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

Meklēt bibliotēkā

Dokumentu skaits: 3,012

MQL5 articles

The article describes a proposed analysis of consecutive Forex price movements for Fibonacci relationships in both price size and elapsed time. Its method filters small fluctuations into directional moves, compares adjacent moves with Fibonacci ratios or…

Valūtu tirgusStatistikaTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article presents a reusable MQL5 swing engine designed to provide higher-timeframe context for chart pattern detection. It identifies swing highs and lows on H4 using a configurable symmetric lookback, then labels highs as higher or lower and lows as…

Tehniskie indikatoriSekošana tendenceiCenas izrāviens
MQL5 articles

The article explores whether US and Japanese 10-year government bond data can help forecast USDJPY. It compares three predictor sets: currency OHLCV alone, bond OHLCV, and a combined set. The target is a future USDJPY close, and the workflow includes joining…

Valūtu tirgusFiksēta ienākuma instrumentiMašīnmācīšanāsVēsturisko datu pārbaude
MQL5 articles

The article surveys MQL5’s 18 indicator drawing styles and contrasts them with the smaller MQL4 set. It explains the Plot concept and introduces a Buffer-Pattern notation: data buffers and color buffers are arranged in index order, with the number and order…

Tehniskie indikatori
MQL5 articles

This article proposes a custom MQL5 money-management class that combines a KD-tree over historical log-return and ATR coordinates with an Echo State Network (ESN) processing recent return sequences. The KD-tree is intended to identify whether current…

MašīnmācīšanāsRiska pārvaldībaPozīcijas apjoma noteikšanaSvārstīgums
MQL5 articles

This article explains how to create non-standard charts in MetaTrader 4 by generating and updating offline history files with MQL4. Its examples cover an offline chart on a custom period, Renko bricks formed from incoming quotes, and a synthetic USD index…

Valūtu tirgusTehniskie indikatori
MQL5 articles

This article describes replacing per-chart input edits with a shared JSON configuration file that an MQL5 Expert Advisor can reload while running. It defines a typed configuration structure for trade volume, stop and target distances, a spread limit, a magic…

Rīkojumu izpildeRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 articles

This article describes a multi-pattern signal tool that combines pin bars and engulfing candles with RSI divergence. A detected candle pattern is treated as a candidate reversal signal; the tool checks whether price and RSI show corresponding bullish or…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaude
MQL5 articles

This tutorial develops multivariate probability concepts for analyzing how market variables behave together. It defines joint cumulative distributions and densities, explains how marginal distributions are derived, and distinguishes independence from…

StatistikaVairāku aktīvu tirdzniecībaRiska pārvaldība
MQL5 articles

The document explains the Dolphin Echolocation Algorithm (DEA), a population-based optimization method inspired by how dolphins use echoes to search. Candidate solutions act as agents, and their fitness information is spread across nearby alternatives in an…

MašīnmācīšanāsStatistikaPortfeļa veidošana
MQL5 articles

The document describes an MQL5 system for identifying support and resistance trendlines from price swing points using a least squares fit. It proposes treating lines with a minimum number of touches as candidates, checking their integrity and inclination,…

Sekošana tendenceiTehniskie indikatoriStatistikaVēsturisko datu pārbaude
MQL5 articles

The document presents an MQL5 architecture that centralizes broker-facing trade operations in an execution gateway, separating strategy decisions from order handling. Its components normalize requested volume to symbol minimum, maximum, and step constraints;…

Rīkojumu izpildeTirgus mikrostruktūraRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 articles

The document explains a basic MQL5 Expert Advisor that uses Parabolic SAR to choose trade direction. It compares the prior completed candle’s close with the indicator: a close above SAR prompts a buy, and a close below prompts a sell. The EA checks that no…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

The article explains how to convert exchange price files into a format that MetaTrader 5 can import as custom symbols, enabling strategy testing on Moscow Exchange instruments. It describes configurable parsing for date and time formats, field positions,…

Nākotnes līgumiVēsturisko datu pārbaudeRīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

The article develops an online linear regression estimator for tracking price slope and producing a one-bar-ahead forecast. Recursive Least Squares (RLS) updates the coefficient estimate and inverse covariance state with each new observation, avoiding the…

Tehniskie indikatoriStatistikaSekošana tendenceiCenas impulss
MQL5 articles

The article tests random-entry forex strategies that exit with a trailing stop, then interprets how performance differs across EURUSD, GBPUSD, and USDJPY. It scales stop distances to recent daily candle ranges and averages results over many random entry…

Valūtu tirgusSekošana tendenceiVēsturisko datu pārbaudeSvārstīgums
MQL5 articles

The article describes rules for constructing a non-redrawing micro-trend indicator from bar highs and lows. Rising or falling sequences define directional swings; inside bars are excluded, while outside bars are handled according to direction. Reversals mark…

Tehniskie indikatoriValūtu tirgusStatistikaSekošana tendencei
MQL5 articles

This installment describes changes needed to adapt a MetaTrader 5 market replay system, originally built around Brazilian exchange data, to Forex. It contrasts exchange feeds that provide last-trade prices and volume with Forex data that may lack both and…

Valūtu tirgusTirgus mikrostruktūraVēsturisko datu pārbaude
MQL5 articles

This article presents a reproducible DSP pipeline for adapting trading signals to changing market rhythms. A Hilbert-transform homodyne discriminator estimates the dominant cycle period from in-phase and quadrature components, then clamps and smooths the…

Tehniskie indikatoriMašīnmācīšanāsVēsturisko datu pārbaudeSekošana tendencei
MQL5 articles

The article explains how to automate support and resistance lines from the two nearest upper and lower fractals, comparing implementations in MQL4 and MQL5. It describes finding fractal bars, retrieving their prices and times, refining daily-chart extremes…

Tehniskie indikatoriCenas izrāviensValūtu tirgus
MQL5 articles

This article presents GPT as a decoder-only Transformer trained first on large unlabeled sequences and then fine-tuned with labeled examples for specific tasks. It explains causal self-attention: each token can use information from itself and earlier tokens,…

MašīnmācīšanāsTehniskie indikatori
MQL5 articles

The article explains UniTraj, a framework designed to handle trajectory prediction and reconstruction by treating input as a sequence with visible and missing observations. A mask marks which agent states are known, and the model aims to reconstruct observed…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

This article describes an MQL5 Expert Advisor for detecting, charting, and trading bullish and bearish Cypher harmonic patterns. It defines five alternating swing points, X through D, and validates their geometry with Fibonacci relationships: B retraces part…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeRīkojumu izpilde
MQL5 articles

This article explains how to build an MQL5 dashboard that displays Relative Strength Index readings for multiple Market Watch symbols and timeframes. It outlines a layout with a main control, timeframe buttons, symbol buttons, and a footer, then describes…

Valūtu tirgusTehniskie indikatori