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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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Quantopian lekcijas
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Binance API docs
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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: 7,910

Strategy library

This reversal system combines a 14-period RSI with Bollinger Bands built from a 20-period simple moving average and bands two standard deviations wide. A long signal occurs when RSI crosses upward through 30 while price is at or below the lower band; a short…

Tūlītējo darījumu tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgums
Strategy library

This short Python strategy monitors a crypto account's coin holdings, cash balance, and the current coin price. It calculates the market value of the coin position and compares that value with the cash balance. When the difference exceeds 5% of the cash…

KriptoaktīviTūlītējo darījumu tirgiPortfeļa veidošanaPozīcijas apjoma noteikšana
Strategy library

This strategy combines a 30-period linear regression channel, price-move triggers, and Heikin-Ashi-based exits. The channel width is set to two standard deviations. A long setup follows a close below the lower band and a rise above 1.8% over three minutes,…

Tehniskie indikatoriCenas izrāviensRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy uses the direction of the latest close-to-close change to select a side: a higher close prompts long exposure and a lower close prompts short exposure. It builds positions through up to five entries, with four as the default, and the source…

Nākotnes līgumiCenas izrāviensSekošana tendenceiPozīcijas apjoma noteikšana
Strategy library

This trend-following system enters long or short when the 13-period EMA crosses the 33-period EMA. It exits longs on the reverse 13/33 crossover and shorts when the 13-period EMA rises above the 25-period EMA. Separate trailing exits use a 10-point distance…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This base algorithm demonstrates an execution workflow for common options strategies using an options helper class. It requests a GOOG options chain within a defined range of strikes and expirations, then delegates strategy construction, trading,…

OpcijasRīkojumu izpildeRiska pārvaldība
Strategy library

This strategy combines a five-EMA trend filter with RSI and stochastic conditions for long and short entries. A long requires the EMAs to be ordered from shortest to longest, RSI to lie in a specified middle range, and the stochastic value to remain below…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This demonstration explores monitoring the relative price of Bitcoin and Ether as a possible cross-asset hedge or arbitrage signal. It computes a fee-adjusted ratio from the two markets’ mid-prices, aggregates observations into hourly values, and plots the…

KriptoaktīviPāru tirdzniecībaArbitrāžaTehniskie indikatori
Strategy library

This document describes a long-only reversal setup that waits for price to break below a recent low channel before looking for a recovery. The channel is based on prior lows over a configurable lookback. After a breakdown, the strategy initializes a…

Cenas izrāviensAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines a 123 reversal signal based on consecutive closing-price moves and stochastic conditions with a moving average envelope breakout signal. It opens a long position only when both components indicate a buy, and a short position only when…

Atgriešanās pie vidējās vērtībasSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes a trend-following system that uses the Hull moving average (HMA) to generate long and short signals. The method compares weighted averages at half-length and full-length periods, smooths their difference, then trades when the…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

The strategy standardizes closing price relative to its recent mean by subtracting an n-period simple moving average and dividing by the standard deviation over the same period. The resulting z-score expresses the price’s distance from its average in…

StatistikaTehniskie indikatoriNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This strategy calculates a simple moving average from a selectable price source, then creates long and short trigger levels by shifting that average by user-set percentages. The narrative describes entering long above the upper offset and short below the…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

This document describes a futures copy-trading bot that monitors a reference account’s long and short position amounts, then applies the changes to one or more follower accounts. It checks that the exchanges are futures venues of the same type, sets a shared…

KriptoaktīviNākotnes līgumiRīkojumu izpildePozīcijas apjoma noteikšana
Strategy library

This strategy identifies candidate support and resistance using rolling highs and lows, then enters long when a bullish candle closes above the prior period’s high, or short when a bearish candle closes below the prior period’s low. Bollinger Bands,…

Cenas izrāviensTehniskie indikatoriSvārstīgumsNākotnes līgumi
Strategy library

This intraday strategy looks for price to move a specified ATR-scaled distance away from VWAP, then enters in the direction of a return toward VWAP. It buys below the lower threshold and sells short above the upper threshold when volume is below its moving…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgumsRīkojumu izpilde
Strategy library

This document describes an automated strategy centered on Supertrend direction changes, with RSI and ADX conditions intended to filter entries. Its narrative says a downward turn combined with fading bullish momentum triggers a short, while an upward turn…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines RSI, MACD, and fast and slow EMAs to generate long and short trend signals. RSI conditions filter potential entries, MACD crossovers provide momentum cues, and the EMA relationship sets the trend direction. ATR measures volatility and…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This TradingView strategy uses crossovers between fast and slow exponential moving averages to enter long or short positions. It can restrict entries to 15-minute charts and weekdays, sizes trades at 100% of equity, and specifies 10x margin settings.…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This trend-following strategy implements an Andean oscillator using recursive EMA envelope calculations based on open and close prices. It derives bullish and bearish components from the envelopes and their squared-price counterparts, then plots those…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiKriptoaktīvi
Strategy library

This trend-following system tracks the highest high and lowest low across a rolling 20-bar window. It enters long when the close rises above the prior window high and short when it falls below the prior window low. The described risk targets use a 1% stop…

Sekošana tendenceiCenas izrāviensCenas impulssRiska pārvaldība
Strategy library

This framework example selects a changing equity universe by estimating each stock’s alpha relative to a benchmark. On a scheduled monthly selection date, it retrieves daily returns for a set of Dow constituents and the SPY benchmark, fits a linear…

AkcijasFaktoru ieguldīšanaStatistikaPortfeļa veidošana
Strategy library

This grid strategy establishes a step size around a baseline that updates when price moves far enough. A rising baseline opens a long with a take-profit at the upper grid level and a stop at the lower one; a falling baseline opens a short with the levels…

Režģa tirdzniecībaPozīcijas apjoma noteikšanaRiska pārvaldībaRīkojumu izpilde
Strategy library

This short-term system builds Bollinger-style bands around RSI, using a 14-period RSI and a 25-period volume-weighted moving average as the center. The band width is set to 20 times the RSI standard deviation. It enters long when RSI crosses above the lower…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaNākotnes līgumi