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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
Quantpedia
Dokumentu skaits: 86
TqSdk
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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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
Alphalens
Dokumentu skaits: 14
WonderTrader
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

The document presents a trend-following system that combines ZigZag direction with Aroon crossovers. Its listed defaults are a ZigZag depth of 5 and an Aroon lookback of 14. A long entry occurs when Aroon Up crosses above Aroon Down while the latest ZigZag…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This document describes a directional strategy using a fast and slow Arnaud Legoux Moving Average (ALMA). A crossover of the 60-period and 120-period averages supplies the direction: an upward cross signals a possible long, and a downward cross a possible…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

The document describes a trend-following setup that pairs a 50-period EMA with a Stochastic Oscillator. It proposes taking long signals when price is above the EMA and the oscillator is below 30, and short signals when price is below the EMA and the…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This document presents several long and short entry rules built around changes in MACD and signal-line slopes, RSI movement, and an estimate of buying or selling volume pressure. It describes a multi-timeframe zero-crossing reversal concept, but the supplied…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasCenas impulssTehniskie indikatori
Strategy library

This trend-following method combines a Kaufman adaptive moving average, a Hull moving average applied to the adaptive average, and a SuperTrend line. The highest of the three values forms the cloud’s upper boundary and the lowest forms its lower boundary. A…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This introductory futures strategy combines fast and slow moving averages with the close’s position within each candle range. When flat, it considers a long if price is above both averages, the prior completed candle closed in the bottom quarter of its…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy plots several simple moving averages and an exponential moving average, then generates directional signals from a trailing level derived from recent highs and lows. The level tracks recent support while the state is bullish and recent…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This strategy classifies each candle by where its open and close fall within the candle’s range, divided into lower, middle, and upper thirds. It uses the previous candle’s bullish or bearish classification together with a narrower set of current-candle…

Nākotnes līgumiSekošana tendenceiCenas impulssTehniskie indikatori
Strategy library

The document describes a long-only ETH price grid with configurable upper and lower bounds, number of levels, and geometric or arithmetic spacing. It buys when price crosses a grid level downward and sells after an upward crossing to the next level. The…

KriptoaktīviRežģa tirdzniecībaPozīcijas apjoma noteikšanaPerpetuālie nākotnes līgumi
Strategy library

This strategy uses Donchian price channels to enter long positions after an upside breakout. The channel rails are based on period highs and lows; the source also calculates shorter-quarter channels. A close crossing above the prior upper barrier triggers an…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas izrāviens
Strategy library

This example demonstrates a custom equity fill model that prevents an order from filling against market data whose bar ended before the order was placed. It converts the order timestamp to the security exchange’s local time, checks cached quote bars, trade…

Vēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūraAkcijas
Strategy library

This long-only system combines directional trend strength with momentum confirmation. It requires ADX above 18, positive directional movement exceeding negative directional movement, and rising ADX. It also requires RSI to be above its moving average and…

KriptoaktīviTehniskie indikatoriSekošana tendenceiCenas impulss
Strategy library

This long-only strategy uses Stochastic RSI for entry timing and moving-average behavior for exits, aiming to accumulate a cryptocurrency during sideways conditions or modest declines. It buys when the K value is below 20 and above D. Exit rules include a…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy combines Weis Wave direction with Bollinger Band breakouts. It enters long when the wave indicates an uptrend and price closes above the upper band, and short when the wave indicates a downtrend and price closes below the lower band. The stated…

Nākotnes līgumiKriptoaktīviSekošana tendenceiCenas izrāviens
Strategy library

This futures strategy opens a long position after price falls a specified amount from a recent Donchian high. If price falls further from the latest entry and then rebounds from its post-entry low, it adds to the position. Added trade value grows by a fixed…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšanaRiska pārvaldība
Strategy library

This Lean example demonstrates subscribing to futures roots, limiting eligible contracts by expiration, inspecting the resulting futures chain, and requesting historical minute data. It adds E-mini S&P 500 and gold futures with expiration filters, then…

Nākotnes līgumiVēsturisko datu pārbaudeRīkojumu izpilde
Strategy library

This intraday strategy is designed to take both long and short positions in Bank Nifty futures. It combines kernel regression and VWAP for directional agreement, with volume behavior, cumulative volume delta, RSI, and candle-body size as additional entry…

Nākotnes līgumiCenas impulssTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy combines a short-period RSI with candle direction and body-size filters to generate directional futures trades. Its rules use extreme RSI readings alongside several consecutive candles of the same color, and require a minimum candle body…

Nākotnes līgumiCenas impulssTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This strategy builds adaptive price channels from Wilder’s ATR. It multiplies ATR by a range factor to set channel width, then offsets that width from the highest and lowest closes over a lookback period. A close crossing above the upper boundary triggers a…

SvārstīgumsAtgriešanās pie vidējās vērtībasCenas izrāviensTehniskie indikatori
Strategy library

This crypto strategy adapts the RSI-2 pullback approach for long entries. It signals when the two-period RSI falls below 10, then requires the close to be above both Ichimoku cloud spans and the Hilbert Transform trend mode to indicate a trend. The Ichimoku…

KriptoaktīviAtgriešanās pie vidējās vērtībasTehniskie indikatoriPozīcijas apjoma noteikšana
Strategy library

This multi-indicator system combines EMA direction, RSI and MACD momentum checks, and Fibonacci levels derived from a rolling price range to identify long and short entries. It also calculates Bollinger Bands as a volatility reference. ATR is used to set…

Tehniskie indikatoriCenas impulssSvārstīgumsRiska pārvaldība
Strategy library

This strategy looks for mean reversion after a large previous candle and a gap at the next open. It describes a long signal when the new open gaps down and a short signal when it gaps up, conditional on the previous candle’s real body exceeding a chosen…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
Strategy library

The document presents an automated strategy built around fast, medium, and slow moving averages, MACD-related signals, volume conditions, and ATR-based stop levels. Its overview describes using EMA alignment to assess trend, MACD zero-line crosses for…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiCenas impulss
Strategy library

This strategy combines Keltner Channels with a momentum indicator to trade directional breakouts. The channel uses an EMA as its center and ATR-based upper and lower bands. A long signal occurs when price crosses above the upper band while momentum is…

Nākotnes līgumiSekošana tendenceiCenas impulssCenas izrāviens