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Βιβλιοθήκη γνώσης

Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.

Quant Q&A
20,364 έγγραφα
SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Βιβλιοθήκη μαθημάτων ποσοτικής ανάλυσης
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Διαλέξεις Quantopian
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Αναζήτηση στη βιβλιοθήκη

79,386 έγγραφα

SuperMind

This Chinese equity screen selects stocks classified in the metaverse industry when the opening price is near the ten-day moving average and the KDJ indicator has just crossed upward. The document explains that the moving average supplies a price reference…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
MQL5 code base

This indicator combines five-candle fractal detection with a Commodity Channel Index filter. It displays a signal only when CCI meets a configurable threshold on the candle associated with the fractal, aiming to screen out some signals during sideways…

Τεχνικοί δείκτεςΟρμήΕπαναφορά στον μέσο όροBacktesting
ProRealCode

This document defines Wilder’s channel as two volatility-adjusted boundaries. The upper line adds a scaled Average True Range value to a Wilder average of highs, while the lower line subtracts the same volatility adjustment from a Wilder average of lows. Its…

Τεχνικοί δείκτεςΜεταβλητότητα
SuperMind

This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, three consecutive declining sessions, and afternoon net inflows from large orders. It presents the screen as a way to combine price action, trading activity, and…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΜικροδομή αγοράς
MQL5 code base

The document introduces a basic MetaTrader 5 version of a trend direction and force indicator, adapted from an older MetaStock indicator. It says the tool aims to show both which way a trend is moving and how intense it is. The suggested signal is the first…

Τεχνικοί δείκτεςΑκολούθηση τάσης
MQL5 code base

This Expert Advisor uses a price-extreme channel to generate trades. By default, a close above the upper channel boundary opens a long position, while a close below the lower boundary opens a short position. It checks signals on each new bar, closes opposing…

Διάσπαση επιπέδουΕπαναφορά στον μέσο όροΤεχνικοί δείκτεςBacktesting
SuperMind

This stock-selection rule combines a 14-period RSI below 65 with three consecutive declining sessions and a minimum listing age. The example implementation specifies more than 120 days since listing and evaluates the RSI and recent candle conditions to form…

ΜετοχέςΤεχνικοί δείκτεςΕπαναφορά στον μέσο όρο
ProRealCode

This ProRealTime indicator identifies support and resistance areas by grouping historical price pivots into price bands. Its settings control the pivot lookback, whether pivots use highs and lows or open and close values, the maximum band width, the number…

Τεχνικοί δείκτεςΕπαναφορά στον μέσο όροΔιαχείριση κινδύνουBacktesting
SuperMind

This stock-selection proposal combines a technical filter with a profitability screen: choose main board stocks with RSI below 65, a daily gain above 1%, and return on equity above 15% in each of the previous five years. The author presents RSI as a way to…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
BigQuant

This brief BigQuant Q&A addresses whether to exclude stocks listed on China’s ChiNext and STAR Market boards when building an AI trading strategy. Its central recommendation is to apply the exclusion during both model training and prediction, so the model is…

Αγορές ΚίναςΜηχανική μάθησηBacktesting
ProRealCode

This indicator builds five nested ZigZag levels: the first uses a configurable lookback, and each higher level is derived from turning points in the level below. It is designed to condense price action into progressively larger swings and can optionally…

Τεχνικοί δείκτεςΑκολούθηση τάσηςΣτατιστική
ProRealCode

The Commodity Selection Index (CSI) is presented as a way to rank commodities by trend strength before applying a trend-following system. The document describes Wilder’s original calculation as combining ADXR, a 14-period average true range, and factors…

ΕμπορεύματαΜετοχέςΑκολούθηση τάσηςΤεχνικοί δείκτες
BigQuant

The document presents Follow-the-Leader, a factor-based method for constructing a smaller portfolio that tracks a broad equity index. Instead of selecting stocks only by index weight or correlation with index returns, the method estimates the number of…

ΜετοχέςΕπενδύσεις βάσει παραγόντωνΚατασκευή χαρτοφυλακίουBacktesting
BigQuant

This brief help note answers how to test Python code with breakpoints, including whether a workflow similar to PyCharm’s breakpoint debugging is available. It suggests using Python’s built-in pdb debugger to pause execution and inspect a program while it…

Στατιστική
SuperMind

The document describes a Chinese equity screen that combines daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and a day-over-day increase in volume above 5%. It explains the intended rationale: price movement may…

ΜετοχέςΑγορές ΚίναςΜεταβλητότηταΤεχνικοί δείκτες
Amberdata research

This weekly market recap reviews Bitcoin and Ether derivatives conditions, including realized volatility, implied-volatility term structure, skew, option flows, and dealer gamma. It describes weak spot prices alongside subdued realized volatility, while…

ΚρυπτονομίσματαΔικαιώματα προαίρεσηςΜεταβλητότηταΑποτίμηση παραγώγων
SuperMind

The document proposes screening Chinese stocks for three conditions: at least five moving averages converging, a newly formed KDJ bullish crossover, and a 9:25 a.m. gain below a stated ceiling. It interprets moving-average convergence as alignment across…

ΜετοχέςΑγορές ΚίναςΤεχνικοί δείκτεςΟρμή
MQL5 code base

This document describes an automated trading system that uses a Trend Intensity Index oscillator. A signal is generated at the close of a bar when the indicator moves into an overbought or oversold zone, shown by a change in its color. The system is…

ΣυνάλλαγμαΤεχνικοί δείκτεςBacktestingΔιαχείριση κινδύνου
SuperMind

The document outlines a Chinese A-share screening idea combining daily price amplitude above a threshold, a measure of controlling-shareholder activity, and a weekly moving-average crossover. It presents the filters as a way to find stocks with upward…

ΜετοχέςΤεχνικοί δείκτεςΟρμήΔιαχείριση κινδύνου
MQL5 code base

The document describes a third-generation moving average indicator for MetaTrader 4 and identifies the applied-price setting, which defaults to typical price. It compares the indicator visually with a conventional exponential moving average, claiming that…

ΣυνάλλαγμαΤεχνικοί δείκτεςΑκολούθηση τάσης
MQL5 code base

The document describes an expert advisor that uses Bollinger Bands and RSI thresholds to generate trades. Its listed settings include an eight-period RSI, a high threshold of 90 for selling near the upper band, and a low threshold of 10 for buying near the…

ΣυνάλλαγμαΤεχνικοί δείκτεςΜεταβλητότηταΔιαχείριση κινδύνου
ProRealCode

This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…

Συμβόλαια μελλοντικής εκπλήρωσηςΑγορές ΗΠΑΑκολούθηση τάσηςΤεχνικοί δείκτες
SuperMind

The screen targets Chinese stocks with a daily amplitude above 1%, appearance on the prior day's 龙虎榜 (top trading list), and more than two limit-up days in the previous ten sessions. It combines recent price movement, reported trading attention, and repeated…

ΜετοχέςΑγορές ΚίναςΜεταβλητότηταΟρμή
vn.py community

The discussion addresses adding five- and fifteen-minute intervals to VN.py version 3.4.0 for backtesting. One reply suggests that when the source data is already stored at those resolutions, importing and selecting it as one-minute data can work because…

BacktestingΕκτέλεση εντολώνΣυμβόλαια μελλοντικής εκπλήρωσης