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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
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
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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
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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
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
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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
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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
Dokumentu skaits: 7
Lumibot strategies
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy combines Bollinger Bands with the Relative Strength Index (RSI) to generate long and short signals. It buys when the close crosses above the lower band while RSI is below its oversold threshold, and sells short when the close crosses below the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasNākotnes līgumiKriptoaktīvi
Strategy library

This partial Pine Script describes a long-entry strategy that combines Bollinger Bands, three long-term simple moving averages, and RSI in a weighted oversold score. A close below the lower band contributes a point; trading below progressively longer…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This short-term strategy pairs WaveTrend with Chaikin Money Flow (CMF). WaveTrend measures price deviation from a smoothed channel and supplies overbought or oversold readings; CMF summarizes volume-adjusted buying and selling pressure. The stated rules…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only strategy seeks short-term pullbacks during a broader uptrend, using a 200-day simple moving average as a long-term filter and a 10-day average to identify pullbacks. The described entry occurs when price is above the long-term average and…

AkcijasAtgriešanās pie vidējās vērtībasSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses a fast and a slow exponential moving average to identify directional changes, with Stochastic RSI as a supplementary momentum signal. The stated EMA defaults are 12 and 25 periods. A crossover establishes direction, while two consecutive…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy combines RSI thresholds with Bollinger Bands to generate potential reversal entries for Litecoin. The described rules pair an RSI move back above an oversold threshold with a move through the lower band for a long signal, and an RSI move below…

KriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy combines up to five trend indicators—Heikin Ashi RSI, SSL Channel, Coral Trend, MACD DEMA, and WaveTrend—to identify possible reversals. A trader selects one or more indicators and enters long or short when all selected indicators agree on the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This trend-following strategy compares a faster and a slower moving average. A bullish crossover is treated as a long signal and a bearish crossover as a short signal, with each direction independently enabled. Users can choose from seven average types, set…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This Bitcoin strategy maps price into ten risk bands between a 200-week moving-average floor and a logarithmically derived upper level. It uses the band location to scale monthly dollar-cost averaging: purchases increase as price moves into lower bands,…

KriptoaktīviNākotnes līgumiPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This Pine Script strategy combines a moving average trend filter with measures of recent price compression to highlight possible VCP pivot setups. Its trend condition requires price and shorter averages to align above longer averages, with the long average…

AkcijasTehniskie indikatoriSvārstīgumsSekošana tendencei
Strategy library

This algorithm example demonstrates a two-stage method for narrowing a stock universe. Its coarse filter ranks available stocks by daily dollar volume and passes the five highest-volume names onward. A fine filter then ranks those candidates by…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaVēsturisko datu pārbaude
Strategy library

This example shows how to derive directional movement indicators from high, low, and close records. It obtains positive and negative directional indicators with a technical analysis library, then computes DX as the absolute difference between the two…

Tehniskie indikatoriStatistikaKriptoaktīviVēsturisko datu pārbaude
Strategy library

This 15-minute MACD strategy restricts entries to London and New York trading hours. It uses the standard 12, 26, and 9 settings, entering short when the signal line crosses above MACD while MACD is above zero, and long when it crosses below while MACD is…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

This strategy uses MACD crossovers to take trend-following positions. It compares a fast and a slow moving average, then smooths their difference into a signal line. A bullish crossover above zero triggers a long entry, while a bearish crossover below zero…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines MACD direction with a slow simple moving average as a trend filter. Long entries follow an upward histogram zero crossover when MACD is positive and its fast average exceeds its slow average; the price condition uses a lagged close…

Tehniskie indikatoriSekošana tendenceiCenas impulssVēsturisko datu pārbaude
Strategy library

This short-term rule set uses a zero-lag exponential moving average as the input for MACD, then filters crossovers with a 100-period EMA and RSI. Long entries require price above the EMA, an upward MACD crossover, and RSI above its midpoint; short entries…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

This strategy forms a volume-adjusted price by dividing the exponential average of closing price multiplied by volume by the exponential average of volume. It compares that measure with the previous close to choose a long or short direction, with an optional…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriCenas impulss
Strategy library

This strategy combines two Hull moving averages with Ichimoku components and Donchian range calculations to identify directional trades. Long entries require the faster Hull measure to exceed the slower one, price to clear the slower measure and…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses the Average True Range to set price bands around the midpoint of each bar, then tracks a trend state. A change from a downtrend to an uptrend generates a long signal; a change from an uptrend to a downtrend generates a short signal. The…

Nākotnes līgumiKriptoaktīviSekošana tendenceiSvārstīgums
Strategy library

This trend following system uses a short and a long exponential moving average to determine entries and exits. A bullish crossover opens a long position when none is open, while a bearish crossover closes that position. The described setup uses a 10-minute…

Tehniskie indikatoriSekošana tendenceiPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
Strategy library

This strategy uses a recursive bandpass filter to isolate price movement within a selected cycle range. A center-period setting and bandwidth-related parameter shape the filter, which is calculated from the midpoint price and prior filter values. The trading…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy combines percentile calculations over several lookback lengths with a longer reference range to estimate bullish and bearish conditions. It calculates upper-price percentiles and lower-price percentiles, counts how often these values sit beyond…

Sekošana tendenceiCenas impulssTehniskie indikatoriStatistika
Strategy library

This introductory order flow factor uses a rolling set of recent trades to estimate whether buying or selling pressure is stronger. It compares buy and sell quantities across the full set and a later portion of the sequence, then applies a hyperbolic tangent…

KriptoaktīviNākotnes līgumiAugstas frekvences tirdzniecībaTirgus veidošana
Strategy library

The document describes a Bitcoin intraday system that combines RSI, Money Flow Index, Stoch RSI, and MACD conditions. Its stated rules use oversold readings and indicator crossovers for long entries, and corresponding high readings and opposite momentum…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība