Pāriet uz saturu

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

This article describes creating continuous time charts in MetaTrader 4 by inserting bars for intervals with no price changes. Its process has two stages: build a history file that fills gaps using the preceding close as the inserted bar's open, high, low,…

Valūtu tirgusTehniskie indikatori
MQL5 articles

This article turns divergence logic previously embedded in an adaptive SuperTrend implementation into a standalone MQL5 module. The engine groups oscillator calculation, pivot detection, divergence classification, and state memory, and offers setup, update,…

Tehniskie indikatoriCenas impulssStatistika
MQL5 articles

This article explains how an MQL5 library can detect and report account trading events. It separates event identification for hedging and netting accounts, using changes in pending order counts, position counts, position volumes, and modification times.…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

The article develops an MQL5 indicator that combines trend, momentum, and volatility into a rolling market score. Trend is measured by the linear-regression slope of prices in a window, momentum by the price change across that window, and volatility by…

Tehniskie indikatoriSekošana tendenceiCenas impulssSvārstīgums
MQL5 articles

This article introduces eigenvalues and eigenvectors as tools for examining relationships among measured variables. It distinguishes principal component analysis, which forms orthogonal components that capture variance, from factor analysis, which models…

StatistikaFaktoru ieguldīšanaTehniskie indikatoriSvārstīgums
MQL5 articles

The article explains the Donchian Channel as a trend-following indicator built from the highest high and lowest low over a chosen lookback period, with a midpoint halfway between them. It describes watching for price to break above the upper boundary or…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
MQL5 articles

This article shows how to adapt an MQL5 automation class to several indicator-driven trading models. Its first example uses a 9-period exponential moving average: the EA checks for a new bar, reads current and earlier indicator values, and triggers a buy or…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiRīkojumu izpilde
MQL5 articles

The article tests the claim that the direction of the Asian session determines subsequent trading. Its MQL4 Expert Advisor labels a chosen session bullish, bearish, or neutral by comparing its opening and closing prices. It then examines a fixed number of…

Valūtu tirgusStatistikaVēsturisko datu pārbaudeTehniskie indikatori
MQL5 articles

The article presents a method for adding smaller trades as a larger initial position moves into profit. The main trade acts as an anchor: after it reaches a specified gain, a smaller auxiliary trade is opened in the same direction with a stop that can lose…

Valūtu tirgusSekošana tendenceiCenas impulssPozīcijas apjoma noteikšana
MQL5 articles

The article describes an MQL5 framework that turns chart rectangles into managed supply and demand zones. A CZone class stores each zone’s price boundaries, type, source, age, breakout tracking, and visual state, while a dynamic object collection tracks…

Valūtu tirgusTehniskie indikatoriCenas izrāviensSvārstīgums
MQL5 articles

Signal Pulse is an Expert Advisor that seeks potential reversals by requiring Bollinger Band and Stochastic conditions to align across M15, M30, and H1. A buy signal occurs when price reaches the lower band on all three timeframes and Stochastic is oversold;…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

Blood Inheritance Optimization (BIO) is a population-based method for searching parameter spaces. It assigns each candidate one of four blood-type labels and uses an inheritance table to choose a label for each new candidate based on its two parents. Parents…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

The article explains how an option chain can reveal the market-implied distribution of an underlying’s price at expiry. It uses the Breeden-Litzenberger result: the second strike derivative of call prices, adjusted for discounting, gives a risk-neutral…

OpcijasAtvasināto instrumentu cenu noteikšanaSvārstīgumsStatistika
MQL5 articles

The article introduces random forests as ensembles of decision trees trained on bootstrap samples and randomized feature subsets. It explains how tree voting can reduce variance, describes out-of-bag evaluation, and outlines strengths such as modest…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaudeTehniskie indikatori
MQL5 articles

This tutorial explains how to retrieve information from a website using MetaTrader 5’s MQL5 network functions, save the response, and locate a target value within the downloaded page. It begins with choosing a source and allowing that site in the platform’s…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

The article describes a MetaTrader method for investigating whether trend direction signals perform better at particular hours. Its example Expert Advisor combines a short-term higher-timeframe moving-average direction check with a daily MACD direction…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

This article describes building a basic grid Expert Advisor for both MetaTrader 4 and MetaTrader 5. It introduces conditional compilation to handle differences between the platforms and a shared order-placement interface. The trading concept places staggered…

Režģa tirdzniecībaVēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

This article explains why and how to move custom indicator calculations into an Expert Advisor. It identifies two motivations: avoiding recalculation on the forming bar when the EA does not need that value, and keeping commercial EA logic less exposed. An…

Tehniskie indikatoriRīkojumu izpilde
MQL5 articles

This article argues that a reliable, responsive Expert Advisor should focus on managing and analyzing orders and positions, while auxiliary chart features and data displays should run separately. It demonstrates moving wallpaper and Volume At Price…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

This article advocates finite-state automata as a way to design and implement Expert Advisor logic. It argues that informal design notes, a developer’s mental model, and program code can diverge, making complex behavior hard to review and maintain. The…

Riska pārvaldībaStatistika
MQL5 articles

This article describes a MetaTrader 5 indicator that turns a fast and slow EMA crossover into a charted sequence of synthetic future candles. It anchors the projection to the crossover on a closed bar, measures the EMA slope there, and propagates that slope…

Tehniskie indikatoriCenas impulssRiska pārvaldība
MQL5 articles

This article explains how to add an Account History view to MetaTrader 4’s strategy tester visualization. It uses information already available in the tester’s results rather than building a separate copy of the terminal account history. An indicator…

Vēsturisko datu pārbaudeRīkojumu izpildeRiska pārvaldība
MQL5 articles

The article surveys MQL5 cryptographic functions for encrypting, hashing, encoding, and compressing data used in trading programs. It explains the roles of the CryptEncode and CryptDecode functions, distinguishes reversible encryption from irreversible…

Riska pārvaldībaRīkojumu izpilde
MQL5 articles

This programming guide explains how MQL5 Standard Trade classes can support Expert Advisors that inspect account and symbol properties, check margin, manage positions and pending orders, and retrieve order and deal history. It describes classes for account…

Rīkojumu izpildeRiska pārvaldībaPozīcijas apjoma noteikšana