user55401: I tried to use a RGB LED strip, following a guide. 
I connected the voltage pin to the Arduino UNO 5v pin, the ground pin to the GRN pin and I used the pin 5 for DIN. 
I used this image as reference:

I tried two different libraries, with the first one, the FAST LED, I used this code:
#include <FastLED.h>

#define LED_PIN     5
#define NUM_LEDS    15
#define BRIGHTNESS  64
#define LED_TYPE    WS2811
#define COLOR_ORDER GRB
CRGB leds[NUM_LEDS];

#define UPDATES_PER_SECOND 100

CRGBPalette16 currentPalette;
TBlendType    currentBlending;

extern CRGBPalette16 myRedWhiteBluePalette;
extern const TProgmemPalette16 myRedWhiteBluePalette_p PROGMEM;


void setup() {
    delay( 3000 ); // power-up safety delay
    FastLED.addLeds<LED_TYPE, LED_PIN, COLOR_ORDER>(leds, NUM_LEDS).setCorrection( TypicalLEDStrip );
    FastLED.setBrightness(  BRIGHTNESS );

    currentPalette = RainbowColors_p;
    currentBlending = LINEARBLEND;
}


void loop()
{
    ChangePalettePeriodically();

    static uint8_t startIndex = 0;
    startIndex = startIndex + 1; /* motion speed */

    FillLEDsFromPaletteColors( startIndex);

    FastLED.show();
    FastLED.delay(1000 / UPDATES_PER_SECOND);
}

void FillLEDsFromPaletteColors( uint8_t colorIndex)
{
    uint8_t brightness = 255;

    for( int i = 0; i < NUM_LEDS; i++) {
        leds[i] = ColorFromPalette( currentPalette, colorIndex, brightness, currentBlending);
        colorIndex += 3;
    }
}

void ChangePalettePeriodically()
{
    uint8_t secondHand = (millis() / 1000) % 60;
    static uint8_t lastSecond = 99;

    if( lastSecond != secondHand) {
        lastSecond = secondHand;
        if( secondHand ==  0)  { currentPalette = RainbowColors_p;         currentBlending = LINEARBLEND; }
        if( secondHand == 10)  { currentPalette = RainbowStripeColors_p;   currentBlending = NOBLEND;  }
        if( secondHand == 15)  { currentPalette = RainbowStripeColors_p;   currentBlending = LINEARBLEND; }
        if( secondHand == 20)  { SetupPurpleAndGreenPalette();             currentBlending = LINEARBLEND; }
        if( secondHand == 25)  { SetupTotallyRandomPalette();              currentBlending = LINEARBLEND; }
        if( secondHand == 30)  { SetupBlackAndWhiteStripedPalette();       currentBlending = NOBLEND; }
        if( secondHand == 35)  { SetupBlackAndWhiteStripedPalette();       currentBlending = LINEARBLEND; }
        if( secondHand == 40)  { currentPalette = CloudColors_p;           currentBlending = LINEARBLEND; }
        if( secondHand == 45)  { currentPalette = PartyColors_p;           currentBlending = LINEARBLEND; }
        if( secondHand == 50)  { currentPalette = myRedWhiteBluePalette_p; currentBlending = NOBLEND;  }
        if( secondHand == 55)  { currentPalette = myRedWhiteBluePalette_p; currentBlending = LINEARBLEND; }
    }
}

void SetupTotallyRandomPalette()
{
    for( int i = 0; i < 16; i++) {
        currentPalette[i] = CHSV( random8(), 255, random8());
    }
}

void SetupBlackAndWhiteStripedPalette()
{
    fill_solid( currentPalette, 16, CRGB::Black);
    currentPalette[0] = CRGB::White;
    currentPalette[4] = CRGB::White;
    currentPalette[8] = CRGB::White;
    currentPalette[12] = CRGB::White;

}

// This function sets up a palette of purple and green stripes.
void SetupPurpleAndGreenPalette()
{
    CRGB purple = CHSV( HUE_PURPLE, 255, 255);
    CRGB green  = CHSV( HUE_GREEN, 255, 255);
    CRGB black  = CRGB::Black;

    currentPalette = CRGBPalette16(
                                   green,  green,  black,  black,
                                   purple, purple, black,  black,
                                   green,  green,  black,  black,
                                   purple, purple, black,  black );
}

const TProgmemPalette16 myRedWhiteBluePalette_p PROGMEM =
{
    CRGB::Red,
    CRGB::Gray, 
    CRGB::Blue,
    CRGB::Black,

    CRGB::Red,
    CRGB::Gray,
    CRGB::Blue,
    CRGB::Black,

    CRGB::Red,
    CRGB::Red,
    CRGB::Gray,
    CRGB::Gray,
    CRGB::Blue,
    CRGB::Blue,
    CRGB::Black,
    CRGB::Black
};

and with the second library, Adafruit_Neopixel 
#include <Adafruit_NeoPixel.h>
#define PIN 5
#define NUM_LEDS 15
// Parameter 1 = number of pixels in strip
// Parameter 2 = pin number (most are valid)
// Parameter 3 = pixel type flags, add together as needed:
//   NEO_KHZ800  800 KHz bitstream (most NeoPixel products w/WS2812 LEDs)
//   NEO_KHZ400  400 KHz (classic 'v1' (not v2) FLORA pixels, WS2811 drivers)
//   NEO_GRB     Pixels are wired for GRB bitstream (most NeoPixel products)
//   NEO_RGB     Pixels are wired for RGB bitstream (v1 FLORA pixels, not v2)
Adafruit_NeoPixel strip = Adafruit_NeoPixel(NUM_LEDS, PIN, NEO_GRB + NEO_KHZ800);

void setup() {
  strip.begin();
  strip.show(); // Initialize all pixels to 'off'
}

// *** REPLACE FROM HERE ***
void loop() { 
  RGBLoop();
}

void RGBLoop(){
  for(int j = 0; j < 3; j++ ) { 
    // Fade IN
    for(int k = 0; k < 256; k++) { 
      switch(j) { 
        case 0: setAll(k,0,0); break;
        case 1: setAll(0,k,0); break;
        case 2: setAll(0,0,k); break;
      }
      showStrip();
      delay(3);
    }
    // Fade OUT
    for(int k = 255; k >= 0; k--) { 
      switch(j) { 
        case 0: setAll(k,0,0); break;
        case 1: setAll(0,k,0); break;
        case 2: setAll(0,0,k); break;
      }
      showStrip();
      delay(3);
    }
  }
}
// *** REPLACE TO HERE ***

void showStrip() {
 #ifdef ADAFRUIT_NEOPIXEL_H 
   // NeoPixel
   strip.show();
 #endif
 #ifndef ADAFRUIT_NEOPIXEL_H
   // FastLED
   FastLED.show();
 #endif
}

void setPixel(int Pixel, byte red, byte green, byte blue) {
 #ifdef ADAFRUIT_NEOPIXEL_H 
   // NeoPixel
   strip.setPixelColor(Pixel, strip.Color(red, green, blue));
 #endif
 #ifndef ADAFRUIT_NEOPIXEL_H 
   // FastLED
   leds[Pixel].r = red;
   leds[Pixel].g = green;
   leds[Pixel].b = blue;
 #endif
}

void setAll(byte red, byte green, byte blue) {
  for(int i = 0; i < NUM_LEDS; i++ ) {
    setPixel(i, red, green, blue); 
  }
  showStrip();
}

I don't know why, but only some of the leds in the strips make lights and only blue lights. How can I fix this problem? 
I also tried to change the Din pin using 4, 5 and 6, but nothing changed.
EDIT
I found that all my led were broken... I bought a new strip and now I have a prototype perfectly working using any of the code above. Thanks for helping me

user31105: In the first sketch you use
#define LED_TYPE    WS2811

While you have WS2812
Each led strip type has different timings, so it can occur that some LEDs will flash, or are on or off while they should not be, if the wrong model is selected.
Probably the first LEDs work better than later ones.

user55556: What makes you sure replacing the LED strip was the solution? I suggest running the LED strip from the Arduino +5V is a likely problem (too much current drawn) and using a different LED strip you've just been lucky that it works now.
Try with a separate power supply for the LEDs but connect grounds together. If you don't have another 5V power supply which can supply at least 1 Amp, try limiting the brightness and/or number of LEDs in software to see if it works and if so, then try with the original strip.

55401: <p>I tried to use a RGB LED strip, following a guide. 
I connected the voltage pin to the Arduino UNO <strong>5v pin</strong>, the ground pin to the <strong>GRN pin</strong> and I used the pin 5 for <strong>DIN</strong>. </p>

<p>I used this image as reference:
<a href="https://i.stack.imgur.com/W0VKN.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/W0VKN.png" alt="enter image description here"></a></p>

<p>I tried two different libraries, with the first one, the FAST LED, I used this code:</p>

<pre><code>#include &lt;FastLED.h&gt;

#define LED_PIN     5
#define NUM_LEDS    15
#define BRIGHTNESS  64
#define LED_TYPE    WS2811
#define COLOR_ORDER GRB
CRGB leds[NUM_LEDS];

#define UPDATES_PER_SECOND 100

CRGBPalette16 currentPalette;
TBlendType    currentBlending;

extern CRGBPalette16 myRedWhiteBluePalette;
extern const TProgmemPalette16 myRedWhiteBluePalette_p PROGMEM;


void setup() {
    delay( 3000 ); // power-up safety delay
    FastLED.addLeds&lt;LED_TYPE, LED_PIN, COLOR_ORDER&gt;(leds, NUM_LEDS).setCorrection( TypicalLEDStrip );
    FastLED.setBrightness(  BRIGHTNESS );

    currentPalette = RainbowColors_p;
    currentBlending = LINEARBLEND;
}


void loop()
{
    ChangePalettePeriodically();

    static uint8_t startIndex = 0;
    startIndex = startIndex + 1; /* motion speed */

    FillLEDsFromPaletteColors( startIndex);

    FastLED.show();
    FastLED.delay(1000 / UPDATES_PER_SECOND);
}

void FillLEDsFromPaletteColors( uint8_t colorIndex)
{
    uint8_t brightness = 255;

    for( int i = 0; i &lt; NUM_LEDS; i++) {
        leds[i] = ColorFromPalette( currentPalette, colorIndex, brightness, currentBlending);
        colorIndex += 3;
    }
}

void ChangePalettePeriodically()
{
    uint8_t secondHand = (millis() / 1000) % 60;
    static uint8_t lastSecond = 99;

    if( lastSecond != secondHand) {
        lastSecond = secondHand;
        if( secondHand ==  0)  { currentPalette = RainbowColors_p;         currentBlending = LINEARBLEND; }
        if( secondHand == 10)  { currentPalette = RainbowStripeColors_p;   currentBlending = NOBLEND;  }
        if( secondHand == 15)  { currentPalette = RainbowStripeColors_p;   currentBlending = LINEARBLEND; }
        if( secondHand == 20)  { SetupPurpleAndGreenPalette();             currentBlending = LINEARBLEND; }
        if( secondHand == 25)  { SetupTotallyRandomPalette();              currentBlending = LINEARBLEND; }
        if( secondHand == 30)  { SetupBlackAndWhiteStripedPalette();       currentBlending = NOBLEND; }
        if( secondHand == 35)  { SetupBlackAndWhiteStripedPalette();       currentBlending = LINEARBLEND; }
        if( secondHand == 40)  { currentPalette = CloudColors_p;           currentBlending = LINEARBLEND; }
        if( secondHand == 45)  { currentPalette = PartyColors_p;           currentBlending = LINEARBLEND; }
        if( secondHand == 50)  { currentPalette = myRedWhiteBluePalette_p; currentBlending = NOBLEND;  }
        if( secondHand == 55)  { currentPalette = myRedWhiteBluePalette_p; currentBlending = LINEARBLEND; }
    }
}

void SetupTotallyRandomPalette()
{
    for( int i = 0; i &lt; 16; i++) {
        currentPalette[i] = CHSV( random8(), 255, random8());
    }
}

void SetupBlackAndWhiteStripedPalette()
{
    fill_solid( currentPalette, 16, CRGB::Black);
    currentPalette[0] = CRGB::White;
    currentPalette[4] = CRGB::White;
    currentPalette[8] = CRGB::White;
    currentPalette[12] = CRGB::White;

}

// This function sets up a palette of purple and green stripes.
void SetupPurpleAndGreenPalette()
{
    CRGB purple = CHSV( HUE_PURPLE, 255, 255);
    CRGB green  = CHSV( HUE_GREEN, 255, 255);
    CRGB black  = CRGB::Black;

    currentPalette = CRGBPalette16(
                                   green,  green,  black,  black,
                                   purple, purple, black,  black,
                                   green,  green,  black,  black,
                                   purple, purple, black,  black );
}

const TProgmemPalette16 myRedWhiteBluePalette_p PROGMEM =
{
    CRGB::Red,
    CRGB::Gray, 
    CRGB::Blue,
    CRGB::Black,

    CRGB::Red,
    CRGB::Gray,
    CRGB::Blue,
    CRGB::Black,

    CRGB::Red,
    CRGB::Red,
    CRGB::Gray,
    CRGB::Gray,
    CRGB::Blue,
    CRGB::Blue,
    CRGB::Black,
    CRGB::Black
};
</code></pre>

<p>and with the second library, Adafruit_Neopixel </p>

<pre><code>#include &lt;Adafruit_NeoPixel.h&gt;
#define PIN 5
#define NUM_LEDS 15
// Parameter 1 = number of pixels in strip
// Parameter 2 = pin number (most are valid)
// Parameter 3 = pixel type flags, add together as needed:
//   NEO_KHZ800  800 KHz bitstream (most NeoPixel products w/WS2812 LEDs)
//   NEO_KHZ400  400 KHz (classic 'v1' (not v2) FLORA pixels, WS2811 drivers)
//   NEO_GRB     Pixels are wired for GRB bitstream (most NeoPixel products)
//   NEO_RGB     Pixels are wired for RGB bitstream (v1 FLORA pixels, not v2)
Adafruit_NeoPixel strip = Adafruit_NeoPixel(NUM_LEDS, PIN, NEO_GRB + NEO_KHZ800);

void setup() {
  strip.begin();
  strip.show(); // Initialize all pixels to 'off'
}

// *** REPLACE FROM HERE ***
void loop() { 
  RGBLoop();
}

void RGBLoop(){
  for(int j = 0; j &lt; 3; j++ ) { 
    // Fade IN
    for(int k = 0; k &lt; 256; k++) { 
      switch(j) { 
        case 0: setAll(k,0,0); break;
        case 1: setAll(0,k,0); break;
        case 2: setAll(0,0,k); break;
      }
      showStrip();
      delay(3);
    }
    // Fade OUT
    for(int k = 255; k &gt;= 0; k--) { 
      switch(j) { 
        case 0: setAll(k,0,0); break;
        case 1: setAll(0,k,0); break;
        case 2: setAll(0,0,k); break;
      }
      showStrip();
      delay(3);
    }
  }
}
// *** REPLACE TO HERE ***

void showStrip() {
 #ifdef ADAFRUIT_NEOPIXEL_H 
   // NeoPixel
   strip.show();
 #endif
 #ifndef ADAFRUIT_NEOPIXEL_H
   // FastLED
   FastLED.show();
 #endif
}

void setPixel(int Pixel, byte red, byte green, byte blue) {
 #ifdef ADAFRUIT_NEOPIXEL_H 
   // NeoPixel
   strip.setPixelColor(Pixel, strip.Color(red, green, blue));
 #endif
 #ifndef ADAFRUIT_NEOPIXEL_H 
   // FastLED
   leds[Pixel].r = red;
   leds[Pixel].g = green;
   leds[Pixel].b = blue;
 #endif
}

void setAll(byte red, byte green, byte blue) {
  for(int i = 0; i &lt; NUM_LEDS; i++ ) {
    setPixel(i, red, green, blue); 
  }
  showStrip();
}
</code></pre>

<p>I don't know why, but only some of the leds in the strips make lights and only blue lights. How can I fix this problem? 
I also tried to change the <strong>Din</strong> pin using 4, 5 and 6, but nothing changed.</p>

<p><strong>EDIT</strong></p>

<p>I found that all my led were broken... I bought a new strip and now I have a prototype perfectly working using any of the code above. Thanks for helping me</p>
 31105: <p>In the first sketch you use</p>

<pre><code>#define LED_TYPE    WS2811
</code></pre>

<p>While you have WS2812</p>

<p>Each led strip type has different timings, so it can occur that some LEDs will flash, or are on or off while they should not be, if the wrong model is selected.</p>

<p>Probably the first LEDs work better than later ones.</p>
 55556: <p>What makes you sure replacing the LED strip was the solution? I suggest running the LED strip from the Arduino +5V is a likely problem (too much current drawn) and using a different LED strip you've just been lucky that it works now.</p>

<p>Try with a separate power supply for the LEDs but connect grounds together. If you don't have another 5V power supply which can supply at least 1 Amp, try limiting the brightness and/or number of LEDs <em>in software</em> to see if it works and if so, then try with the original strip.</p>
