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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 breakout approach looks for a bullish candle pattern using four conditions: the current low falls below both its open and the prior candle’s low, while its close is above its open and above the prior candle’s open and close. When all…

Cenas izrāviensTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy combines the SuperB indicator’s SpreadVol momentum measure with a price-based trend tracker. SpreadVol is derived from price range, volume, and the open-to-close move; its smoothed values and dispersion contribute to trend thresholds. A trend…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This trend-following system enters long when a 9-period EMA crosses above a 21-period EMA and short when it crosses below. It uses a 14-period ATR to set stop and target distances: the stated defaults place the stop 1.5 ATR from the current price and the…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas impulss
Strategy library

This strategy combines trend, momentum, price-location, and volatility indicators. It uses 50- and 200-period EMAs for trend direction, RSI to qualify momentum, VWAP as a price reference, and Supertrend as another directional filter. The source enters long…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses Bollinger Bands to identify possible reversals after unusually extended price movement. The prose describes buying after price rebounds from the lower band and shorting after it falls back from the upper band. The supplied script instead…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasSvārstīgums
Strategy library

This trend-following method calculates fast and slow exponential moving averages, with listed default periods of 12 and 26. It defines a bullish zone when the fast average is above the slow average and price is above the fast average; the bearish zone…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This strategy uses an ATR-width Supertrend channel to identify trend changes. A move above the upper rail signals a long entry, while a move below the lower rail signals a short entry. The channel’s width is based on average true range and a multiplier; the…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei
Strategy library

This strategy seeks directional trends by requiring five moving average types—simple, exponential, smoothed, weighted, and volume-weighted—to slope in the same direction. The description says it calculates fast averages over 8 periods and slow averages over…

Sekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This five-minute long-only strategy combines a fast stochastic crossover, an ADX threshold, and the open price relative to a short EMA channel. It enters when the open is below the five-period EMA of lows, fast %K crosses above %D, both stochastic values are…

Tehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This trend-following framework combines a fast and intermediate simple moving average crossover with a longer moving average filter and VWAP confirmation. A long entry requires the 9-period average to cross above the 50-period average, the 200-period average…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiRīkojumu izpilde
Strategy library

The document presents a Supertrend approach paired with an equity-curve filter. Supertrend uses an ATR-based band to identify direction, while the proposed filter compares strategy net profit with an exponential moving average. The stated rule is to allow…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

The source implements a daily Keltner Channel breakout approach for an index futures contract. It builds the channel around an exponential moving average (EMA), using a rolling average of true range to set its width. A shorter EMA confirms trend direction,…

Nākotnes līgumiCenas izrāviensSekošana tendenceiSvārstīgums
Strategy library

This strategy combines a three-bar price reversal pattern with a Positive Volume Index (PVI) filter. It enters long after two lower closes followed by a higher close, or short after two higher closes followed by a lower close, subject to a Stochastic…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssNākotnes līgumi
Strategy library

This short-term strategy description combines an ATR-based price channel with fast and slow EMAs and RSI readings of different lengths. The prose presents channel breaks, EMA crossovers, and RSI extremes as a multi-indicator signal process, and identifies…

Tehniskie indikatoriCenas izrāviensSvārstīgumsNākotnes līgumi
Strategy library

This strategy pairs an inside-bar pattern with a moving average filter. It identifies an inside bar within a configurable lookback, then looks for price to break above that bar’s high for a long entry or below its low for a short entry. The direction is…

Tehniskie indikatoriCenas izrāviensNākotnes līgumiRiska pārvaldība
Strategy library

This document outlines an EMA crossover strategy using fast and slow averages on short timeframes, with volume and RSI conditions intended to filter entries. It also describes a stay-out rule based on consecutive narrow-range bars and labels market…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensVēsturisko datu pārbaude
Strategy library

This document outlines two RSI-based approaches. The simpler method calculates RSI with a smoothed moving average and takes a long position when RSI falls below 30 or a short position when it rises above 70. It also describes a pattern-recognition method…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasAkcijasVēsturisko datu pārbaude
Strategy library

This partial script presents a TradingView strategy that detects many named candlestick formations and can filter signals by the prevailing trend. The trend setting uses either the close relative to a 50-period simple moving average, the alignment of 50- and…

Tehniskie indikatoriAkcijasRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This document describes a bot that maintains target portfolio weights by comparing each asset’s current value with its assigned share of total portfolio value. For each asset, configurable buy and sell deviation thresholds determine when the bot trades…

Portfeļa veidošanaPozīcijas apjoma noteikšanaRīkojumu izpildeVairāku aktīvu tirdzniecība
Strategy library

This strategy combines Ichimoku conditions with Average Directional Index measures to seek directional moves. Its long setup requires price above the displaced cloud, the conversion line above the base line, a bullish cloud, sufficient ADX, and a positive…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This order-placement utility submits a sequence of limit orders at regular price intervals. For a buy ladder, the first order is at the configured starting price and later orders step downward; for a sell ladder, prices step upward. The user specifies the…

Rīkojumu izpildeTirgus mikrostruktūraPozīcijas apjoma noteikšana
Strategy library

This trend-following method uses Average True Range to scale a trailing stop to recent volatility. In an uptrend, the stop is anchored below the running price high by a multiple of ATR; in a downtrend, it is placed above the running low. A move through the…

Sekošana tendenceiSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy scans for a broad set of bullish and bearish candlestick patterns, including reversal and continuation formations. It assigns directional signals by pattern type and can filter interpretation using moving-average trend conditions: price…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

This indicator applies Shannon entropy to price and volume data as a measure of how information changes over a rolling window. It can calculate the two streams separately or display their difference, with optional bands and percentile-rank markers. The…

Tehniskie indikatoriStatistikaNākotnes līgumiVēsturisko datu pārbaude