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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
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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
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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
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
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
Dokumentu skaits: 34
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
Dokumentu skaits: 17
pyfolio
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Alphalens
Dokumentu skaits: 14
WonderTrader
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 trend strategy enters when price is above a 200-period EMA and RSI exceeds its threshold. It exits when price falls below the EMA or RSI drops below the threshold, with percentage-based stop-loss and take-profit orders also specified. A…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines directional movement, trend-strength filtering, and the Commodity Channel Index to time long and short trades. Its description proposes using ADX to confirm a strong trend, DI+ and DI− to identify direction, and CCI extremes to seek…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

The strategy constructs a WaveTrend oscillator from the high, low, and close average, using successive EMA smoothing steps. It compares the oscillator with overbought and oversold thresholds, while a long-term simple moving average classifies the broader…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The visible portion describes a scalping strategy that scores directional conditions across multiple technical indicators and uses a minimum score threshold for entries. It includes an ADX filter for trend strength and direction, with separate positive and…

Tehniskie indikatoriCenas impulssRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

The available excerpt describes a scalping strategy with four selectable entry modes: EMA crossover, deviation from session VWAP, Heikin Ashi candles confirmed by RSI, and short-term price structure. The modes have different intended uses: EMA crossover and…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This strategy combines a CCI-based trend filter, MACD crossovers, and an ATR trailing stop. Its explanation describes using CCI to classify the broader direction, MACD crosses to time entries, and ATR-based levels to manage exits. The parameters include an…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines 9-period and 21-period EMAs to detect directional crossovers, then filters entries using RSI and a minimum volume condition. A long signal requires the fast EMA to cross above the slow EMA, RSI to exceed 40, and volume to clear the…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy combines rate-of-change momentum, smoothed with three successive exponential moving averages, with the Money Flow Index. It enters long when smoothed momentum is positive and MFI is above its middle level, and enters short when both are below…

Cenas impulssTehniskie indikatoriTūlītējo darījumu tirgiKriptoaktīvi
Strategy library

This strategy uses a smoothed 14-period RSI with a 45-period weighted moving average and an 89-period exponential moving average, both calculated on the RSI. It enters long when the WMA crosses above the EMA while RSI is below 50, and enters short when the…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This trend-following method compares a group of six short-period weighted moving averages with six longer-period ones. For a long entry, the highest short WMA must cross above the lowest long WMA, followed by confirmation that every short WMA is above every…

Sekošana tendenceiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This bidirectional strategy looks for a two-candle pattern using direction, body size, and volume. The adjacent candles must move in opposite directions, the later candle's open-to-close range must be larger, and its volume must be lower than both the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy combines three indicators to identify directional trends and screen entries. It signals long when price is above both Ichimoku leading spans and VWAP while 14-period ADX exceeds 25. A short signal uses the inverse price relationships with the…

KriptoaktīviSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This script combines a volatility squeeze indicator with a rate-of-change filter to define directional trading conditions. It compares Bollinger Bands with Keltner Channels to identify when volatility is compressed or expanding, and calculates a…

Tehniskie indikatoriCenas impulssSvārstīgumsCenas izrāviens
Strategy library

This strategy switches between trend-following and range-trading logic according to ADX. When ADX is above the stated threshold of 25, it uses Supertrend direction, the relationship between 20- and 50-period exponential moving averages, and price relative to…

Nākotnes līgumiSekošana tendenceiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This QuantConnect example demonstrates a basic algorithm framework setup for testing insight-weighted portfolio construction. It selects SPY manually, generates recurring upward price insights with a fixed weight, converts those insights into portfolio…

AkcijasPortfeļa veidošanaRīkojumu izpilde
Strategy library

This system transforms price using a weighted combination of the high, low, and close, then computes two custom exponentially weighted averages with short and long lookback windows. A crossover of the faster curve above the slower one signals a long entry; a…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This example builds an options workflow around VIX index options. It subscribes to minute data, filters contracts to a bounded strike range and expirations within a selected window, then selects the nearest available expiry. From that expiry it sorts call…

OpcijasSvārstīgumsRīkojumu izpildeASV tirgi
Strategy library

This strategy uses a short simple moving average and three price levels set below it to scale into a long position. It adds one unit as price crosses each successive level, up to three units, and exits the long when price falls below the moving average. The…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy derives dynamic price support and resistance from pivots in the Commodity Channel Index. It identifies CCI pivot highs and lows, applies a buffer, and scales those values into price levels using the deviation and average of typical price. A…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasSekošana tendenceiTehniskie indikatori
Strategy library

This strategy requires three indicators to align before opening a position. A long signal occurs when the MACD histogram crosses above zero, the Supertrend direction is bullish, and the shorter double exponential moving average is above the longer one. A…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This trend-following strategy combines 9-period and 21-period exponential moving averages on the active chart with a 4-hour EMA filter. It looks for the faster EMA to lead the slower one, then requires price to be above the higher-timeframe fast EMA for a…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This intraday SPY strategy uses crossovers between 5-period and 9-period simple moving averages to generate long and short entries. A signal is allowed only when current volume exceeds the previous bar’s volume and the crossover occurs during the specified…

AkcijasOpcijasTehniskie indikatoriRīkojumu izpilde
Strategy library

This strategy combines a 20-period simple moving average and a standard deviation band with a second midpoint derived from recent highs and lows. It averages the two midlines, then enters long when price crosses above the combined line and short when it…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This script combines fair value gap conditions with rolling 50-bar highs and lows to generate long and short signals. It calculates a 14-period ATR and places a stop at a multiple of ATR from the current close. For each signal, it submits five entries with…

Tehniskie indikatoriSvārstīgumsRiska pārvaldībaRīkojumu izpilde