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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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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 document presents a configurable market-structure strategy based on breaks of structure (BOS) and changes of character (CHoCH). Its inputs cover pivot lookback, whether to scale that lookback by timeframe, and entry timing, including an option to enter…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiRiska pārvaldība
Strategy library

This document describes a long and short strategy using an Arnaud Legoux moving average (ALMA), Parabolic SAR, and candle direction. A long signal requires a bullish candle, SAR below the bar’s low, and the close crossing above ALMA; the short rules reverse…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This long-only trend-following strategy buys when the close crosses above the prior period's Donchian upper band. The band is based on the highest high and lowest low over a configurable lookback, with their average used as a midline. The position closes…

Sekošana tendenceiCenas izrāviensSvārstīgumsTehniskie indikatori
Strategy library

This code example builds a two-sided price grid around a starting level for a futures contract. It creates multiple long-side trigger prices below the start and short-side trigger prices above it by repeatedly applying a fixed percentage spacing. Each grid…

Nākotnes līgumiRežģa tirdzniecībaRīkojumu izpildeTirgus mikrostruktūra
Strategy library

This BTC/USDT futures chart indicator combines short exponential and simple moving averages with RSI readings at several lookback lengths. It plots the averages and marks conditions involving oversold or overbought RSI, candle patterns, and comparisons…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriCenas impulss
Strategy library

This trend-following system enters long when price exceeds the preceding N1-period high and short when it falls below the preceding N1-period low. The document gives a default N1 of 20 periods. It exits using either a stop set two ATRs from the recorded…

Sekošana tendenceiCenas izrāviensSvārstīgumsPozīcijas apjoma noteikšana
Strategy library

This utility estimates price and quantity decimal precision by scanning ask-side order book entries. It converts scientific-notation values to ordinary decimal strings, then records the greatest number of digits after the decimal point seen among prices and…

Rīkojumu izpildeTirgus mikrostruktūraStatistika
Strategy library

This strategy combines a price crossover of an ATR trailing stop with trend, momentum, and volume filters. Long and short entries require price to be on the corresponding side of a 100-period EMA and a 100-period EMA on a one-hour timeframe. RSI must remain…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

This strategy uses Bollinger Bands to generate directional entries: a close crossing above the upper band signals a long, and a close crossing below the lower band signals a short. The middle band is a simple moving average of closing prices, while the upper…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiNākotnes līgumi
Strategy library

The strategy uses a long-period DEMA as a market filter and crossovers between short- and medium-period TEMA lines as entry signals. A cross of the shorter TEMA above the longer one prompts a long entry; a downward cross prompts a short entry. The document…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy looks for disagreement between the direction of RSI and price, treating opposing slopes as possible reversal signals. It fits linear trends over recent RSI and price observations, then enters long or short when the slopes diverge and a…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This educational example shows how to define a dynamic equity universe using a built-in selection helper. It selects the three stocks with the highest dollar volume and applies daily data resolution to securities added through the universe. The algorithm…

AkcijasPortfeļa veidošanaRīkojumu izpilde
Strategy library

This strategy trades closing-price breaks above a prior lookback high or below a prior lookback low. It places stops at recent swing lows for long trades and swing highs for short trades, then sets profit targets at five times the entry-to-stop distance. A…

Nākotnes līgumiKriptoaktīviCenas izrāviensRiska pārvaldība
Strategy library

This strategy combines a price reversal pattern with the Smart Money Index (SMI), taking a position only when both components agree. Its 123 reversal component compares recent closing prices and uses a stochastic oscillator as a condition for long or short…

Nākotnes līgumiSekošana tendenceiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This short-term strategy uses two ATR-based trailing stop lines with different periods and multipliers. The fast line reacts quickly to price changes, while the slower line provides a wider reference. Crossovers between the lines generate long or short…

Nākotnes līgumiSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines a fast and slow moving average crossover with a slope filter on the slow average. A bullish crossover signal is considered only when the slow average’s angle exceeds a threshold; the description frames entries around persistent upward…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This document describes a mean-reversion strategy that sells short when RSI crosses above an upper threshold and buys when RSI crosses below a lower threshold. It exits when RSI returns through the relevant boundary or when take-profit, stop-loss, or…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This Pine strategy plots daily price levels around the session open using an implied-volatility index selected for the chosen asset class. It estimates a one-day move by scaling the index level by the square root of the inverse of the assumed trading days…

SvārstīgumsTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This document outlines a short-term trend strategy that combines fast and slow exponential moving averages with RSI, VWAP, and a relative-volume filter. Long signals require price above both averages and VWAP, RSI within a moderate range, and volume above…

Nākotnes līgumiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This document explains a long-only trend-following strategy built around two simple moving averages. It enters when a shorter SMA crosses above a longer SMA and closes the position when the shorter average crosses below. The published inputs set the short…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This TradingView strategy uses a volatility-adjusted trailing line to identify trend changes and manage long exposure. It sets the line’s distance from price as a configurable sensitivity factor multiplied by ATR, then updates the line so it trails price in…

Sekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This document describes a BotVS template for collecting strategy profit observations and summarizing performance over recent and completed daily, weekly, and monthly windows, as well as over the full history. It replaces the platform’s profit logging call…

StatistikaRiska pārvaldība
Strategy library

This strategy uses confirmed pivot highs and lows as reference levels for stop entries. Pivot calculations require a chosen number of bars on each side, so the level is identified only after the right-side bars have formed. The rules place a long stop order…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This intraday breakout method records the high and low of the first five-minute candle after a session opens. A close crossing above that range triggers a long entry, while a cross below it triggers a short entry. The documented example uses the New York…

KriptoaktīviCenas izrāviensSvārstīgumsRiska pārvaldība