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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 surveys ways to restrict use of MQL5 Expert Advisors and indicators, from checking a password in the interface to validating generated keys, broker account details, and expiration dates. It explains the basic logic of each approach and discusses…

Rīkojumu izpildeRiska pārvaldība
MQL5 articles

ConserWeightive Behavioral Cloning (CWBC) is presented as a way to make offline, return-conditioned behavior-cloning policies more reliable when training trajectories vary in quality. The method has two parts: weight trajectories to give higher-return…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

ConserWeightive Behavioral Cloning (CWBC) is presented as a way to make offline, return-conditioned behavior-cloning policies more reliable when training trajectories vary in quality. The method has two parts: weight trajectories to give higher-return…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

This article explains how to build a chart-based dashboard for viewing economic calendar events in MQL5. It proposes a table where each event has a name, scheduled time, affected currency, importance level, and brief description. Contrasting visual styles…

Uz notikumiem balstīta tirdzniecībaValūtu tirgus
MQL5 articles

The article describes an MQL5 Market Depth display that combines an order book with a chart of recent ticks and trades. It explains the CPanel graphics library’s reusable elements, which pair a configurable interface class with different chart primitives,…

Nākotnes līgumiTirgus mikrostruktūraRīkojumu izpilde
MQL5 articles

The document presents an MQL5 Expert Advisor design that tracks a daily trading-session range and evaluates breakouts using ATR-based volatility thresholds. The stated motivation is to filter brief moves beyond range boundaries that may reverse in…

Cenas izrāviensSvārstīgumsTehniskie indikatoriRiska pārvaldība
MQL5 articles

This programming guide explains how MQL5 represents trading operations through request, check, result, and transaction structures. It describes the request fields used for market and pending orders, position changes, and order removal, along with OrderCheck…

Rīkojumu izpildeTirgus mikrostruktūraRiska pārvaldība
MQL5 articles

The article explains the Janus factor as a framework for interpreting market behavior through feedback between price changes and trader reactions. Positive feedback can sustain trends as participants add to rising or falling moves, while early profit-taking…

Valūtu tirgusAkcijasCenas impulssSekošana tendencei
MQL5 articles

This final installment in a retail statistical arbitrage series explains why larger cointegrated stock portfolios can strain a workflow built around SQLite. It distinguishes SQLite’s role in transactional tasks from an OLAP database’s role in analytical…

ArbitrāžaPāru tirdzniecībaStatistikaPortfeļa veidošana
MQL5 articles

The document surveys example automated strategies built around seven bullish and bearish candlestick patterns, including engulfing, harami, hammer, and morning or evening stars. Each pattern set is paired with one of four oscillators—CCI, MFI, RSI, or…

Tehniskie indikatoriVēsturisko datu pārbaudeSekošana tendencei
MQL5 articles

This article introduces candlestick anatomy and describes how body and shadow shapes are commonly interpreted as evidence of buying pressure, selling pressure, or indecision. It surveys long and short candles, marubozu, doji, spinning tops, hammer and…

Tehniskie indikatoriCenas impulssStatistika
MQL5 articles

The article describes an MQL5 chart indicator that derives fast and slow pivot lines from recent high and low ranges, colors them by trend direction, and marks trend changes with arrows. Price relative to the slow line supplies the main directional context,…

Tehniskie indikatoriSekošana tendenceiCenas impulss
MQL5 articles

This article explains an MQL5 trade filter that uses online logistic regression to estimate whether a base signal will win. It constructs scaled features from RSI, EMA distance, relative ATR, candle shape, MACD, and volume, then scores an EMA crossover…

MašīnmācīšanāsTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

The article describes a trading-oriented implementation of ACEFormer, combining adaptive empirical mode decomposition with a Transformer forecasting architecture. ACEEMD is used to reduce high-frequency noise while retaining turning points; the resulting…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

The article examines how time-based bars represent market prices and argues that fixed-interval sampling can distort a process whose changes are driven by trading and order-book activity rather than time itself. It contrasts the convenience, storage…

Tirgus mikrostruktūraStatistikaTehniskie indikatori
MQL5 articles

This primer covers practical MQL4 Expert Advisor tasks: checking free margin before opening a trade, reading historical price arrays, copying data from another symbol or timeframe, and reporting errors. It describes Alert, Comment, and Print for diagnostics,…

Rīkojumu izpildeTirgus mikrostruktūra
MQL5 articles

Runs bars close when the larger of the cumulative buy-side or sell-side metric crosses an adaptive threshold. Unlike imbalance bars, which net opposing flow, runs bars accumulate each side separately. This can keep bars forming during choppy periods when…

Tirgus mikrostruktūraStatistikaRīkojumu izpilde
MQL5 articles

In this interview, Automated Trading Championship participant Alexandr Artapov discusses the design and operation of a multicurrency Expert Advisor. He describes applying a common indicator-based strategy across selected currency pairs, grouping symbols into…

Valūtu tirgusVairāku aktīvu tirdzniecībaPozīcijas apjoma noteikšanaRiska pārvaldība
MQL5 articles

This article turns Bill Williams’ trading framework into a MetaTrader Expert Advisor and describes signals from the Alligator, Fractals, Awesome Oscillator, and Accelerator Oscillator. Entries combine fractal breakouts filtered by the Alligator with…

Valūtu tirgusAkcijasSekošana tendenceiTehniskie indikatori
MQL5 articles

In this interview, Automated Trading Championship participant Egidijus Bockus describes a simple trend-following Expert Advisor built for the contest. It uses open and close prices and volume rather than technical indicators, and the participant says this…

Valūtu tirgusSekošana tendenceiRiska pārvaldība
MQL5 articles

This article describes creating an SQLite database from MQL5 Economic Calendar data so that event information can be queried and later used in news-strategy testing. It discusses why stored calendar history is useful when the calendar itself is unavailable…

Uz notikumiem balstīta tirdzniecībaVēsturisko datu pārbaudeValūtu tirgus
MQL5 articles

The article explains how to decouple MQL5 analytics from terminal history by having consumers depend on an ITradeRepository interface. A live implementation retrieves closed trades and metrics through the MetaTrader history API; a mock implementation…

Vēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

The article explains how four entropy measures—Shannon, Plug-In, Lempel-Ziv, and Kontoyiannis—can describe the distribution and ordering of price-direction changes within a bar. It turns bid movements into a three-symbol sequence, then computes each measure…

StatistikaMašīnmācīšanāsTirgus mikrostruktūraTehniskie indikatori
MQL5 articles

The article describes a proposed automated system for cryptocurrency CFDs across separate MetaTrader 5 accounts. Its architecture assigns each account an independent Python process and terminal, with shared configuration values and trade execution handled by…

KriptoaktīviMašīnmācīšanāsTehniskie indikatoriRiska pārvaldība