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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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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 TradingView strategy script describes a futures trading system built around fair value gaps (FVGs), with swing points used to identify potential targets. Its inputs include a minimum distance from each FVG edge, an option requiring an opposite-color…

Nākotnes līgumiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy combines Supertrend direction with the Relative Strength Index (RSI) to qualify long and short entries. It uses a Supertrend based on a 10-period ATR and factor of 3, alongside a 14-period RSI. A bullish Supertrend direction with RSI above 50…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

Momentum BF calculates momentum as the difference between the current close and its value 18 bars earlier, then measures the one-bar change in that momentum. A positive reading for both measures defines a long state; negative readings define a short state.…

Cenas impulssTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy uses the Ichimoku Cloud to set directional signals on a daily chart. It calculates the conversion line from 9-period highs and lows, the base line from 26-period highs and lows, and two leading spans, with the second span based on 52 periods.…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses a fast and a slow exponential moving average to identify and follow intermediate-term trends. Its typical settings are 13 periods for the fast average and 48 for the slow average. A long position begins when the fast EMA crosses above the…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

The strategy combines RSI, MACD, Stochastic, Bollinger Bands, simple and exponential moving averages, and volume to form buy and sell signals. The description says thresholds and combinations of indicator readings determine signal strength, with volume…

Tehniskie indikatoriCenas impulssSvārstīgumsRiska pārvaldība
Strategy library

This countertrend setup combines a three-candle volume pattern with an RSI turning point. For a long, two falling candles are followed by a rising candle: the first has the highest volume, volume drops on the second, then rises on the third. The short…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssRiska pārvaldība
Strategy library

This strategy combines Bollinger Bands with RSI to flag potential entries when price closes outside a band and RSI is at an extreme. A close below the lower band with oversold RSI triggers a buy; a close above the upper band with overbought RSI triggers a…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssNākotnes līgumi
Strategy library

This intraday breakout strategy records the high and low of the Asian session, then watches for a close crossing above or below that range during the UK or US sessions. It allows only one open position at a time. For a long trade, the stop is placed at the…

Cenas izrāviensNākotnes līgumiIzejvielasRiska pārvaldība
Strategy library

This long-only trend-following strategy calculates Kaufman’s Adaptive Moving Average (KAMA) from price, adjusting its smoothing according to the ratio of directional movement to total movement. It enters when price crosses above KAMA plus a multiple of the…

Sekošana tendenceiCenas impulssSvārstīgumsTehniskie indikatori
Strategy library

This script outlines a price-action strategy that tracks recent swing highs and lows to classify direction. A close above the latest swing high or below the latest swing low updates the trend state; a reversal from bearish to bullish or bullish to bearish is…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines several directional and momentum checks before opening a trade: Hull moving-average slope, comparison of daily prices across bars, the relative position of Ichimoku leading spans, and a MACD built from Hull averages. A long signal…

Sekošana tendenceiCenas impulssTehniskie indikatoriVairāku aktīvu tirdzniecība
Strategy library

This chart strategy identifies swing highs and lows with pivot calculations using configurable left and right bar counts. It enters a long position when the close rises above the prior pivot high, then closes all positions when the close falls below the…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy combines a Reversal 123 signal with a Center of Gravity channel filter and trades only when both components indicate the same direction. Reversal 123 uses a short price pattern together with smoothed stochastic values relative to a threshold to…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

The document describes a trend-following system that combines a smoothed moving-average line with Chandelier-style stop calculations based on prior-bar prices and ATR. Its overview calls the average SESMA, but the included implementation uses a zero-lag…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

The strategy takes long positions when MACD crosses above its signal line while price is above Parabolic SAR; it takes short positions when MACD crosses below its signal line while price is below SAR. Initial stop levels are set at a multiple of ATR from the…

Tehniskie indikatoriNākotnes līgumiRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This alpha model turns a security’s historical rate of change into a directional forecast. For each symbol, it calculates returns over a configurable lookback at a chosen data resolution. Positive returns generate an upward insight, negative returns generate…

Cenas impulssTehniskie indikatoriStatistika
Strategy library

This crypto futures strategy seeks to keep account value balanced between available stablecoin funds and a long position. It compares available balance with the leveraged value of the position. When either side exceeds a configurable threshold, it adjusts…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiRežģa tirdzniecība
Strategy library

This strategy uses two moving averages with configurable lengths and types: simple, exponential, volume-weighted, or Hull. A crossover of the faster and slower averages opens a long position, while a crossunder opens a short position. The source also tracks…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This strategy approximates Renko bricks using closing prices and an ATR-based brick size. Its first series advances or retreats by one ATR when price moves beyond the current level; a second series records the prior brick level. Crossovers between these…

KriptoaktīviNākotnes līgumiCenas impulssSekošana tendencei
Strategy library

This teaching example describes a futures calendar spread between quarterly and weekly OKEX contracts. It subscribes to both contracts’ ticker updates over a WebSocket and tracks their price difference. A grid of spread thresholds is created from a starting…

Nākotnes līgumiArbitrāžaRežģa tirdzniecībaTirgus mikrostruktūra
Strategy library

This educational implementation of Dual Thrust trades futures breakouts using a price range calculated from recent highs, lows, and closes. It places an upper and lower trigger around the current bar’s open, with configurable range multipliers. A close above…

Nākotnes līgumiCenas izrāviensSekošana tendenceiRīkojumu izpilde
Strategy library

This strategy uses StochRSI to identify extreme momentum readings and generate long or short entries. It calculates RSI, applies a stochastic transformation, and smooths the resulting K and D lines. A cross of K above the oversold threshold triggers a long…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This Bitcoin futures strategy combines a crossover of short and longer volume-weighted moving averages with trend, price, and volume conditions. It uses an adaptive reference derived from longer lookbacks of price highs and lows, confirms directional…

KriptoaktīviNākotnes līgumiCenas impulssSekošana tendencei