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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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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 pseudo-grid method uses RSI threshold crossings to refresh a price range, then divides that range into five evenly spaced levels. The range boundaries are based on volume-weighted highest and lowest source prices over the RSI lookback. Price crossings…

Režģa tirdzniecībaCenas izrāviensTehniskie indikatoriNākotnes līgumi
Strategy library

This strategy uses the WaveTrend oscillator to set a bullish or bearish market state. It calculates the oscillator from price data, treats positive readings as bullish and negative readings as bearish, and enters when that state changes. An option limits…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

This script combines several ideas under a simple breakout strategy label. Its main entry conditions are crossovers of a short and a longer simple moving average: an upward cross enters long, while a downward cross enters short. It also calculates a lookback…

AkcijasCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

This example implements a Dual Thrust breakout strategy for a futures contract. It measures a recent range from the largest of two values: the lookback high minus the lookback closing low, or the lookback closing high minus the lookback low. The strategy…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

The strategy combines adaptive moving averages with adaptive risk-assessment lines to generate directional signals. Its described entry rule compares a shorter line with a longer line: a cross above signals a long, while a cross below signals a short. It…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

This strategy builds percentage bands around a Hull moving average and uses price crossings to manage long positions. The source calculates a 9-period Hull moving average, with configurable upper and lower bands set at 3% and 6% by default. It opens a long…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This combined strategy uses a three-day price pattern with Stochastic readings and a moving-average signal. The description says the reversal component looks for consecutive rising or falling closes alongside a 9-period fast or slow Stochastic condition…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssNākotnes līgumi
Strategy library

This strategy opens a long position when a fast exponential moving average crosses above a slow one, then closes it when the fast average crosses below or price reaches a configured profit target. The stated defaults are a 3-period fast EMA, a 30-period slow…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This reusable backtesting template applies the same volatility-scaled exits and position-sizing rule to different entry signals, aiming to make comparisons more consistent. Average True Range sets the stop distance and profit target, while quantity is…

Vēsturisko datu pārbaudeSvārstīgumsRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy tracks price movement with a grid whose reference level is recalculated as price makes new highs or lows. When price moves beyond the configured gap, the system can generate another entry in the selected direction; a move against the position…

Režģa tirdzniecībaSekošana tendenceiCenas izrāviensNākotnes līgumi
Strategy library

This strategy combines a fast and slow simple moving average crossover with RSI thresholds and bullish or bearish engulfing patterns. Its stated defaults are 9- and 21-period averages, a 14-period RSI, and overbought and oversold levels of 70 and 30. A long…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This short-horizon strategy combines Jev forecasts with deterministic local rules to trade Binance USDⓈ-M perpetuals using post-only maker orders. Jev estimates return-range probabilities across several horizons, side-specific adverse-selection risk, and…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiTirgus mikrostruktūra
Strategy library

This system combines a short-term range breakout with a trend filter. It calculates the highest high and lowest low across the prior two candles, then uses a 50-period exponential moving average to classify direction: closes above the average permit long…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriRīkojumu izpilde
Strategy library

This strategy converts price’s distance from a rolling midpoint into an oscillator, expressed either as a percentage or in currency units. The midpoint is calculated from the period’s highest and lowest prices. A configurable moving average of that…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

The available excerpt describes an MNQ strategy built around the 9:30 a.m. New York bar. It records that bar’s high and low as anchor levels, then defines a trading window through 11:30 a.m. The stated design includes percentage-based profit targets, a…

Nākotnes līgumiCenas izrāviensPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This trend-following strategy uses Heikin-Ashi prices to smooth market movements, then compares fast and slow exponential moving averages for entry signals. A bullish crossover can open a long position, while a bearish crossover can open a short position.…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The strategy enters when a fast simple moving average crosses a slow one, using an ADX threshold to filter for stronger trends. The described default SMA lengths are 10 and 21, with an ADX threshold of 20. It sets a stop distance from the current ATR and…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy combines 9- and 21-period EMA crossovers with RSI filters: a long entry requires RSI below 70, while a short entry requires RSI above 30. Exit distances are described as volatility-sensitive through ATR, with a take-profit distance set at four…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiPozīcijas apjoma noteikšana
Strategy library

This strategy looks for reversals after price closes beyond a Bollinger Band. A prior close above the upper band followed by a bearish candle can trigger a short; a prior close below the lower band followed by a bullish candle can trigger a long. An optional…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This simple seasonal rule uses the calendar month alone to manage a long position: it enters when September begins and closes the long when May begins. It does not use price, technical indicators, or market conditions to time those actions. The document…

Vēsturisko datu pārbaudeNākotnes līgumiKriptoaktīviRiska pārvaldība
Strategy library

This scalping strategy looks for price to move away from VWAP while RSI reaches an extreme, but only when ADX is below a chosen threshold, which the script uses to identify ranging conditions. It enters long below VWAP when RSI is low and short above VWAP…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy combines fast and slow RSI readings with price levels arranged around the entry price. The fast RSI identifies overbought or oversold conditions, while the slower RSI supplies a broader directional bias. After entry, crossing matrix levels…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

Mobo Bands are presented as a way to distinguish quiet, range-bound periods from directional momentum moves. The indicator calculates a detrended price oscillator (DPO), then forms upper and lower bands from a moving average and standard deviation of that…

OpcijasNākotnes līgumiKriptoaktīviCenas impulss
Strategy library

This trend-following strategy combines fast and slow VWAP-based lead lines, Bollinger Bands, and time segmented volume (TSV). A long entry is described when both lead lines rise, TSV is positive and above its exponential average, and price exceeds the upper…

Nākotnes līgumiKriptoaktīviSekošana tendenceiSvārstīgums