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
Quantpedia
Dokumentu skaits: 86
TqSdk
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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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
Alphalens
Dokumentu skaits: 14
WonderTrader
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 strategy uses a moving average and standard deviation to form Bollinger Bands, then applies price-band conditions to trigger trades. The accompanying description characterizes the approach as trend following and says prices beyond the bands prompt…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiRiska pārvaldība
Strategy library

This strategy uses a 34-period simple moving average as the Bollinger Band center and sets the outer bands two standard deviations away. It goes long when price crosses back above the lower band after falling below it, and short when price crosses back below…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

The available excerpt describes a channel-based trend strategy built around a smoothed price source, defaulting to the average of high, low, and close. Its channel engine has adjustable filter poles, smoothing period, and range multiplier; the settings…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensVēsturisko datu pārbaude
Strategy library

This strategy combines Supertrend direction with several RSI readings and ADX to time long entries. A signal is specified when Supertrend turns bullish, RSI over three periods meets separate thresholds, and ADX indicates trend strength. The stated exits…

Tehniskie indikatoriSekošana tendenceiAkcijasNākotnes līgumi
Strategy library

This cryptocurrency strategy combines a smoothed rate-of-change oscillator, Donchian channel levels, Bears Power, Balance of Power, and a shifted simple moving average. A long requires price to meet the moving-average condition, negative ROC, an open below…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība
Strategy library

This short-term strategy looks for bullish and bearish divergences between price swings and RSI, then requires RSI to be below 40 for a long or above 60 for a short. RSI uses a configurable period, and the indicator can be smoothed with several moving…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy algebraically reverses part of the RSI calculation to estimate a price level associated with a chosen RSI threshold. It tracks smoothed upward and downward price changes, derives an adjustment from those values and the RSI settings, then…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This trend-following system requires two events in the same direction: price crosses EMA 9 and the MACD line crosses its signal line. Long entries use an upward crossover; short entries use a downward crossover. Stops are placed at the recent low for longs…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines moving average readings with oscillator signals to form a directional score. It evaluates configurable chart intervals, moving average periods, and indicators such as RSI, stochastic, CCI, MACD, and Williams %R. Indicator readings are…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This long-only strategy requires several signals to agree before entry: a 9-period EMA crossing above a 21-period EMA, CCI above 100, RSI above 50, a close above the upper Bollinger Band, and volume above its 15-period average. It describes fixed profit and…

Cenas impulssTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This automated strategy uses the Stochastic oscillator’s %K and %D lines for entries: a bullish crossover signals a long, while a bearish crossover signals a short, with additional thresholds that avoid some signals at the extremes. It places long and short…

Tehniskie indikatoriNākotnes līgumiKriptoaktīviRiska pārvaldība
Strategy library

This strategy defines a broad trend by comparing open and close prices across four timeframes. When all four bars close above their opens, it classifies conditions as bullish; when all close below their opens, it classifies them as bearish. The stated…

Sekošana tendenceiTehniskie indikatoriVairāku aktīvu tirdzniecībaNākotnes līgumi
Strategy library

This strategy trades breaks of the prior day's high or low, with a 24-period EMA and Chaikin Money Flow (CMF) used to confirm direction. A long signal requires price to cross above the previous high, close above the EMA, and have positive CMF; a short signal…

Cenas izrāviensTehniskie indikatoriSekošana tendenceiNākotnes līgumi
Strategy library

This strategy combines a rolling Sharpe ratio with market-model alpha to identify assets showing positive risk-adjusted and benchmark-relative performance. It describes calculating both measures over 180 days, using opening prices and prior closes for daily…

Cenas impulssStatistikaRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This framework example demonstrates combining multiple risk controls in one portfolio risk-management model. It applies a maximum unrealized profit percentage rule and a maximum drawdown percentage rule to each security, showing how separate controls can be…

Riska pārvaldībaPortfeļa veidošanaRīkojumu izpildeAkcijas
Strategy library

This short-term reversal strategy uses Heikin-Ashi candle color changes as entry and exit signals. It calculates Heikin-Ashi open and close values, optionally using Heikin-Ashi data as inputs, and treats a switch from red to green as a long signal and green…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This trend-following strategy uses candle relationships across timeframes to identify possible market structure shifts. In the example settings, it observes 60-minute and 15-minute candles. A bearish short-timeframe candle following a bullish one, alongside…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This BTC spot strategy checks hourly prices for a close above an 80-period exponential moving average plus three times an exponentially smoothed true range. The entry condition also requires recent volume to exceed earlier volume. While the text describes a…

KriptoaktīviTūlītējo darījumu tirgiCenas izrāviensSekošana tendencei
Strategy library

This strategy combines Heikin-Ashi candle direction with Bollinger Band width to signal short-term trades. It enters long after a configurable run of bullish Heikin-Ashi candles, or short after bearish candles, when band width exceeds a volatility threshold.…

KriptoaktīviNākotnes līgumiSekošana tendenceiSvārstīgums
Strategy library

This document describes a grid strategy that divides a chosen price range into evenly spaced levels. Bounds can be set manually or derived from recent highs and lows or a moving average, with a deviation adjustment. The strategy places buys and sells as…

Režģa tirdzniecībaAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy description combines RSI threshold crossings, Bollinger Band signals, and breakouts above or below recent price extremes. It also describes MACD crossovers as a supporting indicator. The stated interpretations mix countertrend and breakout…

Nākotnes līgumiTehniskie indikatoriCenas izrāviensAtgriešanās pie vidējās vērtības
Strategy library

This trend-following approach uses UT Bot ATR trailing levels to generate entries, a 21-period EMA crossover for timing, and a 50-period EMA on a higher timeframe as a directional filter. It describes using Heikin Ashi prices for signals and allows…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
Strategy library

This strategy uses UT Bot ATR trailing levels and a 21-period EMA for entry signals, filtered by the direction of a 50-period EMA from a five-minute chart. It is described as trading primarily on a one-minute chart, with Heikin Ashi prices optionally used to…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This reversal approach combines four signal types: RSI divergence, rejection around 50- and 200-period EMAs, reversal candlestick patterns, and a volume surge. A trade is considered when at least three signals agree. The document specifies a 14-period RSI,…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgums