Hoppa till innehåll

Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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

Sök i biblioteket

7,910 dokument

Strategy library

This tool records each entry's price, direction, and ATR, then tracks the highest and lowest observed prices over a chosen follow-up period. It aims to measure maximum adverse excursion (MAE) and maximum favorable excursion (MFE), normalize each by…

StatistikRiskhanteringTrendföljningBacktestning
Strategy library

This intraday strategy tracks the previous day's high and low alongside the current day's developing extremes, then uses the more extreme values as reference levels. A configurable buffer is applied to those levels, and ATR-based distances set stop-loss and…

UtbrottTekniska indikatorerVolatilitetRiskhantering
Strategy library

The strategy pairs price movement around an EMA with RSI direction for entries: longs require price above the EMA and a rising RSI below 50, while shorts require price below the EMA and a falling RSI above 50. ATR sets profit and loss distances, and the…

TrendföljningMomentumTekniska indikatorerRiskhantering
Strategy library

This strategy combines rolling price highs and lows, exponential moving averages, and ATR to create a volatility-adjusted channel. It buys when the lower EMA band crosses above the rolling low while price remains below the channel midpoint. It sells when the…

TrendföljningTekniska indikatorerVolatilitetTerminer
Strategy library

This strategy combines ADX, Stochastic RSI, and CCI into a composite line, then calculates upper and lower thresholds from its recent range. It enters long when the composite crosses above the lower threshold and enters short when it crosses below the upper…

Tekniska indikatorerTrendföljningMomentumMaskininlärning
Strategy library

This event-driven strategy computes a simple moving average from recent closing prices and looks for a close-to-average crossover, comparing the latest bar with the value two bars earlier. A trade is considered only when the close’s deviation from the…

Tekniska indikatorerMomentumOrderutförandePositionsstorlek
Strategy library

This source presents a Heikin Ashi Supertrend strategy intended to classify market conditions as bullish, bearish, or consolidating. Its introductory notes say the defaults target BTC/USDT on a three-day chart, while lower timeframes may help identify trend…

KryptoTekniska indikatorerTrendföljningVolatilitet
Strategy library

This trend-following strategy uses a longer Donchian channel to enter positions when the closing price reaches a rolling high or low, and a shorter channel to exit when price reaches the corresponding opposite extreme. The source includes several…

TrendföljningUtbrottTekniska indikatorerRiskhantering
Strategy library

This multi-indicator strategy combines Ichimoku cloud levels, a Hull moving average comparison, MACD, and daily price movement to decide when to enter long or short positions. The source requires agreement among several conditions: Hull direction, price…

Tekniska indikatorerTrendföljningMomentumRiskhantering
Strategy library

This strategy uses RSI signals to enter long or short positions, then combines several exit rules: fixed take-profit and stop-loss distances, trailing stops based on the highest or lowest price since entry, and leverage-related liquidation thresholds. Its…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This strategy combines MACD and price momentum to produce trend-following signals. It calculates a fast and slow moving average, their difference, and momentum as the current price minus its value a chosen number of periods earlier. In the supplied source,…

Tekniska indikatorerTrendföljningMomentumTerminer
Strategy library

This strategy looks for reversals after a configurable run of consecutive price changes. In long mode, it enters after a threshold of falling closes; in short mode, it enters after a threshold of rising closes. A doji test excludes candles whose…

KryptoTerminerMedelvärdesåtergångTekniska indikatorer
Strategy library

This Pine strategy describes an intraday BankNifty approach that combines moving-average trend direction, an ADX activity filter, and a break of the previous bar’s high or low. Long entries require bullish EMA alignment and a close above the prior high;…

TerminerUtbrottTrendföljningTekniska indikatorer
Strategy library

This document outlines a long dollar-cost-averaging setup for a tokenized GOOGL perpetual futures pair. It describes a base order followed by up to eight equal-sized safety orders, placed at expanding price intervals using a step coefficient. The exit is…

KryptoTerminerPerpetuella terminskontraktRiskhantering
Strategy library

This is a long-only MACD strategy that enters when the MACD line crosses above its signal line while a trend ribbon shows the EMA above the SMA for the same period. The MACD uses configurable fast and slow lengths, source price, and signal smoothing; the…

Tekniska indikatorerMomentumRiskhanteringBacktestning
Strategy library

This strategy combines a fast EMA alignment with a crossover trigger. Long conditions use the ordered relationship EMA1 above EMA5, EMA10, and EMA20, with an EMA5 cross above EMA10; shorts use the reverse ordering and cross. Configurable SMA20, SMA50, and…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy uses Renko bars to generate long entries from a short TEMA crossing above an SMA calculated on the TEMA. It closes positions when the TEMA crosses below that SMA. A long-term SMMA filter permits entries only when the TEMA is below the SMMA,…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This trend-following strategy combines ATR bands with ADX and directional indicators. It uses the DI comparison to choose a bullish or bearish band, then changes the ATR multiplier according to whether ADX is rising or falling, with an optional threshold…

TrendföljningTekniska indikatorerVolatilitetTerminer
Strategy library

This long-only mean-reversion method uses a 20-period Bollinger Band with a two-standard-deviation envelope. It enters when price crosses back above the lower band, seeking a rebound from an oversold excursion. The stated exit plan places a stop at the low…

MedelvärdesåtergångTekniska indikatorerTerminerBacktestning
Strategy library

This trend strategy uses CCI around its zero line to determine direction and an ATR-based Supertrend construction to produce a trailing trend level. The rules enter long when the calculated trend is bullish and short when it is bearish, then close a position…

TrendföljningTekniska indikatorerTerminerBacktestning
Strategy library

This strategy combines a fast and slow EMA crossover with RSI and VWAP filters to seek intraday momentum trades. Long entries require an upward EMA crossover, RSI below the overbought threshold, and price above VWAP; short entries use the opposite crossover…

MomentumTekniska indikatorerRiskhanteringBacktestning
Strategy library

This range-trading method uses the Stochastic Oscillator to enter long when its %K value is below an oversold threshold and short when it is above an overbought threshold. The stated defaults are 20 and 80, with a 14-period stochastic calculation. It sets…

TerminerMedelvärdesåtergångTekniska indikatorerVolatilitet
Strategy library

This strategy calculates a smoothed stochastic K line and a D line, then takes long exposure when K is above D and short exposure when K is below D. The described idea treats their crossings as buy and sell signals and highlights the oscillator's sensitivity…

TerminerMedelvärdesåtergångTekniska indikatorerBacktestning
Strategy library

This document describes a crossover approach that compares a faster price series with a smoother one to generate long and short signals. It explains the Hull moving average, built from weighted averages at different lengths, and the Super Smoother filter,…

TerminerTrendföljningTekniska indikatorerUtbrott