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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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Quantpedia
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TqSdk
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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 workflow describes a process for sizing USDT-margined perpetual futures positions from available account balance and a configurable equity fraction. It reads market contract value and quantity precision, converts the chosen risk amount into contract…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiPozīcijas apjoma noteikšana
Strategy library

This document describes a trend-following approach that builds the Know Sure Thing (KST) indicator from several rate-of-change measures. Each rate of change is smoothed with a moving average, the weighted results are combined, and a further moving average…

Sekošana tendenceiTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This open-source Pine strategy combines weekly, daily, and four-hour price ranges with a simple moving-average trend filter, average true range based stop levels, and Smart Money Concepts style signals. The visible code defines a bullish or bearish bias…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
Strategy library

This strategy first calculates a 14-period RSI from closing prices, then applies MACD to that RSI series using fast and slow exponential averages of 12 and 26 periods and a 9-period signal average. The resulting histogram is the MACD line minus its signal…

Tehniskie indikatoriCenas impulssStatistikaKriptoaktīvi
Strategy library

This long-only system uses a 200-day simple moving average to define the broad trend and RSI to time pullback entries. It considers a long position when price is above the average, RSI is below its threshold, and the waiting period since the prior exit has…

Nākotnes līgumiKriptoaktīviSekošana tendenceiAtgriešanās pie vidējās vērtības
Strategy library

This strategy uses daily Heikin-Ashi candle direction to choose long or short exposure, while a rate-of-change filter determines whether movement is strong enough to trade. The code calculates percentage change over a configurable lookback and smooths it…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This strategy combines a short-term reversal signal with a range breakout condition. Its reversal component looks for a two-day change in closing prices and checks whether the Stochastic fast and slow lines have the specified relationship around a threshold.…

Nākotnes līgumiKriptoaktīviCenas izrāviensAtgriešanās pie vidējās vērtības
Strategy library

This strategy combines confirmed pivot highs and lows with RSI filters to place stop entries just beyond the pivot price. A detected pivot high arms a potential long entry above that high when RSI at the pivot is below the selected upper threshold. A pivot…

KriptoaktīviTehniskie indikatoriCenas izrāviensRiska pārvaldība
Strategy library

This strategy combines a 10-period simple moving average, short-window support and resistance, hammer and shooting-star patterns, and pyramid position sizing. Price above the average defines an uptrend and price below it a downtrend. A hammer above the…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This strategy combines two MACD calculations with an RSI filter to generate directional entries. It uses MACD settings of 10/22/9 and 21/45/20, then requires both MACD differences to agree: positive for a long entry and negative for a short entry. RSI uses a…

Sekošana tendenceiCenas impulssTehniskie indikatoriKriptoaktīvi
Strategy library

The strategy measures how far a selected price source is from its exponential moving average, scaled by the price standard deviation. It enters long when the Z-score crosses above a positive threshold and exits when it crosses below the negative threshold.…

Sekošana tendenceiTehniskie indikatoriStatistikaKriptoaktīvi
Strategy library

This mechanical strategy builds a price action channel from exponential moving averages of closing, high, and low prices, then compares the channel's close-based line with a longer-period EMA signal. A crossover above the signal opens a long position; a…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines four exponential moving averages with a one-bar price breakout. A long signal requires the close to be above the 20-, 50-, 100-, and 200-period EMAs and above the prior bar's high. A short signal requires the close to be below all four…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiRiska pārvaldība
Strategy library

This script retrieves the high and low from a chosen chart period, such as a day, week, or month, with a lookback setting to select the current or an earlier period. It assigns a long state when the close is above the selected low and a short state when the…

Tehniskie indikatoriCenas izrāviensVēsturisko datu pārbaude
Strategy library

This strategy uses a Hull moving average to follow price trends. It describes the standard HMA calculation, built from weighted moving averages, and allows selection among HMA, exponential, and triangular variants. The accompanying strategy logic compares…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This strategy combines Supertrend, which uses average true range bands to indicate trend direction, with Heikin Ashi candle direction as an entry filter. It enters long when the trend signal is bullish and the candle is bullish, and enters short when both…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses Bollinger Bands to generate directional entries. It calculates a moving-average centerline and bands based on standard deviation, then opens a long position when price closes above the upper band or a short position when it closes below…

Nākotnes līgumiCenas izrāviensSvārstīgumsTehniskie indikatori
Strategy library

Nick Rypock Trailing Reverse (NRTR) is a trend-following indicator that tracks a stop a fixed percentage away from the extreme price reached during the current trend. In an uptrend, it raises the stop as new closing highs occur; a close at or below that…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines an Ichimoku-style cloud filter with a previous-bar breakout condition and an ATR-based stop. It seeks a long when price is above both cloud spans and exceeds the prior bar’s high; it seeks a short below both spans when price falls…

Nākotnes līgumiSekošana tendenceiCenas izrāviensSvārstīgums
Strategy library

The strategy combines a short-period RSI with a long-term moving-average filter and a five-period simple moving average exit. It enters long when price is above the 200-period average and RSI falls below 10; it enters short when price is below that average…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses a price channel built from the highest and lowest closes over a lookback period, then measures average distance from the channel center to set upper and lower bands. A trend state changes when price moves beyond a band while the bar’s high…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This long-only trend strategy calculates a three-period simple moving average of the OHLC4 price and places a buy limit relative to that average using a configurable percentage. Its exits are based on the position’s average entry price: a percentage profit…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines two exponential moving averages with Heiken Ashi candle values to trade in the direction of a trend. It uses the 10-period and 30-period averages to define bullish or bearish alignment, then looks for a candle whose open matches its…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy combines a short-term Stochastic reversal signal with a second signal based on bar range relative to closing price. The first component compares recent closes and the fast and slow Stochastic lines around a threshold to identify possible long…

Atgriešanās pie vidējās vērtībasCenas impulssSvārstīgumsTehniskie indikatori