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Zināšanu bibliotēka

Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

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

Meklēt bibliotēkā

Dokumentu skaits: 3,012

MQL5 articles

The article describes turning a multi-timeframe sentiment indicator into an Expert Advisor. Its framework classifies conditions as bullish, bearish, risk-on, risk-off, or neutral using higher-timeframe direction and lower-timeframe price structure, moving…

Tirgus noskaņojumsValūtu tirgusTehniskie indikatoriRiska pārvaldība
MQL5 articles

The article presents an RSI method that measures the accumulated area between the oscillator and its 50 midpoint since their most recent crossing. It treats a sufficiently large area above 50 as a sell signal and a sufficiently large area below 50 as a buy…

Valūtu tirgusTehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude
MQL5 articles

The article extends a cross-platform MQL4 and MQL5 symbol-selection utility with tabs that automatically group symbols by detected market patterns. Examples include flat ranges, parabolic moves, gaps, and price-level conditions. It outlines how tab names are…

Tehniskie indikatoriTirgus mikrostruktūraCenas izrāviens
MQL5 articles

This tutorial shows how to create a basic movable chart panel in MQL5 using a rectangle label and chart events. It introduces the OnChartEvent handler and explains how keyboard, mouse-movement, and click events pass information through event parameters. The…

Tehniskie indikatoriRīkojumu izpilde
MQL5 articles

This article presents a method for estimating long-range dependence in NQ one-minute futures returns and using it to characterize market regimes. It combines three estimators: rescaled range, aggregated variance, and absolute moments. Each estimator fits a…

Nākotnes līgumiStatistikaTirgus mikrostruktūraSekošana tendencei
MQL5 articles

The article explains how bootstrap resampling can estimate confidence intervals for trading system performance from out-of-sample results. It describes three approaches: pivot, percentile, and bias-corrected and accelerated intervals. A statistic such as…

StatistikaVēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

The article describes a MetaTrader 5 method for managing Expert Advisors remotely when the trader cannot access the desktop terminal. A master EA watches for pending orders placed through a mobile terminal and interprets their prices, symbols, volumes, or…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

The article adapts Spatial Temporal Fusion (STF), a framework for jointly forecasting related demand and supply series, to trading signals. It treats bullish and bearish price movement as proxies for demand and supply, using high-minus-open and…

MašīnmācīšanāsValūtu tirgusSvārstīgumsStatistika
MQL5 articles

The article proposes a price forecasting model built from transient functions related to the Gamma and Erlang distributions. It divides a price move following a disturbance into three components: a remaining external force, the current rate of change, and…

Valūtu tirgusStatistikaTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The document describes a MetaTrader expert advisor that combines three Smart Money Concepts: Order Blocks (OB), Fair Value Gaps (FVG), and Breaks of Structure (BOS). OB zones are defined from the last candle before a significant move and filtered with a…

Tehniskie indikatoriCenas izrāviensVēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

The article discusses ways to build Parabolic SAR signals into wizard-assembled Expert Advisors, focusing on volatility divergence, higher-timeframe context, and RSI confirmation. A proposed continuation pattern treats a SAR flip accompanied by shrinking bar…

Valūtu tirgusTehniskie indikatoriSvārstīgumsSekošana tendencei
MQL5 articles

The document outlines what MetaTrader 4’s Strategy Tester models and where its behavior differs from live trading. It describes restrictions on trading other symbols, supported timeframes, execution assumptions, account settings, and how price data for other…

Vēsturisko datu pārbaudeRīkojumu izpildeValūtu tirgus
MQL5 articles

This technical article ports several structural-change statistics to MQL5 for use as bar-indexed features in an expert advisor or indicator. The suite includes Chu-Stinchcombe-White CUSUM, a Chow-type Dickey-Fuller test, SADF with a rolling lookback, and…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

This article presents an MQL5 indicator that applies normalized Shannon entropy to price changes classified as up, down, or flat. A rolling window estimates how evenly those states occur, with low entropy interpreted as more structured movement and high…

Tehniskie indikatoriStatistikaSekošana tendenceiCenas izrāviens
MQL5 articles

This beginner programming tutorial explains how MQL5 combines simple values into structures, overlays different interpretations of data with unions, introduces classes and function types, and brings external source files into a program with include…

Rīkojumu izpilde
MQL5 articles

This article explains how to add optional trailing-stop behavior to an object-oriented Expert Advisor framework. It recommends keeping trailing algorithms and their parameters in separate classes rather than adding strategy-specific logic to core strategy or…

Riska pārvaldībaRīkojumu izpildeTehniskie indikatori
MQL5 articles

This article describes an MQL5 Expert Advisor that replaces a fixed moving-average crossover threshold with parameters fitted on a rolling window. Its proposed volatility-adjusted moving average cross uses two exponentially weighted averages and an ATR-based…

MašīnmācīšanāsStatistikaSvārstīgumsTehniskie indikatori
MQL5 articles

This article turns the Malaysian Engulfing candlestick pattern into a rule-based MetaTrader 5 workflow. A bullish setup requires a bearish candle followed by a bullish candle whose body opens at or below the prior close and closes above the prior high; the…

Tehniskie indikatoriCenas izrāviensVēsturisko datu pārbaudeRīkojumu izpilde
MQL5 articles

This article compares trailing stops, partial position reductions, and opening several positions with the same stop but staggered profit targets. Its main example uses five entries with reward-to-risk targets from 1.3 to 1.7. It calculates basket outcomes by…

Riska pārvaldībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaudeValūtu tirgus
MQL5 articles

The article presents a way to preserve an Expert Advisor’s internal state across terminal restarts by serializing a fixed-size structure to a binary file. Examples of state worth saving include trade counts, win and loss streaks, lot multipliers, equity…

Riska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
MQL5 articles

The article demonstrates a voting-style ensemble that runs two separately trained EURUSD daily models inside an MQL5 Expert Advisor. One model uses recent OHLC observations to predict the next close; the other classifies movement as up, down, or…

MašīnmācīšanāsValūtu tirgusStatistikaRīkojumu izpilde
MQL5 articles

This installment explains how to adapt a market replay system to rely on recorded traded ticks, including using tick files to generate preview bars. The author argues that minute bars may diverge from traded prices around events such as corporate actions,…

Vēsturisko datu pārbaudeTirgus mikrostruktūraNākotnes līgumiAkcijas
MQL5 articles

The article describes a semi-automated approach that turns chart lines into trade instructions for an Expert Advisor. Traders name lines with commands for pending entries, take-profit and stop-loss exits, or closing selected positions. The EA detects price…

Tehniskie indikatoriRīkojumu izpildeVēsturisko datu pārbaudeValūtu tirgus
MQL5 articles

The article investigates how MetaTrader 5 distributes indicator and expert-advisor work across processor cores. Using CPU-heavy test programs on charts with different symbol arrangements, it reports that two indicators on the same symbol used one core, while…

Rīkojumu izpildeTirgus mikrostruktūra