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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
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
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 short-term strategy uses the Stochastic Momentum Index (SMI) to identify price extremes, with two lookback settings and moving-average smoothing intended to filter signals. The document explains that the indicator compares closing price with the recent…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy combines a 10-period exponential moving average (EMA), a 20-period simple moving average (SMA), and MACD to seek long entries during possible trend reversals. It enters when the EMA is above the SMA while the MACD line has crossed above its…

KriptoaktīviSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

The document presents a Bitcoin perpetual futures strategy intended for one-hour charts, combining signals across daily, four-hour, and hourly timeframes. Its stated entry framework uses a daily EMA trend filter, four-hour RSI, and hourly RSI, MACD,…

KriptoaktīviPerpetuālie nākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines a smoothed trend estimate from a time-series decomposition filter with volume-weighted price, Bollinger Band position measures, and a change in the difference between OBV and PVT. It compares Bollinger %B readings for price and the…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriSekošana tendencei
Strategy library

This document outlines a trend-following system that uses crossovers between shorter and longer moving averages. Its stated example enters long when the 8-period average crosses above the 13-period average and enters short when it crosses below. The source…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This long-only strategy combines a MACD crossover with a simple moving average filter. It enters when the MACD line crosses above its signal line, the MACD line is above zero, and the close is above the moving average. It exits when the close falls below…

Nākotnes līgumiKriptoaktīviCenas impulssSekošana tendencei
Strategy library

This strategy plots Hull moving averages with periods 21, 233, and 377, then uses the shorter and intermediate averages to generate directional signals. A long entry occurs when the 21-period HMA crosses above the 233-period HMA; a short entry is triggered…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses two zero-lag EMA lines, with lengths set to 5 and 34, to identify trend changes. It enters long when the faster line crosses above the slower one and short when it crosses below. It also allows entries when price crosses the faster line in…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This trend-following strategy uses an ATR-based trailing line to adapt the stop distance to recent volatility. Price crossing the stop establishes a directional state, while the trading code generates entries when price crosses that trailing line. The price…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This script outlines a session breakout system that tracks the high and low of an Asian trading window, then evaluates trades during a separate trading window. Its visible settings allow long-only, short-only, or two-sided trading, optional end-of-day…

Cenas izrāviensRiska pārvaldībaPozīcijas apjoma noteikšanaTehniskie indikatori
Strategy library

This strategy builds a trailing trend line from pivot points and an ATR range, then combines it with directional and trend-strength checks. In the supplied code, a long entry requires price above the trailing line and a simple moving average, along with ADX…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

This strategy combines a T3 smoothed average with a three-bar bearish candle pattern to time short entries. The T3 line is built from six successive exponential moving averages and weighted coefficients. The described rule requires price to be above the T3…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This stock trend strategy adapts channel boundaries to recent volatility. It calculates a 21-day average true range (ATR) and recent high and low values, then offsets the channel edges inward by three times ATR. A signal is produced when price crosses a…

Nākotnes līgumiKriptoaktīviSekošana tendenceiSvārstīgums
Strategy library

This averaging strategy identifies pivot lows as support references and looks for price to fall below a reference level while relative volume exceeds a threshold. If a position is open and floating loss reaches a configured level, it adds further long…

Pozīcijas apjoma noteikšanaRiska pārvaldībaTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This price-action strategy looks for a three-bar Horn structure and waits for a fourth confirmation bar to break beyond the preceding pattern. A bullish setup uses a higher middle low, bullish outer bars, and a bullish confirmation close above the pattern…

Tehniskie indikatoriCenas izrāviensRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This long-only strategy uses a 13-period and a 26-period simple moving average to identify crossovers. It opens a long position when the faster average crosses above the slower one. It closes the position when the averages cross in the opposite direction or…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This strategy combines trend strength, momentum, and price relative to VWAP to generate long and short signals. It uses ADX above 25 as a trend filter, RSI and Stochastic RSI extremes to identify momentum conditions, and requires price below VWAP for a long…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This proposed long strategy classifies conditions as trending, volatile, or consolidating using ATR, its smoothed average, and price distance from a 200-period simple moving average. It then combines a 10-period EMA crossing a 30-period SMA with MACD and…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This long-only trend-following system uses a 9-period simple moving average and a 50-period simple moving average. A bullish crossover opens a position, while a bearish crossover closes it. The strategy requires the 14-period RSI to be above a threshold, set…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy combines Parabolic SAR with an EMA to determine direction and qualify entries. SAR above price indicates a bearish state, while SAR below price indicates a bullish state. It proposes entering long when price is above the EMA in a bullish state…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiRiska pārvaldība
Strategy library

This indicator combines the Ichimoku Kijun-sen with an exponential moving average to produce directional crossover signals. The Kijun-sen is calculated as the midpoint of the highest high and lowest low over its lookback period; the example uses 26 periods.…

Tehniskie indikatoriSekošana tendencei
Strategy library

This strategy compares the averages of fast and slow moving-average ribbons to identify directional changes. The described configuration uses a five-day EMA and a 25-day WMA for the fast ribbon, and a 28-day EMA and a 72-day WMA for the slow ribbon; crossing…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy script combines several indicators to define long and short entries on a selected symbol and timeframe. It uses a MACD line and signal-line crossover, then filters signals with ADX strength, price relative to a moving average, RSI relative to…

KriptoaktīviTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This futures strategy estimates signed volume from lower-timeframe candles: volume is positive when a candle closes above its open, negative when it closes below, and zero when unchanged. It distributes those values across price bins within the chart…

Nākotnes līgumiTirgus mikrostruktūraRīkojumu izpildeRiska pārvaldība