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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
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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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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WonderTrader
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Alphalens
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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 strategy combines a 200-period EMA and a 100-period SMA with MACD conditions. A long setup requires price above both averages, a MACD fast-line cross above its signal line, and a MACD value above zero; the short setup applies the inverse conditions.…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following system uses 5-, 14-, 34-, and 55-period exponential moving averages to define direction: bullish alignment requires each shorter EMA to be above the next, with the inverse alignment for bearish conditions. It combines that structure with…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This example demonstrates how to customize transaction assumptions in a backtest by supplying separate models for fees, slippage, order fills, and buying power. Its sample algorithm trades an equity, while the custom fee calculation applies a minimum charge…

Vēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
Strategy library

This strategy follows crossovers between 10-period and 40-period simple moving averages, taking long positions when the shorter average crosses above the longer one and short positions on the reverse crossover. It trades only during a configured intraday…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy seeks reversals near support and resistance levels derived from recent highs and lows. It combines proximity to those levels with candlestick patterns or RSI divergence, a simple moving average trend filter, and a volume condition. Long setups…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This reversal framework looks for trades near recent support and resistance, defined by the lowest low and highest high over a lookback window. It requires price to be near one of those levels, then looks for a reversal cue such as a candlestick pattern or…

Atgriešanās pie vidējās vērtībasCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses separate Bollinger Band settings to generate long and short signals. A close crossing above the lower band of the long configuration triggers a long entry; a close crossing below the upper band of the short configuration triggers a short…

Tehniskie indikatoriCenas izrāviensAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This strategy uses a volume-weighted moving average to define direction, entering long when price is above it and short when price is below. An RSI calculated on the VWMA acts as a filter for long entries, while an ATR trailing stop tracks price and can…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsPozīcijas apjoma noteikšana
Strategy library

This strategy uses Ichimoku components to combine short-, medium-, and longer-term trend checks. Its entry logic looks for bullish conditions around the Tenkan and Kijun lines, the projected cloud, and price behavior; exits use corresponding bearish…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This example constructs a relative spread indicator from daily closes for soybean oil, palm oil, and rapeseed oil futures. It calculates the difference between two pairwise price spreads and scales that value by the difference between rapeseed oil and palm…

IzejvielasNākotnes līgumiPāru tirdzniecībaArbitrāža
Strategy library

This strategy uses a 14-period RSI to trade extreme readings in the opposite direction. It defines two oversold zones for long entries and two overbought zones for short entries, with an additional unit intended at the more extreme threshold. The document…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This partial Pine Script tutorial shows the setup for a strategy built around three configurable moving averages. Each average has a selectable period, type, price source, timeframe, and visibility, with defaults of 50, 100, and 200 periods. The script also…

Tehniskie indikatoriVēsturisko datu pārbaudeRīkojumu izpilde
Strategy library

This strategy combines an ATR-based trailing stop with crossover signals to enter long or short positions. ATR measures recent volatility, and a sensitivity multiplier sets the distance between price and the stop. A one-period EMA crossing the stop line…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This long-only strategy places asymmetric ATR bands around an exponential moving average. The upper band is offset by 1.618 times ATR and the lower band by 2.618 times ATR, using a 52-period setting. The source enters long when price crosses below the lower…

KriptoaktīviNākotnes līgumiSekošana tendenceiSvārstīgums
Strategy library

This strategy smooths absolute price changes into a volatility-scaled range, then uses a recursive range filter to track directional movement. The filter’s direction and the source price’s position relative to it define bullish and bearish conditions.…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This strategy combines 9- and 21-period simple moving average crossovers with Fibonacci retracement levels derived from a rolling 100-period high and low. A fast average crossing above the slow average opens a long position; a downward cross opens a short…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses confirmed pivot highs and lows as breakout levels. It calculates the levels from price over configurable left and right lookback windows, enters long when the close rises above the prior pivot high, and exits all positions when the close…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This script outlines an intraday strategy for MNQ futures that combines opening-range breakouts with prior-day high and low sweeps. It records the range during a configurable window after the New York open and permits breakout setups only when the range…

Nākotnes līgumiASV tirgiCenas izrāviensRiska pārvaldība
Strategy library

This document describes a rules-based strategy that combines a fast and slow EMA crossover with RSI and MACD momentum checks, a Supertrend direction filter, and Bollinger Bands. Long and short entries require the respective EMA cross, aligned RSI and MACD…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This TradingView strategy turns the AlphaTrend indicator into long and short entries for backtesting. It builds a trailing line from the bar’s high or low and a smoothed true-range measure, using a configurable multiplier and period. The direction rule is…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy compares the closing price with a simple moving average and an exponential moving average. It enters long when price is above both averages, enters short when below both, and closes positions when price lies between them. The average lengths…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This strategy uses Kaufman’s Adaptive Moving Average (KAMA), whose smoothing responds to an efficiency ratio: it adjusts faster when price movement is more directional and slower when movement is choppy. Long and short signals are based on KAMA rising or…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This order utility monitors price until it crosses a chosen trigger level, then places a buy order. It supports either a market-style purchase sized by a spending amount or a limit order with a specified price and quantity. The example checks whether price…

Rīkojumu izpildeTirgus mikrostruktūraRiska pārvaldībaTūlītējo darījumu tirgi
Strategy library

This long-only trend-following method smooths OHLC prices with an EMA, derives modified Heikin-Ashi candles from those values, and smooths the resulting candle series a second time. A change in the smoothed candle color supplies the entry or exit signal: the…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori