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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
Quantopian-colleges
45 documenten
Binance API docs
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 breakout method combines RSI with a Bollinger-derived price breakout measure. It calculates RSI over 30 periods and bands around a 50-period simple moving average using a fraction of the rolling standard deviation. The strategy compares the current…

UitbraakMomentumTechnische indicatorenRisicobeheer
Strategy library

This document describes a weekly long-short strategy built from moving averages of RSI. It enters or covers a long position when a faster RSI average crosses above the midpoint, and sells or shorts when a slower average crosses below it. The stated formula…

AandelenAmerikaanse marktenTechnische indicatorenMomentum
Strategy library

This short-term reversal strategy pairs MACD crossovers with RSI turning points. A bullish MACD crossover is eligible for a long entry when RSI has crossed up from its oversold threshold within a recent lookback window. A bearish crossover is eligible for a…

Technische indicatorenMomentumTerugkeer naar het gemiddeldeRisicobeheer
Strategy library

This hourly EUR/USD strategy uses two separately parameterized RSI series, each smoothed with an exponential moving average. It enters long when the faster RSI-derived average crosses above the midpoint and short when the slower one crosses below it. Each…

ValutahandelMomentumTechnische indicatorenRisicobeheer
Strategy library

This educational FMZ strategy expands recent completed OHLCV candles into fixed tabular features and asks TabFM to classify the next candle as up, down, or flat. Price features are expressed relative to the prior close, while volume is scaled against the…

Machine learningStatistiekRisicobeheerPositiegrootte
Strategy library

This strategy compares the selected timeframe’s high and low with the previous close adjusted by a user-set percentage. A high above the upper threshold triggers a long entry and closes any short position; a low below the lower threshold triggers a short…

CryptoFuturesUitbraakTechnische indicatoren
Strategy library

This strategy combines pivot-based support and resistance levels, Supertrend direction, and a moving average filter to guide long and short trades. It describes entry when these signals align and exit when any condition stops supporting the position. ATR is…

TrendvolgendTechnische indicatorenMomentumRisicobeheer
Strategy library

This strategy combines a detrended synthetic price (DSP) with the Ehlers Leading Indicator (ELI) to identify possible cyclical turning points. The document describes DSP as the difference between outputs of Butterworth filters, intended to isolate a…

CryptoFuturesTechnische indicatorenTrendvolgend
Strategy library

This strategy uses changes in Supertrend direction to initiate trades and RSI thresholds to help close them. A direction change triggers a long or short entry, depending on the enabled side. Long positions can close when RSI rises above its exit level, while…

CryptoFuturesTechnische indicatorenTrendvolgend
Strategy library

This long-only swing strategy combines a three-average trend structure with momentum and trend-strength filters. It requires price above the 200-period EMA, the 50-period EMA above the long EMA, ADX above a threshold, price above the fast EMA, and RSI…

AandelenTrendvolgendMomentumTechnische indicatoren
Strategy library

The document presents an FCPO momentum scalping strategy configured through several presets or manual inputs. Its stated controls include ATR-based volatility limits, a minimum ATR floor to avoid inactive markets, candle body size and body-to-range…

FuturesGrondstoffenMomentumVolatiliteit
Strategy library

This strategy applies John Ehlers’s MESA adaptive moving average approach to price data. It smooths and detrends price, derives in-phase and quadrature components, and uses their relationship to estimate a cycle period and phase. Those estimates adjust the…

CryptoFuturesTechnische indicatorenTrendvolgend
Strategy library

This swing strategy uses a 20-period and a 50-period exponential moving average to define directional entries. A cross of the faster average above the slower one opens a long position, while a cross below opens a short position. The implementation exposes a…

Technische indicatorenTrendvolgendRisicobeheerFutures
Strategy library

RePaNoCHa combines a T3 moving average, range bands, ADX, Parabolic SAR, RSI, and MACD to identify directional setups. The described long setup requires price above the range’s upper band, a rising T3, bullish ADX and SAR conditions, RSI above its midpoint,…

Technische indicatorenTrendvolgendMomentumRisicobeheer
Strategy library

This indicator combines RSI extremes with price crossings of an envelope around a moving average. The written description proposes a buy after an oversold reading and an upward cross of the lower band, and a sell after an overbought reading and a downward…

Technische indicatorenTerugkeer naar het gemiddeldeRisicobeheerFutures
Strategy library

This strategy combines a short-term 123 reversal rule with a trend signal from a Future Line of Demarcation (FLD). The reversal component looks for a two-day closing-price pattern and uses fast and slow stochastic readings around a threshold to determine…

Technische indicatorenTerugkeer naar het gemiddeldeTrendvolgendFutures
Strategy library

This note explains a price moving average crossover strategy that uses a faster average for shorter moves and a slower average to represent the broader trend. A change from below to above the slower line signals a long position; a cross below signals a short…

Technische indicatorenTrendvolgendRisicobeheerPositiegrootte
Strategy library

This strategy records the high and low of the New York 9:30–9:35 opening period, then looks for a later candle to close beyond either boundary. A close above the range triggers a long entry; a close below it triggers a short. The description favors…

UitbraakAmerikaanse marktenFuturesValutahandel
Strategy library

This long-only strategy combines RSI with Bollinger Bands to seek entries near the lower band and exits near the upper band. It enters when RSI crosses above its oversold threshold and a price condition related to the lower band is met; it closes the long…

FuturesTechnische indicatorenTerugkeer naar het gemiddeldeRisicobeheer
Strategy library

The strategy combines MACD crossovers with recent RSI extremes to seek directional reversals. A bullish MACD crossover qualifies for a long entry if RSI has reached the oversold threshold within a recent lookback; a bearish crossover qualifies for a short…

FuturesTechnische indicatorenTerugkeer naar het gemiddeldeMomentum
Strategy library

This strategy combines RSI extremes with MACD crossovers to time entries and exits. It opens a long position when RSI has recently reached the oversold threshold and MACD crosses above its signal line. It opens a short position when RSI has recently reached…

Technische indicatorenTerugkeer naar het gemiddeldeTrendvolgendRisicobeheer
Strategy library

This example demonstrates how an algorithm can submit market-on-open and market-on-close orders for a US equity. It subscribes to SPY at second resolution with extended market hours enabled, then checks the date on each data event. On a new date it resets a…

AandelenAmerikaanse marktenOrderuitvoering
Strategy library

This short-term strategy uses price relative to VWAP to choose a direction and a minimum bar-volume threshold to require activity. It enters long above VWAP or short below it when volume exceeds the threshold, then closes each position when price crosses…

FuturesTechnische indicatorenMomentumOrderuitvoering
Strategy library

This opening-range breakout strategy defines a range from configurable exchange-local start and end times, then classifies its size as small, medium, or large by comparing its width with the opening price. Small and medium ranges are tradeable, while large…

UitbraakTechnische indicatorenRisicobeheerOrderuitvoering