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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 combines MACD, RSI, and Stochastic readings to define bullish or bearish momentum. A bullish condition requires MACD’s fast line above its signal line and both RSI and the Stochastic fast line above 50; the bearish condition reverses those…

Cenas impulssCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This document explains a crossover approach that compares short- and long-period simple moving averages. A short average crossing above a longer one can initiate a long position, while a downward cross can close it. A separate pair of averages is described…

Sekošana tendenceiTehniskie indikatoriKriptoaktīviNākotnes līgumi
Strategy library

This script describes a 30-minute options swing approach that combines daily directional bias, two-hour confirmation, and chart-timeframe signals. Its inputs include RSI, MACD, moving averages, WaveTrend, CCI, ADX, and ATR. It also offers selectable signal…

OpcijasCenas impulssSekošana tendenceiTehniskie indikatori
Strategy library

This long-only strategy combines a weekly trend filter with moving-average and price conditions for entry and exit. It permits entries when price is above the 50-period weekly volume-weighted moving average (VWMA). On the chart timeframe, two consecutive…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This machine learning example uses a two-layer LSTM to produce daily stock weights for a NASDAQ-100 universe. For each training asset, it uses the one-period rate of change of a linearly weighted moving average of closing prices as its feature, and labels…

MašīnmācīšanāsAkcijasTehniskie indikatoriSvārstīgums
Strategy library

This manual hedging tool coordinates positions in a futures instrument and its spot counterpart across configured symbol pairs. It supports opening either a short futures and long spot combination or the reverse, as well as covering those paired positions.…

KriptoaktīviNākotnes līgumiTūlītējo darījumu tirgiArbitrāža
Strategy library

This long-only strategy uses Bollinger Bands and average true range to look for changing volatility, then manages an open position with an ATR based stop. The bands use a moving average and offsets of two standard deviations; the written explanation…

Tehniskie indikatoriSvārstīgumsCenas izrāviensRiska pārvaldība
Strategy library

This strategy marks potential reversals using the Three Line Strike candlestick pattern and standalone engulfing candles. A bullish setup requires three declining candles followed by a larger rising candle; a bearish setup reverses those colors. The script…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This strategy places buy and sell limit orders at regular price increments around the midpoint of the best bid and ask. It aims to earn the spread by keeping a ladder of orders on both sides, adjusting the ladder as prices and account balances change. Order…

Tirgus veidošanaRežģa tirdzniecībaAugstas frekvences tirdzniecībaRīkojumu izpilde
Strategy library

This document describes a bounded grid system that divides a chosen price range into evenly spaced levels and places buy or sell orders as price moves between them. Users set the trading pair, lower and upper bounds, grid count, per-grid quantity, and price…

KriptoaktīviTūlītējo darījumu tirgiRežģa tirdzniecībaRīkojumu izpilde
Strategy library

This strategy pairs the Relative Momentum Index (RMI) with ATR-based bands around a moving average. The stated entry rules go long when RMI exceeds 60 and price is above the trend reference, and go short when RMI falls below 40 and price is below it. Exits…

Nākotnes līgumiKriptoaktīviCenas impulssSekošana tendencei
Strategy library

This trend-following system combines EMA alignment, price pullbacks, candlestick patterns, and higher-timeframe trend direction. It uses the 150-period EMA on a four-hour chart as a broad trend reference and looks for shorter EMAs to align in order before…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy looks for possible reversals by requiring bullish or bearish divergence on both a fast and a slow MACD, then filtering signals to times when price is within 1.5% of the 28-period simple moving average. The described rules compare recent…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriCenas impulss
Strategy library

This intraday breakout strategy builds an Initial Balance from the high and low recorded during the first hour of the regular US trading session. Once that range is set, it defines breakout entries for a later trading window and calculates target levels as…

Cenas izrāviensNākotnes līgumiTehniskie indikatoriRīkojumu izpilde
Strategy library

This short-term strategy derives a custom value from the current candle’s open, high, low, and close together with the previous close. A branching formula adjusts the range calculation according to whether the candle closed above, below, or at its open and…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriSekošana tendencei
Strategy library

The strategy uses the Average Directional Index (ADX) to identify strong trends and the positive and negative directional indicators (DI+ and DI−) to determine directional bias. Its prose proposes looking for reversal opportunities when ADX exceeds 45: a…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriAtgriešanās pie vidējās vērtības
Strategy library

The supplied excerpt shows the configuration for a multi-filter trading strategy called Helios. Its inputs cover an adaptive baseline, efficiency lookback, ATR and directional movement measures, volatility and channel windows, a higher-timeframe confirmation…

Tehniskie indikatoriSvārstīgumsRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This modular strategy describes two independently enabled signal systems. The first goes long when price crosses above a user-selected simple or exponential moving average and short when price crosses below it. The second buys when RSI crosses upward through…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriSekošana tendencei
Strategy library

This example describes a simple long-only gold futures signal that combines futures prices with an IMF gold commodity series. It loads gold futures and commodity data, evaluates them in rolling windows, and returns a positive position when the latest…

Nākotnes līgumiIzejvielasSekošana tendenceiVēsturisko datu pārbaude
Strategy library

The available script excerpt combines a Supertrend indicator with directional movement calculations used to derive an ADX-style strength value. It adjusts the Supertrend lines into buy and sell zones, then checks those zones alongside recent support and…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiRiska pārvaldība
Strategy library

This strategy combines short moving averages of highs and lows with price levels derived from recent extremes. The description interprets a price move above the high average as bullish and a move below the low average as bearish. It updates upper and lower…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy detects breaks above prior swing highs or below prior swing lows and requires elevated volume relative to a moving average. It counts consecutive qualifying bars in each direction and enters only after the configured confirmation count is…

Nākotnes līgumiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

This educational implementation monitors Bitcoin option positions on Deribit, reads their aggregate account delta, and uses the Bitcoin perpetual future as a hedge when the absolute delta exceeds a configurable threshold. The example supports selecting an…

OpcijasNākotnes līgumiPerpetuālie nākotnes līgumiAtvasināto instrumentu cenu noteikšana
Strategy library

This strategy classifies recent returns by pairing each bar's return with the prior bar's return. It counts observations in four sign-based quadrants and selects the most common quadrant as a rough market regime. A dominant quadrant with two positive returns…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude