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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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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 implements a stateful Parabolic SAR calculation for a long-only approach. It tracks the trend direction, an extreme price point, and an acceleration factor that increases when the trend makes new extremes up to a configured maximum. SAR is…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses a standard Supertrend and a second Supertrend calculated on a higher timeframe to set directional bias. It enters long when both indicators show an uptrend and short when both show a downtrend, with entries triggered when that agreement…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy uses Bollinger Bands to seek mean-reversion trades. It opens a long when the close crosses back above the lower band and a short when the close crosses below the upper band. The bands use a moving average and a standard-deviation multiplier,…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following strategy compares three fast EMAs, with periods of 8, 13, and 21, against a 55-period EMA. It signals long when all three fast averages are above the 55-period average and the close is also above it; the short condition reverses those…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This Pine Script template combines RSI threshold signals with risk-based position sizing. It enters long when RSI crosses below the oversold level and short when RSI crosses above the overbought level, provided the current position allows that direction. RSI…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy combines Ichimoku-style trend conditions with Fibonacci-scaled distances between cloud lines. The described long setup requires price and the lagging span above the cloud, the conversion line above the base line, and price above a stop…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This Pine Script excerpt presents a persistent market-regime state machine labeled as an HMM and stationarity detector. It estimates a Hurst-like value from a chop calculation, then combines that proxy with ADX to identify trending conditions. RSI,…

KriptoaktīviSekošana tendenceiStatistikaTirgus mikrostruktūra
Strategy library

This strategy uses Ichimoku components to combine a directional trend filter with a faster momentum comparison. It describes long positions when price is above both cloud spans and the conversion line is above the base line, with the reverse conditions for…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This backtest script calculates the floor pivot point from the previous day’s high, low, and close, then derives the first resistance and support levels. It goes long when the current close rises above first resistance and short when it falls below first…

Tehniskie indikatoriCenas izrāviensNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This BTC futures strategy combines Bollinger Bands with the Stochastic oscillator to seek entries around price extremes. It describes long entries below the lower band and short entries above the upper band, with Stochastic K and D cross conditions; an…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines Heikin Ashi prices, a fast and slow exponential moving average crossover, and an optional MACD filter. A fast average crossing above the slow average triggers a long entry; a downward cross triggers a short. The described filter uses…

Tehniskie indikatoriSekošana tendenceiCenas impulssKriptoaktīvi
Strategy library

This intraday strategy combines VWAP, 9-period and 20-period EMAs, and recent candle levels to identify pullback reversals in the direction of a trend. Its description suggests use on SPY and QQQ on a five-minute chart, with signals concentrated in the…

AkcijasASV tirgiSekošana tendenceiCenas izrāviens
Strategy library

This strategy uses the Ichimoku Conversion Line and Base Line crossovers to signal trades: a cross above opens a long position, while a cross below opens a short position. The indicator also calculates the leading spans that form the cloud and plots the…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This position-sizing example links trade quantity to account equity. It divides equity by a leverage parameter to derive a benchmark, rounds that benchmark down to a whole number with a minimum of one, then adjusts the quantity in unit steps toward that…

Nākotnes līgumiPozīcijas apjoma noteikšanaRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This long-only approach begins with a fast and slow simple moving average crossover. When the fast average crosses above the slow one, it records a low and sets a buy threshold above that low using a configurable percentage. As subsequent lows fall, the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRīkojumu izpilde
Strategy library

This indicator combines an ATR-based Supertrend with four simple moving averages. The Supertrend uses a selectable price source, ATR period, multiplier, and ATR calculation method to form trailing upper and lower bands. A change in trend direction generates…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This strategy applies Bollinger Bands to VWAP and opens a long position when VWAP crosses above its moving average basis while price is at or above a pivot point calculated from the prior period. It sizes the position using a risk-capital setting and a…

Nākotnes līgumiKriptoaktīviCenas izrāviensTehniskie indikatori
Strategy library

This strategy combines a smoothed T3 moving average, a medium-term simple moving average, and faster and slower T3 averages to form trend-filtered entries. A long entry is described when the medium-term SMA crosses above the T3 basis while the fast T3 is…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This long-oriented reversal strategy combines Stochastic RSI, exponential moving average relationships, and a volume-weighted MACD measure. The description says a buy signal may follow a rebound in Stochastic RSI from oversold territory, an upward fast/slow…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This long-only strategy uses Bollinger Bands to enter when the close rises above the upper band and exit when it falls below the lower band. The band center is configurable across several moving average types, while the upper and lower bands are set by a…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas izrāviens
Strategy library

This strategy combines moving averages, MACD, RSI, Stochastic, and VWAP readings to seek aligned directional signals from 15-minute price data. A long requires a fast moving average to cross above a slow one, MACD to exceed its signal line, RSI to be above…

Tūlītējo darījumu tirgiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy combines three indicators as a multi-part entry filter. For a long, QQE MOD must turn blue, SSL Hybrid must be blue with price above its moving-average channel, and Waddah Attar Explosion must be green and above its explosion threshold. Short…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy looks for an upward break after the prior bar’s high has remained below the five-day exponential moving average. An optional filter requires the current close to exceed the previous close. Long entries are placed at the prior bar’s high; the…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This strategy uses the relative position of fast and slow simple moving averages to signal long or short positions. Its default periods are 20 and 50. A 14-period ATR multiplied by a configurable factor sets the stop distance, while a chosen fraction of…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība