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
WonderTrader
14 dokument
Alphalens
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 mean-reversion approach measures price against a moving average and divides deviations into bands. It scales into a position as price moves farther below the average, using larger unit amounts at deeper levels, then sells in corresponding stages as…

KryptoTerminerMedelvärdesåtergångPositionsstorlek
Strategy library

The visible portion of this strategy describes a trend-pulse channel built from a smoothed price source and filtered true range. The channel uses a configurable filter period, pole count, and range multiplier; an optional zero-lag pre-transform is applied to…

TrendföljningUtbrottTekniska indikatorerMarknadsmikrostruktur
Strategy library

This short-term strategy combines Supertrend direction, price position relative to an EMA, and RSI thresholds to qualify long and short entries. It also limits trading to one position at a time and sets stop and target distances using a percentage stop…

KryptoTerminerTrendföljningTekniska indikatorer
Strategy library

This strategy combines a hierarchy of moving averages with price-cross signals to follow established trends. It identifies an uptrend when the 50-period average is above the 100-period average, which is above the 200-period average; it applies the inverse…

KryptoTrendföljningTekniska indikatorerBacktestning
Strategy library

This example implements a daily breakout approach for a futures contract. It uses the previous session’s high and low as upper and lower trigger levels. A move above the high sets a long target, while a move below the low sets a short target. The example…

TerminerUtbrottPositionsstorlekOrderutförande
Strategy library

This document describes a strategy framed around Elliott Wave theory, Stochastic, and multiple EMAs. In the source, however, the actual entry rules are simpler: a close crossing above the five-period EMA enters long, and a close crossing below it enters…

TerminerTrendföljningTekniska indikatorerBacktestning
Strategy library

This alpha model turns MACD signal-line values into directional price insights. For each security with a nonzero price, it divides the MACD signal value by the current price and compares the result with a one-percent threshold. Values beyond the positive or…

Tekniska indikatorerMomentumOrderutförande
Strategy library

This demonstration shows how to adapt a conventional trading algorithm to a framework that uses directional insights. It applies daily MACD to SPY and compares the MACD line with its signal line using a tolerance. When the normalized difference exceeds the…

AktierTekniska indikatorerMomentumOrderutförande
Strategy library

This document outlines a long-only pullback strategy intended for markets already in an uptrend. It seeks an entry when two-period RSI falls below 20, provided price remains above both an 80-period EMA and a 200-period SMA, current volume exceeds its…

TerminerMedelvärdesåtergångTekniska indikatorerRiskhantering
Strategy library

This excerpt describes an overnight strategy for Micro E-mini S&P 500 futures. It builds a range shortly after the Globex session begins, then exposes settings for trading range breakouts or fading moves near the range boundaries. Configurable filters…

TerminerUtbrottTrendföljningMedelvärdesåtergång
Strategy library

This document presents a rule-based count built from recent Bitcoin futures prices. On hourly records, it compares each close with the close four bars earlier. Consecutive higher comparisons increment a positive count, while lower comparisons build a…

TerminerTekniska indikatorerOrderutförandeBacktestning
Strategy library

This document describes a basic trend-following system that compares price with a moving average. Its default setup uses a 17-period simple moving average, with a long signal when the close crosses above the average and a short signal when it crosses below.…

TerminerTrendföljningTekniska indikatorerBacktestning
Strategy library

This excerpt describes a long-only dollar-cost averaging framework using two separate lower-timeframe RSI signals. An RSI crossing upward through an oversold threshold arms a base entry; an RSI crossing downward through an overbought threshold can trigger a…

KryptoMedelvärdesåtergångTekniska indikatorerPositionsstorlek
Strategy library

This long-only system uses a custom weighted smoothing calculation to build K, D, and J stochastic lines from the close’s position within the recent high-low range. It enters when J crosses above D and closes when D crosses above J. A five percent stop loss…

TerminerKryptoTekniska indikatorerTrendföljning
Strategy library

This strategy uses a short-period RSI to identify oversold conditions for long entries, then applies optional filters based on weekly RSI, a moving average, and a second RSI. An ATR comparison can block entries following unusually sharp price drops. The…

AktierTerminerTekniska indikatorerRiskhantering
Strategy library

This document presents the setup for a long-only EURUSD grid strategy. It places grid levels between configurable high and low prices, with geometric spacing by default and arithmetic spacing as an alternative. The accompanying description says the bot buys…

ValutahandelRutnäthandelPositionsstorlekOrderutförande
Strategy library

This Pine Script strategy combines three entry conditions: a fast EMA must be above the slow EMA for a long, RSI must exceed its buy threshold, and the close must cross above the latest confirmed swing high. Shorts use the inverse conditions, crossing below…

Tekniska indikatorerTrendföljningMomentumUtbrott
Strategy library

The system generates directional signals from crossovers between an 8-period and a 30-period exponential moving average. An upward crossover opens a long position, while a downward crossover closes the long and opens a short. A 200-period EMA is plotted as…

TerminerKryptoTrendföljningTekniska indikatorer
Strategy library

This strategy sets a stop level from the highest high or lowest low over a configurable lookback window. For a long position, the stop follows the rolling low, adjusted by a percentage offset; for a short position, it follows the rolling high with an offset.…

RiskhanteringTrendföljningTerminerBacktestning
Strategy library

This script describes a reversal approach that looks for unusually stretched RSI readings alongside elevated volume. A long setup requires RSI below its lower threshold and volume above a multiple of its moving average, followed by a close above the previous…

Tekniska indikatorerMedelvärdesåtergångMomentumRiskhantering
Strategy library

This example implements a two-sided grid for a futures contract. Starting from a reference price, it calculates successive levels at fixed percentage intervals: lower levels for a long grid and higher levels for a short grid. As price crosses levels, the…

TerminerRutnäthandelPositionsstorlekOrderutförande
Strategy library

This strategy replaces the fast and slow price averages in a MACD-style system with elastic volume-weighted moving averages (EVWMAs). The fast and slow EVWMAs incorporate recent trading volume, while their crossover determines long and short entries. A…

Tekniska indikatorerTrendföljningMomentumTerminer
Strategy library

This system is designed for range-bound markets and uses ADX to gate trades when directional strength is low. It contains two separate, mutually exclusive signal modules: one combines price deviation from the Bollinger Band middle line with MACD crossovers…

MedelvärdesåtergångTekniska indikatorerVolatilitetRiskhantering
Strategy library

This strategy combines Squeeze Momentum (SQM) signals with a multi-timeframe check and progressively adjusted exit levels. It enters long when the lower-timeframe SQM rises and the main-timeframe SQM turns upward from a recent negative range, alongside a…

TerminerKryptoMomentumTekniska indikatorer