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Zināšanu bibliotēka

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
Dokumentu skaits: 20,364
SuperMind
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
Dokumentu skaits: 7,090
BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
Dokumentu skaits: 1,033
Amberdata research
Dokumentu skaits: 766
FMZ forum
Dokumentu skaits: 682
FMZ digest
Dokumentu skaits: 662
vn.py community
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QuantInsti blog
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Galaxy Research
Dokumentu skaits: 340
QuantStart
Dokumentu skaits: 246
Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
Dokumentu skaits: 181
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
Dokumentu skaits: 50
Quantopian lekcijas
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Binance API docs
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FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
Dokumentu skaits: 28
Zipline
Dokumentu skaits: 22
FMZ live strategies
Dokumentu skaits: 21
Jesse
Dokumentu skaits: 17
pyfolio
Dokumentu skaits: 16
Alphalens
Dokumentu skaits: 14
WonderTrader
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy describes one-hour breakout trading with an EMA trend filter, an ATR volatility threshold, and a limited intraday entry window. Long signals use a recent high breakout with price above the 50-period EMA; short signals require a recent low break…

Nākotnes līgumiCenas izrāviensSekošana tendenceiSvārstīgums
Strategy library

This strategy combines a short-period Relative Strength Index (RSI) with a long-period simple moving average to seek counter-moves within a broader price regime. It enters long when RSI is below its oversold threshold while price is above the moving average,…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This indicator combines two smoothed range filters to represent shorter and intermediate directional movement, an exponential moving average (EMA) as a broader trend reference, and the Ultimate Oscillator (UO) to flag overbought or oversold conditions. Buy…

Tehniskie indikatoriCenas impulssSekošana tendenceiNākotnes līgumi
Strategy library

This strategy uses a Donchian channel, calculated from recent highs and lows, to define breakout entries and exits for both long and short positions. The midpoint serves as the stop level, while take-profit levels are placed beyond the channel boundaries.…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy estimates historical volatility from rolling extremes in closing and intraday prices, scaled by a time factor. It compares the resulting measure with upper and lower thresholds: a reading above the upper band sets a long position, while one…

Nākotnes līgumiSvārstīgumsStatistikaVēsturisko datu pārbaude
Strategy library

The visible script describes a static geometric grid for ETH/USDT spot trading. It sets upper and lower price bounds, divides the range into levels, and assigns a cash amount to each level. The configuration disables grid trailing upward, so the range…

KriptoaktīviTūlītējo darījumu tirgiRežģa tirdzniecībaRīkojumu izpilde
Strategy library

This strategy combines a fast and slow exponential moving average with a smoothed stochastic oscillator. The relative position of the averages defines the trend filter: long entries are considered when the fast average is above the slow one, while short…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy identifies support and resistance from confirmed pivot highs and lows, retaining recent pivot levels within a configurable lookback. It looks for bullish or bearish breaks when price closes beyond clustered levels that have been tested a…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following strategy uses changes in Supertrend direction, an ATR-based indicator, to trigger long or short entries within a configurable date range. Trade direction can be limited to long, short, or both. The strategy also maintains a trailing stop…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy generates entries after configurable runs of consecutive rising or falling closes. Traders can choose the permitted direction, invert the original signals, or allow a direct reversal from one position to the other. It adds selectable stop…

Cenas impulssSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This five-minute strategy uses MACD direction to define trend alignment and the Commodity Channel Index (CCI) to set entry and exit thresholds. It enters long when MACD is above its signal line, CCI is at or below a configurable buy threshold, and volume is…

Tehniskie indikatoriCenas impulssStatistikaVēsturisko datu pārbaude
Strategy library

This short-term strategy combines a 200-period EMA, MACD, and smoothed Williams %R. It enters long when price is above the EMA, the MACD histogram is positive, and the faster smoothed %R line is above the slower line. Short entries require the opposite…

Tehniskie indikatoriCenas impulssNākotnes līgumiKriptoaktīvi
Strategy library

This intraday strategy uses a short-period Money Flow Index (MFI) to identify possible buying or selling pressure in cryptocurrency markets. It looks for MFI readings at the extreme boundaries, then uses the following candle’s direction and body size to…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas izrāviens
Strategy library

This framework plots four exponential moving averages and triggers signals when the 9-period EMA crosses the 50-period EMA. A cross above prompts a long entry and a suggestion to buy a call; a cross below prompts a short entry and a put suggestion. The…

Tehniskie indikatoriSekošana tendenceiOpcijasNākotnes līgumi
Strategy library

The visible script describes a long-focused strategy built around a Supertrend crossover, with ATR-based settings and a ladder for taking partial profits. It also defines 50-, 100-, and 200-period EMAs on the chart timeframe and a selectable higher…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsPozīcijas apjoma noteikšana
Strategy library

This strategy uses ten simple moving averages, ranging from 10 to 100 days, as a broad trend filter. It generates a long signal when the close is above every average and a sell signal when the close is below every average. The accompanying implementation…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

This strategy pairs RSI thresholds with a long-term simple moving average to govern entries and exits. It enters long when RSI is below its lower threshold while price remains above the moving average, and enters short when RSI exceeds its upper threshold…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This script is a framework for tracking account evaluation constraints alongside strategy orders. It defines account-size-based daily loss limits, total loss limits, and profit targets, and tracks daily performance and trading-day counts. Trade direction is…

Riska pārvaldībaPozīcijas apjoma noteikšanaTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy uses a fast EMA above a slow EMA as a broad upward-trend filter, then seeks long entries when the close is above both the session VWAP and the open. It also requires a very low RSI reading within the preceding ten bars, treating a recent…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This short-term system combines a fast and intermediate EMA crossover with a slower EMA trend filter and RSI confirmation. A long entry requires the faster EMA to cross above the intermediate EMA, price to be above the slower EMA, and RSI to lie within a…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This strategy derives the MACD Histogram by subtracting the signal average from the difference between fast and slow moving averages. It opens a long position after the Histogram has risen for a configured run of bars and a short position after it has fallen…

Tehniskie indikatoriCenas impulssKriptoaktīviNākotnes līgumi
Strategy library

This example demonstrates constructing a call butterfly on an equity option chain. It subscribes to an underlying and its options, then filters the chain to standard contracts within a range of strikes and expirations. On a data update, it skips trading if…

OpcijasAkcijasRīkojumu izpildeAtvasināto instrumentu cenu noteikšana
Strategy library

This intraday approach uses the prior session's high and low as breakout levels. It enters long when price closes above the prior high while the fast EMA is above the slow EMA, and enters short when price closes below the prior low with the EMA alignment…

Cenas izrāviensCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

The strategy combines a fast and slow exponential moving average crossover with price position relative to VWAP and an RSI direction filter. A long signal occurs on an upward crossover when price is above VWAP and RSI is above its midpoint; a short signal…

Cenas impulssTehniskie indikatoriSvārstīgumsRiska pārvaldība