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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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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 breakout method combines RSI with a Bollinger-derived price breakout measure. It calculates RSI over 30 periods and bands around a 50-period simple moving average using a fraction of the rolling standard deviation. The strategy compares the current…

Cenas izrāviensCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This document describes a weekly long-short strategy built from moving averages of RSI. It enters or covers a long position when a faster RSI average crosses above the midpoint, and sells or shorts when a slower average crosses below it. The stated formula…

AkcijasASV tirgiTehniskie indikatoriCenas impulss
Strategy library

This short-term reversal strategy pairs MACD crossovers with RSI turning points. A bullish MACD crossover is eligible for a long entry when RSI has crossed up from its oversold threshold within a recent lookback window. A bearish crossover is eligible for a…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

This hourly EUR/USD strategy uses two separately parameterized RSI series, each smoothed with an exponential moving average. It enters long when the faster RSI-derived average crosses above the midpoint and short when the slower one crosses below it. Each…

Valūtu tirgusCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This educational FMZ strategy expands recent completed OHLCV candles into fixed tabular features and asks TabFM to classify the next candle as up, down, or flat. Price features are expressed relative to the prior close, while volume is scaled against the…

MašīnmācīšanāsStatistikaRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy compares the selected timeframe’s high and low with the previous close adjusted by a user-set percentage. A high above the upper threshold triggers a long entry and closes any short position; a low below the lower threshold triggers a short…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This strategy combines pivot-based support and resistance levels, Supertrend direction, and a moving average filter to guide long and short trades. It describes entry when these signals align and exit when any condition stops supporting the position. ATR is…

Sekošana tendenceiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This strategy combines a detrended synthetic price (DSP) with the Ehlers Leading Indicator (ELI) to identify possible cyclical turning points. The document describes DSP as the difference between outputs of Butterworth filters, intended to isolate a…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This strategy uses changes in Supertrend direction to initiate trades and RSI thresholds to help close them. A direction change triggers a long or short entry, depending on the enabled side. Long positions can close when RSI rises above its exit level, while…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This long-only swing strategy combines a three-average trend structure with momentum and trend-strength filters. It requires price above the 200-period EMA, the 50-period EMA above the long EMA, ADX above a threshold, price above the fast EMA, and RSI…

AkcijasSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

The document presents an FCPO momentum scalping strategy configured through several presets or manual inputs. Its stated controls include ATR-based volatility limits, a minimum ATR floor to avoid inactive markets, candle body size and body-to-range…

Nākotnes līgumiIzejvielasCenas impulssSvārstīgums
Strategy library

This strategy applies John Ehlers’s MESA adaptive moving average approach to price data. It smooths and detrends price, derives in-phase and quadrature components, and uses their relationship to estimate a cycle period and phase. Those estimates adjust the…

KriptoaktīviNākotnes līgumiTehniskie indikatoriSekošana tendencei
Strategy library

This swing strategy uses a 20-period and a 50-period exponential moving average to define directional entries. A cross of the faster average above the slower one opens a long position, while a cross below opens a short position. The implementation exposes a…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaNākotnes līgumi
Strategy library

RePaNoCHa combines a T3 moving average, range bands, ADX, Parabolic SAR, RSI, and MACD to identify directional setups. The described long setup requires price above the range’s upper band, a rising T3, bullish ADX and SAR conditions, RSI above its midpoint,…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
Strategy library

This indicator combines RSI extremes with price crossings of an envelope around a moving average. The written description proposes a buy after an oversold reading and an upward cross of the lower band, and a sell after an overbought reading and a downward…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaNākotnes līgumi
Strategy library

This strategy combines a short-term 123 reversal rule with a trend signal from a Future Line of Demarcation (FLD). The reversal component looks for a two-day closing-price pattern and uses fast and slow stochastic readings around a threshold to determine…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendenceiNākotnes līgumi
Strategy library

This note explains a price moving average crossover strategy that uses a faster average for shorter moves and a slower average to represent the broader trend. A change from below to above the slower line signals a long position; a cross below signals a short…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaPozīcijas apjoma noteikšana
Strategy library

This strategy records the high and low of the New York 9:30–9:35 opening period, then looks for a later candle to close beyond either boundary. A close above the range triggers a long entry; a close below it triggers a short. The description favors…

Cenas izrāviensASV tirgiNākotnes līgumiValūtu tirgus
Strategy library

This long-only strategy combines RSI with Bollinger Bands to seek entries near the lower band and exits near the upper band. It enters when RSI crosses above its oversold threshold and a price condition related to the lower band is met; it closes the long…

Nākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldība
Strategy library

The strategy combines MACD crossovers with recent RSI extremes to seek directional reversals. A bullish MACD crossover qualifies for a long entry if RSI has reached the oversold threshold within a recent lookback; a bearish crossover qualifies for a short…

Nākotnes līgumiTehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This strategy combines RSI extremes with MACD crossovers to time entries and exits. It opens a long position when RSI has recently reached the oversold threshold and MACD crosses above its signal line. It opens a short position when RSI has recently reached…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendenceiRiska pārvaldība
Strategy library

This example demonstrates how an algorithm can submit market-on-open and market-on-close orders for a US equity. It subscribes to SPY at second resolution with extended market hours enabled, then checks the date on each data event. On a new date it resets a…

AkcijasASV tirgiRīkojumu izpilde
Strategy library

This short-term strategy uses price relative to VWAP to choose a direction and a minimum bar-volume threshold to require activity. It enters long above VWAP or short below it when volume exceeds the threshold, then closes each position when price crosses…

Nākotnes līgumiTehniskie indikatoriCenas impulssRīkojumu izpilde
Strategy library

This opening-range breakout strategy defines a range from configurable exchange-local start and end times, then classifies its size as small, medium, or large by comparing its width with the opening price. Small and medium ranges are tradeable, while large…

Cenas izrāviensTehniskie indikatoriRiska pārvaldībaRīkojumu izpilde