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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

The described system uses two Donchian channels with configurable lookbacks. When flat, it places a long stop order at the upper boundary of the slower channel or a short stop order at its lower boundary. After entry, the midpoint of the faster channel…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following strategy compares configurable fast and slow moving averages, which can use different timeframes and several MA types. A fast average crossing above the slow average generates a long condition; crossing below generates a short condition.…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This strategy script combines price-structure signals with fair value gaps and higher-timeframe price areas. It marks bullish and bearish breaks when price closes beyond a recent range, and flags a change of character when the break follows a move beyond an…

Tehniskie indikatoriCenas izrāviensTirgus mikrostruktūraRiska pārvaldība
Strategy library

This strategy combines Bollinger Band behavior with moving averages and RSI to seek directional trades. The written description frames entries around a moving average of the upper band crossing upward while the bands widen and the middle band rises; the…

Tehniskie indikatoriCenas izrāviensCenas impulssSvārstīgums
Strategy library

This strategy calculates Fibonacci retracement and extension levels from the recent 100-bar high and low. It proposes long entries when price lies between the 38.2% and 78.6% retracements, and short entries between the 23.6% and 61.8% levels, subject to a…

Tehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaudePozīcijas apjoma noteikšana
Strategy library

This strategy combines a 123-style reversal rule with a Fractal Chaos Oscillator signal and trades only when both agree. The reversal component looks for two consecutive closes in the same direction alongside a stochastic condition; the oscillator component…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasSekošana tendencei
Strategy library

This document provides a trading implementation for two crypto futures instruments on OKX, with an explicit requirement for one-way position mode. It calculates an average historical price ratio from hourly candles, then compares the live ratio with that…

KriptoaktīviNākotnes līgumiPāru tirdzniecībaAtgriešanās pie vidējās vērtības
Strategy library

This document outlines a trend-following system using three directional checks: price relative to Ichimoku cloud levels, MACD line versus signal line, and price relative to a long-term EMA. It proposes entering long when the checks align upward and short…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This document describes a two-sided trend-following strategy that sets a moving stop distance from ATR and signals trades when price crosses the resulting trailing line. A one-period EMA is used for the crossover check, so the confirmation is close to the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This strategy combines a 10-period and 30-period EMA crossover with rolling price extremes as a support and resistance filter. The levels are defined by the lowest low and highest high over a 50-bar lookback. A bullish crossover qualifies for a long when the…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This short-term system combines an 8-period and 21-period EMA crossover with a 14-period RSI filter. A bullish crossover can open a long when RSI is below its overbought threshold; a bearish crossover can open a short when RSI is above its oversold…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy combines an SSL channel, used to gauge trend direction, with QQE momentum signals to time entries around channel breaks. Its design also includes ATR-based stop and target levels, staged entries, and multiple partial exits. The listed…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy uses a bullish or bearish engulfing candle as an entry trigger, filtered by the direction of price relative to a 200-period simple moving average and the Bollinger Bands’ middle line. Long entries require a bullish pattern above both…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy builds Bollinger Bands around the MACD line rather than directly around price. MACD is calculated as the difference between fast and slow exponential moving averages of closing prices. A moving average and standard deviation of that MACD series…

Nākotnes līgumiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

This document implements the Directional Movement Index and Average Directional Index from price highs, lows, and prior closes. It calculates true range and positive and negative directional movement, smooths each series over a configurable length, and…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
Strategy library

The document presents a short-term strategy that seeks trend entries when market activity appears favorable. Its narrative describes rising MFI and volume as liquidity cues, while ADX strength, moving-average relationships, and Parabolic SAR help assess…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiRīkojumu izpilde
Strategy library

This strategy combines trading volume and candle-range volatility into a composite index, then compares short- and long-term moving averages of that index. A dynamic threshold filters signals, while a lookback check for price reversal patterns is intended to…

Sekošana tendenceiSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This script combines a stochastic-based reversal signal with levels drawn from a selected timeframe’s high and low. The reversal component looks for a two-step change in closing-price direction and checks the relationship between fast and slow stochastic…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas izrāviensNākotnes līgumi
Strategy library

This long-only trend strategy requires a specific alignment among a 50-period EMA, three 20-period EMAs calculated from high, low, and close prices, and a 5-period close EMA. It also requires the current close to be above the relevant averages. Once the…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy looks for price moves beyond recent highs or lows as possible liquidity sweeps, then enters in the opposite direction when RSI and volume conditions also agree. A move below the recent low can qualify for a long when RSI is below its oversold…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy uses the Chande Momentum Oscillator (CMO) to generate long and short entries when the oscillator crosses fixed thresholds. It calculates positive and negative price changes over a lookback period and compares their sums, with the zero line…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

LUBE estimates how often recent bars have traded at the current closing price, interpreting repeated visits as price friction and infrequent visits as a zone where movement may be less constrained. It compares this measure with recent high and low levels,…

KriptoaktīviCenas izrāviensTehniskie indikatoriSvārstīgums
Strategy library

This strategy models the relationship between Brent crude and the Norwegian krone with a rolling ordinary least squares regression. It fits the model on a recent window, accepts it only when its R-squared exceeds a chosen threshold, then estimates the…

IzejvielasValūtu tirgusAtgriešanās pie vidējās vērtībasPāru tirdzniecība
Strategy library

This example opens a randomly chosen long or short position in a Bitcoin perpetual futures market. If the position’s unrealized loss exceeds its margin, it adds another order in the same direction; it closes the position when profit exceeds a fixed target.…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiPozīcijas apjoma noteikšana