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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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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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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 long-only strategy combines Bollinger Bands, RSI, and ATR for mean-reversion trades. It looks for a close below the previous candle’s lower Bollinger Band, alongside a bullish previous candle and an RSI reading at or below 25. It exits when RSI rises…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSvārstīgumsRiska pārvaldība
Strategy library

This strategy generates long entries and exits from crossovers among three configurable moving averages. Traders can select each average’s type, lookback period, price source, and timeframe, and can enable or disable trading for each pair of averages. Upward…

Tehniskie indikatoriSekošana tendenceiRīkojumu izpildePozīcijas apjoma noteikšana
Strategy library

This strategy uses the Commodity Channel Index to identify possible long entries after an extreme reading begins to recover. The entry requires the prior CCI to be below the lower threshold, the current CCI to rise, and the signal candle to close at least…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy scales exposure to SPY using rolling price extremes, with a 200-day moving average as a market-regime filter. When SPY is above that average, a close at a period low increases the target share allocation in increments. A close at a period high…

AkcijasSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This document describes a monitoring script that repeatedly checks several market conditions and logs alerts. It compares recent EMA readings with a configured level, measures the current ticker price against the previous hourly or daily close, and checks…

Tehniskie indikatoriStatistikaRīkojumu izpilde
Strategy library

This strategy modifies the Vortex Indicator by smoothing its positive and negative lines with an EMA and requiring their spread to pass a threshold before entering. A sufficiently positive spread triggers a long; a sufficiently negative spread triggers a…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This rules-based strategy uses an 8-period and 21-period EMA crossover to signal call or put positions. A bullish setup also requires price above the 100- and 200-period simple moving averages, MACD above its signal line, and RSI above 50; bearish conditions…

OpcijasSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This strategy treats a full candle outside a Bollinger Band as a possible mean-reversion setup. It calculates bands from closing prices, then looks for a long after a bearish candle lies entirely below the lower band, or a short after a bullish candle lies…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This crypto strategy combines a 123 Reversal signal with Qstick, taking a position only when both indicators agree. The reversal component checks recent closing-price turns and applies stochastic fast and slow line conditions around a configurable level.…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

The document presents a SuperTrend strategy configured with factor and ATR-period inputs. It plots separate lines for upward and downward directions, then uses the indicator’s direction and recent line movement to decide when to enter or close long and short…

KriptoaktīviSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy combines several Supertrend calculations with Bollinger Band breakouts to determine directional entries. It also uses ATR as a volatility filter, aiming to avoid signals in low-volatility conditions. Its configurable design includes multiple…

Nākotnes līgumiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This crypto strategy excerpt describes a persistent regime classifier that labels market conditions as bullish, bearish, or neutral. It estimates trend persistence with a range and true-range based Hurst proxy, then combines that reading with ADX, RSI,…

KriptoaktīviTehniskie indikatoriSekošana tendenceiTirgus mikrostruktūra
Strategy library

This strategy combines an ATR-based trailing stop with an EMA trend filter. A long signal occurs when price crosses above the trailing stop while above the EMA; a short signal uses the opposite conditions. The ATR period and sensitivity setting control the…

KriptoaktīviSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This model adapts Turtle-style trend trading through two breakout systems for long and short entries and exits. It sizes units using account capital, a chosen risk fraction, ATR as a volatility measure, and contract point value. A second account calculation…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This trend-following strategy calculates moving averages of highs and lows, then looks for price to cross those bands with a sufficiently large slope. A close above the high-based average, with the required positive slope and additional price conditions,…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This document describes a trend-following system that compares two configurable double exponential moving averages (DEMAs). A cross of the faster line above the slower line signals a long entry, while a downward cross signals a short entry. An optional third…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This tutorial describes a bot that receives TradingView-style webhook commands through the FMZ platform and translates them into spot or futures orders. Signals carry fields for an exchange index, trading pair, contract type, price, action, and amount. The…

Rīkojumu izpildeNākotnes līgumiTūlītējo darījumu tirgiTirgus mikrostruktūra
Strategy library

This document presents a configurable daily-timeframe strategy framework built from five ICT or smart-money-concept modules: acceptance and rejection at support or resistance, swing failure patterns, higher-timeframe liquidity magnets, displacement moves,…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
Strategy library

The WAMI strategy combines one-period price momentum with a weighted moving average and two stages of exponential smoothing. It compares the resulting indicator with a configurable trigger: readings above the trigger set a long position, while readings below…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas impulss
Strategy library

This strategy enters long when price crosses above a simple moving average and short when it crosses below. It combines an initial stop, a rule to move protection to the entry price after a favorable move, and two profit objectives that scale out a larger…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines a simple moving average with Bollinger Bands to generate long and short entries. A close crossing above the SMA is paired with a close above the upper band for a long signal; a cross below the SMA and close below the lower band…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This strategy seeks long entries when price moves below the lower Bollinger Band, with an RSI threshold and optional candle filters intended to qualify the signal. The described conditions include RSI below 30, a candle body larger than half the recent…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document explains a debugging technique for trading systems whose JavaScript files are combined into one hosted script. It records the bundled line offset corresponding to a known line in each original file, then uses error stack information to map a…

Rīkojumu izpilde
Strategy library

This example strategy uses a 14-period Relative Strength Index (RSI) with overbought and oversold thresholds to generate long and short signals. It also describes custom conditions, risk-based position sizing, fixed take-profit and stop-loss levels, chart…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība