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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 explains SEFormer, a Transformer design for 3D point-cloud detection that adds spatial structure to attention. Standard convolution encodes direction and distance through its kernels but aggregates neighbors uniformly; ordinary self-attention can…

MašīnmācīšanāsValūtu tirgusVēsturisko datu pārbaudeStatistika
MQL5 articles

The article explains why price indicators based on the mean, standard deviation, and least-squares slope can be distorted by a small number of extreme observations. It presents median and median absolute deviation (MAD) as more resistant alternatives for a…

StatistikaTehniskie indikatoriRiska pārvaldība
MQL5 articles

The article introduces Quarters Theory as a way to divide a major price interval into four equal large-quarter segments, which are treated as potential support, resistance, pause, or acceleration areas. It describes an MQL5 chart script that locates the…

Valūtu tirgusTehniskie indikatori
MQL5 articles

The article describes pivot points as daily reference levels that traders may interpret as directional guides: price above a pivot is associated with upward bias, and price below it with downward bias. It outlines a classical calculation using the previous…

Valūtu tirgusTehniskie indikatori
MQL5 articles

This article presents MetaTrader 5 scripts for building custom symbols and generating synthetic market histories for testing indicators and Expert Advisors. It describes creating symbols either with manually specified properties or based on an existing…

Vēsturisko datu pārbaudeStatistikaTehniskie indikatori
MQL5 articles

This article describes how to build a traditional Point and Figure indicator in MetaTrader 5, where price movement rather than elapsed time determines when chart marks appear. A user-selected fixed box size converts price changes into X columns for advances…

Tehniskie indikatoriCenas izrāviensSekošana tendencei
MQL5 articles

The article outlines a multi-currency carry approach that seeks positive swap income while offsetting exchange-rate exposure through opposing positions in correlated currency pairs. It proposes using least-squares regression on historical daily prices to…

Valūtu tirgusPārnesePāru tirdzniecībaStatistika
MQL5 articles

This installment extends an MQL5 library for handling market tick data. It proposes maintaining a tick-object list for each symbol, with a configurable history depth that defaults to the current day, and combining symbol lists into a collection for…

Vairāku aktīvu tirdzniecībaTirgus mikrostruktūraRīkojumu izpilde
MQL5 articles

The article introduces Mamba4Cast, a time-series forecasting framework that combines state-space sequence modeling with Prior-data Fitted Networks. Instead of pretraining on one instrument’s historical prices and then fine-tuning, the approach learns from…

MašīnmācīšanāsStatistikaValūtu tirgusSvārstīgums
MQL5 articles

This interview describes an Expert Advisor built around changes in the Bulls Power indicator. The trader looks for a significant shift in its trend and magnitude as a signal of a possible new market direction, then opens a position in that direction. The…

Valūtu tirgusSekošana tendenceiCenas impulssTehniskie indikatori
MQL5 articles

The article examines how to reduce false and delayed signals from a conventional moving average crossover strategy. Its baseline uses fast and slow averages for direction, with ATR-based stop-loss and take-profit levels. A manual refinement adds a…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiMašīnmācīšanās
MQL5 articles

This article presents an automated grid scalping approach that adds buy or sell orders at set price intervals and increases position size after losses in an effort to recover prior losses. The MQL5 implementation is described as using configurable grid…

Valūtu tirgusRežģa tirdzniecībaRiska pārvaldībaPozīcijas apjoma noteikšana
MQL5 articles

The article outlines an MQL5 Expert Advisor that scans multiple currency pairs for potential trend reversals using the Commodity Channel Index and Awesome Oscillator. It describes using one timeframe for signals and a higher timeframe for trend confirmation,…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
MQL5 articles

This article explains how to add a chart panel to an MQL5 Expert Advisor so selected settings can be changed while it is running. Its example EA trades in the direction of a JMA indicator on completed bars, with configurable indicator period, stop loss, take…

Valūtu tirgusRīkojumu izpildeRiska pārvaldība
MQL5 articles

The article describes a method for estimating the changing value of individual currencies from a set of forex pairs. It first normalizes each pair by its average close over a sample, then combines direct and inverted cross rates to derive currency series.…

Valūtu tirgusStatistikaTehniskie indikatori
MQL5 articles

This article explains how to display standard indicators from a higher timeframe on a lower-timeframe chart when their lines have a shift. A shift measured in source-chart bars must be converted into recipient-chart bars: for example, one higher-timeframe…

Tehniskie indikatoriVairāku aktīvu tirdzniecība
MQL5 articles

The article explains Combinatorially Symmetric Cross Validation (CSCV) as a way to estimate the Probability of Backtest Overfitting (PBO) after trying multiple strategy parameter sets. It starts from consistent, granular performance data for every trial,…

Vēsturisko datu pārbaudeStatistikaRiska pārvaldība
MQL5 articles

The article presents an Expert Advisor signal that turns RSI, Stochastic, and price context into seven directional scores. Each score is bounded around a neutral midpoint, then isotonic regression maps its ranking to an empirical probability. An optional…

MašīnmācīšanāsTehniskie indikatoriStatistikaVēsturisko datu pārbaude
MQL5 articles

The article describes a Forex portfolio approach that combines Markowitz allocation with a Value at Risk constraint. Markowitz optimization is used to seek allocations with low risk for a target return, while the VaR limit is intended to keep estimated…

Valūtu tirgusPortfeļa veidošanaRiska pārvaldībaVēsturisko datu pārbaude
MQL5 articles

The article explains Decision Transformer as an offline reinforcement learning method that frames action selection as autoregressive sequence modeling. Its trajectory representation interleaves return-to-go, state, and prior action tokens; at inference, a…

MašīnmācīšanāsStatistikaVēsturisko datu pārbaudeValūtu tirgus
MQL5 articles

The document presents an MQL5 tool for testing a chosen price level against historical bars. It classifies touches using a configurable pip tolerance and assigns direction by the bar close. A breakout requires a close beyond the level by a separate margin,…

Valūtu tirgusStatistikaTehniskie indikatoriCenas izrāviens
MQL5 articles

The article describes a resource manager for Expert Advisors that creates indicator handles only when requested and reuses them for matching requests. Cache identity combines symbol, timeframe, indicator type, and serialized parameters, so distinct…

Tehniskie indikatoriRīkojumu izpildeRiska pārvaldība
MQL5 articles

This replay-system installment addresses slow processing when a one-minute bar contains a very large number of ticks. It changes the simulation design to cap tick counts, including for replayed or externally supplied data, and describes distributing…

Nākotnes līgumiVēsturisko datu pārbaudeTirgus mikrostruktūraRīkojumu izpilde
MQL5 articles

This article explains two ways to move market data between MetaTrader 5 and Python. One uses a TCP socket server in Python and an MQL5 client: the terminal sends recent closing prices, Python fits a linear regression against time, and the client receives the…

MašīnmācīšanāsStatistikaRīkojumu izpildeValūtu tirgus