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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
Dokumentu skaits: 164
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)
Dokumentu skaits: 132
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
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 7,910

Strategy library

This example demonstrates how an options strategy helper can submit a straddle as a grouped trade. It searches the option chain for a strike and expiry that have both a call and a put, selecting contracts near the underlying price and favoring later expiries…

OpcijasAtvasināto instrumentu cenu noteikšanaRīkojumu izpilde
Strategy library

This trend following approach combines a 200-period EMA, VWAP, and a 14-period MFI to create long and short entry signals. Entries require price to clear a buffer above or below the EMA, align with VWAP and MFI conditions, and move in the same direction as…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas izrāviens
Strategy library

This strategy combines the Vortex Indicator’s positive and negative lines with the True Strength Index and its signal line. It opens a long position when the positive Vortex line crosses above the negative line at the same time that the TSI crosses above its…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriCenas impulss
Strategy library

This RSI-based strategy uses a 21-period RSI with thresholds of 20 and 80. The described entry signal is an upward cross of the oversold threshold, while a downward cross of the overbought threshold is described as a sell signal. It also specifies a stop…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This strategy uses a simple moving average to classify direction and places limit orders at the average in the direction of the prevailing trend. With its anti-saw filter enabled, an uptrend requires the bar’s low to be above the average and a downtrend…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRīkojumu izpilde
Strategy library

This strategy combines Bollinger Band breakouts with a directional filter based on the slope of a 200-period simple moving average. It identifies a long signal when price crosses above the upper band while the SMA is rising, and a short signal when price…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This long-only strategy combines a 9-period and 21-period simple moving average crossover with a volume filter. It enters when the faster average crosses above the slower one, provided current volume exceeds 1.5 times its 20-period average and is higher than…

Nākotnes līgumiSekošana tendenceiCenas izrāviensTehniskie indikatori
Strategy library

This long-only approach combines VWAP, a 15-period EMA, and RSI for entry selection. It buys when the close is above both VWAP and the EMA and RSI exceeds its configured threshold; the listed threshold is 45. Exit management uses a stop, a fixed profit…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This Bitcoin strategy trades both long and short as the SuperTrend indicator changes direction. It sets stop distances using ATR, with described defaults of a 14-period ATR and a 1.5 multiplier, while SuperTrend uses a 9-period ATR and a 2.5 factor. The plan…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This short-term strategy counts consecutive candles whose close is below their open. When the count reaches a configurable threshold, it opens a short position if none is already open; otherwise, it keeps holding. The document gives a default threshold of…

KriptoaktīviNākotnes līgumiCenas impulssTehniskie indikatori
Strategy library

This Bitcoin strategy takes long positions when SuperTrend changes direction and several RSI and ADX conditions align. The entry requires a 21-period RSI below 66, a 3-period RSI above 80, a 28-period RSI above 49, and ADX above 20. It exits when SuperTrend…

KriptoaktīviNākotnes līgumiSekošana tendenceiTehniskie indikatori
Strategy library

This candlestick strategy identifies a Doji when the open-close body is small relative to the candle’s full range. On detection, it places buy and sell stop orders around the Doji’s high and low, with the prior candle’s extremes affecting order placement in…

KriptoaktīviNākotnes līgumiCenas izrāviensTehniskie indikatori
Strategy library

The described reversal method combines two RSI readings with the Commodity Channel Index (CCI). It proposes a long entry when both the shorter and longer RSI are below 30 and CCI is below -100, and a short entry when both RSI readings are above 70 and CCI is…

KriptoaktīviNākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatori
Strategy library

This simple long-only trend strategy enters when the closing price crosses above a 45-day simple moving average, then exits after eight trading days. Following an exit, it waits before allowing another entry on a later upward cross. The stated approach uses…

KriptoaktīviNākotnes līgumiSekošana tendenceiCenas izrāviens
Strategy library

This strategy combines stochastic oscillator levels and moving average direction to take long or short positions. A long entry is triggered by an upward stochastic cross in oversold territory or a filter signal, provided the moving average is rising; short…

KriptoaktīviTehniskie indikatoriSekošana tendenceiRiska pārvaldība
Strategy library

This open-source US30 strategy combines a New York session filter with three exponential moving averages, MACD, Stoch RSI, and RSI pivot divergence. Its configurable inputs include daily profit and loss limits, point-based stop and target distances, and…

ASV tirgiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This trend-following method first adjusts an EMA using the difference between a single EMA and a second EMA of that series. It then applies weighted moving-average calculations in a Hull-style smoothing construction. The strategy compares the resulting…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
Strategy library

This indicator strategy combines RSI direction and thresholds, a smoothed RSI line, and Stochastic %K/%D crossovers. The described defaults use a 14-period RSI with buy and sell thresholds of 37 and 49, and a Stochastic setup of 14, 3, 3 with oversold and…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtības
Strategy library

This SPY strategy combines a volatility squeeze with VWAP direction and the current bar’s direction. It identifies a squeeze when Bollinger Bands sit inside Keltner Channels, then treats a move out of that condition after the prior bar was squeezed as a…

AkcijasASV tirgiCenas izrāviensSvārstīgums
Strategy library

This long-only DCA system starts with a fixed-amount purchase, then adds safety orders when price falls by a specified percentage from the latest entry. Each successive order grows by a configurable multiplier, while the strategy tracks aggregate cost and…

KriptoaktīviTūlītējo darījumu tirgiAtgriešanās pie vidējās vērtībasRežģa tirdzniecība
Strategy library

This short-term strategy combines the RSI of the Ultimate Oscillator with Williams Alligator averages to identify short entries. It opens a short when the Alligator averages are ordered downward, price is below the middle average, and the RSI of the Ultimate…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
Strategy library

This long-only strategy opens a position when the close crosses above a simple moving average, set to 20 periods by default. If the holding falls to a specified loss threshold, it adds a fraction of the current position, aiming to lower the average entry…

Atgriešanās pie vidējās vērtībasPozīcijas apjoma noteikšanaRiska pārvaldībaTehniskie indikatori
Strategy library

This strategy looks for a rolling low that falls below previously recorded rolling lows, then opens a long position in anticipation of a rebound. The lookback length controls how many bars are used to calculate rolling lows and highs. A selectable condition…

Atgriešanās pie vidējās vērtībasCenas izrāviensTehniskie indikatoriNākotnes līgumi
Strategy library

The P-Signal strategy turns recent price-change statistics into a bounded indicator using a Gaussian error-function mapping. It uses moving averages and standard deviations over a configurable sample, then smooths the resulting signal. A change in direction…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasStatistikaTehniskie indikatori