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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
Dokumentu skaits: 20,364
SuperMind
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
Dokumentu skaits: 7,090
BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
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Amberdata research
Dokumentu skaits: 766
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
Dokumentu skaits: 340
QuantStart
Dokumentu skaits: 246
Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
Dokumentu skaits: 181
Paradigm research
Dokumentu skaits: 175
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
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
Dokumentu skaits: 62
Awesome Systematic Trading
Dokumentu skaits: 61
backtrader
Dokumentu skaits: 54
vn.py
Dokumentu skaits: 50
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
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FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
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
Dokumentu skaits: 17
pyfolio
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WonderTrader
Dokumentu skaits: 14
Alphalens
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This XAUUSD strategy uses RSI threshold crossings to identify possible reversals: a move below the oversold level opens a long position, while a move above the overbought level opens a short. Its parameters include an RSI period, threshold levels, trailing…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses Stochastic RSI and the Money Flow Index (MFI) to identify potential overbought and oversold reversals. A buy signal occurs when either the Stochastic RSI K value rises through its oversold threshold or MFI rises through its own oversold…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssNākotnes līgumi
Strategy library

This short-term strategy combines a 200-period EMA trend filter with 20-period EMA/SMA crossovers and a 9-period RSI confirmation. It also evaluates candle body size against a recent average and checks whether volume is rising. Signals receive A, B, or C…

ASV tirgiAkcijasSekošana tendenceiCenas impulss
Strategy library

This strategy uses the first 15-minute New York regular-session bar to define an opening range, alongside the overnight session high and low. A directional setup is armed after a candle closes beyond the opening-range boundary and, by default, beyond the…

Nākotnes līgumiCenas izrāviensASV tirgiRīkojumu izpilde
Strategy library

This trend-following system combines a price-based EMA signal with the Accelerator Oscillator (AC). Its EMA component tracks a directional state using a configurable EMA length and recent highs and lows around that average. The AC component estimates…

Sekošana tendenceiTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This strategy uses the relationship between a selected moving average and price to take one-way entries. It offers seven average types: simple, exponential, volume-weighted, double exponential, triple exponential, Kaufman adaptive, and a price-channel…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
Strategy library

This Turtle-style system enters on Donchian channel breakouts and builds positions in stages. It uses an entry channel calculated over a configurable window, then places up to four additional stop entries at half-ATR increments beyond the initial breakout…

Sekošana tendenceiCenas izrāviensSvārstīgumsPozīcijas apjoma noteikšana
Strategy library

This example shows how an algorithmic trading framework can connect a fundamental universe-selection process to portfolio construction and risk management. It sets daily data resolution, then supplies custom coarse and fine selection functions. The coarse…

AkcijasPortfeļa veidošanaRiska pārvaldībaASV tirgi
Strategy library

This framework identifies trends with short-, medium-, and long-period moving averages, with an optional fourth average separating bullish and bearish regimes. Long and short entries require aligned trend conditions, price on the corresponding side of the…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsPozīcijas apjoma noteikšana
Strategy library

This short script enters long when the current candle opens above the previous candle’s open, and enters short when it opens below. It applies a trailing exit with an adjustable distance and specifies percent-of-equity sizing and a commission assumption in…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRīkojumu izpilde
Strategy library

This script identifies local highs and lows using a configurable fractal window; its default setting marks a five-bar pattern. It stores the three most recent detected highs and lows, computes their respective averages, and uses the newest fractal level as a…

Cenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses a 9-period and a 55-period simple moving average to generate directional crossover signals: an upward cross opens a long, and a downward cross is described as a short signal. It also uses a 14-period ATR to set volatility-scaled risk…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
Strategy library

This partial Pine Script describes an intraday Nasdaq futures strategy that uses Hull moving averages calculated from highs and lows to define a channel. A persistent direction state selects one channel edge as the exit reference, and crossovers of price and…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The visible portion of this Pine strategy outlines an ICT-style setup built around liquidity sweeps of recent swing highs or lows during London or New York session windows. After a sweep, it tracks a limited setup period and looks for directional…

Tehniskie indikatoriSvārstīgumsSekošana tendenceiRīkojumu izpilde
Strategy library

This strategy looks for long entries when RSI moves above its midpoint while the Awesome Oscillator remains below zero. RSI uses a 14-period lookback, and the oscillator compares 5-period and 34-period averages. The stated trade sizing is 10% of account…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This strategy combines Bollinger Bands and RSI to identify potential reversal entries, then uses account equity to size each averaging step. It considers longs when price reaches the lower band alongside RSI below 25, and shorts when price reaches the upper…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This SuperTrend approach builds upper and lower bands from a selected price source and an ATR estimate multiplied by a configurable factor. The description allows either a conventional ATR calculation or one based on a simple moving average. Trend direction…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsNākotnes līgumi
Strategy library

This intraday breakout method uses a simple moving average and standard-deviation bands to identify entries. A close crossing above the upper Bollinger Band signals a long position; a close crossing below the lower band signals a short. The published…

Cenas izrāviensTehniskie indikatoriSvārstīgumsRīkojumu izpilde
Strategy library

This system uses ADX to choose between two trading modes. Above the stated threshold of 25, it follows trends using 50- and 200-day moving-average crossovers, with RSI and MACD conditions for confirmation. At or below that threshold, it trades range signals…

Sekošana tendenceiAtgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgums
Strategy library

This spot-market strategy takes long positions when a fast EMA crosses above a slow EMA, provided ADX indicates a strong trend, MACD confirms upward direction, and RSI is below its overbought threshold. Its stated defaults use 8- and 21-period EMAs, an ADX…

Tūlītējo darījumu tirgiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The document explains a checksum method for checking the integrity of a locally maintained OKX order book. It takes bid and ask arrays, selects up to 25 levels from each side, and builds a colon-separated string from each level’s price and quantity. A CRC32…

Tirgus mikrostruktūraRīkojumu izpildeKriptoaktīviStatistika
Strategy library

This QuantConnect example demonstrates a daily MACD-based rule for SPY. It waits until the MACD indicator is ready, then checks the difference between MACD and its signal line relative to the fast moving average. A positive spread beyond a tolerance moves…

AkcijasASV tirgiTehniskie indikatoriCenas impulss
Strategy library

This strategy combines MACD crossovers, OBV relative to its moving average, RSI, and volume relative to its moving average to identify long and short entries. It also calculates HMA and ATR, then describes ATR-based stop, target, and trailing-stop distances.…

Nākotnes līgumiSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This script combines ten technical signals into a weighted score intended to guide long entries, short entries, and exits. Its inputs cover trend and momentum measures such as moving averages, Supertrend, MACD, RSI, and Stochastic RSI, alongside ADX, VWAP,…

Tehniskie indikatoriCenas impulssSekošana tendenceiSvārstīgums