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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
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
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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
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Amberdata research
Dokumentu skaits: 766
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
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
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
Dokumentu skaits: 34
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
Dokumentu skaits: 17
pyfolio
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Alphalens
Dokumentu skaits: 14
WonderTrader
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
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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 short-term BTC perpetual futures bot combines trend, momentum, and volume signals to decide when to enter. The described filters include ADX, a range filter, Parabolic SAR, RSI, TWAP, Jurik moving average, MACD, cumulative volume delta, volume…

Nākotnes līgumiKriptoaktīviTehniskie indikatoriCenas impulss
Strategy library

This strategy opens a long position and adds further buys as price falls below the initial entry by configured increments. Later order sizes are scaled from the prior safety order, while the spacing between triggers can also be scaled. It caps the number of…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšana
Strategy library

This strategy builds Renko-like price steps using ATR as the brick size, adapting the step threshold as volatility changes. It manually calculates Renko open and close series to seek non-repainting signals: a cross of the Renko open and close triggers a long…

Nākotnes līgumiSekošana tendenceiAtgriešanās pie vidējās vērtībasSvārstīgums
Strategy library

This document presents a stochastic crossover example and explains how TradingView alerts can pass calculated trade values to an external execution connector. A long signal occurs when the smoothed %K line crosses above %D below the upper threshold; a short…

Valūtu tirgusTehniskie indikatoriRīkojumu izpildeRiska pārvaldība
Strategy library

This intraday strategy defines an opening range from the first five minutes of the US session. It waits for a candle to sit fully above or below that range, then places a limit order at the relevant boundary in anticipation of a retest. The opposite range…

AkcijasCenas izrāviensRīkojumu izpildeRiska pārvaldība
Strategy library

This strategy seeks to enter when a closing price breaks beyond recent closing-price highs or lows. It confirms a long breakout by requiring price to be above both a simple moving average and an ATR-based Alpha Trend line; short entries require price below…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
Strategy library

This document describes a rule-based trend strategy that combines the Ichimoku Cloud, RSI, and MACD. It treats price above or below both cloud spans as the directional filter, checks that RSI is outside the relevant extreme zone, and uses MACD crossovers to…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

This document describes an intraday forex breakout approach built around the transition from Tokyo to London trading. It records the high and low during the final Tokyo hour, then watches the first 30 minutes after the London open for a move beyond either…

Valūtu tirgusCenas izrāviensVēsturisko datu pārbaudeRiska pārvaldība
Strategy library

This short example defines a changing resistance level from an earlier high that follows a lower high. It plots that level and uses the previous bar’s close relative to resistance to choose direction: a close at or above the level leads to a long order,…

AkcijasCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This generic backtesting script accepts user-provided long and short input series and turns changes in those series into entry signals. It permits a new position only when flat, sizes orders from a chosen fraction of equity and the configured stop distance,…

Vēsturisko datu pārbaudePozīcijas apjoma noteikšanaRiska pārvaldībaRīkojumu izpilde
Strategy library

This QuantRocket pipeline example builds a daily screen for common stocks. It first limits the starting universe to common shares, then retains securities in the upper decile of 30-day average dollar volume, trading above their 20-day simple moving average,…

AkcijasTehniskie indikatoriSvārstīgumsASV tirgi
Strategy library

This daily strategy uses Internal Bar Strength, calculated from the previous session’s close relative to its high-low range, to identify potential short-term reversals. A low IBS reading triggers a long entry when price is above a configurable EMA; a high…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriAkcijasASV tirgi
Strategy library

This strategy looks for closes at recent closing-price extremes while average candle ranges are contracting. It compares the highest close over a short lookback and the lowest close over a longer one, then checks whether the average high-low range over five…

Nākotnes līgumiCenas izrāviensSvārstīgumsTehniskie indikatori
Strategy library

This configurable strategy trades MACD momentum signals while offering optional trend filters based on moving averages, ADX, or Parabolic SAR. Its core trigger is the MACD histogram crossing zero. Users can select long, short, or both directions, and choose…

Cenas impulssTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
Strategy library

This strategy compares an asset’s return over a lookback period with the return of a chosen market index. It smooths the two return series with a configurable moving average and enters long when the asset’s smoothed return exceeds the index’s; it closes the…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This trend-following method uses the Supertrend indicator, based on ATR, to detect possible changes in market direction. It adds a candle-body filter: a Supertrend direction change is treated as a potential reversal, and the signal is confirmed when the…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiKriptoaktīvi
Strategy library

This strategy uses the difference between a fast and a slow exponential moving average to track price direction. It doubles the EMA calculated over half the chosen period, subtracts the EMA over the full period, then smooths that difference with another EMA.…

Sekošana tendenceiTehniskie indikatoriNākotnes līgumiKriptoaktīvi
Strategy library

This strategy searches for potential reversals when daily candles extend beyond Bollinger Bands and have a sufficiently large wick relative to the candle body. A lower-band breach with a qualifying lower wick sets up a long entry; an upper-band breach with a…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This BTC strategy combines moving averages, oscillators, and volume to filter trade signals. It uses the 20-period and 200-period exponential moving averages as directional filters, with MACD crossovers as the trigger. Long entries also require RSI below its…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The document describes an EMA-based trading approach with short-, medium-, and long-period averages, plus RSI and candle-based filters. Its overview says a fast EMA crossing a slower EMA triggers directional signals, while candle-body comparisons and a close…

Tehniskie indikatoriCenas impulssNākotnes līgumiKriptoaktīvi
Strategy library

This strategy looks for unusually deep price declines as potential mean-reversion entries. It measures the current close’s percentage drawdown from the highest high in a rolling lookback, then calculates the recent mean and standard deviation of those…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasStatistika
Strategy library

This strategy builds a trailing trend reference from the average true range and a momentum condition. With volume data, it uses the money flow index; when volume data is unavailable, it can use RSI instead. A multiplier controls the distance of the reference…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

The strategy combines moving-average alignment, a short-timeframe stochastic reading labeled SRI, and candle opening gaps to generate long and short entries. The daily 5-, 10-, 50-, and 100-period averages describe trend direction and price context, while…

Tehniskie indikatoriCenas impulssSekošana tendenceiRiska pārvaldība
Strategy library

This trend-following system uses a 50-period Kaufman Adaptive Moving Average as its price trend reference and MACD as a momentum confirmation. A long entry occurs when price crosses above KAMA while MACD is bullish; a cross below KAMA with bearish MACD…

Tehniskie indikatoriSekošana tendenceiCenas impulssSvārstīgums