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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
Dokumentu skaits: 7,910
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
Dokumentu skaits: 157
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
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy looks for a large candle followed by a candle in the opposite direction. It measures candle body size and full high-to-low range, then compares those values with rolling RMA averages over a lookback period. A prior bearish candle can set up a…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgumsNākotnes līgumi
Strategy library

The document explains a trend-following method that compares a short-period moving average with a long-period one. An upward crossover signals a long entry, while a downward crossover signals an exit or short entry. It gives a five-day and fifteen-day…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This reversal approach pairs a Super Trend line, built from price and ATR bands, with a transformed and smoothed RSI. The source scales RSI around its midpoint, applies a five-period weighted moving average, and transforms the result with a hyperbolic…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSvārstīgumsNākotnes līgumi
Strategy library

This Pine Script toolkit demonstrates risk-management methods around a fast and slow EMA crossover strategy. A bullish crossover opens a long, while a bearish crossover opens a short or exits the long. The script describes four ways to set initial…

Tehniskie indikatoriRiska pārvaldībaSekošana tendenceiPozīcijas apjoma noteikšana
Strategy library

The excerpt presents the setup for a TradingView strategy called Session Breakout Scalper Trading Bot. Its visible configuration uses percent-of-equity sizing, disables pyramiding, and sets initial capital and trading costs in the strategy declaration. It…

Cenas izrāviensPozīcijas apjoma noteikšanaRīkojumu izpildeVēsturisko datu pārbaude
Strategy library

This introductory Turtle-style system uses Donchian channels to generate trend-following entries. A break above the entry channel triggers a long position, while a break below it triggers a short position; channel breaks in the opposite direction close…

Nākotnes līgumiCenas izrāviensSekošana tendenceiSvārstīgums
Strategy library

The document introduces a Pine Script strategy named Parallax Covenant and shows its initial setup and configurable regime-engine inputs. These include Ichimoku-style Tenkan, Kijun, and Span B lengths, average candle-body measures, and band thresholds…

Tehniskie indikatoriStatistika
Strategy library

This strategy combines fair value gap structure with a moving-average trend filter and volatility-aware trade management. It identifies price gaps, looks for a reversal that inverts the gap, and uses the relative position of shorter and longer simple moving…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This strategy smooths recent price changes to estimate volatility, then uses that estimate to create a range filter around price. The filter advances when price moves beyond a volatility-scaled distance, while the band width is determined by the smoothed…

SvārstīgumsCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines several order flow concepts to identify possible trend starts and reversals. It calculates Delta by assigning volume to rising or falling candles, identifies volume concentration and buy/sell imbalances, and looks for consecutive…

Tirgus mikrostruktūraTehniskie indikatoriCenas izrāviensRiska pārvaldība
Strategy library

This strategy combines a fast and slow exponential moving average crossover with a MACD line and signal-line crossover. It enters long when both cross upward and short when both cross downward. Average true range sets stop-loss and take-profit distances…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

Quickie is a five-minute long strategy intended to capture momentum while closing trades quickly and limiting losses. Entries require ADX above 30, a rising nine-period TEMA below the middle Bollinger Band, and the close below the 200-period SMA. Exits…

Cenas impulssTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This long-only strategy uses Ichimoku cloud conditions to identify an upward trend and time entries. It requires the first leading line to be above the second, the close to cross above the first line, and a bullish candle. An optional EMA filter requires the…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines a Jurik moving average with the relative strength index to create directional signals. The described rule enters long when the JMA crosses above the RSI and short when it crosses below; exits can follow a reverse cross or a price-based…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This long-only XAUUSD strategy builds an opening range from 13:00 to 14:00 UTC, then looks for a close above that range during a defined New York entry window. The signal also requires a bullish candle and volume above 1.5 times its 20-bar average. It limits…

IzejvielasCenas izrāviensTehniskie indikatoriSvārstīgums
Strategy library

This chart strategy combines Bollinger-style bands with a custom trend line. The bands use an exponential moving average and a standard-deviation width based on a 30-bar lookback. The source records prices when the input crosses a band, then uses those…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendenceiNākotnes līgumi
Strategy library

This strategy uses K-nearest neighbors to classify the current market state from similar historical observations. Users can choose a price-derived input, such as HL2, VWAP, or a moving average, and a target such as price action or volatility. The directions…

MašīnmācīšanāsSekošana tendenceiStatistikaTehniskie indikatori
Strategy library

This oscillator strategy uses the Chande Momentum Oscillator to signal potential reversals. It calculates CMO over three lookback periods, takes the average of their absolute values, and compares the result with upper and lower thresholds. The described…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This long-only trend-following method combines a 200-period moving average, custom Bollinger Bands, a weighted moving-average True Strength Index, and ADX. The stated entry setup requires price above the long-term average, repeated closes above the upper…

AkcijasSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This script combines a fast and slow EMA crossover with two filters. A long signal requires the fast EMA to cross above the slow EMA, the hourly close to be above its hourly EMA, and the current close to be above VWAP. Shorts require the inverse conditions:…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

The document introduces a strategy combining MACD, a 200-period exponential moving average, and pivot-based support and resistance. The visible code defines a long signal when MACD crosses above its signal line below zero while price is above the EMA. A…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses exponential moving averages to calculate MACD and its signal line. Its stated approach combines a MACD crossover with a configurable threshold for long entries, then closes a position after a qualifying crossover when the signal line is…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy uses a moving average, set to a 200-period length by default, as a trend reference for BankNifty futures. It looks for price movement across the average and opens a long or short position after a candle interaction with the line followed by a…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This trend strategy combines two MACD calculations with a simple price-momentum ratio and Stochastic RSI. The faster MACD’s difference from its signal line and the second MACD’s corresponding value must agree in direction; the price ratio provides another…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss