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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 strategy enters long when price breaks above the high of a lookback channel and short when it breaks below the low. The channel center, calculated from the period high and low, serves as a stop level. Separate profit targets extend a configurable…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This script describes a mean-reversion approach built around a volume-weighted average price calculated over a rolling window. It estimates volume-weighted absolute deviation from that basis and uses bands at two and three times the deviation. A long signal…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only strategy seeks pullbacks during an established uptrend. It buys when the RSI falls below a chosen oversold threshold while the long moving average remains below the medium moving average. It closes when price rises above the fast average and…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasSekošana tendenceiTehniskie indikatori
Strategy library

This trend-following system smooths Heikin-Ashi prices with an EMA, then compares the smoothed close with a long-period simple moving average. An upward cross opens a long position and a downward cross opens a short position. A threshold for proximity to the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses fast and slow moving-average crossovers to enter trend trades on a five-minute chart. A configurable EMA filter can restrict longs to prices above a reference average and shorts to prices below it. Entries use limit orders based on recent…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only breakout method targets the German and US opening windows. It looks for price near the middle of a narrow Bollinger Band range, checks that price is above short- and long-term EMAs, and filters for RSI and ADX conditions. A breakout above a…

KriptoaktīviCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This two-direction strategy uses a smoothed RSI-based QQE signal to identify momentum changes. It confirms direction with an EMA trend filter and Heikin Ashi price, requires volume to exceed its moving average, and uses ATR-based trailing stops. When…

KriptoaktīviCenas impulssSekošana tendenceiTehniskie indikatori
Strategy library

This research and paper-trading framework searches baskets of TradFi perpetual contracts for mean-reverting combinations. It arranges log prices in a time-by-asset matrix, uses singular value decomposition to estimate shared trends, and treats the remaining…

ArbitrāžaAtgriešanās pie vidējās vērtībasStatistikaPerpetuālie nākotnes līgumi
Strategy library

This strategy pairs Parabolic SAR price crosses with RSI extremes to generate long entries and exits. It buys when price crosses above PSAR while RSI is below its oversold threshold, then closes when price crosses below PSAR while RSI is above its overbought…

KriptoaktīviTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This document presents a Bitcoin scalping strategy built around two Tilson T3 moving-average lines. One T3 uses a 33-bar length and volume factor of 0.6; a second, described as the Fibonacci line, uses a 19-bar length and factor of 0.418. The selectable…

KriptoaktīviCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This crypto strategy combines Ichimoku components with RSI to generate long and short signals. The stated rules require a Tenkan and Kijun crossover, a price move beyond the Ichimoku cloud, and RSI above 50 for longs or below 50 for shorts. The example…

KriptoaktīviNākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtības
Strategy library

This trend-following system combines a 50-period and 200-period EMA crossover with ADX and RSI filters. The stated rules require ADX above 20 and RSI between 30 and 70 before taking a directional signal. The document also describes ATR-based risk levels,…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This strategy uses recent pivot highs and lows to set potential reversal entry levels. Its stated parameters are 4 left bars and 2 right bars for identifying pivots. After a pivot high is confirmed, the implementation places a stop entry just above that…

Tehniskie indikatoriCenas izrāviensNākotnes līgumiRiska pārvaldība
Strategy library

This strategy defines an opening range from 9:30 to 9:45 in New York time and uses breaks of the range to frame intraday entries. It includes a configurable entry cutoff, a long-only, short-only, or two-way direction setting, and a choice of take-profit…

Cenas izrāviensTehniskie indikatoriRiska pārvaldībaASV tirgi
Strategy library

This strategy uses two elastic volume-weighted moving averages (EVWMAs) to generate directional signals. A crossover of the shorter line above the longer line triggers a long entry, while a cross below triggers a short entry. The example uses periods of 5…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This document outlines a short strategy for liquid currency pairs, using a price move and a time limit to define trade decisions. It describes sizing positions from a set fraction of account equity and setting stop-loss and take-profit levels. The listed…

Valūtu tirgusNākotnes līgumiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This Nifty futures strategy uses a 45-minute chart and combines trend direction, RSI momentum, and relative volatility. It enters long when price is above the 200-period EMA, RSI crosses above 50, and ATR exceeds its own moving average. Short entries apply…

Nākotnes līgumiTehniskie indikatoriCenas impulssSvārstīgums
Strategy library

This futures algorithm opens an initial long or short, then monitors a configured profit-taking price and a stop threshold. When the stop threshold is crossed, it closes the position and attempts a new position sized as a multiple of the closed amount. A…

Nākotnes līgumiPozīcijas apjoma noteikšanaRiska pārvaldībaRīkojumu izpilde
Strategy library

This strategy seeks long entries when a W-shaped formation appears in a short-period RSI while the faster EMA is above the slower EMA. The implementation identifies a sequence of RSI turns, requires RSI to be at least 30 and no higher than a configurable…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This short-term system combines fast and slow exponential moving average crossovers with an RSI direction filter. It opens long positions when the fast average crosses above the slow average and RSI is above its midpoint, and opens shorts on the inverse…

Tehniskie indikatoriCenas impulssSvārstīgumsRiska pārvaldība
Strategy library

This document outlines a long strategy that starts a trade when price crosses below the lower Bollinger Band. It combines a shorter moving average and standard deviation bands with a longer moving average, then adds safety orders as price moves further below…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSvārstīgums
Strategy library

This two-direction strategy uses fast and slow exponential moving averages to detect shifts in trend. A bullish or bearish change occurs when the fast average moves across the slow one; an optional candle direction check can require a rising candle for long…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This document describes a short-only trend-following system built around the crossover of 20-period and 50-period simple moving averages. A downward cross opens a short position, while an upward cross closes it. The source implementation uses the crossover…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This educational Python example follows price moves using a reference price that resets after each trade. When BTC/USDT rises more than the configured 5% threshold above the reference, the bot buys using a fraction of available cash, provided the calculated…

KriptoaktīviCenas impulssPozīcijas apjoma noteikšanaRīkojumu izpilde