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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: 7,910

Strategy library

This document describes a two moving average trend-following strategy. It generates a long signal when a faster simple moving average crosses above a slower one, and a short signal when it crosses below. The periods and input price sources are configurable,…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This example builds a relative-value spread from live hog futures and the estimated feed inputs of corn and soymeal. It scales each contract’s price by its contract multiplier and a production ratio, then defines the feeding margin as hog value minus feed…

Nākotnes līgumiIzejvielasAtgriešanās pie vidējās vērtībasPāru tirdzniecība
Strategy library

This document describes an RSI-based entry method paired with position tracking, optional pyramiding, and percentage-based exits. The explanatory text characterizes RSI levels below 30 as bearish and above 70 as bullish, and describes taking positions on…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy combines higher-timeframe trend measures with lower-timeframe RSI signals. Rising ADX is used to identify strengthening trend conditions, while the slope of a higher-timeframe SMA indicates direction. The stated rules look for an RSI threshold…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasNākotnes līgumi
Strategy library

This example shows how to add an equity option chain, restrict eligible contracts by strike distance and expiration, and inspect the remaining contracts before placing an order. It uses hourly data for an equity and its options, with the equity as the…

OpcijasAkcijasRīkojumu izpilde
Strategy library

This strategy combines a Gaussian channel, a long-period Kijun-Sen, a volume-adjusted price indicator, and ATR-based risk controls to filter entries. The stated settings use a four-pole filter over 144 periods, a 130-period Kijun-Sen, and an 11-period ATR…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This two-sided trend-following strategy uses a fast 10-period simple moving average and a slow 13-period average. A fast average crossing above the slow one opens a long position; a downward cross opens a short position. When the signal reverses, the…

KriptoaktīviPerpetuālie nākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The Gann High Low indicator switches between a simple average of recent highs and a simple average of recent lows. It sets a bearish state when the close falls below the prior value of the low average, or a bullish state when the close rises above the prior…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This rules-based strategy combines a stack of five exponential moving averages with RSI and Stochastic conditions. It enters long when the averages are ordered upward and both oscillators remain below specified overbought thresholds; it enters short when the…

KriptoaktīviPerpetuālie nākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This short-only trend-following strategy uses a fast and a slow exponential moving average to define a bearish crossover signal. Traders can calculate the averages on the chart timeframe or select another timeframe, and the strategy plots the averages as a…

KriptoaktīviPerpetuālie nākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This perpetual futures strategy watches a weighted price estimate derived from several levels of the order book and compares recent values to detect sharp upward or downward moves. A threshold scaled to the latest estimate defines a burst. On an upward…

KriptoaktīviPerpetuālie nākotnes līgumiCenas izrāviensTirgus mikrostruktūra
Strategy library

This proposed long-only strategy uses price rate of change to separate volume associated with rising and falling prices, then forms a net-volume measure. It standardizes that measure using its moving average and standard deviation, and combines the resulting…

Nākotnes līgumiKriptoaktīviStatistikaTehniskie indikatori
Strategy library

The strategy uses fast and slow double exponential moving averages (DEMA) to generate directional signals: a crossover is intended to trigger a long entry and a crossunder a short entry. DEMA is presented as a way to make moving-average signals more…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiCenas impulss
Strategy library

This document describes a long-only grid configured for NVDAX-USDT on a 15-minute chart. The grid spans fixed high and low prices, and its levels can be spaced geometrically or arithmetically. The stated design buys when price crosses a grid level downward…

KriptoaktīviRežģa tirdzniecībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
Strategy library

This document presents a long-only grid strategy configured for TON-USDT on a 15-minute chart. It places grid levels between fixed upper and lower price bounds, with either geometric or arithmetic spacing. The script’s description says it buys as price…

KriptoaktīviRežģa tirdzniecībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
Strategy library

This strategy uses the Stoch RSI K line crossing above 20 as a long entry signal, with a higher-timeframe RSI comparison acting as a trend filter. The document describes a trend-following approach with a stop based on recent lows, a trailing stop that rises…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiCenas impulss
Strategy library

The document presents a volume-based method that classifies bars by comparing current volume with prior highs, lows, and the previous bar. It assigns categories intended to represent changing supply and demand, and describes taking long positions when volume…

Nākotnes līgumiTehniskie indikatoriTirgus mikrostruktūraRiska pārvaldība
Strategy library

This strategy combines an ATR-adjusted price channel with ADX and directional indicators to vary its entries by market regime. It calculates recent highs and lows and an ATR-based channel. When ADX is below 25, it describes trading moves beyond either…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiCenas izrāviens
Strategy library

This educational strategy trades BTC USDT perpetual futures when price moves more than a configurable percentage away from a tracked base price. An upward move triggers a long entry and a downward move triggers a short entry, provided there is no open…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiCenas impulss
Strategy library

This strategy looks for upside breakouts above the preceding 20-bar high when volume exceeds its 20-bar average by a configurable multiplier. Long entries also require the fast EMA to be above the slow EMA, rising RSI over a lookback, and RSI above a…

Cenas izrāviensCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines a 20-period and 30-period simple moving average crossover with a 14-period RSI filter. A bullish crossover can trigger a long entry when RSI is above the oversold threshold of 25; a bearish crossover can trigger an exit when RSI is…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This strategy uses the crossover of a MACD-like line and its signal average to generate long and short signals, with the document describing the signal interpretation as reversed from conventional MACD. It adds optional filters based on price trend, RSI, and…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This strategy combines 14-period and 10-period RSI readings with lower and upper thresholds. A long signal occurs when RSI14 is at or below 40 and RSI10 is below RSI14; the described exit signal occurs when RSI14 is at or above 70 and RSI10 is above RSI14.…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This BTC futures strategy uses a 20-period simple moving average as the Bollinger middle band, with outer bands two standard deviations away. It enters long after price crosses above the middle band and remains above it for two trading days. The middle band…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori