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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
Dokumentu skaits: 219
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
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
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
Dokumentu skaits: 79
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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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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WonderTrader
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Alphalens
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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 uses a simple Bollinger Band breakout rule to take long or short positions. It calculates a moving-average middle band and upper and lower bands using a configurable standard-deviation multiplier. Stop entries are placed at the upper band for…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei
Strategy library

This document presents a long-only dollar-cost averaging strategy that combines EMA trend conditions, MACD, RSI, and Bollinger Bands. It starts with a configurable purchase allocation and increases the next allocation after each buy, subject to a maximum.…

KriptoaktīviTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This document describes a minimal bar-based strategy: go long when a candle closes above its open and short when it closes below its open. Position size and the backtest date range are configurable. The published backtest settings use BTC/USDT futures and a…

Nākotnes līgumiSekošana tendenceiVēsturisko datu pārbaudePozīcijas apjoma noteikšana
Strategy library

This strategy combines SuperTrend direction changes with a 49-period exponential moving average as a price filter. It uses an ATR period of 16 and a factor of 3.02 for SuperTrend, with stated fixed initial stops of 50 points and trailing stops that activate…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

Qualitative Quantitative Estimation (QQE) extends RSI by smoothing it and adding fast and slow volatility-based trailing levels. The document describes deriving these levels from changes in the smoothed RSI, with the fast line compared against a slower…

Tehniskie indikatoriCenas impulssSvārstīgumsVēsturisko datu pārbaude
Strategy library

This long-only momentum strategy transforms the Commodity Channel Index through scaling, weighted moving average smoothing, and a hyperbolic tangent mapping that confines readings to a range from -1 to +1. It enters when the indicator rebounds through a…

Cenas impulssTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This script encodes a bearish Harami pattern as a short-entry setup. It looks for a sufficiently large current candle whose real body is smaller and contained within the prior candle’s larger bullish real body, with the current candle moving downward. A…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This strategy combines three Supertrend direction signals for long entries and a separate set of three for short entries. It opens a long position when all selected buy indicators are up, and opens a short position when all selected sell indicators are down;…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy uses the Ichimoku system’s Conversion and Base lines, calculated as the midpoint of recent highs and lows over configurable lookback periods. A cross above the Base line opens a long position, and a cross below it closes that position. The…

Sekošana tendenceiTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This strategy looks for unusually large candle bodies as possible trend starts. It compares each body with a recent average, then checks the candle’s close location and, in some cases, hammer-like shapes. A bullish or bearish bar sets the trade direction,…

Nākotnes līgumiSekošana tendenceiCenas izrāviensRiska pārvaldība
Strategy library

This strategy uses moving average relationships across 180-minute, 60-minute, and 120-minute timeframes to filter crossover trades. A 10-period EMA on the 180-minute chart crossing a 200-period EMA provides the faster signal. The relationship between…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy pairs simplified harmonic-pattern detection with Williams %R. It uses pivot highs and lows to approximate bullish or bearish formations, then looks for confirmation from an oversold or overbought WPR reading. Long entries combine a bullish…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This short-term system combines EMA trend direction, RSI readings, and an ATR volatility filter. It takes long signals when the 5-period EMA is above the 21-period EMA and RSI is below 45; short signals require the reverse EMA relationship and RSI above 55.…

Nākotnes līgumiCenas impulssSvārstīgumsTehniskie indikatori
Strategy library

This strategy combines price swing patterns, an EMA, and an ATR-based stop. It marks higher highs, lower lows, higher lows, and lower highs as potential supply or demand context, while the signal rule enters long when a candle closes above the previous high…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
Strategy library

This long-only breakout method defines a flagpole as one to three rising closes with a price move exceeding three times the prior ATR. It measures pole height from the latest pole top to a prior 10-period simple moving average, then places the flag’s lower…

Cenas izrāviensTehniskie indikatoriSekošana tendenceiNākotnes līgumi
Strategy library

This long-only approach combines Supertrend with a least-squares moving average (LSMA). It enters when Supertrend changes to a bullish direction and the selected closing price is above the LSMA. It closes the long position when Supertrend changes to a…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This trend-following strategy generates signals when a 20-period exponential moving average crosses a 50-period EMA. An upward cross triggers a long entry, while a downward cross triggers a short entry. A 200-period EMA is plotted as a reference for the…

Sekošana tendenceiTehniskie indikatoriCenas impulssNākotnes līgumi
Strategy library

This strategy combines a short-term reversal setup with a trend filter. Its 123 component looks for a price turn after two closes in one direction, with Stochastic conditions around the midpoint. The Ergodic component compares smoothed price momentum lines…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This document outlines a trend-following strategy combining fast and slow moving-average signals with a trend ribbon based on price relative to another moving average. It describes configurable position sizing using a portfolio percentage and leverage, plus…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This strategy builds a trend channel from a linear regression baseline and an ATR-scaled width. The regression slope determines whether the market is treated as rising or falling; in an uptrend, a long signal is generated near the lower channel boundary,…

Sekošana tendenceiSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a trend-following method based on the difference between fast and slow simple moving averages. It describes upward and downward crossovers as indications of changing trend direction, and adds a smoothed signal derived from the gap…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This document describes a monitoring utility that polls ticker endpoints across multiple exchanges concurrently. It records whether each request returns data, keeps a rolling sample for each exchange, and reports the share of successful responses as an…

Rīkojumu izpildeTirgus mikrostruktūraStatistika
Strategy library

This script adapts Supertrend by centering its volatility bands on a recent volume-weighted average price rather than a simple price reference. ATR scales the upper and lower bands, and the band logic carries prior values forward to form a trend-following…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRīkojumu izpilde
Strategy library

This reversal strategy combines price comparisons over a lookback window, a volume check, a selectable moving average, and ATR-based trade levels. The description presents it as a short-term approach for five-minute charts, with a default lookback of 12…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSvārstīgumsRiska pārvaldība