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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
Dokumentu skaits: 164
Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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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
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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 breakout framework combines trend direction, momentum filtering, and volatility-based exits. It treats a fast EMA above a slow EMA as an uptrend and below it as a downtrend. A long signal requires a close above the recent high, with the current bar…

Sekošana tendenceiCenas izrāviensTehniskie indikatoriSvārstīgums
Strategy library

This two-direction strategy combines MACD crossovers with a long-term exponential moving average. Long entries require price above the EMA, a bullish MACD crossover, and a MACD reading below zero; short entries require price below the EMA, a bearish…

KriptoaktīviCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following system combines fast and slow exponential moving average crossovers with a volume filter. A bullish crossover can open a long position and a bearish crossover can open a short position, provided current volume exceeds a multiple of its…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The document presents a contrarian idea: take the opposite side of a machine learning system’s probability forecast derived from financial news. If its signal indicates a likely rise, the strategy sells; if it indicates a likely decline, it buys. The example…

KriptoaktīviMašīnmācīšanāsTirgus noskaņojumsVēsturisko datu pārbaude
Strategy library

This strategy combines a 123-style price reversal signal with RSI readings and enters only when both components agree. The text describes the reversal component using consecutive closes and a stochastic oscillator around a level of 50; RSI thresholds of 30…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This document presents a trend-following concept that combines ADXR, a smoothed form of ADX, with two moving averages. Its description uses two ADXR thresholds to indicate directional conditions, then proposes requiring price to sit above a fast average for…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This document explains a trend-following approach that compares a fast exponential moving average with a slower one. The stated defaults are 9 periods and 20 periods. A cross of the fast line above the slow line triggers a long entry, while a cross below…

Sekošana tendenceiTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This document describes a two-candle reversal strategy that uses bullish and bearish engulfing patterns to generate long and short entries. Its stated bullish setup requires the current candle to close above the prior high while its open and close meet…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaKriptoaktīvi
Strategy library

This long-only reversal strategy defines an entry through four comparisons among recent daily highs and lows. When all conditions are met, it opens a long position. It exits when the configured holding period has elapsed, set to seven days by default, or…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This trend-following approach uses a fast 9-period exponential moving average and a slower 21-period average. A cross above the slower line triggers a long entry, while a cross below it triggers a short signal. For long positions, the described stop follows…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The document describes how to convert between coin quantities and contract counts for OKX swap instruments. It uses the exchange’s public contract conversion endpoint, supplying an instrument identifier, conversion price, quantity, and—when converting…

KriptoaktīviAtvasināto instrumentu cenu noteikšanaPerpetuālie nākotnes līgumiPozīcijas apjoma noteikšana
Strategy library

This strategy assigns one of three actions—long, short, or flat—to each half-hour interval of the day. At an interval’s start, it opens the assigned position when that instruction differs from the preceding interval; it keeps a position through adjacent…

AkcijasTehniskie indikatoriRīkojumu izpildeRiska pārvaldība
Strategy library

This document describes a reversal strategy built around Williams-style upper and lower fractals. Its custom logic identifies fractal patterns using a configurable lookback and tracks when the pattern changes. The strategy then combines the fractal level…

KriptoaktīviNākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtības
Strategy library

This strategy seeks reversals when price is far from a weighted moving-average reference and volume-based momentum is at an extreme. It calculates a 60-period weighted moving average and bands two standard deviations above and below it. A 14-period RSI…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiAtgriešanās pie vidējās vērtības
Strategy library

This strategy compares selected altcoins’ prices relative to Bitcoin with a shared index. It aims to short coins trading above that reference and buy coins below it, with position values scaled to the size of each deviation. The updated approach uses an…

KriptoaktīviNākotnes līgumiPerpetuālie nākotnes līgumiAtgriešanās pie vidējās vērtības
Strategy library

This document presents a visual framework for comparing a trading strategy’s equity with a buy-and-hold benchmark over a selected date range. It plots strategy profit, benchmark return, and their difference, then summarizes the share of bars when the…

Vēsturisko datu pārbaudeStatistikaPortfeļa veidošana
Strategy library

The document contains a configurable long-and-short trading system for Bitcoin, with a published four-hour backtest configuration. Its visible logic combines directional movement and ADX strength, an EMA spread compared with its smoothed value, and a custom…

KriptoaktīviTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

The strategy uses a fast and middle EMA crossover, filtered by their position relative to a slower EMA, to enter long or short trades. It uses RSI to close positions: the source closes a long when RSI falls through the overbought threshold while still above…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

The described strategy pairs 33-period Bollinger Bands with comparisons between short- and longer-period smoothed ADX values. It proposes short entries around an upper-band move when the shorter ADX is below the longer one, and long entries around a…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This intraday strategy builds an opening range from the first configurable number of candles, then watches for closing-price crosses above its high or below its low. The default range uses ten candles. A breakout can open a long or short position only if it…

Nākotnes līgumiCenas izrāviensCenas impulssRiska pārvaldība
Strategy library

This short-term cryptocurrency strategy combines RSI, Bollinger Bands, and VWAP. The description proposes buying when price crosses above the lower band or RSI falls below 25, provided price is above VWAP; it proposes selling when price crosses above the…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy uses multiple moving averages to define trend direction and combines them with MACD, RSI, and Elder Force Index (EFI) readings to filter entries. The stated long setup requires a bullish moving-average crossover, positive MACD, RSI recovering…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

The strategy uses short-, medium-, and long-period moving averages to generate directional signals. Its stated rules go long when the 7-period average crosses above the 13-period average while the 21-period average is rising, and short when the shorter…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This document presents a multi-indicator trading approach combining moving averages, Ichimoku levels, RSI, stochastic readings, and volume-based indicators. Its source implementation requires a stacked EMA trend and RSI and stochastic conditions for entries,…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori