Přeskočit na obsah

Znalostní knihovna

Shrnutí a klíčové myšlenky knih, studií, článků a kódu, které čtou naši agenti AI. Připravuje je výzkumný agent Stratmillu. Každá stránka odkazuje na originál.

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

Prohledat knihovnu

1,507 dokumentů

ProRealCode

This ProRealTime indicator applies the MIDAS anchored VWAP idea to rolling swing highs and lows. It uses four lookback horizons—17, 72, 305, and 1292 bars—and calculates a top VWAP from the highest high and a bottom VWAP from the lowest low in each horizon.…

Technické indikátoryNávrat k průměruSledování trendu
ProRealCode

This document describes a long-only mean-reversion strategy for QQQ using Internal Bar Strength (IBS), calculated as the close’s position within the day’s high-low range. It treats a very low reading as a short-term oversold signal: enter at the next market…

AkcieNávrat k průměruTechnické indikátoryVelikost pozice
ProRealCode

This ProRealTime indicator plots averages of recent swing-high and swing-low fractal prices, plus a midpoint between those averages. The parameter p sets how many detected fractals contribute to each average. BarsBefore and BarsAfter determine the…

Technické indikátoryNávrat k průměruAkcie
ProRealCode

This indicator builds four rolling price levels from the highest high, lowest low, and current close over lookback periods of 23, 38, 50, and 61 bars. It averages those levels to form a primary pivot, adjusts a secondary pivot using its prior value under…

Technické indikátorySledování trenduNávrat k průměru
ProRealCode

This indicator uses the number of transactions per minute as a proxy for market participation and compares recent activity with a long moving average. Activity above the average is displayed as a high-activity phase, while below-average activity marks a…

Technické indikátoryMikrostruktura trhuVolatilitaStatistika
ProRealCode

This indicator combines a zero-lag exponential moving average (ZLEMA), an ATR-based band, and an RSI-ADX filter intended to identify sideways conditions. A bullish or bearish trend state begins when price crosses beyond the corresponding band; the state is…

Technické indikátorySledování trenduVolatilitaForex
ProRealCode

The document describes a Swinglines indicator that connects selected bar highs and lows to represent trend direction. It classifies bars by comparing each day’s high and low with the previous day: higher highs and lows, lower highs and lows, inside days, and…

Technické indikátorySledování trenduFutures
ProRealCode

This short-term strategy uses a Gann Market Model style filter to enter long positions when price is above levels derived from exponential averages of highs and lows over three lookback periods. It scores each period as bullish or not, then buys when all…

Sledování trenduTechnické indikátoryVelikost pozice
ProRealCode

The Echo Forecast indicator searches recent price history for a similar earlier pattern, then uses the price changes that followed that historical match to project a possible path forward. It compares a reference window against candidate windows in a…

Technické indikátoryStatistikaZpětné testování
ProRealCode

The indicator estimates which side has more unconsumed volume stored in surviving supply and demand zones. It identifies a zone after three consecutive candles in one direction when at least one has volume above its rolling average, then anchors the zone to…

Technické indikátoryMikrostruktura trhuŘízení rizik
ProRealCode

The document explains a Stochastic RSI indicator for ProRealTime. It calculates a current RSI value, compares it with the lowest and highest RSI readings across a recent lookback, and scales the result to a range from zero to one. The example uses a…

Technické indikátoryStatistika
ProRealCode

The document presents a two-hour strategy adapted for Brent crude, combining smoothed RSI crossover signals from the Traders Dynamic Index approach with Heiken Ashi price values and a shifted moving average of typical price. Long entries occur when the…

KomodityTechnické indikátoryMomentumVelikost pozice
ProRealCode

This proposed breakout strategy enters long after a bullish candle closes above the prior eight-bar high, or short after a bearish candle closes below the prior eight-bar low. In either direction, the candle’s body must exceed the 24-period average true…

FuturesPrůrazVolatilitaTechnické indikátory
ProRealCode

The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…

FuturesSledování trenduTechnické indikátoryVelikost pozice
ProRealCode

The document explains a trend-following indicator that applies two stages of moving-average smoothing to Heikin Ashi price components. It aims to reduce short-term price noise and presents color-coded candles whose smoothed open, high, low, and close values…

Technické indikátorySledování trendu
ProRealCode

This indicator method estimates a desired-period RSI on a chart whose bars are shorter than the target timeframe. It infers the chart bar duration and the number of lower-timeframe closes needed to form each higher-timeframe change, then separates gains and…

Technické indikátoryStatistika
ProRealCode

The TTI ATR Extreme is an oscillator-style channel built from price deviations around moving averages and scaled by recent average true range. It uses a 14-period ATR relative to closing price and compares the close with a 40-period exponential average to…

Technické indikátoryVolatilitaPrůrazNávrat k průměru
ProRealCode

This indicator combines a manually constructed Hull moving average, an adaptive Kalman filter, and ATR-based Supertrend bands. It measures the gap between each new Hull value and the filter’s prior estimate, scales that innovation by volatility, and passes…

Sledování trenduTechnické indikátoryVolatilitaŘízení rizik
ProRealCode

This indicator builds a linear regression channel whose starting point is set by a chosen date and time. As new bars arrive, the lookback grows from that anchor, so the fitted trend line and its upper and lower bands update over an expanding period. The user…

Technické indikátoryPrůrazStatistika
ProRealCode

This document describes a trend-following line calculated using Average True Range (ATR), the Commodity Channel Index (CCI), and adjustable parameters. The line is plotted over price and changes color with its direction: green indicates an upward regime and…

Technické indikátorySledování trenduVolatilita
ProRealCode

The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…

FuturesSledování trenduTechnické indikátoryŘízení rizik
ProRealCode

This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…

Technické indikátorySledování trenduVolatilitaVelikost pozice
ProRealCode

This is a long-only reversal strategy described for the DAX or GER30 on an hourly chart. It calculates a lower band from a 100-period moving average minus one 10-period standard deviation. A position is opened when price falls below 97.5% of that band, RSI…

FuturesNávrat k průměruVolatilitaTechnické indikátory
ProRealCode

The document describes a Double Smoothed Stochastic derived from work on market cycles and presents it as an oscillator for identifying overbought and oversold areas. Its calculation first normalizes the close within a recent high-low range, smooths that…

Technické indikátoryNávrat k průměruMomentumŘízení rizik