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

The article explains how MetaEditor’s MQL5 Wizard assembles an Expert Advisor from reusable modules without requiring the user to write the initial program. The workflow selects a trading-signal module, a trailing-stop method, and a money and risk management…

Tehniskie indikatoriRiska pārvaldībaPozīcijas apjoma noteikšanaVēsturisko datu pārbaude
MQL5 articles

The article frames trend-system design around three practical challenges: recognizing a trend after confirmation delay, setting a profit objective before entry, and deciding whether a pause signals trend failure or a temporary flat period. It then presents…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article introduces a self-adaptive moving average implemented as an adaptive finite impulse response filter using normalized least mean squares (NLMS). Instead of fixed moving-average weights, the filter predicts the current price from past inputs,…

Tehniskie indikatoriMašīnmācīšanāsSvārstīgumsCenas impulss
MQL5 articles

The article extends a Python trading simulator designed to reproduce parts of the MetaTrader 5 interface. It explains how to retrieve historical ticks and bars and describes wrapping many built-in functions for symbol data, orders, positions, account…

Vēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūraValūtu tirgus
MQL5 articles

The article explains MACD as the difference between faster and slower exponential moving averages, paired with a smoothed signal line; the histogram represents their difference. It gives the conventional default periods and walks through the calculation…

Tehniskie indikatoriCenas impulssSekošana tendenceiValūtu tirgus
MQL5 articles

The article describes an MQL5 detector for double tops and bottoms that separates higher-timeframe market context from trade timing. A swing engine classifies trend and supplies confirmed swing points on a configurable swing timeframe. The detector checks…

Valūtu tirgusTehniskie indikatoriCenas izrāviensRiska pārvaldība
MQL5 articles

This article surveys short-term forex entry and exit tactics based on price breaks, trendline crossings, support and resistance, corrections, and gaps. It discusses staging entries around a breakout and adding to positions during a pullback, while noting…

Valūtu tirgusTehniskie indikatoriCenas izrāviensSekošana tendencei
MQL5 articles

This installment in a market replay and simulation series explains how to separate position visualization from an Expert Advisor while maintaining communication between them. The EA provides the link to the trading server, while an indicator displays open…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

This article outlines a pipeline for exporting custom backtest and optimization data from MetaTrader 5 to CSV, then using Python libraries to examine results beyond the platform’s standard reports. Its proposed normalized dataset includes instrument and…

Vēsturisko datu pārbaudeStatistikaVairāku aktīvu tirdzniecībaRiska pārvaldība
MQL5 articles

This article describes extending an MQL5 optimization-results application so users can select a ranking criterion and view the corresponding balance curves together. A drop-down control chooses the criterion, and highlighting table rows adds their results to…

Vēsturisko datu pārbaudeStatistikaTehniskie indikatori
MQL5 articles

The article implements temporal features in MQL5 to match a Python feature pipeline for machine-learning models. It covers Fourier encodings for hour, weekday, and day of year; flags for major forex sessions and their overlap; session-conditioned rolling…

MašīnmācīšanāsValūtu tirgusSvārstīgumsTehniskie indikatori
MQL5 articles

The article translates the Darvas box method into an MQL5 Expert Advisor. It defines a box from a price extreme that holds for three sessions, then requires a breakout above the box boundary with increased volume. The implementation adds filters for low…

Valūtu tirgusCenas izrāviensCenas impulssTehniskie indikatori
MQL5 articles

The article describes a universal MetaTrader 4 and 5 template that runs robots for multiple symbols from one chart. It explains the motivation: simplify setup, reduce the load of many chart instances, and evaluate a combined multi-instrument equity curve.…

Valūtu tirgusVairāku aktīvu tirdzniecībaVēsturisko datu pārbaudeRīkojumu izpilde
MQL5 articles

The article compares neural-network optimization methods for quickly retraining feed-forward models, with an emphasis on Levenberg–Marquardt (LM) for online adaptation. It explains output-layer error calculation for different loss functions and activation…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

The article develops a recursive probability framework intended to represent price movement within symmetric, asymmetric, and one-sided corridors. It defines corridor width and midpoint, tracks the current distance from the start of a path, and accumulates…

StatistikaRiska pārvaldībaOpcijasVēsturisko datu pārbaude
MQL5 articles

The article describes TrendMap, a signal-generation framework that combines swing-based Fibonacci retracement levels with VWAP. It calculates a selected bar range’s high and low, derives retracement levels, and compares VWAP with the midpoint of that range:…

Valūtu tirgusTehniskie indikatoriRīkojumu izpilde
MQL5 articles

The article explains how legacy and updated MQL4 tools create and update offline charts from standard chart data. Its example uses a period-conversion script on EURUSD one-minute bars to generate custom two-, three-, or four-minute history, which is then…

Valūtu tirgusTehniskie indikatori
MQL5 articles

This installment in a replay-system series explains how a chart-trading indicator can work with a mouse indicator and update displayed values through MetaTrader 5 chart and template behavior. It shows how user-provided values are passed into the chart-trade…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

This article explains how to move indicator calculations from a separate MetaTrader 5 indicator into an expert advisor. The motivation may include packaging the strategy in one program, controlling which calculations run, or keeping implementation details…

Tehniskie indikatoriRīkojumu izpildeVēsturisko datu pārbaude
MQL5 articles

The article describes a MetaTrader 5 expert advisor designed to manage trades across multiple currency pairs and two metals from one chart. Its entry logic combines a seven-period ADX directional movement signal with Parabolic SAR confirmation. The ADX rules…

Valūtu tirgusIzejvielasTehniskie indikatoriPozīcijas apjoma noteikšana
MQL5 articles

The document explains why principal component analysis can obscure the importance of individual features when many inputs are highly correlated. PCA can capture shared variation and suppress noise, but its components distribute influence across related…

StatistikaMašīnmācīšanās
MQL5 articles

The article presents a workflow for building a transparent financial machine learning model and connecting it to MetaTrader 5. It contrasts glass-box models with black-box methods, discusses the disagreement that can arise among black-box explanation…

MašīnmācīšanāsStatistikaTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article explains how to use ZUP’s graphical interface in MetaTrader to mark market waves and attach charting tools to ZigZag extreme points. Users can create and save multiple wave layouts for a symbol, adjust wave levels and display options, and apply…

Tehniskie indikatoriStatistika
MQL5 articles

The article compares an EURUSD hourly LSTM model trained on unfiltered prices with versions trained after low-pass filtering, then explores training on February data concatenated across years. It also varies the filter settings and prediction horizon across…

Valūtu tirgusMašīnmācīšanāsStatistikaVēsturisko datu pārbaude