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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)
Dokumentu skaits: 132
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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WonderTrader
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Alphalens
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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 document presents a configurable intraday strategy organized around the New York trading session. It uses a higher-timeframe EMA to establish trend direction and offers VWAP retests as the default entry approach, with optional EMA retests and premarket…

AkcijasASV tirgiSekošana tendenceiCenas izrāviens
Strategy library

This short-term strategy trades crossings of rounded $5 price levels, taking long signals above a 50-period EMA and short signals below it. It measures volatility with a 14-period ATR and sets profit targets at 1.5 times ATR from the entry, while placing…

Cenas izrāviensSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a reusable TradingView script framework for displaying monthly strategy performance, with an example long-only pullback strategy. In the example, a long entry requires price to be above a long-term moving average but below a short-term…

Vēsturisko datu pārbaudeTehniskie indikatoriSekošana tendenceiRiska pārvaldība
Strategy library

This document describes a collection of technical indicators: Stochastic RSI, RSI, a stochastic-and-RSI signal combination, Williams Vix Fix, and the Directional Movement Index. Their intended roles span overbought and oversold detection, potential…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasSvārstīgums
Strategy library

This long-only trend-following method uses the closing price crossing above either a 20-day or 60-day simple moving average to open a position, and crossing back below that same average to close it. The shorter average is presented as more responsive to…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This trend-following strategy constructs three Alligator-style lines from RSI values: a 5-period jaw, 13-period teeth, and 34-period lips. It enters long when the teeth line crosses above the lips while the jaw is above the teeth, and enters short on the…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy trades closing-price breakouts of Donchian Channel boundaries, requiring the channel to register a new high for a long entry or a new low for a short entry. It places the stop at the channel midpoint captured around entry and sets the profit…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

Myo_LS_D combines Donchian-based trend direction with breakout and moving-average conditions to open separate long and short positions. Long and short entries use different filters, including price relative to trend averages and a risk/reward threshold. The…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This utility describes how to combine a stream of lower-timeframe candle records into bars of a user-selected duration. It aligns each generated bar to the duration boundary, carries forward the first open, updates the high and low as source records arrive,…

Rīkojumu izpildeTirgus mikrostruktūraStatistika
Strategy library

This strategy uses a 50-period simple moving average to determine when to record rolling price extremes as potential support and resistance. When price crosses the average, it stores the highest high or lowest low over the lookback window; later, a close…

Nākotnes līgumiKriptoaktīviCenas izrāviensTehniskie indikatori
Strategy library

The strategy describes a long-only XRPUSDT approach that buys when the close falls below a lower Bollinger Band and exits all positions when it rises above the upper band. The bands use a 20-period simple moving average, with the upper band 1.5 standard…

KriptoaktīviAtgriešanās pie vidējās vērtībasSvārstīgumsTehniskie indikatori
Strategy library

This trend-following system uses the SuperTrend indicator, calculated with an ATR period of 10 and multiplier of 2.0. A close crossing above the line triggers a long entry; a cross below triggers a short entry. The line also serves as the changing exit…

Nākotnes līgumiSekošana tendenceiSvārstīgumsTehniskie indikatori
Strategy library

This strategy uses two exponential moving averages to identify possible trend changes. It specifies a 10-period EMA as the faster line and a 20-period EMA as the slower line. A cross of the faster line above the slower one opens a long position; a cross…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

The strategy calculates a signal-to-noise series from inverse closing prices over a chosen lookback, then smooths that series with a simple moving average. It takes a long position when the prior smoothed value is below the prior signal value, a short…

Nākotnes līgumiTehniskie indikatoriStatistikaVēsturisko datu pārbaude
Strategy library

This trend-following system uses the Directional Movement Index to select trade direction and the Average Directional Index to filter for trend strength. A crossover of +DI above -DI signals a long entry, while a cross below signals a short entry; trades are…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiRiska pārvaldība
Strategy library

This futures spread strategy assumes the combined value of gasoline and diesel relative to crude oil fluctuates around a historical mean. It forms a weighted spread using contract multipliers and a 3:2:1 ratio, then compares the latest spread with its…

Nākotnes līgumiIzejvielasAtgriešanās pie vidējās vērtībasArbitrāža
Strategy library

The visible portion describes an intraday strategy for MES futures that combines pivot-based market structure with a higher-timeframe exponential moving average, RSI, and volume. It defines morning and afternoon trading windows in Eastern Time, resets a…

Nākotnes līgumiASV tirgiCenas izrāviensTehniskie indikatori
Strategy library

This intraday breakout approach identifies a gap between nonadjacent candles: an upward setup occurs when an earlier high is below the current low, and a downward setup when an earlier low is above the current high. During a defined New York trading window,…

Cenas izrāviensNākotnes līgumiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy description explains MACD line and signal-line crossovers, histogram coloring, and optional chart highlights and alerts. Its stated defaults use a 12-period fast average, a 26-period slow average, and 9-period signal smoothing; the average…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

This strategy estimates lunar phase dates from calendar and Julian-date calculations, then uses changes in phase to switch between long and short positions. A detected new moon prompts a long entry and closes an existing short; a detected full moon prompts a…

Tehniskie indikatoriUz notikumiem balstīta tirdzniecībaVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This indicator overlays three Supertrend calculations with different ATR lengths and factors: 21 and 1, 14 and 2, and 7 and 3. Each calculation displays an uptrend or downtrend line, giving the chart several volatility-adjusted views of direction across…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy averages five simple moving averages, using periods of 8, 21, 50, 100, and 200 days, to create one smoothed reference line. Its trading logic combines price position with the slope of that line: the supplied implementation enters long when…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensNākotnes līgumi
Strategy library

This strategy uses a neural network to turn the percentage difference between current OHLC4 and a reference-timeframe OHLC4 into a directional signal. The described network has two hidden layers, uses tanh activations, and applies fixed weights in a forward…

MašīnmācīšanāsAugstas frekvences tirdzniecībaTehniskie indikatoriSvārstīgums
Strategy library

This strategy processes the midpoint of each bar with a recursive bandpass filter, then smooths the filtered series with a simple moving average. The resulting signal is compared with a configurable trigger level: readings above it indicate long exposure,…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiVēsturisko datu pārbaude