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Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

Quant Q&A
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 54

backtrader

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

AkcijasTehniskie indikatoriVēsturisko datu pārbaudeRīkojumu izpilde
backtrader

This example shows how to replay lower-timeframe price data as daily, weekly, or monthly bars in Backtrader. A simple strategy calculates a configurable simple moving average and prints lifecycle messages as the replayed data advances. The script lets users…

Vēsturisko datu pārbaudeTehniskie indikatori
backtrader

This Backtrader example demonstrates managing several data feeds independently within one strategy. It assigns entry and holding weekdays by data-feed index, tracks each feed’s position and outstanding orders, and sizes buys and sells differently through a…

Vairāku aktīvu tirdzniecībaRīkojumu izpildePozīcijas apjoma noteikšanaVēsturisko datu pārbaude
backtrader

This proposed stock screen combines daily price movement, a morning star candlestick setup, and market activity. It first calls for amplitude above 1, then identifies a morning star pattern and sorts qualifying shares by perceived popularity. The…

AkcijasĶīnas tirgiTehniskie indikatoriTirgus noskaņojums
backtrader

This Backtrader example combines two entry and exit signals on a selected data feed: a short and long simple moving average crossover, and a MACD line crossing its signal line. Each bullish crossover adds half of the strategy's target stake, while bearish…

AkcijasTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
backtrader

This Backtrader example demonstrates a simple breakout-style strategy and a way to process daily bars in two stages. The strategy compares the current high with a rolling highest-high indicator, submits an entry when they match, and exits after a configured…

AkcijasCenas izrāviensVēsturisko datu pārbaudeRīkojumu izpilde
backtrader

This example script demonstrates how to connect Backtrader to OANDA data and optionally use an OANDA broker. It defines a sample strategy that logs market data and a simple moving average, tracks data and order notifications, and can submit sample buy or…

Valūtu tirgusRīkojumu izpildeVēsturisko datu pārbaudeTehniskie indikatori
backtrader

This Backtrader example loads a base data feed and creates a second feed at a larger timeframe, with daily, weekly, or monthly options. The larger feed can be produced by resampling or replaying the original series, loaded separately, or created through…

Vairāku aktīvu tirdzniecībaTehniskie indikatoriVēsturisko datu pārbaude
backtrader

This Backtrader example demonstrates how to monitor portfolio drawdown while running a simple moving-average crossover strategy. It calculates a 15-period simple moving average and uses a crossover between closing price and the average to generate buy and…

AkcijasTehniskie indikatoriRiska pārvaldība
backtrader

This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…

Rīkojumu izpildePozīcijas apjoma noteikšanaVēsturisko datu pārbaudeTehniskie indikatori
backtrader

This Backtrader example implements a simple moving average crossover strategy. It buys when the closing price crosses above a configurable moving average and sells when it crosses below; unless configured for long-only trading, it can also open short…

Vēsturisko datu pārbaudeSekošana tendenceiTehniskie indikatoriRiska pārvaldība
backtrader

This code defines two pivot-point indicators that calculate a central pivot, two support levels, and two resistance levels from high, low, and close prices. The first uses the previous bar’s prices, a common way to derive levels for the next period without…

Tehniskie indikatoriAkcijasNākotnes līgumi
backtrader

This Backtrader example demonstrates a price-versus-moving-average signal and an optional moving-average crossover exit. The entry signal is the difference between the close and a configurable simple moving average: positive values indicate price above the…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
backtrader

This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…

Vēsturisko datu pārbaudeSekošana tendenceiTehniskie indikatoriRīkojumu izpilde
backtrader

This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…

Nākotnes līgumiVēsturisko datu pārbaudeRīkojumu izpilde
backtrader

This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaudeRīkojumu izpilde
backtrader

This example shows how to load daily market data from a delimited text file into a pandas DataFrame and pass it to Backtrader as a Pandas data feed. It uses a basic Backtrader strategy, runs the engine over the data, and plots the result. Optional…

Vēsturisko datu pārbaudeNākotnes līgumi
backtrader

This Backtrader example shows a simple strategy that counts changes in calendar date and alternates between opening and closing a position when its counter reaches two. Orders use the close execution type, so the intended fill is at a bar’s closing price.…

Rīkojumu izpildeVēsturisko datu pārbaude
backtrader

This example shows how to compare two long-only signal strategies in Backtrader. One strategy enters based on a crossover between 10-period and 30-period simple moving averages; the other uses a crossover between the closing price and a 10-period simple…

AkcijasTehniskie indikatoriVēsturisko datu pārbaude
backtrader

This Backtrader example demonstrates how to load minute-level CSV data for a chosen date range and trading session, optionally filter records to session hours, and fill missing bars within that session. The filler can assign a configurable volume to…

Vēsturisko datu pārbaudeRīkojumu izpildeStatistika
backtrader

This Backtrader example defines a signal strategy using a fast and a slow simple moving average, with configurable periods. A crossover drives long entries; an option enables long-short signals. The script loads historical data, sets starting cash and…

Vēsturisko datu pārbaudeTehniskie indikatoriSekošana tendenceiPozīcijas apjoma noteikšana
backtrader

This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…

Vairāku aktīvu tirdzniecībaAkcijasTehniskie indikatoriVēsturisko datu pārbaude
backtrader

This sample Backtrader strategy demonstrates how to connect Interactive Brokers data and broker components, inspect incoming data, and optionally submit test orders. It prints bar fields and a simple moving average, reports data, order, and trade…

Rīkojumu izpildeTehniskie indikatoriAkcijas
backtrader

This Backtrader example enters a long position when a short-period simple moving average crosses above a longer-period average. Once a position exists, it submits a sell stop order, configurable as a trailing stop or trailing stop-limit. The trailing…

Vēsturisko datu pārbaudeSekošana tendenceiTehniskie indikatoriRiska pārvaldība