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
Binance API docs
45 dokumentů
Přednášky Quantopian
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
Lumibot strategies
7 dokumentů
QuantRocket
7 dokumentů
Awesome Quant
1 dokumentů

Prohledat knihovnu

1,507 dokumentů

ProRealCode

The document explains an Elder Force Index oscillator that combines price change and volume, then smooths the result with exponential moving averages to produce an EFI line and a signal line. It describes fixed-length and adaptive calculation modes. In…

Technické indikátoryVolatilitaMomentum
ProRealCode

The XO indicator tracks price movement using two box sizes. Its histogram counts upward and downward moves measured with the smaller box, while separate lines show moves measured with the larger box. The author compares this counting approach to tracking…

Technické indikátorySledování trenduPrůraz
ProRealCode

This indicator description presents a visual way to identify directional trends using the Commodity Channel Index (CCI) at four lookback lengths. Each CCI reading is compared with positive and negative thresholds; separate blocks show the individual…

Technické indikátorySledování trenduMomentumStatistika
ProRealCode

The document explains how to convert the MACD value, its signal average, and their difference into standardized scores. For each series, it calculates a rolling mean and standard deviation over a sample period, then expresses the current value as its…

Technické indikátoryStatistika
ProRealCode

The article outlines a simple, object-oriented research backtester built around pandas data frames. It separates the workflow into strategy signals, portfolio positions and equity accounting, and performance analysis. Strategies return long, short, or hold…

Zpětné testováníProvádění pokynůŘízení rizikKonstrukce portfolia
ProRealCode

This experimental DAX daily strategy uses a close-based two-day high as a breakout reference and enters long when the day's high exceeds it. It can add a position when price opens more than five points above the trade price, so exposure may grow as a move…

FuturesPrůrazSledování trenduVelikost pozice
ProRealCode

Heikin IV adapts Heikin-Ashi candles for chart display. It calculates the averaged close and recursive open using Heikin-Ashi-style inputs, then draws the candle with the market’s actual close as its closing value. The high and low are adjusted to cover both…

Technické indikátory
ProRealCode

The document presents a long-only automated strategy for a mini S&P 500 instrument. Entries require the MACD line to be above its smoothed value, the stochastic to be above its average, price to remain above a moving average, and price to be below a custom…

FuturesTechnické indikátorySledování trenduŘízení rizik
ProRealCode

This document outlines a rules-based strategy for the DAX mini that uses the trading day of the month (TDOM). It opens a short position on the first trading day and schedules long entries from the eighth trading day, with additional entries allowed on later…

FuturesStatistikaVelikost poziceŘízení rizik
ProRealCode

This indicator estimates the empirical distribution of close-to-close candle returns over a chosen start date or the full available chart history. It groups returns into 0.25 percentage-point intervals spanning negative and positive moves around zero, with…

StatistikaTechnické indikátoryVolatilita
ProRealCode

Powerplay is a rule-based signal that looks for two consecutive down or up sessions with above-average volume, then checks the close against the prior session’s low or high and its position relative to the 200-day moving average. For the long signal, price…

AkcieSledování trenduNávrat k průměruTechnické indikátory
ProRealCode

The Percentage Price Oscillator (PPO) expresses the difference between a faster and slower moving average as a percentage of the slower average. The example uses 12-period and 26-period exponential moving averages, with a switch that can instead return the…

Technické indikátoryMomentum
ProRealCode

The indicator combines the high and low relative to a moving average into one oscillator. Bull Power is the high minus the average close, while Bear Power is the low minus the same average; adding them gives a net reading intended to reflect which side is…

Technické indikátoryMomentumSledování trendu
ProRealCode

The post describes a simple EUR/USD strategy on a 15-minute chart. It buys when the candle trades below the lower Bollinger Band but closes back above it, and sells short when price trades above the upper band but closes back below it. Long and short…

ForexNávrat k průměruTechnické indikátoryZpětné testování
ProRealCode

Kaufman’s Efficiency Ratio compares the net price change over a chosen lookback with the sum of absolute step-by-step price changes over that same period. The ratio runs from zero to one: values nearer one indicate a relatively direct move, while lower…

Technické indikátorySledování trenduStatistika
ProRealCode

This overlay indicator combines ATR-filtered pivot detection with market-structure labels, Fibonacci retracements, engulfing candles, and a weighted confluence score. Confirmed swing highs and lows are classified as higher highs, higher lows, lower highs, or…

Technické indikátorySledování trenduPrůrazŘízení rizik
ProRealCode

The ZiBoll indicator adapts Bollinger-style bands by calculating weighted moving averages of the bar highs and lows, then offsetting them with a fraction of the close-price standard deviation. A state variable changes when the close moves beyond either band…

Technické indikátoryVolatilitaZpětné testování
ProRealCode

This indicator concept automates selected London and New York intraday windows used in the ICT methodology. It draws a range for each active window, labels the session, and classifies the movement as accumulation, manipulation, or expansion according to the…

ForexTechnické indikátoryMikrostruktura trhu
ProRealCode

This system adapts the Bollinger Band idea by calculating an exponential average and standard deviation from highs for an upper threshold, and from lows for a lower threshold. When price moves above the high-based threshold, it opens a short position; when…

Technické indikátoryNávrat k průměruVolatilitaForex
ProRealCode

The document presents an Ichimoku-based indicator that colors the Tenkan and Kijun lines and marks price dislocations with shaded triangles. Its author interprets the 9-period high-low range as a possible warning of small corrections or consolidation, and…

Technické indikátoryAkcieNávrat k průměru
ProRealCode

The Average Penetration indicator counts, over a configurable lookback window, how often candle lows fall below a simple moving average and how often candle highs rise above it. The example settings use a 100-period average and a 63-bar lookback, described…

Technické indikátorySledování trenduMomentumZpětné testování
ProRealCode

The body momentum oscillator compares the number of bars whose closes are above their opens with the number whose closes are below their opens over a rolling lookback. It expresses the up-bar share as a percentage, then smooths that measure with a moving…

Technické indikátoryMomentumStatistika
ProRealCode

The document describes an indicator that estimates volatility, directional price amplitude, and the difference between them. It builds range-based trend levels, counts price behavior relative to a trend line, and uses those counts to set a lookback period…

Technické indikátoryVolatilitaŘízení rizikVíce aktiv
ProRealCode

The indicator combines adaptive smoothing, a direction-sensitive trend filter, and volatility bands to depict trend direction and possible support or resistance areas. It estimates slope relative to ATR and uses that direction to select an averaged high or…

Sledování trenduTechnické indikátoryVolatilita