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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 strategy smooths open, high, low, and close prices into moving-average candles, then measures the difference between the smoothed close and a moving average of that close. A linear regression of this momentum series helps classify its direction and…

Technische indicatorenMomentumTrendvolgendStatistiek
Strategy library

This daily trend-following strategy uses a fast and a slow simple moving average, with 50-day and 200-day periods as its defaults. It opens a long position when the fast average crosses above the slow average and closes positions when it crosses below. The…

TrendvolgendTechnische indicatorenRisicobeheerBacktesten
Strategy library

This Bitcoin strategy uses a higher-timeframe EMA as a regime filter and daily price relative to that EMA to identify bullish conditions. An ATR buffer raises the threshold for confirming the regime, while an optional RSI momentum filter can require…

CryptoTrendvolgendTechnische indicatorenRisicobeheer
Strategy library

This document outlines a trend-following system that combines fast and slow Variable Index Dynamic Average (VIDYA) lines with Bollinger Bands. VIDYA adjusts its smoothing using the absolute Chande Momentum Oscillator, while the bands serve as a volatility…

TrendvolgendUitbraakVolatiliteitTechnische indicatoren
Strategy library

This strategy uses a Decision Point oscillator built from smoothed price changes to identify directional momentum, then filters signals with a rate-of-change measure. The oscillator compares a faster and slower smoothed series: positive spread indicates a…

CryptoFuturesTrendvolgendMomentum
Strategy library

This document presents a script that repeatedly trades the same asset between two exchange accounts. After a start command, it checks each account’s asset balance, chooses which account will sell and which will buy, then places paired orders at a specified…

CryptoOrderuitvoeringMarktmicrostructuur
Strategy library

This strategy uses a fast and a slow exponential moving average to set direction. When the fast average moves above the slow one, it enters long; when it moves below, it enters short, with the reverse crossover closing or switching the position. The example…

TrendvolgendTechnische indicatorenFuturesRisicobeheer
Strategy library

This short-term trading concept uses a five-period simple moving average crossing a volume-weighted average price as its directional signal. An upward cross indicates a long entry and a downward cross indicates a short entry. The accompanying explanation…

Technische indicatorenTrendvolgendFuturesRisicobeheer
Strategy library

This strategy treats Bitcoin network hashrate as a proxy for miner conditions and compares short- and long-period moving averages of daily hashrate data. A cross of the shorter average above the longer one opens a long position, interpreted by the document…

CryptoTechnische indicatorenTrendvolgendOn-chaingegevens
Strategy library

This strategy combines a 123 reversal signal with a multi-period confluence indicator and opens a position only when both point in the same direction. The reversal component uses recent price changes together with stochastic readings around a configurable…

MomentumTerugkeer naar het gemiddeldeTechnische indicatorenFutures
Strategy library

This long-only strategy uses the Balance of Power (BoP) indicator on a stated four-hour timeframe. BoP is calculated from the candle’s close and open relative to its high-low range. A move above 0.8 opens a long position, while a move below -0.8 closes it.…

MomentumTechnische indicatorenPositiegrootteRisicobeheer
Strategy library

RISOTTO applies an Optimized Trend Tracker (OTT) style calculation to an RSI series, aiming to smooth its movement and reduce misleading oscillator signals. The script first calculates RSI from closing prices, then applies a variable moving average process…

Technische indicatorenMomentumFuturesBacktesten
Strategy library

The available portion describes a candlestick strategy that evaluates the previous bar’s upper and lower wicks against its ATR and against each other. It also filters out small-body candles using a minimum body size relative to ATR. A dominant upper wick is…

Technische indicatorenRisicobeheerPositiegrootteBacktesten
Strategy library

This reversal system looks for three consecutive candles in one direction followed by a large-bodied candle in the opposite direction. It enters at the reversal candle’s close, using the specified 3% minimum body threshold. For exits, the article describes a…

FuturesTerugkeer naar het gemiddeldeTechnische indicatorenVolatiliteit
Strategy library

This strategy combines a moving average, MACD crossovers, and ATR-based stops. It enters long when MACD crosses upward while price is below the selected moving average, and enters short when MACD crosses downward while price is above it. The moving average…

FuturesTerugkeer naar het gemiddeldeMomentumTechnische indicatoren
Strategy library

This long-only strategy seeks pullback entries during an uptrend. It requires the close to be below the lower Bollinger Band while remaining above a 50-period simple moving average, with the Stochastic RSI K value below a configurable oversold threshold. The…

FuturesTerugkeer naar het gemiddeldeTrendvolgendTechnische indicatoren
Strategy library

This strategy looks for directional moves near four specified market opening windows. It identifies an opening bar that travels from near one extreme to near the other and also breaks beyond the range of the prior five bars. A signal is taken in the breakout…

FuturesUitbraakTrendvolgendTechnische indicatoren
Strategy library

This strategy combines fair value gap (FVG) and inverted fair value gap (IFVG) patterns with a trend filter and trade exits. The note describes identifying gaps between candle ranges, looking for a reversal or inversion signal, then using 50- and 200-period…

Technische indicatorenTrendvolgendVolatiliteitRisicobeheer
Strategy library

This script trades reversals toward the prior session’s final close after a sufficiently large opening gap. It records the first bar’s open and the previous session’s close, then checks whether the gap meets a configurable percentage threshold. For an upward…

Terugkeer naar het gemiddeldeTechnische indicatorenRisicobeheerBacktesten
Strategy library

This strategy uses an oscillator derived from the CT TTM Squeeze indicator to take directional positions. It goes long while the oscillator is above zero and short while it is below zero; the zero line therefore serves as the directional boundary. The…

Technische indicatorenTrendvolgendFuturesBacktesten
Strategy library

This script describes a long-only momentum approach that looks for unusually high volume alongside a strong bullish candle. Entry also requires price above a trend EMA, RSI below a maximum threshold, and no extreme-volume candle with a large upper wick,…

MomentumTechnische indicatorenRisicobeheerPositiegrootte
Strategy library

This document outlines a multi-indicator strategy that combines a 50-period EMA, RSI, Fibonacci retracement levels, and breakouts. It describes using the EMA for trend context, a retracement zone between 50% and 61.8% for possible turning points, and RSI…

CryptoFuturesTechnische indicatorenUitbraak
Strategy library

This note presents a simple long-only strategy using an exponential moving average (EMA) as a trend filter. It enters when the prior candle closes above the EMA and exits when the current candle closes below it. The EMA length is configurable, and the…

Technische indicatorenTrendvolgendBacktestenRisicobeheer
Strategy library

This note describes a rule-based strategy that keeps an asset allocation near a target position. It opens at the target, then adds or reduces exposure when the current position moves beyond a specified band. Each adjustment uses a fixed share of equity, and…

PositiegroottePortefeuilleconstructieTerugkeer naar het gemiddeldeRisicobeheer