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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
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
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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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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 strategy builds percentage-shifted envelopes around configurable moving averages and uses price breaks of the bands to stage long or short entries. It describes up to four entry layers, allowing positions to scale in, and a separate moving average as an…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy fits a linear regression to a configurable price series over a lookback window, then measures the root mean square residual from that fitted line. It uses the residual size multiplied by a deviation setting to form upper and lower bands. A…

Sekošana tendenceiTehniskie indikatoriStatistikaNākotnes līgumi
Strategy library

This intraday strategy combines five-minute EMA crosses and VWAP reclaims with hourly trend filters. A long setup requires the faster EMA to cross above the slower EMA, price to have traded below the five-minute VWAP during a recent lookback and close back…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendenceiSvārstīgums
Strategy library

The strategy uses RSI thresholds to identify potential reversal entries: an RSI cross above the chosen upper level prompts consideration of a short, while a cross below the lower level prompts consideration of a long. It also describes Stochastic RSI as a…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This controller configures a grid strategy for one exchange connector and trading pair. It specifies a price range, a direction, a quote budget, order spacing and minimum size, limits on concurrent and batched orders, and an order update frequency. A grid…

Režģa tirdzniecībaRīkojumu izpildeRiska pārvaldība
Strategy library

This document presents a simple MACD-style trading method built from two rolling averages of closing prices. It compares a configurable short average with a longer average, holds a long position while the short average is at or above the long average, and…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This strategy combines short and long moving average crossovers with MACD direction, then filters entries using volume relative to its moving average and ATR-based volatility. It opens longs on bullish crossovers and shorts on bearish crossovers when the…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This breakout strategy defines a recent consolidation zone from prior highs and lows over a configurable lookback. It places stop-entry orders beyond the zone boundaries, with the distance beyond each boundary set by an ATR value multiplied by a chosen…

Cenas izrāviensSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a visual revision of a dual VADER indicator. It retains the underlying calculations from an earlier version, while displaying the longer-period sentiment measure as an area and representing demand and supply energy as directional bars.…

Tehniskie indikatoriTirgus noskaņojumsCenas impulssNākotnes līgumi
Strategy library

This strategy combines a rough Hurst exponent estimate with Fibonacci levels calculated from a selected higher timeframe’s high and low. A long signal requires price to cross above the 61.8% level while the daily Hurst estimate is above 0.5; a short signal…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

The Turtle system described here uses price channels over shorter and longer lookback periods to enter and exit trend trades. A break above a longer high or below a longer low opens a position in the corresponding direction; shorter channel boundaries…

Sekošana tendenceiCenas izrāviensNākotnes līgumiRiska pārvaldība
Strategy library

This short-term strategy uses a 50-period EMA to set directional bias: it considers longs above the average and shorts below it. Entry confirmation comes from three consecutive candles moving in the same direction, with each candle body larger than the…

Sekošana tendenceiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy averages five smoothed stochastic K lines and five corresponding D lines, then uses crossovers of the averages to signal long or short entries. Its stated aim is to combine signals with different lookback lengths to follow broader trends while…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This document presents a trend-following approach that combines a fast and slow exponential moving-average crossover with MACD histogram direction. A bullish crossover is intended to align with a strengthening histogram for long exposure, while a bearish…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This long-only strategy seeks to buy during weakness and exit after a rebound, combining an oversold RSI reading with a further RSI decline and a bearish cross between the 50- and 100-period moving averages. It closes a position when RSI rises above its…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy uses crossovers between a one-period and a three-period simple moving average to signal long and short entries. It also describes tracking accumulated and last-trade profit, and places a fixed-distance stop based on the average entry price. The…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines Parabolic SAR direction changes with three smoothed moving averages of different lengths. It treats rising averages as an uptrend filter and falling averages as a downtrend filter, then looks for a SAR flip to trigger a long or short…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
Strategy library

This document describes a BTCUSD perpetual strategy that places post-only limit orders at multiple price levels, with a stated bias toward holding a long position. It separates distant queue orders from nearer market-making orders and describes checking open…

KriptoaktīviNākotnes līgumiTirgus veidošanaRīkojumu izpilde
Strategy library

The document presents a trend strategy built around three pairs of exponential moving averages that represent short, medium, and long horizons. Its description uses price crossing channel averages to frame bullish or bearish conditions, with MACD crossing…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

The document explains a key-reversal approach that looks for a price extreme followed by a close back toward the prior session’s opposite extreme. In the stated pattern for an uptrend, a new low paired with a close near the previous day’s low is treated as a…

AkcijasTehniskie indikatoriCenas izrāviensRiska pārvaldība
Strategy library

The document describes a dollar-cost averaging approach: invest a fixed cash amount at regular intervals, accumulate units, and sell the position after it reaches a chosen size before restarting the cycle. It presents this as a way to build a long-term…

Pozīcijas apjoma noteikšanaRiska pārvaldībaVēsturisko datu pārbaudeKriptoaktīvi
Strategy library

Despite its title and prose describing EMA crossovers, the source code builds Ichimoku-style conversion and base lines from rolling highs and lows, using lengths of 9 and 26. It smooths closing price with a short EMA, enters long when that EMA is above both…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines a 34-period and a 200-period simple moving average with a 9-3-3 Stochastic filter. It enters long when price crosses above the faster average while that average is above the slower one and %K exceeds 20; short entries reverse the trend…

KriptoaktīviSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only momentum concept compares the prior bar’s close and a recent high with a historical close identified as roughly three weeks earlier. The documented rules enter when the recent high is at least as high as that reference close, then define a…

KriptoaktīviNākotnes līgumiCenas impulssCenas izrāviens