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
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
WonderTrader
Dokumentu skaits: 14
Alphalens
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 describes an MQL5 expert advisor that flags potential mean-reversion setups using a 50-period exponential moving average and the Relative Strength Index. It signals a possible buy when price is below the EMA and RSI is at or below 30, and a…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldībaValūtu tirgus
MQL5 articles

The article explores whether a model trained on one instrument can transfer useful market-pattern knowledge to others. It introduces transfer learning, then builds a baseline random forest from OHLC data and tests it across forex pairs and metals. The…

Valūtu tirgusMašīnmācīšanāsVēsturisko datu pārbaudeStatistika
MQL5 articles

The article examines rebuy, or averaging, systems that add trades against price movement in hopes of closing each cycle at a profit. It argues that a steadily rising balance can hide an unfinished losing cycle, whose drawdown may continue for an unbounded…

Atgriešanās pie vidējās vērtībasRiska pārvaldībaVēsturisko datu pārbaudeStatistika
MQL5 articles

The article presents a MetaTrader panel for estimating fair currency rates from direct and cross quotes, then flagging deviations and possible triangular arbitrage cycles. It describes constructing a currency matrix, inverting bid and ask quotes correctly,…

Valūtu tirgusArbitrāžaTirgus mikrostruktūraRīkojumu izpilde
MQL5 articles

The article adapts three opening range breakout strategies from Concretum Group research for intraday trading of a Nasdaq-100 CFD. It describes opening-period signals, moving-average and VWAP filters, stop placement, position risk, and end-of-day exits. The…

Cenas izrāviensCenas impulssTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article explains how differences in MetaTrader 4 and MetaTrader 5 affect the way an expert advisor represents and manages trades. It compares MetaTrader 4 orders with MetaTrader 5 orders, deals, and positions, including the distinct behavior of netting…

Rīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
MQL5 articles

This MQL5 implementation article extends a hybrid Time Price Opportunity market profile indicator with volume-based analysis. It describes accumulating volume at price levels and adding a volume point of control, volume-informed value areas, and session…

Nākotnes līgumiTehniskie indikatoriTirgus mikrostruktūraRīkojumu izpilde
MQL5 articles

This article explains how discrete price changes, gaps, and thin liquidity can make stop and market orders execute far from their intended prices. It illustrates how a brief spike can trigger an entry and then a stop loss at unfavorable levels, producing…

Nākotnes līgumiRīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
MQL5 articles

This article adds a historical optimization layer to an MQL5 indicator for Malaysian Engulfing patterns and retest confirmation. It records setup properties, identifies qualifying bullish and bearish retests using price interaction and a wick-ratio filter,…

Valūtu tirgusTehniskie indikatoriStatistikaVēsturisko datu pārbaude
MQL5 articles

This article extends an MQL5 table library built around the Model-View-Controller pattern with a vertical row header, complementing the existing column header. It applies the updated interface to an indicator that displays a symmetric correlation matrix for…

Vairāku aktīvu tirdzniecībaStatistikaPortfeļa veidošanaTehniskie indikatori
MQL5 articles

The article examines whether including all available history improves a time-series model, arguing that older financial observations may lose relevance as markets change. Its effective-memory procedure holds out a fixed later test period and repeatedly…

MašīnmācīšanāsStatistikaValūtu tirgusVēsturisko datu pārbaude
MQL5 articles

The article presents an MQL5 chart overlay that turns recent volume into bubbles sized according to activity relative to a lookback baseline. It explains tick volume and exchange-reported real volume, then outlines calculating mean volume, variance, and…

Tehniskie indikatoriStatistikaValūtu tirgusAkcijas
MQL5 articles

The article describes a compact neural architecture search method for multilayer perceptrons, varying two settings: the number of hidden layers and the width shared by those layers. It constructs candidate networks across a two-dimensional grid, evaluates…

MašīnmācīšanāsStatistikaValūtu tirgus
MQL5 articles

The article extends an MQL5 complex-number structure with overloaded operators for a loop condition. It first adds a compound-addition overload that accepts another complex value, then implements a less-than comparison and tests it in an if statement before…

Statistika
MQL5 articles

This article turns Larry Williams’ short-term swing concept into a configurable MQL5 Expert Advisor. A swing low is defined by a bar whose low is flanked by higher lows, while a swing high has lower highs on either side. Candidates involving outside bars are…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
MQL5 articles

The article presents a prototype MQL5 framework that makes market structure data available to other trading software through a modular API. Its components detect swing highs and lows, track protected levels, classify breaks as continuation or…

Tehniskie indikatoriCenas izrāviensTirgus mikrostruktūraRīkojumu izpilde
MQL5 articles

This article outlines a workflow for using Rattle, a graphical interface to R statistical tools, to explore classification models for predicting whether currency prices will rise or fall. It distinguishes classification targets from price forecasting: the…

Valūtu tirgusMašīnmācīšanāsTehniskie indikatoriStatistika
MQL5 articles

The article explains how to model High/Low binary options in MetaTrader 5, record simulated wins and losses, and compare strategy settings through optimization and forward testing. It describes handling a stake and payout, tracking the opening time until…

OpcijasValūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article introduces a Python workflow alongside MetaTrader 5 and explains how Python libraries can support data analysis, machine learning, automation, and visualization around MQL5 trading systems. It outlines installation of Python and the MetaTrader 5…

MašīnmācīšanāsStatistikaRīkojumu izpildeVēsturisko datu pārbaude
MQL5 articles

This article explains how an MQL5 detector can collect structured data from complex chart objects for use in rule-based trading systems. It covers Fibonacci retracements, fans, arcs, and time zones, along with equidistant channels and Andrews pitchforks. The…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiAtgriešanās pie vidējās vērtības
MQL5 articles

The article explores ways to turn moving averages into visual trading signals. It begins with price crossing an average as a possible trend change, then uses the average as dynamic support or resistance: a bar that tests the line but closes back on its…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasCenas impulss
MQL5 articles

The article describes an end-to-end workflow that adapts Google’s pretrained TimesFM 2.5 model for financial time series and displays forecasts in MetaTrader 5. It combines OHLCV exports across forex, index, and commodity instruments with time, session,…

MašīnmācīšanāsValūtu tirgusIzejvielasTehniskie indikatori
MQL5 articles

The article describes an Expert Advisor that extends a one-time analytical script by refreshing market information periodically. It reports previous-day open, close, high, low, and volume, current-day volume, and calculated support and resistance levels.…

Riska pārvaldībaPozīcijas apjoma noteikšanaTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article introduces Soft Actor-Critic (SAC), an off-policy reinforcement learning method for continuous action spaces. Its stochastic actor learns a probability distribution over actions, while an entropy term in the objective balances reward seeking with…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude