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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
Dokumentu skaits: 3,481
Bitget Academy
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MQL5 articles
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TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
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Deribit Insights
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Machine Learning for Trading
Dokumentu skaits: 1,124
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
Dokumentu skaits: 195
NautilusTrader
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Hummingbot docs
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Paradigm research
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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
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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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Lumibot strategies
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QuantRocket
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This strategy calculates a trailing twelve-month percentage return, adapting its lookback to the chart interval. It uses approximate trading-bar counts for daily and weekly charts and calendar months for monthly charts; other intervals estimate bars per year…

Cenas impulssSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy combines two moving-average periods into a composite period, then calculates that average using a selected method: simple, exponential, weighted, double exponential, or triple exponential. Price above the average defines an uptrend, while price…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This ES futures strategy looks for continuation entries after price pulls back during a downtrend. It identifies bearish alignment with three exponential moving averages, then checks whether the bar reaches the fast average and closes lower. A short signal…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This long-only grid strategy operates between fixed upper and lower price bounds. It divides the range into configurable levels, using either geometric or arithmetic spacing, buys when price crosses down through a level, and sells on an upward crossing at…

KriptoaktīviPerpetuālie nākotnes līgumiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This intraday strategy identifies bullish and bearish fair value gaps (FVGs) with three-candle price patterns, interpreting them as zones of imbalance. It waits for price to revisit a gap before entering in the corresponding direction. Stops are placed at…

Nākotnes līgumiTehniskie indikatoriTirgus mikrostruktūraRiska pārvaldība
Strategy library

This strategy buys after price closes below the previous low of a short lookback channel, then sets a long position’s stop and profit target using average true range (ATR). Its published settings use a 7-period channel and a 15-period ATR, with stop and…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

GodStra is a long-only Freqtrade strategy that calculates a broad set of technical indicators and compares selected indicator values to create entry and exit signals. Its configured entry checks whether the Ichimoku base trend value is below a volatility…

Tehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

The strategy constructs a Bitcoin futures-versus-spot spread from weighted prices across Binance and OKX, then standardizes that spread with a rolling mean and standard deviation to obtain a Z-score. It evaluates the signal across three configurable…

KriptoaktīviNākotnes līgumiTūlītējo darījumu tirgiArbitrāža
Strategy library

This strategy combines True Strength Index crossovers with a CCI variant calculated using a Hull moving average. TSI's fast and signal lines indicate direction, while the Hull-based CCI's level and direction, together with a comparison to a prior price,…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriAugstas frekvences tirdzniecība
Strategy library

This partial Pine Script outlines a strategy combining market structure, liquidity sweeps, fair value gaps, institutional zones, trend filtering, and premium or discount levels. Its configurable inputs include swing length, sweep lookback, minimum gap size…

Tehniskie indikatoriCenas izrāviensRiska pārvaldībaRīkojumu izpilde
Strategy library

The strategy uses a 500-day simple moving average to define long-term market direction. It buys when price crosses above the average and sells or reverses short when price crosses below it. The accompanying Pine Script implements those crossover conditions…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This price-action model measures the share of up-closing candles in a lookback window and compares the high-low range with a minimum threshold. It takes a long position when at least 60% of the closes are upward and the range is large enough; it takes a…

Nākotnes līgumiKriptoaktīviCenas impulssSvārstīgums
Strategy library

This proposed trend-following system combines a 50-day and 200-day exponential moving average crossover with RSI and a volume filter. A bullish crossover is eligible when RSI is above 50 and volume exceeds 1.5 times its 20-day average; a bearish crossover…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This indicator system combines signals from several technical tools, including Parabolic SAR, Leledc, Kaufman adaptive moving averages, Ichimoku lines, a volume flow indicator, a wave-trend oscillator, and TD Sequential. The description says buy or sell…

KriptoaktīviTehniskie indikatoriCenas impulssSekošana tendencei
Strategy library

This strategy looks for a price reversal after eight consecutive closes on one side of a five-day simple moving average. It describes going long after a run below the average followed by a move back above it, and going short after a run above followed by a…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

Despite the document title referring to selling, the supplied script describes a two-sided Turtle-style trend-following system. It enters long after a close crosses above the prior 55-period high, or short after crossing below the prior 55-period low.…

Sekošana tendenceiCenas izrāviensNākotnes līgumiTehniskie indikatori
Strategy library

This strategy combines RSI and CCI readings across short intraday timeframes, with Bollinger Bands available as an auxiliary condition. It proposes staged long or short entries using dollar-cost averaging, with configurable order weights, take-profit levels,…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This intraday strategy builds a high-low range during the Asia session, defined in New York time, then trades breakouts during a following morning window. A close beyond the range, with a configurable tick buffer, triggers a long or short entry. An optional…

Nākotnes līgumiIzejvielasCenas izrāviensTehniskie indikatori
Strategy library

This strategy looks for long trades when monthly, weekly, and daily conditions all indicate an uptrend. Each timeframe compares price with the 8-period EMA and checks that the 8-period EMA is above the 21-period EMA. On the daily chart, it looks for a…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

The strategy combines a Stochastic Oscillator crossover with the Vortex Indicator to identify potential long entries. A buy signal occurs when the stochastic K line crosses above D while the positive vortex measure exceeds the negative one. The stochastic…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This long-only strategy uses a short-period EMA and a longer-period EMA to guide entries and exits. It also calculates the distance between the averages relative to their mean and applies separate thresholds to qualify bullish and bearish conditions. The…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

The document presents a futures strategy built around a two-bar price setup and a retracement zone spanning the 50% to 61.8% levels. Its visible settings include a minimum candle-body share of the bar range, a stop offset beyond the second bar’s wick, and an…

Nākotnes līgumiTehniskie indikatoriCenas izrāviensRiska pārvaldība
Strategy library

This strategy compares a short-period simple moving average with a longer-period one. It opens a long position when the short average crosses below a threshold set a percentage under the long average, then closes when the short average crosses back above the…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This strategy combines smoothed moving averages of open and close prices with a trend filter built from correlation and ATR measures. It uses the moving average crossover to time entries and exits, while requiring the trend filter to agree with the direction…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori