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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)
Dokumentu skaits: 132
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 short-term strategy pairs a smoothed range filter with a Hull-style moving average. The described concept enters in the direction of a range-filter color change when the Hull measure points the same way, aiming to catch expanding directional moves. It…

Nākotnes līgumiCenas izrāviensCenas impulssTehniskie indikatori
Strategy library

The visible script describes an intraday opening-range breakout approach. It defines a 15-minute range after the New York open and a trade window from 9:30 to 11:00, with a short session-exit window afterward. The visible settings include a risk/reward ratio…

AkcijasCenas izrāviensSekošana tendenceiRiska pārvaldība
Strategy library

This short-term Bitcoin futures strategy uses 55-period Bollinger Bands with a width of four standard deviations around a simple moving average. It takes a long position when price crosses above the lower band and a short position when price crosses below…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This swing-trading method uses price crossing the 200-day EMA as its main trigger and confirms direction with a 14-period RSI: a close above the average with RSI over 50 signals a long, while a close below it with RSI under 50 signals a short. The 50- and…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This short-term stock strategy calculates a five-day RSI, then smooths it with a five-day simple moving average. It signals a long entry when the smoothed RSI crosses above 40 and exits when it crosses below 80. The thresholds are framed as oversold and…

AkcijasTehniskie indikatoriSekošana tendenceiNākotnes līgumi
Strategy library

This strategy combines five EMA periods with MACD and RSI to identify directional conditions. It enters long when MACD is above its signal line, RSI is above 50, and price is above the 9- and 21-period EMAs; short entries use the opposite conditions. A…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only strategy uses the Commodity Channel Index to identify a possible oversold condition. Its stated settings use a 12-period lookback and a buy threshold of -90; it enters when CCI falls below that threshold. The described exit occurs when price…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This strategy counts bullish, bearish, and neutral candles over a configurable recent window, then uses the balance of bullish and bearish candles to choose a position direction. In the accompanying source, neutral candles increase the magnitude of the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriStatistika
Strategy library

This strategy adapts RSI by first smoothing price with a six-bar weighted average, then totaling upward and downward changes over a configurable lookback. It normalizes the upward total by the combined totals, producing a value between zero and one when…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This strategy combines a MACD histogram zero crossing with the direction of the three most recent candles. It enters long when all three candles close above their opens and the histogram crosses above zero; the short rule reverses both conditions. Entries…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

This strategy buys when the close rises above the highest price recorded over a configurable lookback period. It exits when price crosses below an exponential moving average, using a 200-period high and 90-period EMA as the stated defaults. The approach aims…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This example implements a Turtle-style futures strategy using Donchian channels to enter positions and average true range (ATR) to scale trade size and manage risk. It buys when price rises above the prior channel high and sells short when price falls below…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This strategy enters a long position when the closing price crosses above the upper Bollinger Band. The bands use a moving average and a standard-deviation width; the stated defaults are a 20-period average and a multiplier of 1.9. While in a trade, it…

KriptoaktīviNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

This article describes a simple Bitcoin limit-order strategy that estimates prices from cumulative depth in the order book. It scans bid and ask levels until each side reaches a chosen quantity, then places orders slightly inside those levels. If the…

KriptoaktīviTirgus veidošanaAugstas frekvences tirdzniecībaTirgus mikrostruktūra
Strategy library

This strategy looks for hammer, engulfing, or doji candles near recent support and resistance levels. It estimates support as the lowest low and resistance as the highest high over a configurable lookback, then proposes longs near support and shorts near…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This long-only strategy combines a custom range oscillator with a stochastic crossover for entries. The oscillator measures the close's distance from a weighted mean, where historical prices receive weights based on their percentage changes; the distance is…

Tehniskie indikatoriCenas impulssSvārstīgumsRiska pārvaldība
Strategy library

This strategy uses bullish and bearish engulfing patterns to signal possible changes in market direction. It enters long after a bullish pattern and short after a bearish one, with code that checks candle relationships across up to three bars and can require…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

The Gunbot Bands strategy uses Bollinger Band levels to signal entries: it goes long when the average of open, high, low, and close falls below an adjusted lower band, and short when that value rises above an adjusted upper band. Band width is based on a…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasSvārstīgumsPozīcijas apjoma noteikšana
Strategy library

This strategy uses the SuperTrend indicator, based on an ATR length of 10 and a multiplier of 3, to define bullish and bearish states. It generates a buy signal on the bar where direction flips bullish and a sell signal on the bar where it flips bearish.…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiRīkojumu izpilde
Strategy library

This trend-following strategy combines the directional movement indicators DI+ and DI− with ADX strength thresholds and an EMA price filter. It opens long positions when DI+ crosses above DI−, ADX clears a threshold, and price is above the EMA; short entries…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This long-only RSI strategy enters when the indicator crosses below an oversold threshold. It sets a stop and profit target as percentages of the entry price, and closes the position if either price level is reached or RSI crosses above the overbought…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

The excerpt presents a session-based intraday strategy organized around the New York market open. It defines a regular-hours VWAP, a narrower trading window, and additional anchored VWAP references, including one spanning the evening session and levels…

AkcijasNākotnes līgumiTehniskie indikatoriRīkojumu izpilde
Strategy library

This price-action method seeks breakouts using recent candle highs and lows. It describes opening a long when price moves above a prior high and a short when price falls below a prior low, then placing a take-profit target and stop loss. The document…

IzejvielasCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy estimates whether price movement and subsequent RSI movement support continuation, then uses a Bayesian-style probability score to drive long and short signals. It counts historical price moves over a lookback and checks RSI movement over a…

KriptoaktīviNākotnes līgumiTehniskie indikatoriStatistika