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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
Dokumentu skaits: 12,226
OKX Learn
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Strategy library
Dokumentu skaits: 7,910
MQL5 code base
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BigQuant
Dokumentu skaits: 3,481
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
Dokumentu skaits: 219
Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
Dokumentu skaits: 164
Kraken Learn
Dokumentu skaits: 163
Kvantitatīvās tirdzniecības kursu bibliotēka
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
Dokumentu skaits: 116
Quantpedia
Dokumentu skaits: 86
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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Lumibot strategies
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QuantRocket
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Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

The document describes a trend-following system that compares a fast exponential moving average with a slower one. A cross above the slower average opens a long position, while a cross below opens a short position. The explanation names periods of 37 and…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy sets directional bias using a short and long EMA: the short EMA above the long EMA signals an uptrend, and the reverse signals a downtrend. It then looks for CCI readings in oversold zones to enter longs during an uptrend, or overbought zones…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasNākotnes līgumi
Strategy library

This strategy follows trend changes indicated by MACD. It calculates the difference between the MACD line and its signal line, then treats a cross of that difference above or below zero as a change in directional state. An optional EMA filter gates the…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This long-only trend-following system requires several conditions to coincide before entering: RSI crosses above 50, volume exceeds its 20-period average, the close is above a 14-period simple moving average, a bullish engulfing pattern appears, and price is…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This strategy combines KDJ readings from three configurable timeframes, defaulting to 1, 5, and 15 minutes. It computes a weighted average of each timeframe’s K, D, and J values, smooths them with exponential moving averages, and uses the smoothed total to…

Tehniskie indikatoriVairāku aktīvu tirdzniecībaSvārstīgumsSekošana tendencei
Strategy library

This long-only setup looks for a possible rebound after an extreme decline. It requires a new low over the recent ten bars, the largest high-to-low range within those bars, and a close in the upper quarter of that bar’s range. After this setup, it places a…

Atgriešanās pie vidējās vērtībasCenas izrāviensTehniskie indikatoriSvārstīgums
Strategy library

This strategy schedules a recurring position change at a user-selected time. At the specified time, it submits a short entry intended to sell at market and places a long limit entry priced one percent below the current close. The inputs include execution…

Rīkojumu izpildeNākotnes līgumiPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
Strategy library

This source describes a simple portfolio rebalancing loop for an account holding cash and one asset. It compares the cash balance with the market value of the holdings, then estimates the amount needed to bring the two sides toward equal value. If the…

Portfeļa veidošanaPozīcijas apjoma noteikšanaRīkojumu izpildeRiska pārvaldība
Strategy library

This strategy combines two RSI readings with Bollinger Band breakouts and fast and slow moving averages to seek short-term trends. It requires both RSI measures to reach extreme levels, a price cross of the relevant outer band, and alignment with the broader…

Sekošana tendenceiTehniskie indikatoriCenas izrāviensNākotnes līgumi
Strategy library

This document describes a service that receives TradingView webhook messages and turns validated signals into exchange orders. A signal specifies an exchange index, market, contract type, price, action, and amount. Optional IP allowlisting and passphrase…

Rīkojumu izpildeTirgus mikrostruktūraRiska pārvaldībaNākotnes līgumi
Strategy library

This long-only trend strategy replaces the usual exponential averages in MACD with double exponential moving averages. It calculates fast and slow DEMA values, subtracts them to form the MACD line, and applies the same double-smoothing approach to create a…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This strategy combines a range filter with a directional EMA condition. The filter smooths price changes over a sampling period and sets a band around its filtered value; signals arise when price moves beyond the filter in the direction of its recent…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensSvārstīgums
Strategy library

This document describes a monitor for a Fomo3D smart contract. It repeatedly calls the contract through an Ethereum JSON-RPC provider, decodes a returned time value, and compares the remaining time with a configurable threshold. When the threshold is…

KriptoaktīviBlokķēdes dati
Strategy library

This strategy compares a one-period simple moving average with a 20-period Hull moving average and checks whether price is above or below the Hull average. It enters long when the short average and closing price are both above the medium average; it enters…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

This long-only strategy buys when a five-period RSI falls below its oversold threshold while price remains above the 200-period simple moving average. The moving average is intended to restrict entries to an uptrend. It uses a stop based on 1.5 times the…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšanaNākotnes līgumi
Strategy library

This document describes a Darvas Box style breakout method. Over a configurable lookback length, the code tracks recent highs and lows, then identifies a candidate box top after a new high and a qualifying sequence of bars. It plots the resulting upper and…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This script turns a price channel into a two-sided breakout strategy. It calculates the highest high and lowest low over a configurable lookback, then places stop entries at those channel boundaries when the corresponding long or short direction is enabled.…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This strategy description combines trend direction, candlestick patterns, support and resistance, and MACD confirmation. It uses a colored 89-period signal average and Hull moving average to guide directional bias, then describes patterns such as inside bars…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiCenas impulss
Strategy library

The described method combines a moving-average trend filter with Parabolic SAR positioning. It proposes long entries when price is above the trend measure and SAR lies below price, and short entries under the opposite conditions, with positions closed after…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This script outlines a daily VWAP mean-reversion approach. It calculates VWAP and a volume-weighted standard deviation from the current session, then treats the prior close outside the one-standard-deviation band as a setup: above the upper band for a short,…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy enters long when the close crosses above an upper band and short when it crosses below a lower band. The bands are built around a volume-weighted moving average, with their distance set by a standard-deviation multiplier. Exits combine a fixed…

Nākotnes līgumiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

The strategy looks for intraday breakouts during a configurable London trading window. It compares price with daily and weekly highs and lows, then uses a recent one-minute high or low condition to confirm direction: new lower lows accompany short entries…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This Turtle-style example combines short- and long-period price breakouts with ATR-based sizing and staged position additions. It calculates true range and averages it over a volatility period, then sets the initial trade size as a fraction of account equity…

KriptoaktīviTūlītējo darījumu tirgiCenas izrāviensSekošana tendencei
Strategy library

This channel breakout method ranks the highs and lows from the prior five daily bars, using the highest and second-highest highs and lowest and second-lowest lows as reference levels. A long signal is triggered when price clears the highest high by a…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei