Praleisti ir pereiti prie turinio

Žinių biblioteka

Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.

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

Ieškoti bibliotekoje

79,386 dokumentų

SuperMind

This post describes a Chinese equity screening rule combining a large daily high-low range, at least one strong up day in the recent trading window, and a close above the previous day’s low. The accompanying discussion frames these conditions as filters for…

AkcijosKinijos rinkosKintamumasImpulsas
SuperMind

This post outlines a stock-selection idea combining a short-versus-long moving-average trend filter with measures of daily position increases and large-order net flow. The initial logic highlights a positive position-increase share, the product of price…

Kinijos rinkosAkcijosTechniniai rodikliaiImpulsas
BigQuant

This post documents an attempted BigQuant workflow for combining daily Chinese stock bars with prefactor and money-flow tables. The query joins records by date and instrument, selects price and valuation fields, calculates returns, and applies a non-null…

Kinijos rinkosAkcijosStatistika
MQL5 code base

This brief indicator description presents a trend identifier oscillator intended to distinguish directional markets from flat conditions. It exposes five settings: a moving-average period, the price used for that average, a signal-line period, a deviation…

Techniniai rodikliaiPrekyba pagal tendencijąKintamumas
SuperMind

This post describes a Chinese A-share screening rule that combines daily price range, a newly formed KDJ crossover, and relative volume. Stocks enter a watchlist when the range exceeds the stated threshold and volume ratio falls within the specified band.…

Kinijos rinkosAkcijosTechniniai rodikliaiImpulsas
SuperMind

This Chinese-language post proposes a stock screen using daily price range, closing price, and the ratio of outside to inside trading volume. Its stated core thresholds are amplitude above 1, close below 20, and outside volume divided by inside volume above…

AkcijosTechniniai rodikliaiRinkos mikrostruktūraKinijos rinkos
Stratmill research code

The module implements the two-step Engle–Granger approach to constructing a portfolio intended to be mean reverting. It uses ordinary least squares to regress a chosen dependent asset’s price on the other price series, defaulting to the first input column as…

Porų prekybaGrįžimas prie vidurkioStatistikaPortfelio konstravimas
MQL5 code base

The Ultimate Oscillator combines buying pressure relative to true range across three lookback periods. Each period’s ratio is calculated by summing buying pressure and true range over that window, then dividing the two sums. The shortest period receives the…

Techniniai rodikliaiImpulsas
BigQuant

This research summary treats intraday stock prices as time series rather than isolated observations. It applies empirical mode decomposition (EMD) to separate trend-like price signals from noise, then uses their relative strength to form a signal-to-noise…

AkcijosInvestavimas pagal veiksniusGrįžimas prie vidurkioStatistika
MQL5 code base

This document describes an automated strategy that trades changes in the KWAN_RDP indicator’s direction. A signal occurs when the indicator changes color at a bar’s close, providing the entry trigger for the expert advisor. The indicator file must be…

Valiutų rinkaTechniniai rodikliaiIstorinis testavimas
MQL5 code base

This short description identifies FineTuningMA as a moving average indicator designed to allow detailed configuration. It credits the indicator to gumgum and notes that an earlier implementation appeared in MQL4’s Code Base in 2010. The page offers no…

Techniniai rodikliai
ProRealCode

The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…

ŽaliavosAteities sandoriaiIstorinis testavimasRizikos valdymas
MQL5 code base

This brief description presents a single-file collection of averaging methods, including familiar simple and exponential averages alongside smoothed, weighted, triangular, sine-weighted, Hull, and T3 variants. It also lists a linear regression value and…

Techniniai rodikliaiStatistika
MQL5 code base

TimerEA is an expert advisor for opening and closing orders at specified dates and times on the symbol to which it is attached. Scheduling can be based on a day of the week or a day of the year. It supports market orders as well as pending stop and limit…

Pavedimų vykdymasRizikos valdymasPozicijos dydžio nustatymas
MQL5 code base

This indicator adds a trend-strength cue to AML using a standard deviation calculation. When the AML indicator’s standard deviation exceeds a configurable threshold, the indicator places a colored dot on its moving average. The dot color reflects the current…

Techniniai rodikliaiKintamumasPrekyba pagal tendenciją
MQL5 code base

This expert advisor runs two NRTR signal systems, one for long positions and one for short positions. Each side has its own settings, including separate identifiers, position sizing, and switches for allowing entries and exits. The separation lets a trader…

Valiutų rinkaTechniniai rodikliaiPrekyba pagal tendencijąIstorinis testavimas
SuperMind

This document describes an A-share stock screen that selects Shenzhen main-board shares with daily price amplitude above 1%, a nonempty outstanding convertible-bond name, positive price-to-earnings ratio below 29.01, and positive price-to-book ratio below…

AkcijosKinijos rinkosInvestavimas pagal veiksniusTechniniai rodikliai
MQL5 code base

The Relative Momentum Index, developed by Roger Altman, is described as a variation of the Relative Strength Index. Instead of comparing each close with the immediately preceding close, it measures gains and losses relative to the close a chosen number of…

Techniniai rodikliaiImpulsasAkcijos
MQL5 code base

The document describes an implementation of William Blau’s Ergodic Oscillator, associated with his work on momentum, direction, and divergence. The indicator is displayed as a colored histogram, with its signal line represented as a colored cloud. This is a…

Techniniai rodikliaiImpulsas
SuperMind

This document describes an A-share screen using three conditions: a rising 30-day moving average, a prior-day 9:15 matched price at the limit-down level, and a current increase in the stated position-building ratio above 5%. Its proposed interpretation is…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
SuperMind

The document outlines an A-share stock screen combining an RSI below 65, a daily gain above 1%, main-board listing, and non-ST status. It proposes selecting five stocks from the day’s limit-up leaders, with selection intended before 10 a.m. The rationale…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
MQL5 code base

The indicator tracks a session’s developing high and low, freezes those levels when the session ends, and monitors subsequent price action for a sweep. A breach must exceed a configurable buffer; the signal is confirmed only if price closes back inside the…

Valiutų rinkaTechniniai rodikliaiGrįžimas prie vidurkioRinkos mikrostruktūra
SuperMind

This document describes a short-term stock screen combining daily price amplitude above 1, a controlling-shareholder measure whose absolute daily change exceeds 21, and a rising DEA value from MACD. It shows examples of how to express these conditions in a…

AkcijosKinijos rinkosTechniniai rodikliaiImpulsas
ProRealCode

The document presents a daily Nasdaq adaptation of the Universal XBody Strategy and gives optimized settings: a lookback period of 878, mode 1, positive signal orientation, and filters of 41 and 0. It calculates each candle’s body as close minus open, takes…

AkcijosTechniniai rodikliaiImpulsasIstorinis testavimas