Naar inhoud gaan

Kennisbibliotheek

Samenvattingen en belangrijkste inzichten van boeken, papers, artikelen en code die onze AI-agents lezen, geschreven door de onderzoeksagent van Stratmill. Elke pagina verwijst naar het origineel.

Quant Q&A
20,364 documenten
SuperMind
12,226 documenten
OKX Learn
8,431 documenten
Strategy library
7,910 documenten
MQL5 code base
7,090 documenten
BigQuant
3,481 documenten
Bitget Academy
3,298 documenten
MQL5 articles
3,012 documenten
TradingView scripts
1,976 documenten
ProRealCode
1,507 documenten
Deribit Insights
1,232 documenten
Machine Learning for Trading
1,124 documenten
arXiv papers
1,033 documenten
Amberdata research
766 documenten
FMZ forum
682 documenten
FMZ digest
662 documenten
vn.py community
560 documenten
QuantInsti blog
511 documenten
Galaxy Research
340 documenten
QuantStart
246 documenten
Stratmill research code
219 documenten
Robot Wealth
195 documenten
NautilusTrader
191 documenten
Hummingbot docs
181 documenten
Paradigm research
175 documenten
Lumibot
164 documenten
Kraken Learn
163 documenten
Bibliotheek quantcursussen
157 documenten
OctoBot
152 documenten
Cryptohopper blog
144 documenten
Systematic trading blog (Rob Carver)
132 documenten
Qlib
116 documenten
TqSdk
86 documenten
Quantpedia
86 documenten
Hyperliquid docs
79 documenten
Freqtrade
68 documenten
Hudson & Thames
62 documenten
Awesome Systematic Trading
61 documenten
backtrader
54 documenten
vn.py
50 documenten
Binance API docs
45 documenten
Quantopian-colleges
45 documenten
FMZ guides
38 documenten
pysystemtrade
34 documenten
Freqtrade docs
32 documenten
quant-trading
31 documenten
FinRL
28 documenten
Zipline
22 documenten
FMZ live strategies
21 documenten
Jesse
17 documenten
pyfolio
16 documenten
Alphalens
14 documenten
WonderTrader
14 documenten
backtesting.py
11 documenten
Technical Analysis
9 documenten
QTPyLib
8 documenten
QuantRocket
7 documenten
Lumibot strategies
7 documenten
Awesome Quant
1 documenten

Doorzoek de bibliotheek

7,910 documenten

Strategy library

This document describes a trend-following method built around Parabolic SAR. The indicator trails price during a trend and changes sides when price crosses its level; the strategy uses that change to identify a possible reversal and place a stop entry in the…

FuturesTrendvolgendMomentumTechnische indicatoren
Strategy library

This example demonstrates a minimal algorithm for a CFD asset. It sets the account currency, a short date range, and starting cash, subscribes to a German index CFD, and requests daily historical data. During live or simulated data handling, it reads and…

FuturesOrderuitvoering
Strategy library

This Pine strategy combines directional movement and ADX with an EMA trend filter to organize trend trades. Its configurable inputs cover DI and ADX lengths, minimum ADX and DI spread thresholds, pullback entries using a faster EMA, and optional reversal…

TrendvolgendTechnische indicatorenRisicobeheerPositiegrootte
Strategy library

This strategy combines lookback-based price structure, simple order block levels, and engulfing candles to signal trend continuation trades. A close above the prior lookback high marks an uptrend, while a close below the prior low marks a downtrend. The…

FuturesTrendvolgendUitbraakTechnische indicatoren
Strategy library

This Bitcoin strategy uses weekly closing prices and an 8-week simple moving average to define long-only trend signals. A close crossing above the average opens a long position; a crossing below prompts an exit. The document describes profit and loss exit…

CryptoFuturesTrendvolgendUitbraak
Strategy library

This strategy describes trading breaks of recently detected pivot highs and lows, with direction filtered by a 200-period simple moving average. It records the latest pivot as resistance or support, then seeks a breakout followed by a confirming candle: a…

UitbraakTechnische indicatorenTrendvolgendRisicobeheer
Strategy library

This Pine strategy combines a fast and slow exponential moving average, Supertrend direction, candle color, and RSI thresholds to generate long and short signals. It requires all four conditions to agree and only enters when no position is open. The script…

Technische indicatorenTrendvolgendRisicobeheerPositiegrootte
Strategy library

This two-sided trend-following strategy enters on a crossover between a 17-period and a 31-period EMA. Long entries require price to be above both VWAP and a 69-period SMA; short entries require it to be below both. Separate, faster EMA crossovers provide…

FuturesTrendvolgendMomentumTechnische indicatoren
Strategy library

This trend-following approach uses Bollinger Bands to generate directional signals: a close above the upper band prompts a long position, while a close below the lower band prompts a short position. The bands are based on a simple moving average and…

FuturesUitbraakTrendvolgendVolatiliteit
Strategy library

This cryptocurrency-oriented trend strategy calculates fast, medium, and slow simple moving averages, with stated default lengths of 7, 30, and 50. Its actual entry and exit rules use the fast and medium averages: crossing upward opens a long position, and…

CryptoFuturesTrendvolgendTechnische indicatoren
Strategy library

This rules-based strategy uses price crossings of the 21-period exponential moving average to enter and reverse positions. A close crossing above the EMA triggers a long entry; a close crossing below triggers a short entry. Trades are restricted to a…

TrendvolgendMomentumTechnische indicatorenRisicobeheer
Strategy library

This intraday pairs strategy trades the spread between the front-month and next-month futures contracts. It builds separate buy-side and sell-side spread prices using the relevant bid and ask quotes, then calculates rolling Bollinger Bands over a 60-minute…

FuturesPairstradingTerugkeer naar het gemiddeldeGrondstoffen
Strategy library

WJ Strategy A builds a mean-reversion entry score from three signals: price below the lower Bollinger Band, price below one of three long moving averages, and a low RSI reading. The components contribute different weights, with the RSI component receiving…

Terugkeer naar het gemiddeldeTechnische indicatorenPositiegrootteRisicobeheer
Strategy library

This strategy combines SuperTrend direction changes with a MACD histogram filter to trade short-term trends. It opens a long position when SuperTrend switches to an uptrend and the 30-minute MACD histogram is positive; it opens a short position when the…

CryptoFuturesTrendvolgendMomentum
Strategy library

This strategy generates long and short signals from crossovers between a fast and a slow moving average. Traders can choose from eleven average types, including simple, exponential, weighted, volume-weighted, smoothed, double and triple exponential, Hull,…

FuturesTrendvolgendMomentumTechnische indicatoren
Strategy library

This perpetual futures grid strategy adapts its range, direction, and exits using recursive estimates rather than a fixed lookback window. A Kalman filter estimates local trend and volatility, while recursive AR(1) estimation on a cointegration residual…

FuturesPerpetuele futuresGridhandelTerugkeer naar het gemiddelde
Strategy library

This strategy adapts a bandpass filter attributed to Broder’s 2010 Stocks & Commodities article. It calculates a filter from the midpoint of each bar using length and fluctuation parameters, then compares the value with upper and lower thresholds. A reading…

TrendvolgendTechnische indicatorenFuturesCrypto
Strategy library

This daily strategy seeks long entries when RSI(5) falls below 30 while price remains above its 200-day simple moving average. The trend filter is intended to focus oversold entries on rebounds within an upward market. For protection, the description…

CryptoFuturesTerugkeer naar het gemiddeldeTechnische indicatoren
Strategy library

This strategy uses Parabolic SAR to identify trend direction and place trades accordingly. It goes long when SAR is below the candle low and short when SAR is above the candle high; a SAR crossing to the other side signals closing the position. Bar colors…

FuturesTrendvolgendTechnische indicatorenRisicobeheer
Strategy library

This strategy follows SuperTrend direction changes and uses ATR to set trailing stop levels. The published parameters specify an ATR period of 21 and a multiplier of 6.2, with an option to consider candle wicks when determining reversals. A switch can also…

CryptoTrendvolgendTechnische indicatorenRisicobeheer
Strategy library

This strategy combines a CCI trend filter, RSI fast and slow lines, and a price-versus-moving-average check described in the text. It uses 14-period CCI on the midpoint price to define direction, alongside a 14-period RSI compared with a 50-period smoothed…

Technische indicatorenTrendvolgendMomentumBacktesten
Strategy library

This strategy combines a ZigZag reversal threshold with a smoothed Stochastic reading. The reversal threshold can be set manually or scaled using ATR values from several lookback periods. A long signal occurs when price is above the reversal line while…

Technische indicatorenUitbraakMomentumRisicobeheer
Strategy library

This strategy uses moving averages on the chart timeframe or a selected timeframe to generate directional signals. It offers several MA types and an optional second MA for plotting and displaying crosses. In the source logic, however, entries follow whether…

Technische indicatorenTrendvolgendRisicobeheerBacktesten
Strategy library

This dollar-cost averaging approach proposes buying a fixed dollar amount when price falls below the lower Bollinger Band and RSI is below 50. Moving averages are described as a trend check intended to limit buying during persistent declines. The document…

CryptoFuturesTerugkeer naar het gemiddeldeTechnische indicatoren