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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
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
Dokumentu skaits: 7,910
MQL5 code base
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BigQuant
Dokumentu skaits: 3,481
Bitget Academy
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MQL5 articles
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TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
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Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
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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
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QuantStart
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Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
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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
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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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WonderTrader
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Alphalens
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backtesting.py
Dokumentu skaits: 11
Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy compares the current daily close with the previous daily close, divides the difference by the previous close, and uses a positive or negative threshold to determine direction. When the ratio exceeds the positive threshold it signals long; when…

Nākotnes līgumiKriptoaktīviCenas impulssVēsturisko datu pārbaude
Strategy library

This strategy combines an ATR-based trailing stop with moving-average trend checks, price relative to the daily open, and unusual-volume confirmation. Its described defaults include a 10-period ATR multiplied by two, JLines Cloud averages of 72 and 89…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

The QFL approach seeks long entries after sharp selloffs, using a historical base level and ATR-based movement criteria to distinguish panic from ordinary price fluctuation. It also defines a rebound level for profit taking and a cooldown period to limit…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasSvārstīgums
Strategy library

This strategy uses RSI threshold crossings to enter and exit long and short positions. It opens a long when RSI rises above the oversold threshold and a short when RSI falls below the overbought threshold. Longs close when RSI falls below the overbought…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasNākotnes līgumi
Strategy library

This strategy combines five Relative Momentum Index signals with a Chande Momentum Oscillator. A long setup requires the oscillator to cross its buy threshold, four RMI readings to be below their buy lines, and a fifth RMI to be above its buy level. The…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

This strategy pairs a 200-period simple moving average with a 14-period RSI. It opens a long when price is below the moving average and RSI crosses upward through the oversold threshold of 30. It closes that long when price is above the moving average and…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy identifies candidate support and resistance using pivot highs and lows confirmed by a configurable number of bars on each side. It tracks whether a level has been broken, then looks for a return toward that level within a tolerance. A break…

KriptoaktīviCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

R-Breaker derives six intraday trigger levels from the prior session’s high, low, and close. These levels define breakout entries as well as observation and reversal thresholds. When flat, the strategy opens a long above the upper breakout level or a short…

Nākotnes līgumiCenas izrāviensAtgriešanās pie vidējās vērtībasSekošana tendencei
Strategy library

This strategy tracks the high and low formed during the first 15 minutes of the London and New York sessions, using New York time. Once each range is set, it can enter long on a break above the high or short on a break below the low. A minimum range size…

Nākotnes līgumiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

This intraday strategy defines an opening range from the early session high and low, then looks for trades after that range is established. A long requires a close above the range high, price above VWAP and the 9-period EMA, and a candle low that reaches…

AkcijasNākotnes līgumiCenas izrāviensCenas impulss
Strategy library

This long-only method builds modified Heiken Ashi candles by first applying an EMA to open, high, low, and close, then smoothing the resulting candle open and close with another EMA. A color change from bearish to bullish triggers a long entry; a change back…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…

KriptoaktīviPerpetuālie nākotnes līgumiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This multi-signal strategy describes three trade ideas: mean reversion after a price gap, momentum entries when price crosses VWAP, and breakouts following a volatility compression. It uses moving averages, RSI, VWAP, and ATR to characterize trend and…

AkcijasCenas izrāviensAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This system combines a volume and ATR weighted strength oscillator, a trend persistence measure, and a modified ATR to estimate trend strength, duration, and volatility. Dynamic length calculations adjust the indicators to market conditions. Their weighted…

Nākotnes līgumiKriptoaktīviSekošana tendenceiAtgriešanās pie vidējās vērtības
Strategy library

This BTC futures strategy combines Bollinger Band crossings with MACD momentum signals and moving average context. It describes long entries after price crosses back above the lower band, including cases where the MACD difference also crosses above its…

Nākotnes līgumiKriptoaktīviCenas izrāviensCenas impulss
Strategy library

This document outlines a long-only setup that combines a moving-average trend filter with a support-level false-breakout signal. It defines an uptrend when the 50-period simple moving average is above the 200-period average. Support is calculated from the…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This breakout-style indicator estimates trend direction by comparing the current close with averages of recent pivot highs and pivot lows. It calculates pivot points using a configurable left-and-right bar period, retains a chosen number of pivots, and…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

This trend-following method smooths On-Balance Volume with two exponential moving averages. A crossover of the faster average above the slower one signals a long position; a cross below signals a short position. The document describes periods of 6 and 24 for…

KriptoaktīviTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
Strategy library

The document presents a crypto trading concept that combines VWAP, order-book conditions, volume changes, staged entries, and hedging. Its stated rationale is to use liquidity and market-participant behavior to time trades, while averaging into positions…

KriptoaktīviTirgus veidošanaTirgus mikrostruktūraRiska pārvaldība
Strategy library

This strategy uses four exponential moving averages, calculated over 20, 50, 100, and 200 bars, to filter directional trades. A long entry requires the close to be above all four averages and to exceed the previous bar’s high; a short entry requires the…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiRiska pārvaldība
Strategy library

This short example describes a cross-exchange arbitrage loop for ETH. It reads the second bid level on one exchange and the second ask level on another, then compares their prices. When the bid-to-ask ratio reaches a configurable minimum, it buys on the…

KriptoaktīviArbitrāžaTirgus mikrostruktūraRīkojumu izpilde
Strategy library

This strategy seeks long entries around a potential double bottom near support, using oversold readings from RSI, RVI, and MFI alongside upward breaks of SAR and a long moving average. Its description frames the setup as a blend of reversal and trend…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas izrāviensRiska pārvaldība
Strategy library

This cryptocurrency strategy combines RSI and Stochastic RSI signals with a higher-timeframe RSI filter. It treats low RSI and Stochastic RSI readings as oversold conditions, then uses the weekly RSI to screen for long entries when the broader trend meets a…

KriptoaktīviTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This document explains how to make a strategy's backtest start time configurable. A user supplies a year, month, day, hour, and minute; the script converts those inputs into a timestamp and allows strategy conditions to trigger only once the current bar time…

Vēsturisko datu pārbaudeStatistika