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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)
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Qlib
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Quantpedia
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TqSdk
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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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Quantopian lekcijas
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Binance API docs
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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 strategy looks for breakouts in both closing price and volume over configurable lookback windows. A long entry occurs when the close exceeds the previous window’s high, volume exceeds its previous window’s high, and price is above a long moving average.…

Cenas izrāviensCenas impulssTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This strategy uses changes in the MACD histogram to anticipate conventional signal-line crossovers. It calculates MACD from fast and slow moving averages, with documented defaults of 12 and 26 periods and a 2-period signal smoother. A long entry is triggered…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This strategy uses a fast and slow exponential moving average to generate directional signals. With the documented default periods of 7 and 21, it enters long when the fast EMA crosses above the slow EMA and enters short when it crosses below. A fixed…

KriptoaktīviNākotnes līgumiCenas impulssSekošana tendencei
Strategy library

This document presents a simple directional strategy that counts consecutive higher or lower closing prices. After the chosen run length is reached, it enters long after rising closes or short after falling closes. The example uses three bars for each…

Valūtu tirgusCenas impulssTehniskie indikatoriRīkojumu izpilde
Strategy library

This document describes a high-frequency Bitcoin strategy combining momentum trading with inventory rebalancing. It estimates short-term price movement from a smoothed sequence of order-book prices and trade volume. When price moves beyond a threshold…

KriptoaktīviAugstas frekvences tirdzniecībaCenas impulssCenas izrāviens
Strategy library

This strategy applies an Optimized Trend Tracker (OTT) to a selectable moving-average calculation, with a 40-period baseline and a default VAR average. It places upper and lower rails around the OTT line and describes entries as price breaks through those…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiIzejvielas
Strategy library

The described system combines a 14-period RSI, a UTC trading window, fixed-distance stop and profit orders, and position sizing based on a fixed share of account equity. It calls for long entries when RSI crosses above 43 and short entries when RSI crosses…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents a market-structure trading script that detects swing highs and lows with pivot calculations, then classifies direction using comparisons between successive swings. Higher highs and higher lows support an uptrend reading; lower highs…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses a 20-period Commodity Channel Index (CCI) crossing of zero to signal direction: a move above zero prompts a long entry, and a move below zero prompts a short entry. The document also describes stop thresholds at -100 for longs and 100 for…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This trend strategy adjusts three exponential moving averages using an ATR-derived offset. The short and medium averages help identify bullish entries: the short average must cross above the medium average and the close must be above the short line. A short…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriSvārstīgums
Strategy library

This one-hour strategy pairs short- and long-period simple moving average crossovers with an ADX strength filter. It enters long when the shorter average crosses above the longer one and ADX exceeds a configurable entry threshold; short entries use the…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaNākotnes līgumi
Strategy library

This trend-following design combines a fast and slow moving average crossover with price confirmation and a Parabolic SAR filter. A bullish setup requires the fast average to be above the slow average and the close above the fast average; bearish conditions…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses three long-period moving averages to define trend direction, then combines that filter with a smoothed StochClose oscillator for entries. Its stated defaults are 200, 400, and 600 periods for the averages and oscillator thresholds of 5 and…

Nākotnes līgumiKriptoaktīviSekošana tendenceiTehniskie indikatori
Strategy library

This long-only strategy for ONEUSDT seeks rebounds after a sharp decline. Its entry rule combines a bounded prior move, a non-positive change over the latest two bars, and a decline of at least five percent over a two-bar segment. It sizes positions as…

KriptoaktīviAtgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy uses fast and slow moving averages to determine whether to hold or close a long position. The baseline moving average is displayed with one of three color schemes: based on its direction, on the fast and slow average relationship, or on both…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This indicator identifies regular and hidden bullish or bearish divergences by comparing RSI pivot points with corresponding price highs and lows. Regular bullish signals occur when price makes a lower low while RSI makes a higher low; regular bearish…

Tehniskie indikatoriCenas impulssNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This strategy uses a fast and slow exponential moving average crossover, confirmed by RSI momentum, to enter long or short positions. The described settings use a short EMA and a longer EMA, with RSI above or below its midpoint as directional confirmation. A…

KriptoaktīviNākotnes līgumiCenas impulssSekošana tendencei
Strategy library

This strategy combines a 123 reversal rule with a key reversal signal and trades only when both agree. The 123 component compares recent closing prices and uses fast and slow stochastic readings around a threshold to identify potential long or short…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This long-only script combines a smoothed, range-normalized price measure called Value Trend with RSI. RSI below 30 arms the system; a later crossover of Value Trend above 25 triggers an entry when no trade is open. The script then permits another long entry…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssPozīcijas apjoma noteikšana
Strategy library

This strategy combines Supertrend direction with a volume filter for entries. It requires volume to exceed a multiple of its 20-period average and applies a cooldown between trades. Exits use ATR-based trailing orders, with an additional close on an opposite…

Sekošana tendenceiSvārstīgumsTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy uses recent candlestick patterns to enter in the direction of a presumed continuing trend. Its long setup looks for four consecutive bullish candles preceded by a candle that closes above the prior high; its short setup mirrors this with…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This strategy combines a stochastic-based 123 reversal signal with the Absolute Price Oscillator (APO), the difference between short- and long-period exponential moving averages. It takes a long or short position only when both components agree; when their…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssNākotnes līgumi
Strategy library

This strategy compares buying during relatively low versus high volatility. It measures volatility as ATR divided by a simple moving average of ATR, then compares that ratio with a user-set threshold. A mode setting selects whether entries occur below or…

SvārstīgumsTehniskie indikatoriVēsturisko datu pārbaudeNākotnes līgumi
Strategy library

This strategy takes a contrarian position after a configurable run of consecutive rising or falling closes. After enough down bars, it places a long stop entry above the bar’s high; after enough up bars, it places a short stop entry near the bar’s low.…

Atgriešanās pie vidējās vērtībasCenas izrāviensRiska pārvaldībaRīkojumu izpilde