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 , <EOS>