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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 examines how common technical-analysis representations affect the information a trader sees. It explains that a simple moving average has a delay tied to its smoothing period. Shifting the plotted values can compensate for that delay, but leaves…

Tehniskie indikatoriStatistikaValūtu tirgus
MQL5 articles

This article extends a graphical-object library so programs can identify property-change events and retain an object's earlier names. It proposes storing the current name alongside prior names in a dynamic property array, allowing the library to display…

Tehniskie indikatoriRīkojumu izpilde
MQL5 articles

The article presents methods for estimating basic distribution characteristics from a finite sample, with time-series analysis as the motivating use. It discusses the influence of outliers and describes a center estimate built by sorting five measures: the…

StatistikaVēsturisko datu pārbaude
MQL5 articles

This article outlines a workflow for adapting a pretrained language model to produce outputs aligned with a trading strategy, with foreign exchange pairs as the intended application. It explains why fine-tuning can be useful after general pretraining and…

MašīnmācīšanāsValūtu tirgusVēsturisko datu pārbaude
MQL5 articles

The article explains Parabolic SAR as a trend-following tool primarily used to set trailing stops. It outlines rising and falling calculations using the prior SAR, an extreme point (the trend’s high or low), and an acceleration factor that increases when new…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldība
MQL5 articles

The article builds a reusable Z-score calculation class for an MQL5 indicator and Expert Advisor. The score measures a closing price’s distance from a rolling simple moving average in units of the rolling standard deviation over the same lookback. Its…

Atgriešanās pie vidējās vērtībasStatistikaRiska pārvaldībaTehniskie indikatori
MQL5 articles

This installment explains implementation details of the Community of Scientists Optimization algorithm, a population-based method for searching an objective function. Its fund allocation routine reserves a share of available resources for new outsiders and…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

This article presents a reusable averaging function for MetaTrader indicators and Expert Advisors. Its SmoothXSeries interface selects among nine smoothing methods, including adaptive or specialized algorithms as well as simple, exponential, smoothed, and…

Tehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

This installment of a MetaTrader library series moves shared event tracking into a base object and connects the account object to that framework. Descendant objects can reuse methods for setting monitored property thresholds, reading current values and…

Riska pārvaldībaRīkojumu izpilde
MQL5 articles

This article combines Bill Williams’ Alligator, Awesome Oscillator, and Fractals into trend-following entry and exit rules. It then describes adding an ADX filter for trend strength, ATR-based stops, and neural-network forecasts. The indicator rules use…

Tehniskie indikatoriSekošana tendenceiMašīnmācīšanāsRiska pārvaldība
MQL5 articles

This article explains how to build configurable feedforward neural networks in MQL5 using matrix operations instead of hard-coded layer calculations. It represents each layer’s computation as an input–weight product plus a bias, and describes allocating…

MašīnmācīšanāsStatistika
MQL5 articles

This article presents a strategy concept for forecasting GBP/USD with conventional market features and alternative macroeconomic data from the Federal Reserve Bank of St. Louis FRED database. The proposed inputs include a British sterling overnight-market…

Valūtu tirgusMašīnmācīšanāsStatistika
MQL5 articles

This article describes integrating a Time-MoE architecture into an Actor–Director–Critic trading system. It outlines a SwiGLU embedding, a sparse Mixture of Experts layer with a Top-K router and shared expert, and an attention module that combines a recent…

MašīnmācīšanāsRiska pārvaldībaVēsturisko datu pārbaude
MQL5 articles

This article outlines a pipeline for training a reinforcement-learning trading model on hourly XAUUSD data and deploying its predictions in MetaTrader 5. It describes retrieving historical bars, cleaning and preparing the data, creating return and…

MašīnmācīšanāsValūtu tirgusTehniskie indikatoriVēsturisko datu pārbaude
MQL5 articles

This article describes a retail Expert Advisor that trades relationships among three currency pairs using a grid of pending orders. It frames the method as an alternative to capturing fleeting triangular arbitrage: instead of waiting for a perfect pricing…

Valūtu tirgusArbitrāžaRežģa tirdzniecībaPozīcijas apjoma noteikšana
MQL5 articles

This article extends a higher-timeframe candlestick trend constraint indicator by adding MetaTrader 5 moving averages and the Relative Strength Index. Its main filter compares a short smoothed moving average with a much slower simple moving average, using…

Tehniskie indikatoriSekošana tendenceiCenas impulss
MQL5 articles

This article explains how to check a covariance matrix eigendecomposition using the spectral theorem. For a real symmetric covariance matrix, multiplying the eigenvector matrix by the diagonal eigenvalue matrix and the transpose of the eigenvector matrix…

StatistikaRiska pārvaldībaPortfeļa veidošana
MQL5 articles

This article introduces chemical reaction optimization (CRO), a population-based metaheuristic inspired by molecular reactions and energy conservation. Candidate solutions are treated as molecules, with objective-function values represented through potential…

StatistikaMašīnmācīšanāsVēsturisko datu pārbaude
MQL5 articles

This article presents a modular approach to detecting geometric structures in price data, focusing on triangles and rectangles. It motivates automation as a way to replace manually drawn chart objects with repeatable rules, using swing highs and lows as…

Valūtu tirgusTehniskie indikatoriCenas izrāviensTirgus mikrostruktūra
MQL5 articles

The article describes “liquid charts,” which rebuild bars on a chosen trading timeframe from smaller-period price data. By shifting the bar boundaries, the method produces alternate views of price action that can reveal different candle shapes and patterns.…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeCenas izrāviens
MQL5 articles

The document presents an inverse fair value gap strategy for an MQL5 expert advisor. A fair value gap is defined as a three-candle imbalance; the inverse setup looks for price to revisit the latest gap and pass through it rather than react as expected. That…

Cenas izrāviensTehniskie indikatoriValūtu tirgusVēsturisko datu pārbaude
MQL5 articles

The article turns Bill Williams’ five-bar fractals into rule-based trading patterns for an MQL5 expert advisor. It describes repeated fractal lows or highs as possible support or resistance, a close beyond a prior fractal as a breakout, compressed swing…

Tehniskie indikatoriCenas izrāviensSekošana tendenceiVēsturisko datu pārbaude
MQL5 articles

The document introduces sparse attention as a way to reduce the computation and memory demands of transformer self-attention, whose pairwise sequence comparisons grow quadratically with sequence length. It outlines standard query, key, and value…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaude
MQL5 articles

The document explains how to build an MQL5 heatmap that summarizes average bar returns by weekday and hour. It defines each bar’s percentage return from consecutive closes, excludes weekend bars, and aggregates observations into a five-by-twenty-four grid.…

StatistikaTehniskie indikatoriValūtu tirgus