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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 strategy combines MACD, VWAP, RSI, and short and long EMAs to form directional signals for very short-dated options. A bullish setup requires MACD strength, price above VWAP, RSI above its midpoint, and the shorter EMA above the longer one; the bearish…

OpcijasCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes a pivot reversal strategy with alerts intended to route signals from a charting platform to a broker’s trading terminal. It identifies swing highs and lows using configurable left- and right-bar counts, then maintains the latest pivot…

Tehniskie indikatoriCenas izrāviensRīkojumu izpildeTirgus mikrostruktūra
Strategy library

The document introduces a strategy that turns price distance from a moving average into a volatility-normalized score. It calculates a rolling standard deviation and a z-score over a configurable lookback, then squares the displacement and applies a…

Tehniskie indikatoriStatistikaSvārstīgumsAtgriešanās pie vidējās vērtības
Strategy library

The article describes a trend strategy that uses a Parabolic SAR reversal to choose long or short direction and Bollinger Band levels as moving exits. Its prose says to enter long when price crosses above the prior SAR value and short when it crosses below,…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

This document describes a trend-following approach combining exponential moving averages, Ichimoku levels, and RSI cross-comparisons. The source code uses 13-, 21-, 89-, and 233-period EMAs, Ichimoku conversion and base lines, displaced cloud spans, and a…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This strategy combines Stochastic RSI signals from 5-minute and 15-minute timeframes with an ATR volatility filter and a signal cooldown. A %K/%D crossover in an oversold or overbought zone on the shorter timeframe starts a waiting state. A qualifying…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This document presents a simple Internal Bar Strength (IBS) strategy. IBS measures where the close falls within the current bar’s high-low range, scaled as a percentage. The rules enter long when IBS is below 5 and short when it is above 99, aiming to trade…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This document describes a long-only Bitcoin strategy using Bollinger Bands and RSI on a 15-minute chart. It presents three variants: one using 20-period bands, another using 17-period bands with stop-loss and take-profit levels, and a third that adds MFI…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This trend-following system uses a SuperTrend line to generate breakout signals, with a 200-period EMA confirming the broader direction and RSI optionally confirming momentum. Long entries require price above the EMA and RSI above 50 when the filter is…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This crypto pair strategy trades BTC against ETH when BTC has a sufficiently strong intraday move and outperforms or underperforms ETH. It takes the stronger leg in the direction of BTC’s move and the weaker leg in the opposite direction, aiming to capture…

KriptoaktīviPāru tirdzniecībaStatistikaPozīcijas apjoma noteikšana
Strategy library

This strategy uses a fast EMA crossing a slower SMA to identify potential trend changes, then applies RSI conditions to filter entries. Long signals follow an upward crossover and require RSI above 60; short signals follow a downward crossover and require…

Tehniskie indikatoriCenas impulssSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This strategy combines SSL Hybrid and SSL Channel direction signals with Wave Trend crossovers to enter long or short positions. It also requires the entry candle to stay below a height threshold, lie inside the Keltner Channel, and meet a target condition…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This ETH/USDT spot strategy runs a price grid while in attack mode. It places staggered buy orders and sells filled positions at grid levels, sizing orders as a fraction of total account value divided across the configured node count. The user can tune…

KriptoaktīviTūlītējo darījumu tirgiRežģa tirdzniecībaRiska pārvaldība
Strategy library

The described strategy combines a 50-period exponential moving average with RSI thresholds to form directional conditions: long when price is above the average and RSI is above 55, and short when price is below it and RSI is below 45. The narrative also…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This strategy seeks long entries when price crosses above the prior Donchian upper band, with an optional volume filter requiring volume to exceed its moving average. SuperTrend is one of four selectable exit methods; the others use the lower band, channel…

KriptoaktīviSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This script combines three types of long and short setup: fair value gap patterns, MACD crossovers paired with RSI thresholds, and flags requiring a moving-average relationship, high volume, and a gap. It further requires high volume relative to a moving…

Tehniskie indikatoriCenas impulssCenas izrāviensRiska pārvaldība
Strategy library

This document outlines a configurable strategy using Heikin Ashi prices, a moving average, and optional Money Flow Index conditions for entries. Longs are triggered by an upward cross of the smoothed close over the average, or by a low MFI reading while…

Tehniskie indikatoriSvārstīgumsRiska pārvaldībaSekošana tendencei
Strategy library

This strategy smooths four market inputs with Nadaraya–Watson kernel regression, then combines them using preset weights: closing price, RSI, ATR relative to price, and price deviation from a moving average. A crossover between the integrated signal and its…

MašīnmācīšanāsTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This channel strategy smooths typical price, calculated from the high, low, and close, with an EMA. It creates upper and lower percentage bands around a further smoothed centerline, using a 5% multiplier in the supplied formulas. The entry rules go long when…

Tehniskie indikatoriCenas izrāviensKriptoaktīviTūlītējo darījumu tirgi
Strategy library

This swing-trading framework enters long when a short moving average crosses above a longer one while RSI is above 50, and enters short on the opposite crossover with RSI below 50. It describes MACD as a tool for refining entry timing and Bollinger Bands as…

Vairāku aktīvu tirdzniecībaSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

The Percentage Volume Oscillator (PVO) compares short- and long-period exponential moving averages of volume as a percentage difference. A signal-line EMA and histogram help show changes in that relationship. The described strategy maps crossovers between…

Nākotnes līgumiCenas impulssTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

The available portion describes a trend-following strategy built around an ATR period and a sensitivity setting, with selectable Heikin-Ashi or regular-candle inputs. It includes optional stop-loss settings based on a percentage or fixed price points, a date…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

The Positive Volume Index (PVI) described here updates a cumulative price-change series only when current volume exceeds the previous bar’s volume. When volume does not rise, the index carries forward its prior value. The strategy compares this series with…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This strategy uses a fast 20-period exponential moving average and a slower 55-period exponential moving average to trade gold, identified in the description as XAUUSD. A cross of the fast average above the slow average triggers a long entry; a cross below…

IzejvielasSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude