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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
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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
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
TqSdk
Dokumentu skaits: 86
Quantpedia
Dokumentu skaits: 86
Hyperliquid docs
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Freqtrade
Dokumentu skaits: 68
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
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy uses the difference between the prior period’s high and the prior period’s exponential moving average of closing prices. With the default EMA length of 13, a positive difference selects a long position and a negative difference selects a short…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

The document’s prose describes a dual moving average trend-following strategy, but the included source code implements a different method: an SMI Ergodic oscillator, a normalized measure based on smoothed price changes. It applies successive exponential…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This example describes a spread-trading strategy that manages long and short spread positions through separate opening and closing algorithms. During a configured session, it starts both long-entry and short-entry algorithms when flat, using target prices, a…

Nākotnes līgumiRīkojumu izpildeTirgus mikrostruktūraPozīcijas apjoma noteikšana
Strategy library

This indicator-combination strategy uses an EMA to identify trend direction, Parabolic SAR to mark potential reversals, and TTM Squeeze to assess volatility and momentum. Its description says long signals combine upward price movement across the EMA and PSAR…

Tehniskie indikatoriCenas impulssSvārstīgumsRiska pārvaldība
Strategy library

This strategy combines RSI with Bollinger Bands to generate long and short signals. Its stated idea is to buy during oversold conditions near the lower band and sell during overbought conditions near the upper band. The published code uses cross events: RSI…

Tehniskie indikatoriCenas impulssSvārstīgumsNākotnes līgumi
Strategy library

This long-only strategy classifies conditions using the slope of a 20-period EMA and whether price is above or below it, producing four market states. Each state selects a different pair of moving average types and periods from SMA, EMA, RMA, and HMA. A…

Sekošana tendenceiTehniskie indikatoriMašīnmācīšanāsVēsturisko datu pārbaude
Strategy library

This strategy uses a fast and slow simple moving average to identify trend changes. A bullish crossover prompts a long entry, while the implementation also describes closing a long when price crosses the slow average. The accompanying explanation presents…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This Bitcoin strategy seeks to stay long during sustained uptrends. It uses price above a 20-week exponential moving average as its higher-timeframe trend filter, then checks for a caution state based on a sharp retreat from a recent high or a close below…

KriptoaktīviNākotnes līgumiCenas impulssSekošana tendencei
Strategy library

This strategy treats a confirmed candle opening at its low as a long signal and opening at its high as a short signal. It enters a fixed-size position, sets a stop using the recent seven-bar extreme adjusted by ATR, and places a profit target at a…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy compares closing price with a volume-weighted average price and a modified Quantitative Qualitative Estimation indicator. It signals long when the close is above both values and short when it is below both. VWAP weights prices by trading…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This strategy compares two smoothed Coral Trend lines, each formed from repeated exponential smoothing with a sensitivity adjustment. It generates a long entry when the faster line crosses above the slower line. The document frames the method for longer…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This configurable strategy uses one selected indicator family at a time: moving averages, MACD, or Bollinger Bands. The described moving-average mode trades price crossings; MACD mode uses crossings between its line and signal line; and Bollinger Band mode…

Tehniskie indikatoriVēsturisko datu pārbaudePozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This short-term trend-following system combines a fast and slow moving average filter with MACD crossovers for entries. It takes longs when price and moving-average conditions indicate an uptrend and MACD crosses upward, and shorts under the corresponding…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This strategy combines Heikin-Ashi candles with exponential moving averages to seek medium- to long-term cryptocurrency trends. The source smooths price data with a 50-period EMA, applies Heikin-Ashi calculations, then smooths those values with a 100-period…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This example explains how time-in-force settings affect the lifetime of limit orders. Good-til-canceled orders remain active until filled or canceled; day orders expire at the market close; and good-til-date orders remain active through a specified date,…

Rīkojumu izpildeAkcijasVēsturisko datu pārbaude
Strategy library

This strategy combines SuperTrend readings from multiple timeframes with Bollinger Bands to trade directional breakouts. It enters long when the close is above the upper band and above the referenced SuperTrend levels; a short entry requires a close below…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This futures strategy seeks a mean-reversion trade when price returns to the prior session’s value area after closing outside it. For a long setup, the prior close must be below value area low; for a short setup, it must be above value area high. Price must…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasStatistikaRiska pārvaldība
Strategy library

This long-only strategy enters when a fast, smoothed exponential moving average crosses above a slower, smoothed EMA and exits on the reverse crossover. Position size is based on current equity multiplied by a configurable leverage factor; the published…

AkcijasSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy uses RSI to initiate a long position during an oversold reading, then adds to the position as price falls. The stated defaults are a 14-period RSI and a threshold of 30; the first purchase uses 5% of account equity. The document describes…

KriptoaktīviTūlītējo darījumu tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This trend strategy looks for regular or hidden divergence between price swings and a selectable indicator, then confirms entries with a Murrey Math oscillator derived from a Donchian channel. The divergence detector can use RSI, MACD, stochastic, volume,…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiKriptoaktīvi
Strategy library

The Kairou strategy combines Ichimoku levels, MACD, Chaikin Money Flow (CMF), and the True Strength Index (TSI) to identify medium- to long-term directional trades. A long signal requires Tenkan above Kijun, positive Chikou momentum, price above the cloud, a…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This trend-following strategy calculates fast, medium, and slow exponential moving averages using periods of 10, 25, and 50. A bullish signal requires the fast average to cross above the slow average while the medium average is already above it; the inverse…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy looks for short-term momentum using sequences of Heikin-Ashi candles. A long setup begins with a bearish candle, then requires three bullish candles without lower wicks, each of the latter two having a larger body than the preceding one. The…

KriptoaktīviTehniskie indikatoriCenas impulssSvārstīgums
Strategy library

This strategy uses RSI threshold crossings to generate long and short entries, with a 200-period EMA and the prior daily close as additional conditions. The described long setup crosses above the lower RSI threshold while price is below both references; the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtības