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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 strategy uses a 200-period EMA to set directional bias, then looks for price to break a trendline drawn through two recent confirmed pivots. Long setups use descending pivot highs when price is above the EMA; short setups use ascending pivot lows when…

Nākotnes līgumiKriptoaktīviCenas izrāviensSekošana tendencei
Strategy library

This strategy uses Williams %R, a momentum oscillator that locates the close within the recent high-low range. With a configurable lookback and overbought and oversold thresholds, it opens a long position when the indicator crosses upward through the…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This strategy looks for a possible next-day gap breakout using three-bar patterns near the close. A long signal requires successive higher highs, rising volume that is also above its 20-bar average, and three bullish candles. The stated setup is checked…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

This strategy looks for regular or hidden divergence between price swing points and a selectable indicator, including RSI, MACD, Stochastics, volume, accumulation/distribution, Fisher, or CCI. Fractal highs and lows identify candidate pivots. A Murrey Math…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
Strategy library

This framework trades the relative price of the PAXG and XAUT gold-linked tokens. It expresses their difference as a percentage, then estimates a rolling mean and standard deviation from minute closes. A spread beyond two standard deviations prompts a…

KriptoaktīviPāru tirdzniecībaArbitrāžaAtgriešanās pie vidējās vērtības
Strategy library

This strategy builds upper and lower price boundaries from the highest high and lowest low over a chosen lookback. A close above the upper boundary triggers a long entry, while a close below the lower boundary triggers a short entry; positions are intended…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriNākotnes līgumi
Strategy library

This strategy switches between trend and range trading based on the Choppiness Index (CI). In trending conditions, it uses 9- and 21-period EMA crossovers, filtered by RSI thresholds; in ranging conditions, it enters against extreme RSI readings. CI values…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasCenas impulss
Strategy library

This document describes a moving-average crossover indicator that can calculate averages from the chart’s current timeframe or a selected higher timeframe. Users can choose a price source and one of four calculations: simple, exponential, weighted, or…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This framework example wires a Pearson correlation pairs alpha model into a complete algorithm workflow. The model extends a base pairs model and ranks candidate pairs using Pearson correlation, then selects the top candidate to trade. The example uses a…

AkcijasPāru tirdzniecībaStatistikaPortfeļa veidošana
Strategy library

This document presents an Ichimoku-based trend-following approach intended to identify medium- to long-term direction and enter when a trend resumes. It uses the relative position of the leading cloud spans to classify the broader trend, then considers price…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This document outlines a long-only pullback strategy using a long-period and a short-period simple moving average. It describes the long average as a broad trend reference and the short average as a measure of nearer-term movement. The stated entry condition…

KriptoaktīviNākotnes līgumiSekošana tendenceiAtgriešanās pie vidējās vērtības
Strategy library

This document describes a momentum strategy built from the Schaff Trend Cycle (STC), which applies stochastic calculations to MACD and smooths the resulting series. It uses an STC scale from zero to one hundred, with crossings above 25 as long signals and…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This open-source strategy combines multiple indicator filters to generate long and short signals. It calculates Fisher Transform values over several lookback scales, normalizes RSI around its midpoint, checks the direction of a weighted moving average, and…

Tehniskie indikatoriCenas impulssSekošana tendenceiRīkojumu izpilde
Strategy library

The described Nifty strategy uses a two-period Relative Strength Index to time short-term long entries. It buys when RSI crosses upward through 20, after an oversold reading, and describes closing when RSI crosses downward through 70 after an overbought…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasAkcijasVēsturisko datu pārbaude
Strategy library

This strategy combines Donchian Channel extremes with a simple moving average filter. It enters long when price reaches or falls below the prior channel low while the close is above the SMA, and enters short when price reaches or exceeds the prior channel…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensNākotnes līgumi
Strategy library

The strategy calculates Camarilla support and resistance levels from prior-period prices and uses selected levels to define directional entries. Its narrative describes buying an upward break of support and selling a downward break of resistance, with RSI…

Tehniskie indikatoriCenas izrāviensCenas impulssNākotnes līgumi
Strategy library

This strategy script describes a framework for trading gold and EUR/USD with price action concepts associated with ICT. Its visible settings combine a fast and slow exponential moving average for trend direction, RSI thresholds to avoid entries when price…

Valūtu tirgusIzejvielasTehniskie indikatoriRiska pārvaldība
Strategy library

This strategy pairs a faster Jurik Moving Average (JMA) with a slower Double Weighted Moving Average (DWMA). It signals a long entry when JMA crosses above DWMA and a short entry when it crosses below. Long positions close at a local JMA peak while JMA…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumiVēsturisko datu pārbaude
Strategy library

This strategy measures the combined upper and lower wick length of each candle, then compares it with a moving average plus a configurable offset. A long position is opened when total wick length exceeds that adjusted average and is closed after a preset…

Nākotnes līgumiTehniskie indikatoriSvārstīgumsVēsturisko datu pārbaude
Strategy library

The strategy uses a long-term trend filter and short lookback price levels to define long entries and exits. It requires price to remain above a 200-day simple moving average, enters long when the close falls below the prior seven-day closing-price low, and…

AkcijasNākotnes līgumiCenas izrāviensSekošana tendencei
Strategy library

This strategy pairs RSI thresholds with regular price–RSI divergence to identify possible turning points. A bullish signal occurs when price makes a lower low while RSI makes a higher low, with RSI below the configurable long-entry level. A bearish signal…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssRiska pārvaldība
Strategy library

This visual-programming example describes a loop that compares the market value of a crypto holding with the account's cash balance. It calculates the difference between those values and, when that difference exceeds a threshold of five percent of the…

KriptoaktīviTūlītējo darījumu tirgiPortfeļa veidošanaPozīcijas apjoma noteikšana
Strategy library

This code example demonstrates how to manage exits for separately identified long entries when pyramiding is enabled. It defines weekday-based conditions: one entry is submitted on Monday and another on Tuesday, then each position is closed on a different…

Rīkojumu izpildeRiska pārvaldība
Strategy library

This short example shows how to connect a risk parity portfolio construction model to an algorithmic trading workflow. The algorithm initializes a historical run, sets starting cash, adds two daily equity securities, and supplies a constant upward price…

AkcijasPortfeļa veidošanaRiska pārvaldībaVēsturisko datu pārbaude