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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
Lumibot strategies
Dokumentu skaits: 7
QuantRocket
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 3,012

MQL5 articles

The article presents ways to use Average True Range (ATR) in an MQL5 Expert Advisor. One signal looks for ATR and price to rise or fall across successive bars, treating aligned increases in range and direction as a volatility breakout. Another approach uses…

Valūtu tirgusSvārstīgumsCenas izrāviensPozīcijas apjoma noteikšana
MQL5 articles

African Buffalo Optimization (ABO) is a population-based metaheuristic that represents candidate solutions as buffalo in a herd. Agents exchange information through signals modeled on social behavior, with each update drawing on both the best solution found…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

This article describes an MQL5 chart tool for planning, but not placing, trades. Traders select among market, limit, and stop orders for either direction, then adjust Entry, Stop-Loss, and Take-Profit lines directly on the chart. Initial spacing uses Average…

Riska pārvaldībaPozīcijas apjoma noteikšanaTehniskie indikatori
MQL5 articles

The article presents the Hilbert-Schmidt Independence Criterion (HSIC) as a non-parametric test for dependence between data features and a target. Using kernel matrices, HSIC can detect nonlinear as well as linear relationships and can handle scalar or…

StatistikaMašīnmācīšanās
MQL5 articles

This article extends a MetaTrader market replay tool with an on-chart slider for choosing an approximate starting position in historical tick data. It also moves the replay controls from an Expert Advisor into an indicator, allowing a separate EA to be used…

Vēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

The article explains why directional indicator crossovers can generate repeated losing entries in range-bound markets, then presents a two-layer filter for ADX trades. The first layer replaces a fixed ADXR regime threshold with a gate optimized on validation…

Valūtu tirgusTehniskie indikatoriMašīnmācīšanāsPozīcijas apjoma noteikšana
MQL5 articles

The article describes Deterministic Oscillatory Search, a population-based metaheuristic for optimizing multidimensional objective functions without random numbers. Particles begin at systematically distributed positions and track whether movement improves…

StatistikaMašīnmācīšanāsVēsturisko datu pārbaude
MQL5 articles

The article proposes cluster filters for smoothing non-stationary data as it arrives. Rather than applying one conventional filter to a complete historical series, the method runs several filters in parallel and selects among their outputs using a model of…

Tehniskie indikatoriStatistikaCenas impulss
MQL5 articles

The article argues that turning indicator readings into simple buy, sell, or no-trade signals can hide useful information about signal strength and context. It proposes analyzing continuous indicator values alongside subsequent price behavior, using scripts…

StatistikaTehniskie indikatoriValūtu tirgusVēsturisko datu pārbaude
MQL5 articles

The article presents a reusable MQL5 breakeven manager intended to avoid stop-outs caused by spread widening after a stop is moved to the entry price. It measures the live spread when modifying the stop, converts pip values using symbol digits, and…

Riska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpildeValūtu tirgus
MQL5 articles

The article proposes generating alternative classification targets directly from OHLC observations instead of relying only on future closing price. It calculates pairwise price midpoints, labels whether each candidate value rises over a chosen forecast…

MašīnmācīšanāsStatistikaValūtu tirgusVēsturisko datu pārbaude
MQL5 articles

This article describes a MetaTrader 4 application split across an Expert Advisor, a script, and an indicator. It assigns configuration to the Expert Advisor, continuously running analysis and trading work to a looping script, and controls and status messages…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

The article explains the standard configuration tabs available to MetaTrader 5 indicators and how compiler properties can customize the first tab with an icon, description, version, copyright, and link. It argues that developers should learn what the…

Tehniskie indikatori
MQL5 articles

The article describes Jardine's Gate, a sequential filter intended to decide whether an LSTM-generated cryptocurrency CFD signal should be traded. The six checks cover market structure through compression-based entropy, agreement among multiple LSTM experts,…

KriptoaktīviMašīnmācīšanāsTehniskie indikatoriRiska pārvaldība
MQL5 articles

The article explains how OpenCL kernels can be optimized by accounting for GPU hardware. Using large matrix multiplication as its example, it introduces the OpenCL memory model, including global, constant, local, and private storage, and explains why local…

Rīkojumu izpildeAugstas frekvences tirdzniecībaStatistika
MQL5 articles

The article develops a mathematical approach to choosing order spacing and volumes in a grid strategy. It starts with one open position and a pending order, deriving the combined breakeven price and relating target profit, position size, volume increments,…

Režģa tirdzniecībaPozīcijas apjoma noteikšanaRiska pārvaldībaSvārstīgums
MQL5 articles

The article proposes a financial forecasting architecture inspired by the Hodgkin–Huxley neuron model. It maps market inputs such as prices, volume, indicators, and time features into a hybrid neural system, combining conventional neural layers with…

MašīnmācīšanāsTehniskie indikatoriValūtu tirgusStatistika
MQL5 articles

This article describes an MQL5 system that uses confirmed fractal pivots as price-structure anchors. It defines Break of Structure (BOS) as a closed-bar break beyond a previous swing high or low, and Change of Character (ChoCH) as an earlier warning that the…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiVēsturisko datu pārbaude
MQL5 articles

The article introduces the Keltner Channel as a volatility indicator built from an exponential moving average and ATR-based upper and lower bands. It outlines two signal rules: a rebound strategy that enters when price closes back inside a band after…

Tehniskie indikatoriSvārstīgumsCenas izrāviensAtgriešanās pie vidējās vērtības
MQL5 articles

This article explains how to organize an MQL5 indicator around Model, View, and Controller components, focusing on how the components exchange data and responsibilities. Its example is a Williams Percent Range indicator, chosen to demonstrate software…

Tehniskie indikatori
MQL5 articles

This article presents an MQL5 application for examining Expert Advisor optimization results beyond the summary statistics available in the tester. Its proposed features include detailed statistics and conditional filtering for individual optimization passes,…

Vēsturisko datu pārbaudeStatistikaRiska pārvaldība
MQL5 articles

This article introduces Real-ORL, a framework for studying offline reinforcement learning with trajectories collected from real interactions. Rather than proposing a new learning algorithm, the cited work evaluates existing offline RL methods alongside…

MašīnmācīšanāsValūtu tirgusRiska pārvaldība
MQL5 articles

This installment explains how to add custom indicators to a DoEasy library collection and retrieve their data. Unlike standard indicators, custom indicators can have an unknown number and type of inputs, so the caller must supply a prepared array of input…

Tehniskie indikatori
MQL5 articles

This article describes adding a real-time analytics panel to an MQL5 trading administrator interface. A reusable class built on the Standard Library's dialog and label controls displays account balance, equity, margin, open trade count, profit and loss, bid…

Tehniskie indikatoriRiska pārvaldībaRīkojumu izpildeValūtu tirgus