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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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Quantpedia
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TqSdk
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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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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
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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 strategy pairs the direction of a triple exponential moving average (TEMA) with a MACD-style momentum filter. It enters long when the filter crosses above its signal average and TEMA is rising; it enters short on a downward filter cross when TEMA is…

KriptoaktīviCenas impulssSekošana tendenceiTehniskie indikatori
Strategy library

This long-only strategy uses the 200-day simple moving average to classify the market regime, then times entries and exits with MACD. Above the long-term average, a bullish MACD crossover can trigger an entry. Below it, the strategy adds a requirement that…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This document outlines a multi-indicator trading system intended to combine trend strength, trend direction, momentum, and breakout entries. ADX measures trend strength, RSI is used to identify overbought or oversold conditions, and SuperTrend provides…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This document describes a range-filter strategy that smooths changes in a selected price source to create a moving filter and upper and lower bands. The implementation estimates range size from an exponential average of absolute price changes, applies a…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This Pine strategy is organized as a five-minute intraday system with a configurable trading-session filter and a higher-timeframe daily trend gate. The visible logic defaults to the 09:30–11:30 EST session and compares daily close with a daily EMA, while an…

AkcijasSekošana tendenceiTehniskie indikatoriStatistika
Strategy library

This strategy combines a Zero-Lag EMA band with a SuperTrend direction check. It enters only when both components agree, with the band based on the highest ATR over three times the selected EMA length, scaled by a multiplier. The stated default settings use…

Nākotnes līgumiSekošana tendenceiSvārstīgumsTehniskie indikatori
Strategy library

This document describes a trend-following approach built around a price level derived from the rolling high and low. It presents the method as an EMA crossover strategy, but the implementation calculates a configurable Fibonacci fraction of the range over…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

Trading ABC is an indicator-based method for finding potential ABC swing patterns in the direction of a moving-average-defined trend. It builds a trend cloud from four simple moving averages and two exponential moving averages, then uses ZigZag turning…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas izrāviens
Strategy library

The strategy seeks directional moves after a long-leg doji, a candle characterized by a very small body and long upper and lower wicks. It defines the body as no more than 0.1% of the candle range and requires each wick to be at least twice the body size. An…

Cenas izrāviensTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy combines a short-term price reversal pattern with an RSI-based reversal signal. Its 123 module looks for a change in the direction of recent closes and checks a smoothed stochastic reading against a reference level. A second module…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

The document describes a directional strategy using SSL channel state, rate of change (ROC), and Chaikin money flow (CMF), with long and short entries and percentage-based stop exits. Its overview presents channel and momentum confirmation as the central…

Nākotnes līgumiSekošana tendenceiCenas impulssCenas izrāviens
Strategy library

This strategy combines four exponential moving averages with RSI and MACD signals to identify long and short entries. The source requires crossovers between the shortest and longest EMA pair and the middle pair, alongside RSI above or below 50 and MACD…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy combines a simple moving average with a rolling linear regression line calculated over a selected window. The description presents a long entry when the close is above both reference lines and an exit when it falls below both, using the pair as…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei
Strategy library

This strategy uses the Triple Exponential Moving Average (TEMA) as a price trend filter for long-only trading. It calculates three successive exponential averages of closing prices and combines them into a TEMA value. The strategy opens or maintains a long…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This short-term strategy uses recent candle direction to generate long or short entries. A bullish candle is considered alongside a comparison of its open with the close from a chosen number of bars earlier; a bearish candle uses the reverse comparison.…

Nākotnes līgumiKriptoaktīviCenas izrāviensCenas impulss
Strategy library

This strategy combines regular RSI divergence with adjustable RSI thresholds. It calculates a 14-period RSI by default and identifies bullish divergence when price makes a lower pivot low while RSI forms a higher low; bearish divergence pairs a higher price…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssVēsturisko datu pārbaude
Strategy library

This script defines a price-action strategy around recent swing highs and lows. It records pivot points using configurable left and right lookbacks, then treats a move beyond a level that closes back inside it as a liquidity sweep. Long signals require a…

Tehniskie indikatoriCenas izrāviensRiska pārvaldībaRīkojumu izpilde
Strategy library

This long-only position strategy is designed for multi-month trades in US equity indexes. It uses the S&P 500 as a signal source and also tracks QQQ prices. The visible entry rules require the S&P 500 low to remain above its 21-day exponential average for…

AkcijasASV tirgiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines fast and slow moving averages with the number of bars since their latest buy and sell signals. The description gives default periods of 7 and 77 bars, respectively, and says a new long or short signal occurs when the recency counts…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

The explanatory text presents a two-part reversal system. One component uses recent price direction and stochastic oscillator levels to signal long or short positions; the other compares current volume with its moving average and assigns a directional…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriStatistikaRiska pārvaldība
Strategy library

This script outlines an intraday rules engine for trading the underlying during a defined first-hour window. Longs require price above VWAP and shorts below it, with optional alignment between fast and slow exponential moving averages. Setups use retests or…

AkcijasCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This document outlines a long-only reversal approach using a 2-period RSI and a 200-period simple moving average. It proposes entering when price closes above the average while RSI is below an oversold threshold, then setting a fixed take-profit and…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

The document defines price-to-book as closing price divided by book value per share, with book value per share calculated from total assets less total liabilities, divided by common shares outstanding. It implements this measure as a pipeline factor using…

AkcijasFaktoru ieguldīšanaPortfeļa veidošanaVēsturisko datu pārbaude
Strategy library

This TradingView study builds a smoothed price measure from short simple moving averages, then uses upper and lower bands with a configurable percentage factor to identify trend changes. It maintains a trend state: in an uptrend, a sufficient decline below…

KriptoaktīviSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude