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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
Dokumentu skaits: 164
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)
Dokumentu skaits: 132
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 uses crossovers between a shorter 47-period exponential moving average and a longer 95-period EMA. A cross above opens a long position, and a cross below closes it. The accompanying description places the method on a 15-minute timeframe and…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This trend-following system smooths price data with Heikin-Ashi candles and looks for a sequence of three candles in one direction followed by a candle in the opposite direction. It records that reversal candle’s high or low and enters only when price breaks…

Sekošana tendenceiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

This strategy uses a 14-period RSI and configurable overbought and oversold levels. The accompanying explanation says an RSI cross above the upper level opens a long position and a cross below the lower level opens a short, aiming to trade moves from extreme…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība
Strategy library

This QuantConnect example shows how to build a volatility model from an indicator and manage corporate-action price discontinuities. It calculates the ratio of a rolling standard deviation to a simple moving average, both using the same seven-period window,…

SvārstīgumsAkcijasRiska pārvaldībaStatistika
Strategy library

This stock-timing strategy monitors five RSI periods, with separate oversold thresholds. A long entry signal occurs when any enabled RSI falls below its own threshold; the strategy closes positions when all five RSI readings rise above their respective…

AkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy builds a three-leg basket for a football match: Yes contracts for a chosen team to win, a 0–0 score, and a 0–1 score. It checks the combined ask cost against a maximum and estimates the basket’s covered probability with a Poisson goal model.…

Uz notikumiem balstīta tirdzniecībaStatistikaRīkojumu izpildeRiska pārvaldība
Strategy library

This TradingView strategy lays evenly spaced price levels between upper and lower bounds. Bounds can be set manually or calculated from recent highs and lows or a simple moving average, with a lookback and deviation parameter to adjust the range. When price…

KriptoaktīviNākotnes līgumiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This strategy discusses combining conventional exponential moving average crossovers with MAMA and FAMA, adaptive averages derived from Hilbert-transform phase information. The document presents fast EMA crossing above or below a slow EMA as directional…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses a Klinger-style volume oscillator to turn price and volume information into directional signals. It assigns volume a positive or negative sign according to whether the high-low-close average rises or falls from the prior bar, then smooths…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This strategy identifies market structure by comparing successive swing highs and lows. Confirmed pivots are used to classify higher highs and higher lows as an uptrend, or lower highs and lower lows as a downtrend. A break against the established structure…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

This strategy combines a one-bar rate of change, a 14-bar linear regression, a 50-bar exponential moving average, and a sigmoid transformation of price change. It opens a long position when momentum is positive, regression is above the EMA, and the…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This contrarian strategy looks for a break of a recent high or low followed by a simple candle reversal condition. A low sweep followed by a bullish close above the prior close creates a long signal; a high sweep followed by a bearish close creates a short…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasSvārstīgums
Strategy library

This daily-chart strategy uses the prior weekly EMA 8 as a trend reference and potential support or resistance. It enters long when a daily candle closes above the weekly average while forming a bullish engulfing pattern, hammer, or closing-price reversal. A…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This long-only reversal approach uses the Commodity Channel Index to identify potential oversold conditions. Rather than keeping one buy threshold, it selects among preset CCI levels according to whether the indicator’s lowest readings over several lookback…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy enters long when the 50-period EMA crosses above the 200-period EMA and short when it crosses below. It pairs those trend signals with a fixed stop one percent from entry and a profit target set at twice that risk, creating a stated 1:2…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This example demonstrates how to request historical bars for a custom data type in an algorithmic trading engine. It registers an hourly custom-data subscription, requests 48 hours of history, and checks that results include expected OHLC fields and a custom…

Vēsturisko datu pārbaude
Strategy library

This strategy identifies candidate support and resistance levels from local high and low fractals. The accompanying description says each turning point needs two bars of confirmation, so the levels arrive with a delay. Over a configurable lookback, the…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This open-source strategy seeks long entries when price and four exponential moving averages form a bullish ordering: price above the 9-period EMA, followed by the 9-, 20-, 50-, and 200-period averages in descending order. It also requires ADX to exceed a…

Sekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy uses a fast and slow simple moving average crossover to set direction, then filters entries with momentum and trend strength. A bullish crossover is considered for a long when RSI is above its midpoint and ADX exceeds a minimum; the reverse…

KriptoaktīviSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy defines bullish and bearish engulfing patterns using the relationship between consecutive candles’ open, close, and prior high or low. It treats a candle as a doji when its open-close difference is no more than a small fraction of its full…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriCenas impulss
Strategy library

This strategy combines three SuperTrend calculations with different ATR periods and multipliers to represent fast, medium, and slow directional signals. Their directions are combined into a trend-strength score, while an ADX threshold filters for stronger…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This market-making example sets a simple moving average as a reference price and places a notional buy level below it and sell level above it using a configured spread and price offset. It buys when the close reaches the buy level, provided inventory remains…

Tirgus veidošanaRīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
Strategy library

This short-term long strategy looks for three recent bullish candles, then checks whether the current price lies within a specified percentage range based on the lowest open and highest close across those candles. The description presents the setup as a…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy builds trendlines from recent swing highs and lows detected with pivot points. It estimates their slope using ATR, standard deviation, or linear regression, then scales the slope with a user setting. A close crossing above the upper line or…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei