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
TqSdk
Dokumentu skaits: 86
Quantpedia
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
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
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
WonderTrader
Dokumentu skaits: 14
Alphalens
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 detects hammer and shooting star candles using the relationship between each candle’s body and its upper and lower wicks. A hammer is defined as a bearish candle with a long lower wick and a limited upper wick; a shooting star is a bullish…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaRīkojumu izpilde
Strategy library

This strategy looks for reversals at the edges of 20-period Bollinger Bands. A move back above the lower band triggers a long entry, while a move below the upper band triggers a short. It pairs these signals with a 14-period ATR and describes stop and target…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This futures strategy combines a short-term reversal setup with a bandpass filter. Its 123 component uses recent closing-price direction and a 9-period stochastic oscillator to identify potential reversals. The bandpass component classifies direction by…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasSekošana tendenceiTehniskie indikatori
Strategy library

This long-only strategy combines entry conditions inspired by two approaches, BinHV45 and ClucMay72018. One setup looks for an unusually wide Bollinger envelope, a sharp close-to-close move, a small lower tail, and a close below the prior lower band. The…

KriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This example demonstrates how an algorithm can convert incoming security data into five-minute bars. It subscribes to SPY options with a strike and expiration filter, then listens for changes to the option chain. When securities are added, it attaches a…

OpcijasAkcijasRīkojumu izpilde
Strategy library

This strategy combines a short-term momentum filter with a moving average breakout to generate directional entries. It signals long when the current and previous two momentum readings are above 50 and price is above the five-period exponential moving…

Nākotnes līgumiKriptoaktīviCenas impulssCenas izrāviens
Strategy library

This strategy applies several moving averages to a 14-period RSI and uses the crossover between the medium and long averages to signal entries and exits. The described defaults are 50 and 100 periods for those averages; their types can be selected from…

Tehniskie indikatoriCenas impulssNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This BTC futures strategy combines RSI and CCI threshold conditions with a minimum persistence period. It describes timeframe-dependent settings, a 200-period EMA as a trend reference, and exits based on changes in RSI or CCI from their values at entry. In…

KriptoaktīviNākotnes līgumiTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a BTC/USDT futures strategy built around the VuManChu Cipher B indicator family. Its settings expose WaveTrend oscillators and regular or hidden divergence signals, with optional money flow, RSI, Stochastic RSI, higher-timeframe…

KriptoaktīviNākotnes līgumiTehniskie indikatoriCenas impulss
Strategy library

The strategy combines a fast and slow exponential moving average with an ADX trend-strength filter, then looks for pullbacks using RSI. It specifies an ATR-based stop and partial profit taking at a rolling price extreme. The accompanying Pine source also…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy ranks configured equity sectors by the average lookback return of their valid constituents, using closed four-hour bars. It buys every member of the strongest sector and shorts every member of the weakest, with equal total notional on each…

AkcijasCenas impulssPerpetuālie nākotnes līgumiPortfeļa veidošana
Strategy library

This long-only method combines a Trend Regularity Adaptive Moving Average (TRAMA), a trendline breakout, and RSI. It enters when price is above TRAMA and crosses above an upper trendline, while limiting entries to one per calendar month. A position is closed…

Nākotnes līgumiSekošana tendenceiCenas impulssCenas izrāviens
Strategy library

This bidirectional reversal method looks for price to breach a recent high or low, then requires a strong candle in the opposite direction before signaling a trade. The reversal candle must exceed a threshold based on the 14-period ATR. A breach below a…

Atgriešanās pie vidējās vērtībasSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

The main discussion describes a system that calculates support and resistance zones from prior high-low ranges and closes across monthly, weekly, and daily timeframes. It uses scaled range offsets to define nearer and farther levels, then seeks a long entry…

Vairāku aktīvu tirdzniecībaSvārstīgumsCenas izrāviensTehniskie indikatori
Strategy library

This script is designed to generate short-term call and put signals for SPY and QQQ using a weighted set of technical conditions. It includes fast and slow EMA crossovers, a longer-term EMA trend filter, RSI, VWAP, volume spikes, MACD, stochastic readings,…

AkcijasOpcijasTehniskie indikatoriCenas impulss
Strategy library

This Bitcoin trend-following script enters when the Supertrend direction flips, using a long entry only when price is above a long-term exponential moving average and a short entry only when it is below. An optional ADX filter requires trend strength to…

KriptoaktīviSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines Ichimoku components to seek medium- to long-term directional moves. It signals around price crossings of the Kijun-sen, filters entries by whether price is above or below the cloud, and uses the lagging span as additional confirmation.…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas izrāviens
Strategy library

This strategy derives an nBBB indicator from relationships among the current and prior candlesticks, using their open, high, low, and close values to estimate changes in bullish and bearish pressure. When nBBB falls below a configurable sell threshold, the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This system uses the relationship between 50-day and 200-day EMAs to set the permitted trade direction. It then waits for price to approach the 50-day EMA and for RSI to recover from an oversold reading in an uptrend, or retreat from an overbought reading in…

KriptoaktīviSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This strategy pairs a recursive G-Channel indicator with an exponential moving average filter. The channel tracks upper and lower boundaries from recent closes; its direction is inferred from the recency of crossings. The rules take a long position when the…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
Strategy library

This strategy combines a 123-style reversal rule with Elder Ray bull and bear power. The reversal component uses two consecutive closes in one direction and a 9-period stochastic condition: a long requires a low slow stochastic reading, while a short…

Nākotnes līgumiKriptoaktīviAtgriešanās pie vidējās vērtībasSekošana tendencei
Strategy library

This intraday signal framework starts with a 7 period EMA crossing a 14 period EMA. It confirms a long signal with RSI above 50, a positive MACD histogram, and a bullish candle; a short-side crossover with RSI below 50, a negative histogram, and a bearish…

Cenas impulssTehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This monitoring tool collects Binance spot trade events for a configurable pair and interval. It classifies each trade by the exchange’s maker-side flag, accumulates traded quantity and notional value for buyer- and seller-initiated flow, and displays the…

KriptoaktīviTūlītējo darījumu tirgiTirgus mikrostruktūraStatistika
Strategy library

This strategy builds two trailing stop lines from ATR: a fast layer using a 5-period ATR at a 0.5 multiplier and a slow layer using a 10-period ATR at a 3 multiplier. Each line updates with price, tightening in the favorable direction while maintaining an…

Nākotnes līgumiSekošana tendenceiSvārstīgumsTehniskie indikatori