Pāriet uz saturu

Zināšanu bibliotēka

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
Dokumentu skaits: 20,364
SuperMind
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
Dokumentu skaits: 7,090
BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
Dokumentu skaits: 1,033
Amberdata research
Dokumentu skaits: 766
FMZ forum
Dokumentu skaits: 682
FMZ digest
Dokumentu skaits: 662
vn.py community
Dokumentu skaits: 560
QuantInsti blog
Dokumentu skaits: 511
Galaxy Research
Dokumentu skaits: 340
QuantStart
Dokumentu skaits: 246
Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
Dokumentu skaits: 181
Paradigm research
Dokumentu skaits: 175
Lumibot
Dokumentu skaits: 164
Kraken Learn
Dokumentu skaits: 163
Kvantitatīvās tirdzniecības kursu bibliotēka
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
Dokumentu skaits: 116
TqSdk
Dokumentu skaits: 86
Quantpedia
Dokumentu skaits: 86
Hyperliquid docs
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
Dokumentu skaits: 62
Awesome Systematic Trading
Dokumentu skaits: 61
backtrader
Dokumentu skaits: 54
vn.py
Dokumentu skaits: 50
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
Dokumentu skaits: 45
FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
Dokumentu skaits: 28
Zipline
Dokumentu skaits: 22
FMZ live strategies
Dokumentu skaits: 21
Jesse
Dokumentu skaits: 17
pyfolio
Dokumentu skaits: 16
WonderTrader
Dokumentu skaits: 14
Alphalens
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This long-only approach calculates RSI on the MACD line rather than directly on price. It opens a position when that RSI crosses above either of two nearby oversold-entry levels, provided price is above a slow EMA. The strategy sizes the order as a fraction…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšana
Strategy library

This strategy standardizes price deviation from a moving average, then smooths the result twice to create a two-pole oscillator. It opens long or short positions when the oscillator crosses specified thresholds, with signals evaluated at bar close. An…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy combines a fast and slow EMA trend filter with a zero-lag MACD histogram threshold cross for entries. Long trades require the fast EMA above the slow EMA and the histogram crossing upward through a positive threshold; shorts use the…

Tehniskie indikatoriCenas izrāviensCenas impulssRiska pārvaldība
Strategy library

This simple intraday strategy uses the direction of a five-minute candle at a specified daily time to choose a position: a bullish candle prompts a long entry and a bearish candle prompts a short entry. The described schedule is 08:35 in UTC+5. Long and…

Nākotnes līgumiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines a collection of classical candlestick patterns, including engulfing, harami, piercing line, stars, belt hold, and multi-candle formations, to generate long or short signals. It places stop orders around the next bar’s price levels…

Nākotnes līgumiTehniskie indikatoriRiska pārvaldībaRīkojumu izpilde
Strategy library

The visible script outlines a multi timeframe setup built around hourly swing levels and lower timeframe price action. It marks confirmed pivot highs and lows, then treats a move beyond a prior swing followed by a close back across that level as a bearish or…

Tehniskie indikatoriCenas izrāviensRiska pārvaldībaRīkojumu izpilde
Strategy library

This is a basic long only price momentum strategy for SPY. It compares the current price with its value a chosen number of months earlier: positive momentum triggers a purchase, while negative momentum prompts an exit. The code calculates monthly momentum…

AkcijasCenas impulssSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This strategy turns Jesse Livermore’s trend framework into a state-based trading system. It classifies price action as a major uptrend or downtrend, a natural rebound or retracement, or a secondary rebound or retracement. Reversals between states are…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

The document describes a stock analysis system that combines RSI, Impulse MACD, VIDYA, volume measures, price-based market-depth proxies, and sector strength relative to SPY. Each component contributes a weighted score, with bullish and bearish thresholds…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This scalping method uses a rolling high and low price channel to calculate a midpoint, then measures the average distance from price to that midpoint to form volatility bands. A close above the upper band marks a bullish state, while a close below the lower…

Nākotnes līgumiSvārstīgumsTehniskie indikatoriAtgriešanās pie vidējās vērtības
Strategy library

This strategy modifies standard Bollinger Bands by blending them with percentage-offset bands around a simple moving average. The resulting outer boundaries are set to extend at least as far as the original bands. It places a long limit entry at the enhanced…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy builds entries and exits from configurable Ichimoku components: the conversion and base lines, leading spans that form the cloud, and the lagging span. Users choose which conditions must align for long and short entries, such as a line cross,…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The visible script defines MACD crossovers and trend states on monthly and weekly timeframes for the charted instrument. Monthly and weekly bullish and bearish crosses are retrieved separately, while a Nifty series supplies additional monthly and weekly…

AkcijasĶīnas tirgiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy defines a price range during a recurring 15-minute window, 19:15–19:30 IST, then trades a close beyond either boundary. A move above the range triggers a long with a stop at the lower edge; a move below triggers a short with a stop at the upper…

Cenas izrāviensCenas impulssRiska pārvaldībaRīkojumu izpilde
Strategy library

This strategy combines a simple moving average (SMA) trend filter with RSI momentum confirmation. It enters long when price is above the average and RSI exceeds its buy threshold, and short when price is below the average and RSI falls beneath its sell…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

The described system uses a short EMA crossing above a medium EMA as a long-entry signal, with price above a longer EMA and a U.S. regular-hours condition as additional filters. It sizes entries by a fixed share quantity and calculates take-profit and…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The code places a fixed set of buy limit orders below the current BTC perpetual-futures price and sell limit orders above it. The price offsets widen in regular increments, while order quantities grow rapidly at deeper levels, creating symmetric bid and ask…

KriptoaktīviNākotnes līgumiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This strategy calculates standard Bollinger Bands from a selectable price source, using a moving average as the middle band and a standard-deviation-based width. It opens longs when price crosses above the lower band or middle band, and closes them when…

Nākotnes līgumiTehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtības
Strategy library

The strategy uses a log-price change over a lookback window as its Botvenko signal, then compares that value with configurable thresholds to trigger entries, retries, and exits. It combines those signals with the ordering of four exponential moving averages…

Nākotnes līgumiTehniskie indikatoriCenas izrāviensSekošana tendencei
Strategy library

This strategy calculates Fibonacci retracement levels from the highest high and lowest low over 50 bars on a selected analysis timeframe. The defaults use levels of 0.618 and 0.786, with timeframe options ranging from four-hour to monthly bars. A bullish…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This controller creates directional signals by combining Bollinger Band position with MACD level and histogram direction. It computes Bollinger Bands and MACD from a configurable candle interval, then emits a long signal when the band-position value is below…

Tehniskie indikatoriCenas impulssKriptoaktīviVēsturisko datu pārbaude
Strategy library

This strategy uses an ATR-based trailing stop to define market direction and reverse positions when price crosses the stop. Its stated ATR length is three bars, described as three days, and the stop distance is ATR multiplied by a coefficient. In an uptrend,…

Nākotnes līgumiSekošana tendenceiSvārstīgumsTehniskie indikatori
Strategy library

This cryptocurrency strategy combines four distinct approaches: channel breakouts based on recent highs and lows, momentum from price changes, MACD crossings, and Harami or Doji candle patterns intended to flag possible reversals. The description assigns…

KriptoaktīviNākotnes līgumiCenas izrāviensCenas impulss
Strategy library

This strategy combines RSI threshold crossings with an EMA trend filter. Its stated defaults use a 14-period RSI, overbought and oversold levels of 70 and 30, and a 400-period EMA. It looks for a short after RSI falls from the overbought region and a long…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude