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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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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 BTC strategy combines a 34-period EMA band, calculated from highs and lows, with a 14-period RSI. Its EMA rules open a long when the close is above the upper band and close a long when it is below the lower band, with the comparison also checking the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This strategy combines RSI thresholds, MACD crossovers, and rolling price extremes to generate entries. It calculates RSI over 14 periods, with oversold and overbought levels set at 30 and 70, and uses the standard 12, 26, and 9 MACD settings. The lowest low…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a multi-asset buy-and-hold portfolio method that assigns target weights either directly or through a selected metric. Available approaches include equal allocation, annualized Sharpe ratio, annualized return, standard deviation,…

Vairāku aktīvu tirdzniecībaPortfeļa veidošanaSvārstīgumsRiska pārvaldība
Strategy library

This long-only system combines trend, momentum, volume, and volatility conditions on a two-hour chart. It requires a 21-period EMA to cross above a 55-period EMA, price to be above a 200-period EMA and the Supertrend line, RSI to exceed its own average by a…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy uses the Supertrend line to determine direction: it enters long when the close is above the line and short when the close is below it. An optional intraday rule closes open positions after 2:45 p.m. The described inputs include a Supertrend…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This document presents a rebalancing method inspired by Shannon’s Demon. It values the asset holdings at the current ask price, compares that value with the account’s cash and total portfolio value, and trades toward an equal cash-and-asset allocation when…

KriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatoriPortfeļa veidošana
Strategy library

This strategy uses crossovers between 14-period and 28-period simple moving averages of closing prices to follow trends. A move of the shorter average above the longer one opens a long position; a move below opens a short position. It also sets take-profit…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy standardizes price relative to an exponential moving average using the rolling standard deviation. Its configurable average and deviation windows, threshold, and trading direction determine how the signal is calculated and which positions can…

Tehniskie indikatoriStatistikaSekošana tendencei
Strategy library

This two-way strategy uses a fast EMA and a slow EMA to signal direction: a cross upward suggests a long, while a cross downward suggests a short. It also requires a bullish candle for long entries and a bearish candle for short entries, and allows users to…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy generates long and short signals from moving average crossovers. The document describes an 8-period average crossing a 21-period average, with a close-price condition intended to filter entries: the close must be on the corresponding side of…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This breakout method combines a trend filter with a three-candle pattern. It defines bullish conditions when the 8-period EMA is above the 80-period EMA, and bearish conditions when their order is reversed. A pattern based on the first and third candle lows…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes a spot long strategy for tokenized gold against USDT, modeled on a 3Commas DCA bot. It opens a base position, adds safety orders as price falls by set increments, increases later order sizes slightly, and exits when price rises 1.5%…

IzejvielasKriptoaktīviTūlītējo darījumu tirgiRežģa tirdzniecība
Strategy library

This short-term trend strategy uses a Darvas Box channel to define breakout levels. It enters long after price crosses above the box top when price is above a multi-stage weighted moving average, and enters short after a break below the box bottom when price…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiNākotnes līgumi
Strategy library

This strategy combines Bollinger Bands, RSI, and On-Balance Volume to take long or short positions. A move above or below the middle band establishes direction, RSI above or below 50 confirms directional strength, and OBV movement is used as a short-term…

Tehniskie indikatoriCenas izrāviensCenas impulssRiska pārvaldība
Strategy library

This strategy looks for long entries when the closing price falls below the lower Bollinger Band while RSI is below a configurable threshold. It closes the long position when price rises above the upper band and RSI exceeds its upper threshold. The RSI uses…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasNākotnes līgumiKriptoaktīvi
Strategy library

This Pine strategy combines a three-EMA trend state with a higher-timeframe price and EMA bias. It scores long and short setups using trend alignment, price location relative to a 34-period EMA, an impulse breakout, and higher-timeframe direction. FAST,…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
Strategy library

This teaching example sets up a long and short hedge across two OKEX futures contracts: quarterly and current-week. It builds a grid of spread thresholds, each with an opening level and a lower closing level. When the quarterly contract’s bid minus the…

Nākotnes līgumiArbitrāžaRežģa tirdzniecībaRīkojumu izpilde
Strategy library

This strategy combines short-, medium-, and long-term exponential moving averages to identify directional trades. The 10-period and 50-period averages generate crossover signals, while the 200-period average provides a broad trend filter. Long entries…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiKriptoaktīvi
Strategy library

The SSL Channel indicator uses two moving averages, one calculated from highs and one from lows, to define a directional state. When price moves above the high-based average, the state turns bullish; when it moves below the low-based average, it turns…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

This system combines a 44-period simple moving average and a 9-period exponential moving average with candle confirmation and a 14-period RSI filter. A long signal requires the SMA to cross above the EMA, the close to sit above both averages, a bullish…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This short-only setup looks for a narrow-range seven day that is also an inside day: its range is smaller than each of the previous six, while its high and low remain inside the prior day's range. It enters short when that combined pattern closes below its…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriAkcijas
Strategy library

This strategy combines candlestick engulfing patterns with a Supertrend direction filter. It looks for bullish engulfing candles in an uptrend and bearish engulfing candles in a downtrend, using ATR to calculate the Supertrend. The described approach sets a…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This trend following strategy uses inner and outer bands around a moving average to define entries and exits. The stated method sets inner bands at one standard deviation and outer bands at 1.5 standard deviations from the average. A break above the inner…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This strategy combines three technical indicators to align trend and momentum signals. Supertrend, adjusted using average true range, sets the directional context; a crossover between a 9-period and 21-period EMA identifies a momentum shift; and a 14-period…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss