitorno alla mediaIndicatori tecnici
Strategy library

This strategy combines Weis Wave direction with Bollinger Band breakouts. It enters long when the wave indicates an uptrend and price closes above the upper band, and short when the wave indicates a downtrend and price closes below the lower band. The stated…

FuturesCriptoTrend followingRottura
Strategy library

This futures strategy opens a long position after price falls a specified amount from a recent Donchian high. If price falls further from the latest entry and then rebounds from its post-entry low, it adds to the position. Added trade value grows by a fixed…

FuturesRitorno alla mediaDimensionamento delle posizioniGestione del rischio
Strategy library

This Lean example demonstrates subscribing to futures roots, limiting eligible contracts by expiration, inspecting the resulting futures chain, and requesting historical minute data. It adds E-mini S&P 500 and gold futures with expiration filters, then…

FuturesBacktestEsecuzione
Strategy library

This intraday strategy is designed to take both long and short positions in Bank Nifty futures. It combines kernel regression and VWAP for directional agreement, with volume behavior, cumulative volume delta, RSI, and candle-body size as additional entry…

FuturesMomentumIndicatori tecniciGestione del rischio
Strategy library

This strategy combines a short-period RSI with candle direction and body-size filters to generate directional futures trades. Its rules use extreme RSI readings alongside several consecutive candles of the same color, and require a minimum candle body…

FuturesMomentumIndicatori tecniciDimensionamento delle posizioni
Strategy library

This strategy builds adaptive price channels from Wilder’s ATR. It multiplies ATR by a range factor to set channel width, then offsets that width from the highest and lowest closes over a lookback period. A close crossing above the upper boundary triggers a…

VolatilitàRitorno alla mediaRotturaIndicatori tecnici
Strategy library

This crypto strategy adapts the RSI-2 pullback approach for long entries. It signals when the two-period RSI falls below 10, then requires the close to be above both Ichimoku cloud spans and the Hilbert Transform trend mode to indicate a trend. The Ichimoku…

CriptoRitorno alla mediaIndicatori tecniciDimensionamento delle posizioni
Strategy library

This multi-indicator system combines EMA direction, RSI and MACD momentum checks, and Fibonacci levels derived from a rolling price range to identify long and short entries. It also calculates Bollinger Bands as a volatility reference. ATR is used to set…

Indicatori tecniciMomentumVolatilitàGestione del rischio
Strategy library

This strategy looks for mean reversion after a large previous candle and a gap at the next open. It describes a long signal when the new open gaps down and a short signal when it gaps up, conditional on the previous candle’s real body exceeding a chosen…

ForexRitorno alla mediaIndicatori tecniciGestione del rischio
Strategy library

The document presents an automated strategy built around fast, medium, and slow moving averages, MACD-related signals, volume conditions, and ATR-based stop levels. Its overview describes using EMA alignment to assess trend, MACD zero-line crosses for…

FuturesIndicatori tecniciTrend followingMomentum
Strategy library

This strategy combines Keltner Channels with a momentum indicator to trade directional breakouts. The channel uses an EMA as its center and ATR-based upper and lower bands. A long signal occurs when price crosses above the upper band while momentum is…

FuturesTrend followingMomentumRottura