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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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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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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 reversal system looks for candles that test beyond daily Bollinger Bands and show a sufficiently large wick relative to the candle body. Its default configuration uses 20-period bands with a standard-deviation multiplier of 2, and a minimum wick-to-body…

Atgriešanās pie vidējās vērtībasSvārstīgumsTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This intraday strategy uses the prior session’s high and low as breakout levels, then checks trend and volume flow before entering. A long signal requires the day’s high to cross above the previous high, the close to be above a moving average, and a…

Cenas izrāviensTehniskie indikatoriRīkojumu izpildeRiska pārvaldība
Strategy library

This short-term strategy uses an altered MACD-style indicator to trade against its crossover signals. It calculates a 32-period and a 5-period exponential moving average of closing prices, takes their difference, and smooths that difference with another…

Cenas impulssTehniskie indikatoriRiska pārvaldībaKriptoaktīvi
Strategy library

This scalping system seeks breakouts when short-term volatility rises and the higher-timeframe trend agrees. It compares a seven-period ATR with a fourteen-period EMA of ATR, requiring the ATR to exceed the smoothed value by a stated multiplier. Direction…

Cenas izrāviensSekošana tendenceiSvārstīgumsTehniskie indikatori
Strategy library

This trend and momentum strategy combines a fast and slow simple moving average crossover with a longer moving average as a directional filter. The described settings use five-, thirteen-, and fifty-period averages: a bullish crossover above the trend…

Sekošana tendenceiCenas impulssTehniskie indikatoriSvārstīgums
Strategy library

This spot strategy repeatedly places a buy limit order at a preset price, then places a sell limit order after the buy fills. Once the sell fills, it returns to the buy stage, creating a simple two-price trading loop. The parameters include the buy and sell…

Tūlītējo darījumu tirgiRežģa tirdzniecībaRīkojumu izpildeVēsturisko datu pārbaude
Strategy library

This short-term strategy adapts a Sequential-style setup by comparing each bar’s high and low with those from two bars earlier. Consecutive higher highs or lower lows build a count capped at seven; a completed count signals a reversal entry against the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasNākotnes līgumiRiska pārvaldība
Strategy library

This trend-following system uses a 9-period and 15-period simple moving average crossover for direction, filtered by a 200-period exponential moving average. The stated entry rules allow longs after a bullish crossover when price is above the long-term EMA,…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy compares a fast exponential moving average with a slower simple moving average. The stated default periods are 13 and 30. When the fast average is above the slow one, the basic logic enters long; when the slow average is above the fast one, it…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy uses a fast exponential moving average and a slower simple moving average to switch between long and short positions. The documented default periods are 13 for the EMA and 30 for the SMA. The basic rule enters long when the fast average is…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This strategy combines price crossings of volume-weighted average price (VWAP) with the direction of a Supertrend indicator. A long signal occurs when price moves above VWAP while Supertrend is positive; a short signal requires a move below VWAP while…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses Ichimoku components to identify long and short trends. Entries require the current and projected clouds to favor the trade direction, with optional checks for the conversion line, base line, price position, and indicator slopes. The…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy scores the alignment of price and a set of moving averages to estimate trend strength. It awards weighted points when price stands above successive averages and when shorter averages exceed longer ones, then sums the score over a configurable…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This one-hour trend strategy uses Ichimoku conversion and base lines to identify direction changes, then applies ADX as a trend-strength filter. The document specifies lookback lengths of 18 bars for Tenkan and 58 for Kijun; a cross upward is treated as…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This long-only trend strategy builds an enhanced MACD series in stages: it subtracts a slow EMA from a fast EMA, smooths that difference with a signal EMA, then smooths the residual between MACD and its signal. The stated approach enters long when the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This strategy combines swing-based breaks of structure with fair value gaps. It records recent swing highs and lows, treats a confirmed close beyond one as a directional break, and looks for a same-direction gap formed within a specified bar window. A long…

Tehniskie indikatoriCenas izrāviensNākotnes līgumiRiska pārvaldība
Strategy library

This strategy uses the direction changes of a short-period Hull moving average (HMA) to time entries and a longer-period HMA to confirm the broader trend. A short HMA turn triggers a trade only when the long HMA points in the same direction, aiming to filter…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This strategy combines Bollinger Bands, a moving average, and RSI to seek short-term trades. The described long condition requires price above the upper band and moving average while RSI is below a lower threshold. The code also defines the mirror-image…

Tehniskie indikatoriCenas izrāviensRiska pārvaldībaRīkojumu izpilde
Strategy library

This UMD strategy ranks stocks by returns over a long lookback while omitting the most recent month, then buys the strongest group and shorts the weakest. It updates the selections monthly, uses equal weighting, and delays positions by one period before…

AkcijasCenas impulssFaktoru ieguldīšanaPortfeļa veidošana
Strategy library

This long-only strategy uses Ichimoku components to identify an upward trend. It enters when the close is above both cloud spans, the cloud is rising, and the conversion line exceeds the base line. A further lagging-span condition compares current price with…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy combines a 123 Reversal signal with an Elder-style power measure. It takes a long position when both components signal long, a short position when both signal short, and closes positions when they disagree. The reversal component uses recent…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude
Strategy library

The strategy seeks long entries when technical indicators align across six timeframes, from one minute to one day. It describes checking RSI, Stochastic, Stochastic RSI, and CCI against configured ranges and for rising values. The written rules say each…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This long-only strategy combines a long-period exponential moving average with RSI. It enters when price crosses above the EMA and RSI is above its specified entry threshold, using the EMA as a broad trend filter and RSI as a momentum condition. It exits…

Nākotnes līgumiCenas impulssSekošana tendenceiTehniskie indikatori
Strategy library

This long-entry system replaces a fixed RSI trigger with Bufi’s Adaptive Threshold method. It calculates a short-period RSI, estimates price-trend slope with linear regression, and measures dispersion with standard deviation. The normalized slope adjusts the…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgums