Winding machine comprising: - a vacuum generating device for generating an air stream containing winding waste, such as strands or dust, - a suction nozzle for said winding waste, connected to a sleeve having at least a first outlet, - a first evacuation duct of said winding waste, - a first filtering device having a first waste collection box and being connected to the vacuum generating device by a first waste suction duct, which can be partialized by a first waste suction valve, - the first filtering device being connected to the first outlet of the sleeve by means of a first waste feed duct, provided with a first waste feed valve, - said first filtering device being provided with a first outlet mouth connected to the first waste collection box and to the first waste evacuation duct, it being possible to partialize said first outlet mouth by means of a first waste evacuation valve, - wherein the sleeve of the suction nozzle is provided with a second outlet, distinct from the first outlet, and wherein the winding machine includes a second filtering device having a second waste collection box connected to the vacuum generating device by means of a second waste suction duct, which can be partialized by means of a second waste suction valve, - the second filtering device being connected to the second outlet of the sleeve by means of a second waste feed duct, provided with a second waste feed valve, - the aforesaid second filtering device being provided with a second outlet mouth connected to said second waste collection box and to a second waste evacuation duct, it being possible to partialize the second outlet mouth by means of a second waste evacuation valve, characterized in that at least one of said first waste suction valve, first waste feed valve and first waste evacuation valves is provided with dedicated cutting means for performing yarn cutting to prevent unwanted yarn tangles/accumulation. - a vacuum generating device for generating an air stream containing winding waste, such as strands or dust, - a suction nozzle for said winding waste, connected to a sleeve having at least a first outlet, - a first evacuation duct of said winding waste, - a first filtering device having a first waste collection box and being connected to the vacuum generating device by a first waste suction duct, which can be partialized by a first waste suction valve, - the first filtering device being connected to the first outlet of the sleeve by means of a first waste feed duct, provided with a first waste feed valve, - said first filtering device being provided with a first outlet mouth connected to the first waste collection box and to the first waste evacuation duct, it being possible to partialize said first outlet mouth by means of a first waste evacuation valve, - wherein the sleeve of the suction nozzle is provided with a second outlet, distinct from the first outlet, and wherein the winding machine includes a second filtering device having a second waste collection box connected to the vacuum generating device by means of a second waste suction duct, which can be partialized by means of a second waste suction valve, - the second filtering device being connected to the second outlet of the sleeve by means of a second waste feed duct, provided with a second waste feed valve, - the aforesaid second filtering device being provided with a second outlet mouth connected to said second waste collection box and to a second waste evacuation duct, it being possible to partialize the second outlet mouth by means of a second waste evacuation valve,