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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
Dokumentu skaits: 164
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 long-biased strategy combines rising relative volume with a volatility filter and price action. It compares current volume with a short moving average and assesses low volatility by comparing twice the average true range with the width of a Bollinger…

Sekošana tendenceiCenas izrāviensSvārstīgumsTehniskie indikatori
Strategy library

This strategy uses a volume-weighted moving average of the midpoint price, with a default lookback of 400 bars, to determine direction. When the average has been rising for several bars, it holds a long position; otherwise it closes that position. The…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This short-term strategy builds a price channel from a 20-period simple moving average and standard deviation. It enters long after price falls below the lower band and then closes back above it, aiming to exit as price recovers to the channel midpoint or…

Atgriešanās pie vidējās vērtībasSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

The strategy applies J. M. Hurst's Future Line of Demarcation concept by shifting price data forward by half of selected cycle lengths. It compares signal, trade, and trend FLDs to classify market states, then uses price interactions with the signal line for…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriSekošana tendencei
Strategy library

This contrarian strategy uses the Stochastic oscillator's %K and %D lines to signal potential reversals. A downward cross while both lines are in overbought territory indicates a short; an upward cross while both are oversold indicates a long. The document…

KriptoaktīviNākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtības
Strategy library

This short-term strategy combines fast and slow Supertrend lines with the Commodity Channel Index (CCI). The fast line is intended to react to nearer-term price changes, while the slower line supplies broader trend context. A fast-line cross against price,…

KriptoaktīviNākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtības
Strategy library

This strategy combines RSI reversals with a narrow recent price range and above-average volume to time active long and short trades. It uses a 14-period RSI, checks whether the high-low range over 10 periods is below a threshold, and compares current volume…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This indicator generates buy and sell markers from a QQE-style calculation built on a smoothed RSI. It smooths RSI, measures changes in that series, and uses the resulting volatility-adjusted bands to define a fast trailing line and trend state. A transition…

Nākotnes līgumiTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
Strategy library

This strategy description combines UT Bot style ATR trailing-stop signals with separate percentage-based trailing stops for long and short positions. The percentage stop is ratcheted in the favorable direction as price moves, while an ATR stop is calculated…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This short-term reversal setup looks for a possible market top using three indicators together. It signals a short when RSI is above an overbought threshold, the MACD line is below its signal line, and price is above the upper Bollinger Band. The described…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasCenas impulssTehniskie indikatori
Strategy library

This strategy uses two exponential moving averages to form a MACD line and a simple moving average of that line as its signal. A bullish cross opens a long position, while a bearish cross closes it. The documented defaults use 8- and 16-period exponential…

Nākotnes līgumiKriptoaktīviCenas impulssTehniskie indikatori
Strategy library

This trend-following strategy combines a price-based trend filter with moving-average crossovers. It defines trend using price movement over a selected higher timeframe and lookback: a sufficiently large rise or fall sets the directional state, while less…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This example describes a futures spread strategy built around an estimated methanol-to-olefins production margin. It combines the values of polyethylene and polypropylene output with methanol input costs, scaling prices by contract multipliers and assumed…

Nākotnes līgumiIzejvielasAtgriešanās pie vidējās vērtībasArbitrāža
Strategy library

This multi-indicator reversal strategy seeks entries after price and momentum move into extreme conditions. It uses a CCI or momentum zero-line cross, recent RSI overbought or oversold readings, and price position relative to an EMA-based mean; an optional…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

This trend-following method enters long when a short-period moving average crosses above a longer-period average and closes the long when the short average crosses back below. The implementation lets the user choose among simple, exponential, double or…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiKriptoaktīvi
Strategy library

This script uses the Relative Strength Index crossing its midpoint as a directional signal. An upward cross opens a long position and closes any short position; a downward cross closes the long and opens a short. The RSI period is configurable, while lower…

Tehniskie indikatoriCenas impulssSekošana tendencei
Strategy library

This trend-following system combines fast and slow EMA crossovers with RSI and MACD filters, and can require price to agree with an EMA on a higher timeframe. Long and short entries use the EMA crossover direction, an RSI condition, MACD relative to its…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

GridDCA combines dollar-cost averaging with price levels: it places buys as the market reaches successive grid prices, with a configured quantity and stop-loss and take-profit levels for each purchase. The description says orders can be submitted as market…

KriptoaktīviNākotnes līgumiRežģa tirdzniecībaPozīcijas apjoma noteikšana
Strategy library

This strategy combines fast and slow exponential moving averages with RSI and MACD to identify directional trades. A bullish EMA relationship, RSI below its overbought threshold, and a bullish MACD crossover align for a long entry; the inverse trend and MACD…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy calculates RSI from a selected price source and compares it with a simple moving average of RSI. In the source’s default direction, it enters long when RSI crosses below its average and enters short when RSI crosses above it; an option reverses…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasNākotnes līgumi
Strategy library

This proposed system combines a short and long simple moving average crossover with MACD confirmation, RSI thresholds, approximate chart-pattern signals, and a resistance level based on recent closing prices. Its stated long entry requires the short average…

Tehniskie indikatoriCenas impulssTirgus noskaņojumsSekošana tendencei
Strategy library

This grid method centers a trading band on a simple moving average, setting its upper and lower bounds by a proportional deviation. It divides the band into equally spaced levels and tracks whether each level has an open long position. In the source logic, a…

Režģa tirdzniecībaTehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This strategy uses a 14-period RSI and price pivots to identify regular and hidden bullish divergences as long-entry signals. A price lower low with a higher RSI low marks regular bullish divergence; a higher price low with a lower RSI low marks hidden…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

The HODL Line is a trend filter intended to distinguish periods when a buy-and-hold investor may stay invested from periods to avoid holding. It sets a step-like threshold from the recent highest and lowest closes, adjusted by an asymmetry factor. A crossing…

KriptoaktīviSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude