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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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Quantpedia
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TqSdk
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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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Quantopian lekcijas
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Binance API docs
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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 strategy attributed to William Blau that smooths a stochastic oscillator twice, then compares it with an additional EMA trigger line. The stated method first smooths the price stochastic, smooths that result again, and uses the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasNākotnes līgumiKriptoaktīvi
Strategy library

This MACD variant lets users select among 11 moving-average types for the fast line, slow line, and signal line. With default lengths of 12, 26, and 9, it calculates the difference between fast and slow averages, smooths that difference, and trades when the…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

This intraday S&P 500 futures strategy combines fast and slow exponential moving average crossovers with a longer trend filter, smoothed RSI, MACD-style confirmation, and a volume threshold. Long entries require a bullish crossover and supportive readings…

Nākotnes līgumiASV tirgiCenas impulssTehniskie indikatori
Strategy library

This example turns a visual Bollinger Band double-bottom, or W-shaped pattern, into arithmetic rules. It builds 20-period bands from a rolling mean and standard deviation, then scans a 75-bar window for a sequence of candidate nodes: an initial lower-band…

Valūtu tirgusTehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude
Strategy library

This QuantConnect example uses the S&P 500 index as a signal source and trades a specified European-style call option on the index. The index itself is added as minute-resolution data but is treated as non-tradable. The algorithm compares two exponential…

OpcijasAkcijasTehniskie indikatoriSekošana tendencei
Strategy library

This strategy seeks breakouts from short-term rising or falling trendlines drawn through the two latest confirmed pivot highs or lows. A close crossing the projected resistance line can trigger a long, while a close crossing projected support can trigger a…

Sekošana tendenceiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

This strategy uses a 20-period simple moving average and bands set two standard deviations above and below it. A bearish candle closing below the lower band triggers a short entry, while a bullish candle closing above the upper band triggers a long entry.…

Nākotnes līgumiKriptoaktīviCenas izrāviensSvārstīgums
Strategy library

This script defines a directional strategy using crossovers between fast and slow exponential moving averages. An upward crossover opens a long position and closes a short; a downward crossover opens a short and closes a long. It includes filters that can…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This example shows how to add listed options for an underlying equity, narrow the contract universe, inspect the resulting chain, and submit an order for a selected contract. Its filter keeps weekly options expiring within a near-term window and excludes…

OpcijasAkcijasRīkojumu izpildeVēsturisko datu pārbaude
Strategy library

This strategy combines RSI readings with moving-average direction to form long and short signals. The description proposes shorting when RSI is above 90 while the moving average rises, and going long when RSI is below 10 while the average falls. The…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This short-term strategy counts consecutive rising and falling closes to generate trades. After the configured number of rising bars, it submits a short entry; after the configured number of falling bars, it closes the position. Trading can be limited to a…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy trades crossovers between a fast three-period EMA and a slower eight-period EMA, taking long positions on upward crosses and short positions on downward crosses. ATR sets the initial stop distance and informs a profit target based on a stated…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

The HLHB system is presented as a short-term forex trend strategy. It calculates RSI from the average of each bar's open and close, alongside 5-period and 10-period EMAs and ADX. A long entry is signaled when RSI crosses above 50 and the faster EMA crosses…

Valūtu tirgusSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This mean-reversion system uses an EMA centerline and ATR-based Keltner Channel bands to identify price extremes. It enters long when price crosses back above the lower band and short when it crosses back below the upper band. An ADX filter can restrict…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This short-term strategy combines rolling supply and demand levels with a midpoint reference and an SMA trend filter. It defines the zones from the highest high and lowest low over a configurable lookback, then calculates their midpoint. A long setup…

KriptoaktīviTūlītējo darījumu tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy transforms the conventional stochastic value with an exponent so its response around the midpoint can be made more or less sensitive. The transformed oscillator is used with upper and lower thresholds: the supplied implementation enters long…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy modifies Parabolic SAR by adjusting its acceleration according to a sigmoid score derived from price slope relative to ATR. It also smooths the acceleration and trailing path to alter how quickly the indicator follows price. The document…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This simple trend-following strategy uses a fast and a slow exponential moving average, set to periods 10 and 60 by default. A cross above the slower average opens a long position. A cross below it either closes the long or opens a short, depending on…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy defines direction with fast and slow exponential moving averages and requires the slow average to slope in the same direction over a configurable lookback. Entries require a confirmed close to break the prior-bar high or low channel, with the…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This crypto trend-following system combines three indicators. It enters long when price is above the SSL Hybrid baseline, QQE MOD signals bullish conditions, and Waddah Attar Explosion is positive; short entries use the opposite alignment. The described…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

Momentum 2.0 normalizes a price momentum oscillator by its standard deviation and smooths the result with linear regression. It then compares the smoothed oscillator with a moving base level, calculated as the negative long-term exponential average of…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This strategy derives a reflected price series from the absolute gap between short and long Hull moving averages, using periods 36 and 44. It smooths that series with another Hull average, then tracks its running high or low and places a reversal threshold…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses a fast and a slower exponential moving average to generate directional signals: a cross above prompts a long entry, and a cross below marks a sell signal. It plots several additional fast and slow EMAs as a visual ribbon, while the…

Tehniskie indikatoriSekošana tendenceiCenas impulssVēsturisko datu pārbaude
Strategy library

This strategy combines Bollinger Bands and Keltner Channels to classify price action as compressed or released, then uses a linear regression value to indicate the prevailing trend. Its signals also depend on candle direction and body size in one mode;…

Tehniskie indikatoriCenas impulssSvārstīgumsSekošana tendencei