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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)
Dokumentu skaits: 132
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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Lumibot strategies
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QuantRocket
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy looks for sharp upward price moves and uses volume and a long-term moving average to filter entries. A long signal requires the close to rise by more than a configurable threshold from the previous close, remain within a specified maximum move,…

KriptoaktīviNākotnes līgumiCenas impulssCenas izrāviens
Strategy library

This trend-following system combines a smoothed EMA trend line with Supertrend confirmation. A long signal occurs when the trend line turns upward and Supertrend is bullish; a short signal uses a downward turn with bearish Supertrend. The strategy sets…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy computes Heikin-Ashi open and close values from ordinary candle data, then uses their relationship to assign each bar a bullish or bearish color. A change from bearish to bullish generates a long entry, while a change from bullish to bearish…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy combines Ichimoku lines to define trend conditions with Parabolic SAR as a trade filter and trailing exit. A long signal requires price to cross above the base line while above the displaced second leading span and with the first leading span…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses RSI or, optionally, money flow index as its input, then forms bands from a moving average and standard deviation of that oscillator. A crossover above the upper band opens a long position, while a cross below the lower band opens a short…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This script describes a long breakout system built around confirmed swing points. It enters when price clears a recent swing high, initially places a stop at the recent swing low, then raises that stop as higher lows form. The aim is to stay in an…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This short-term mean-reversion approach combines Bollinger Bands, RSI, CCI and a five-period simple moving average. It looks for potential shorts near the upper band and longs near the lower band, using momentum and reversal indicators to confirm signals.…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy uses Bull Bear Power (BBP), calculated from high and low prices relative to an EMA, as a directional signal. It standardizes BBP with a rolling Z-score: a move above a positive threshold opens a long, while a move below the negative threshold…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriSvārstīgums
Strategy library

This open-source strategy calculates daily Camarilla levels from the prior day’s price data, including the H4 resistance and L4 support levels. It enters long when the current close is above prior-day H4 and short when the close is below prior-day L4. The…

Cenas izrāviensTehniskie indikatoriAkcijasASV tirgi
Strategy library

This Pine Script excerpt defines inputs and preliminary calculations for a configurable trading strategy. It combines a 15-minute directional filter based on price relative to an EMA, EMA slope, and RSI with chart-timeframe measures such as ATR, EMA…

Tehniskie indikatoriCenas impulssRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This trend-following strategy estimates historical volatility from the high-low range over a selected lookback, normalized by the average price range. It applies that volatility around the current close to create upper and lower bands, then smooths the bands…

Nākotnes līgumiCenas izrāviensSekošana tendenceiSvārstīgums
Strategy library

This strategy combines Bollinger Bands with a bandwidth filter. The bands use a simple moving average and standard deviation; the stated defaults are a 16-period average and a multiplier of 3. Bandwidth is calculated from the distance between the outer bands…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasSvārstīgumsTehniskie indikatori
Strategy library

This strategy uses daily price action to set a directional bias, then looks for shorter-term breakouts. An uptrend is defined by a daily close above the previous day's high; a downtrend is defined by a close below the previous day's low. In the chosen…

Nākotnes līgumiCenas izrāviensSekošana tendenceiRiska pārvaldība
Strategy library

This strategy uses a simple moving average and standard deviation to form dynamic upper and lower Bollinger Bands. It enters long when price crosses above the upper band and short when it crosses below the lower band. A long position closes when price falls…

Nākotnes līgumiCenas izrāviensSekošana tendenceiSvārstīgums
Strategy library

This trend-following approach uses a fast and a slow exponential moving average to generate directional crossover signals, then filters them using a 50-period simple moving average. The example uses EMA periods of 9 and 21: a bullish crossover produces a…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This strategy combines a simple moving average with RSI to form a normalized oscillator. It applies one RSI transformation when price is above the moving average and another when price is at or below it, then treats readings above the midpoint as bullish and…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

This long-only entry strategy looks for a rebound after a decline, requiring several signals to agree before opening a position. It checks for a bullish candle and a close at a recent lookback high, then confirms upward momentum with RSI above 50, price…

Tehniskie indikatoriCenas impulssCenas izrāviensRiska pārvaldība
Strategy library

This example applies a linear support vector regression model to daily closes of the CSI 300 index. It constructs features from the current close and the preceding twenty daily closes, then fits the model to predict the following day’s close. The historical…

Ķīnas tirgiAkcijasMašīnmācīšanāsStatistika
Strategy library

This document describes a short-term reversal strategy built around two moving averages. One average is used to gauge direction, while a second, scaled average provides crossover signals. When the first average is rising and the second crosses below it, the…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

The document describes a long-oriented strategy built around a 200-period Hull moving average (HMA) and exponential moving average (EMA), with a 13-period RSI filter. It presents an HMA move above the EMA as a potential end to consolidation and permits…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This open-source Pine strategy combines a market-regime layer, directional bias, and momentum signals to guide allocation. Its inputs indicate that the regime model uses returns, volatility, and price efficiency, with a learning parameter and a trend gate.…

Tehniskie indikatoriSvārstīgumsCenas impulss
Strategy library

The visible script describes a moving-average crossover strategy with selectable SMA, EMA, or smoothed moving-average types and configurable short and long lengths. It also contains fixed settings for filters based on Bollinger Bands, RSI, MACD, stochastic…

Tehniskie indikatoriSekošana tendenceiCenas impulssSvārstīgums
Strategy library

This indicator-based system uses the highest high and lowest low over a configurable lookback to define a trailing stop level. A close above the prior bar’s range high switches the system to an upward state; a close below the prior bar’s range low switches…

Nākotnes līgumiKriptoaktīviCenas izrāviensTehniskie indikatori
Strategy library

This strategy uses the MACD line, signal line, and their histogram to generate directional signals. When the histogram crosses from negative to positive, the rules enter long; when it crosses back below zero, they enter short. The document frames these…

Tehniskie indikatoriCenas impulssSekošana tendenceiNākotnes līgumi