Pāriet uz saturu

Zināšanu bibliotēka

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
Dokumentu skaits: 1,033
Amberdata research
Dokumentu skaits: 766
FMZ forum
Dokumentu skaits: 682
FMZ digest
Dokumentu skaits: 662
vn.py community
Dokumentu skaits: 560
QuantInsti blog
Dokumentu skaits: 511
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
Dokumentu skaits: 45
FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
Dokumentu skaits: 28
Zipline
Dokumentu skaits: 22
FMZ live strategies
Dokumentu skaits: 21
Jesse
Dokumentu skaits: 17
pyfolio
Dokumentu skaits: 16
WonderTrader
Dokumentu skaits: 14
Alphalens
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
Lumibot strategies
Dokumentu skaits: 7
QuantRocket
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This trend-following method calculates four double exponential moving averages (DEMA) with periods of 10, 15, 21, and 30. The source enters long when they are aligned from shortest to longest, and enters short when their order is reversed. It closes either…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

The document presents a trend-following strategy built around 50-, 144-, and 200-period exponential moving averages. Its written rules call for opening a long position when the faster average crosses above both slower averages and closing it when the faster…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes an indicator that plots two SuperTrend calculations on one chart. Each uses an ATR period and multiplier, with separate fast and slow settings; the defaults use the same ATR period but different multipliers. The trend state changes…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This strategy uses a fast KDJ oscillator on five-minute charts to seek reversals from extreme readings. It calculates K from the recent high-low range, smooths it minimally, and derives D and J from K. Long entries occur when K crosses below 5, with exits…

Nākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšana
Strategy library

This stock-oriented strategy smooths highs and lows with separate smoothed moving averages (SMMA), then looks for price to move outside the resulting band. A close above the upper average creates a buy signal; a later confirmation requires the close and low…

AkcijasCenas izrāviensTehniskie indikatoriRīkojumu izpilde
Strategy library

This document explains a trend-following approach using a Gaussian filter and filtered True Range to form a center line and surrounding channel. A price move above the upper band is used to open a long position, while a move back below that upper band closes…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy derives a directional bias from whether a selected higher-timeframe candle closes above or below its open. It can generate long signals in a bullish candle state and short signals in a bearish state, subject to optional EMA and volume filters.…

Sekošana tendenceiTehniskie indikatoriRīkojumu izpildeVēsturisko datu pārbaude
Strategy library

This short-term strategy combines an EMA trend filter with RSI extremes to seek mean-reversion trades. It considers the market upward-trending when price is above the EMA and downward-trending when below it. In an uptrend, RSI below 40 triggers a long entry;…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy builds a central price level from smoothed rolling highs and lows, then places volatility-adjusted thresholds around it. It uses an average of recent closes as the signal price: crossing above the upper band opens a long position, and crossing…

Nākotnes līgumiSekošana tendenceiSvārstīgumsTehniskie indikatori
Strategy library

This strategy combines breakouts of recent swing levels with higher-timeframe trend direction. It identifies pivot highs and lows on the chart timeframe and as many as two higher timeframes, interpreting breaks above highs as upward trends and breaks below…

Nākotnes līgumiCenas izrāviensSekošana tendenceiVēsturisko datu pārbaude
Strategy library

This XAUUSD strategy combines short-term EMA direction with confirmation from a higher timeframe. It checks whether the 9-period EMA is above or below the 15-period EMA on both five-minute and fifteen-minute charts, then requires a rejection candle in the…

IzejvielasSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes a trading system built around the Ichimoku Cloud. It outlines the conversion and base lines, leading spans, and lagging line, then uses the cloud as a trend and support or resistance reference. The described entries include price…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas izrāviens
Strategy library

This document presents a countertrend system intended for sideways markets. It combines a fast and a slower exponential moving average with simple moving averages, using the relationship between the exponential averages to set directional context and a…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This trend-following strategy combines two EMA comparisons to require alignment across short and longer horizons. It enters long when the 10-period EMA is above the 200-period EMA and the 20-period EMA is above the 50-period EMA; the short condition reverses…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This reversal strategy combines price zones called order blocks with RSI confirmation. It defines bullish and bearish zones from candle patterns involving a move past a prior high or low, then tracks the relevant candle’s price range. A long signal occurs…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses a 10-period EMA and a 20-period EMA to generate directional signals. A cross of the short EMA above the long EMA opens a long position; a cross below opens a short position. It closes existing positions at a signal and sets take-profit and…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The visible portion of this Pine strategy combines several technical tools into directional signals. It calculates a custom smoothed RSI, a QQE-style RSI with a trailing stop, Keltner Channel zones, and WaveTrend crossovers. The code assigns directional…

Tehniskie indikatoriCenas impulssSvārstīgumsSekošana tendencei
Strategy library

This basic trend-following strategy compares a fast simple moving average with a slower one. With the published lengths of 9 and 21, it enters long when the fast average crosses above the slow average and short when it crosses below. The averages are…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiVēsturisko datu pārbaude
Strategy library

The Twin Range Filter strategy builds a price-following filter from two exponentially smoothed measures of absolute price changes, each using a different period and multiplier. It averages the resulting ranges and adjusts the filter according to whether…

Nākotnes līgumiKriptoaktīviSekošana tendenceiSvārstīgums
Strategy library

This Bitcoin strategy combines normalized trend, momentum, mean-reversion, volume, and price-slope features into a weighted score. A long position opens when the scaled score exceeds a threshold while the fast EMA is above the slow EMA and price remains…

KriptoaktīviCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

The document describes a strategy that combines a moving-average crossover with a binary indicator based on whether consecutive bar ranges are positively correlated. It smooths that indicator and uses a threshold to permit long entries when price crosses…

Nākotnes līgumiKriptoaktīviMašīnmācīšanāsStatistika
Strategy library

This document presents a long-only trend strategy using a volatility-scaled upper price band for entry and a short exponential moving average for exit. The described entry requires price to cross above the moving average of the Upperband and to satisfy an…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei
Strategy library

This strategy uses Average True Range (ATR) to create adaptive upper and lower bands for identifying trend changes. With the stated default settings, it calculates volatility over a configurable lookback and scales the bands by an ATR multiplier. The code…

KriptoaktīviNākotnes līgumiSekošana tendenceiSvārstīgums
Strategy library

The document describes a momentum strategy that pairs Stochastic Momentum Index (SMI) crossovers with standard pivot levels. It outlines an SMI calculation based on a price source’s position within its recent high–low range, followed by two moving-average…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori