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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
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Amberdata research
Dokumentu skaits: 766
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
Dokumentu skaits: 340
QuantStart
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Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
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
Quantpedia
Dokumentu skaits: 86
TqSdk
Dokumentu skaits: 86
Hyperliquid docs
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Quantopian lekcijas
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Binance API docs
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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
Dokumentu skaits: 17
pyfolio
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Alphalens
Dokumentu skaits: 14
WonderTrader
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backtesting.py
Dokumentu skaits: 11
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 trend-following strategy combines Ichimoku conditions with MACD histogram, Chaikin Money Flow (CMF), and True Strength Index (TSI) filters. Long entries require the Tenkan-sen above the Kijun-sen, positive price momentum, a close above the cloud, a…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This trend-following approach uses a 30-period simple moving average crossing a 200-period simple moving average to signal long or short trades. A 30-period average crossing above the 200-period average triggers a buy; crossing below triggers a sell.…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines an ATR-based UT Bot trailing line with RSI filters to identify reversals. A change in the trailing line’s direction defines an uptrend or downtrend; a long signal requires an upward turn while RSI is below 40, and a short signal…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This script combines three exponential moving averages with a stochastic oscillator and a set of candlestick pattern definitions. It classifies the trend as bullish when price and the three averages are ordered upward, and bearish when they are ordered…

Tehniskie indikatoriSekošana tendenceiCenas impulssStatistika
Strategy library

This 30-minute ETH perpetual strategy combines directional trend, RSI limits, relative volume, and two momentum measures to select long and short entries. It offers two ADX calculation variants. Long entries require positive directional movement, ADX above…

KriptoaktīviPerpetuālie nākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This strategy combines a simple moving average trend filter, MACD confirmation, and an ATR-derived distance. A long condition occurs when price crosses above the SMA and the MACD line is above its signal line; a short condition mirrors this below the SMA.…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This strategy combines a Relative Vigor Index with an Ehlers Fisher stochastic transformation to create directional signals. It smooths candle body changes and ranges, sums them over a configurable length, and divides the body measure by the range measure to…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This utility describes a way to liquidate available coin balances across several configured exchanges while optionally retaining a specified amount. For each exchange, it first attempts to cancel open orders, reads the account balance, and repeatedly submits…

Rīkojumu izpildeTirgus mikrostruktūraKriptoaktīviTūlītējo darījumu tirgi
Strategy library

This strategy turns a simplified Elliott Wave impulse concept into a mechanical signal. It checks for a configurable run of rising or falling closes and compares the latest close with a close a specified number of bars earlier. A matching upward or downward…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy estimates how unusual recent upward closes are relative to a longer-term up-bar frequency. It counts up closes over a short window, estimates the probability of an up close from a longer window, and calculates a binomial cumulative distribution…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasStatistika
Strategy library

This document describes a crypto arbitrage bot that compares a target market’s best bid and ask with synthetic prices formed through two other markets. It adjusts those synthetic prices for exchange-specific fees and available order-book depth, then uses the…

KriptoaktīviArbitrāžaTirgus mikrostruktūraRīkojumu izpilde
Strategy library

This strategy generates entries when price crosses a Supertrend line. An optional 200-period EMA filter requires price to align with the broader trend, while an optional ADX filter screens for trend strength. Trades can be limited to the Indian market…

AkcijasSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This short-term strategy smooths recent price changes to create a volatility-scaled range filter. A recursive filter line adjusts in steps according to the smoothed range, and its direction tracks whether the line is rising or falling. A long signal occurs…

Nākotnes līgumiKriptoaktīviCenas izrāviensTehniskie indikatori
Strategy library

This strategy uses a 20-period exponential moving average as a trend reference and compares the close with both the average and a key level derived from the latest two bars' highs and lows. It takes a long position when the close is above both references and…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas izrāviens
Strategy library

This strategy builds a long and short trading signal around an ATR-based trailing threshold. It subtracts a volatility buffer, defined as ATR multiplied by a configurable factor, from highs and takes the highest resulting value over a lookback window. The…

Nākotnes līgumiKriptoaktīviSekošana tendenceiSvārstīgums
Strategy library

This educational example applies a dual exponential moving average crossover to several cryptocurrency spot pairs. For each configured symbol, it calculates two EMA series and buys when the shorter average crosses above the longer one; it sells a fixed coin…

KriptoaktīviTūlītējo darījumu tirgiCenas impulssTehniskie indikatori
Strategy library

This strategy defines an opening range from 07:00 to 08:00 and looks for a later close beyond its high or low during the 14:00–23:00 Europe/Amsterdam session. It enters long above the range or short below it, provided price is also on the matching side of a…

Cenas izrāviensTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This long-only strategy enters when the 12-period EMA crosses above the 26-period EMA, with MACD direction, an RSI range, and price above the 21-period EMA and 7-period SMA used as filters. A separate optional entry checks for a break above a pivot-based…

Nākotnes līgumiKriptoaktīviCenas impulssCenas izrāviens
Strategy library

This strategy builds a channel around a moving average by placing one boundary above it and another below it using percentage offsets. It submits limit entries at the boundaries: a long order at the lower line and a short order at the upper line. Positions…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy combines Bollinger Bands, based on a moving average and standard deviation, with Keltner Channels, based on a moving average and true range. It enters long when the close is below both lower boundaries and short when it is above both upper…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy combines Bollinger Bands, whose width is based on price dispersion, with Keltner Channels, whose width uses average true range. It buys when the close is below both lower bands and sells when the close is above both upper bands, treating…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy looks for unusually wide candles and takes the opposite side: it shorts qualifying bullish candles and buys qualifying bearish candles. A candle qualifies when its high-to-low range exceeds a multiple of the recent average range and its body is…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This EMAC variant combines a recent trend filter with several moving averages to identify long entries. The description says shorter averages crossing above a longer simple moving average provide confirmation, while a trend measure classifies the broader…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy combines two simple moving averages with Stochastic RSI. A Stochastic RSI cross upward through an oversold threshold creates a buy signal, while a cross downward through an overbought threshold creates a sell signal. The stated approach uses…

Tehniskie indikatoriCenas impulssRiska pārvaldībaPozīcijas apjoma noteikšana