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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
Quantopian lekcijas
Dokumentu skaits: 45
Binance API docs
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 presents a polynomial regression channel for describing price trends that curve or accelerate, which a straight regression line may not capture well. It fits a polynomial to prices over a configurable lookback window, then calculates upper and…

Tehniskie indikatoriStatistikaSvārstīgumsCenas izrāviens
MQL5 articles

This article describes an Expert Advisor built around two Commodity Channel Index readings, a 34-period exponential moving average, and optional Average True Range-based stops and targets. A long setup requires the faster CCI to be above zero, the slower CCI…

Valūtu tirgusCenas impulssTehniskie indikatoriRiska pārvaldība
MQL5 articles

The article explains how to organize economic calendar information in a SQLite database from MQL5. It introduces the platform’s native database functions and a reusable database class for opening databases, creating tables, issuing queries, and working with…

Vairāku aktīvu tirdzniecībaUz notikumiem balstīta tirdzniecībaStatistika
MQL5 articles

This article describes a tool that measures the relationship between two currency pairs, using EUR/USD and GBP/USD as its example. It explains correlation coefficients from negative to positive values and discusses how strongly related pairs can create…

Valūtu tirgusStatistikaPortfeļa veidošana
MQL5 articles

This article explains how to collect government bond yields from web pages and use them to derive interest rate differentials for forex analysis. It describes finding the data source in a page or its linked resources, extracting the quoted yield, and…

Valūtu tirgusFiksēta ienākuma instrumentiTehniskie indikatoriMašīnmācīšanās
MQL5 articles

This article presents a MetaTrader 5 class that substitutes limit orders for a position’s built-in take profit. The proposed approach can support staged or partial exits by assigning limit orders volumes smaller than the position. It integrates by routing an…

Rīkojumu izpildeRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 articles

The article shows how to extend the MQL5 Wizard with a custom trailing module derived from the Standard Library’s CExpertTrailing class. It explains the module’s initialization and validation hooks, indicator setup where needed, and the long- and…

Riska pārvaldībaRīkojumu izpildePozīcijas apjoma noteikšana
MQL5 articles

The article presents a proof of concept for developing a C++ shared library on Linux that can be consumed by MQL5 and run in MetaTrader 5 on Windows. It explains the roles of Wine, which runs Windows applications in a Linux environment, and MinGW, which…

Rīkojumu izpildeAugstas frekvences tirdzniecība
MQL5 articles

The article explains how to encode common candlestick formations in MQL5 and mark detected patterns on a chart. It covers single-candle Doji and Hammer patterns, two-candle formations such as Engulfing, Piercing Line, and Dark Cloud Cover, and three-candle…

Tehniskie indikatoriValūtu tirgusAkcijas
MQL5 articles

The article describes an MQL5 module that checks account-wide daily profit and loss on each tick and halts its host Expert Advisor when a configured loss threshold is reached. It calculates realized results from closing deals since broker server midnight,…

Riska pārvaldībaRīkojumu izpildeStatistika
MQL5 articles

This tutorial explains a workflow for using a neural network trained in NeuroSolutions 5 from an MQL5 Expert Advisor. Its example strategy predicts a daily bar’s close at the bar’s opening, using OHLC data from five previous bars represented as changes…

Valūtu tirgusMašīnmācīšanāsVēsturisko datu pārbaudeRīkojumu izpilde
MQL5 articles

This article outlines a foreign-exchange forecasting system that combines a fine-tuned Llama language model with a Self-Evolving Adversarial Learning agent. It describes building labeled examples from MetaTrader data, balancing upward and downward classes,…

Valūtu tirgusMašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

The article describes an automated strategy for regular RSI divergence. It stores recent confirmed swing highs and lows, then compares price and RSI across swing pairs separated by a configurable number of bars. A lower price low alongside a higher RSI low…

Valūtu tirgusTehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtības
MQL5 articles

This article presents an execution filter for a multi-symbol trading system. It tracks each symbol’s spread, compares spread with an absolute limit and an ATR-based threshold, and ranks eligible markets by cost efficiency. Symbols with unfavorable spreads…

Vairāku aktīvu tirdzniecībaRīkojumu izpildeTirgus mikrostruktūraTehniskie indikatori
MQL5 articles

The article introduces Nelder–Mead as a derivative-free method for minimizing an objective function by moving a simplex through parameter space. It describes sorting simplex vertices by objective value, calculating the centroid excluding the worst vertex,…

StatistikaMašīnmācīšanāsVēsturisko datu pārbaude
MQL5 articles

This interview profiles Ilnur Khasanov’s Automated Trading Championship 2011 Expert Advisor and his early experience with automated Forex trading. He describes a simple trend-following system on a five-minute chart: a moving average forms the core signal,…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriRiska pārvaldība
MQL5 articles

The article explains ST-Expert, a neural forecasting framework intended to handle changing relationships among financial assets. It frames market data as a sequence of regimes, each with its own correlation structure, and proposes combining learned…

MašīnmācīšanāsStatistikaVairāku aktīvu tirdzniecībaAkcijas
MQL5 articles

This article describes an automated divergence strategy using RSI, a 200-period EMA, and the Stochastic Oscillator. The EMA filters direction: the strategy seeks buys above it and sells below it. RSI and corresponding price swings identify hidden bullish or…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 articles

This article walks through a single-layer neural network intended to predict a continuous market price value. It explains the forward pass as matrix multiplication of inputs by weights, addition of biases, and application of an activation function. It…

MašīnmācīšanāsStatistikaAkcijas
MQL5 articles

This article describes a deliberately speculative Expert Advisor designed to multiply a deposit with some probability while accepting a high chance of losing it. The proposed method enters randomly in either direction, holds for a chosen period, then exits…

Valūtu tirgusRiska pārvaldībaPozīcijas apjoma noteikšanaStatistika
MQL5 articles

This article uses Monte Carlo resampling to examine how an Expert Advisor’s historical trade outcomes might vary in future sequences. Its main method is a bootstrap: sample historical relative trade returns with replacement, generate many sequences, and…

Vēsturisko datu pārbaudeStatistikaRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 articles

This tutorial explains how long short-term memory (LSTM) and gated recurrent unit (GRU) networks process sequences. It describes their gates and state updates, and contrasts them with simple recurrent networks, which can struggle to learn long-range patterns…

Valūtu tirgusMašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

This tutorial explains object-oriented programming concepts in MQL5 through a visual interface project. It introduces event-driven program flow and the roles of encapsulation, inheritance, and polymorphism, then applies them to a hierarchy of cells, rows,…

Rīkojumu izpilde
MQL5 articles

The article introduces logistic regression as a binary classification method. It explains how a linear combination of features is passed through a sigmoid function to produce a probability between zero and one, then describes using a threshold to assign a…

MašīnmācīšanāsStatistika