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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
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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TqSdk
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Quantpedia
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Binance API docs
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Quantopian lekcijas
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Meklēt bibliotēkā

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ProRealCode

This ProRealTime indicator is intended to visualize intraday trading activity by price level. Its script scans a configurable price range, counts how often bars touch each level, and highlights the most frequently visited prices. It also draws a center line…

Nākotnes līgumiTirgus mikrostruktūraTehniskie indikatoriSvārstīgums
ProRealCode

This indicator colors volume according to how each bar’s high and low compare with the prior bar. Bars that make a higher high without a lower low receive one color; bars that make a lower low without a higher high receive another. Bars extending both sides…

Tehniskie indikatoriSekošana tendenceiTirgus mikrostruktūra
ProRealCode

The Fill Channel is a chart indicator intended to help traders plan entries, stop losses, profit targets, and position size. It draws a regression-based central line with surrounding bands, then uses those levels to display potential long or short entry…

Tehniskie indikatoriPozīcijas apjoma noteikšanaRiska pārvaldība
ProRealCode

This indicator adjusts an exponential moving average using an R-squared measure calculated from price observations over a chosen period. The measure compares a linear fit of recent prices with their variation, then changes the EMA period through a formula so…

Tehniskie indikatoriStatistikaSekošana tendencei
ProRealCode

The Average Sentiment Oscillator estimates bullish and bearish pressure from OHLC prices. It offers two calculations: one measures sentiment within each bar and averages those readings across a chosen period; the other treats the period’s full high-low range…

Tehniskie indikatoriCenas impulssTirgus noskaņojums
ProRealCode

This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…

Sekošana tendenceiRežģa tirdzniecībaRiska pārvaldībaPozīcijas apjoma noteikšana
ProRealCode

Blai5 Astro combines the Money Flow Index, RSI, stochastic, and a Bollinger-based price oscillator into a composite series. It smooths that series with an exponential average, derives a histogram and a Wilder-smoothed version, then applies adjustable-period…

Tehniskie indikatoriCenas impulssSvārstīgums
ProRealCode

This forum post describes a Chinese equity backtest comparison between standard regression models and a platform stock ranking model. The author trained XGBoost, LightGBM, and CatBoost regressors on five-day returns using rolling historical periods, then…

AkcijasMašīnmācīšanāsVēsturisko datu pārbaudeĶīnas tirgi
ProRealCode

The Wave Period Oscillator (WPO) is presented as a time-cycle oscillator, attributed to a 2018 article in the IFTA Journal. Its described calculation derives a signed period-like value from price and a preceding close, then smooths that value with an…

Tehniskie indikatoriCenas impulssStatistika
ProRealCode

This indicator first smooths a selected price series using a configurable moving-average period and method, then calculates RSI on that smoothed series. It adds floating overbought and oversold levels derived from the recent minimum and maximum RSI values…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasStatistika
ProRealCode

The indicator converts a fan of moving averages into three bounded readings: price versus the fan, the fan’s ordering around a reference average, and the fan’s position relative to its slowest active average. Each score divides signed differences by their…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasStatistika
ProRealCode

This indicator marks each bar according to whether its close is above or below the previous close. It draws a point at the close in green for an increase and magenta for a decrease, and returns the close alongside two values associated with the upward and…

Tehniskie indikatoriCenas impulss
ProRealCode

This document describes a chart overlay that displays recent daily market data for a selected instrument. It gathers open, high, low, close, and volume values for a configurable number of prior days, and calculates each close’s percentage change relative to…

Tehniskie indikatoriRīkojumu izpildeAkcijasNākotnes līgumi
ProRealCode

The document presents a recursive smoother that updates an initial price series toward the current close by a fixed fraction of the difference. It initializes a chain of intermediate values from median price, then propagates smoothing through the chain so…

Tehniskie indikatoriSekošana tendencei
ProRealCode

The indicator calculates theoretical long and short stop levels at a multiple of the Average True Range from the current close. It then estimates position size from account value, a base risk percentage, the stock’s beta, and the stop distance. The risk…

AkcijasSvārstīgumsPozīcijas apjoma noteikšanaRiska pārvaldība
ProRealCode

The document describes a pivot oscillator intended for scalping the S&P 500 on tick charts. For each bar, it defines a pivot value as the average of the open, high, low, and close, then applies an exponential moving average with a period of 14. The indicator…

Nākotnes līgumiTehniskie indikatoriRīkojumu izpilde
ProRealCode

The document describes John Ehlers’ MESA Stochastic, a modified stochastic oscillator designed to reduce noise and spectral dilation. It combines a high-pass filter, a SuperSmoother filter, and normalization over a lookback window, then smooths the resulting…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasRiska pārvaldība
ProRealCode

This indicator separates bars into upward and downward volatility readings according to whether the close is above or at or below the prior close. For the selected direction, it uses the prior bar’s average true range plus half the difference between the…

Tehniskie indikatoriSvārstīgumsValūtu tirgus
ProRealCode

This document outlines a basic directional system for EUR/USD on a two-hour chart. It opens a long position after a bullish candle whose body exceeds twice the ATR, and opens a short after a bearish candle whose body exceeds the same threshold. A position…

Valūtu tirgusTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
ProRealCode

This text introduces Volume Spread Analysis as an approach that interprets price and volume together to infer the activity of large, coordinated market participants. It presents the ideas of strong and weak hands, accumulation, distribution, and pooled…

Tirgus mikrostruktūraTehniskie indikatoriStatistika
ProRealCode

This intraday DAX strategy applies an opening-range breakout on one-minute data. It records the high and low of the two-hour morning range, then places stop entries above or below those levels after the range ends. The rules restrict entry to before a stated…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriPozīcijas apjoma noteikšana
ProRealCode

This indicator adapts a Supertrend-style trailing line and pairs it with a colored trend cloud. The cloud uses adaptive smoothing built from an efficiency ratio and cycle-sensitive calculations, while directional movement and ADX provide additional trend…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
ProRealCode

The document describes a long-only S&P 500 trading system built from two simple moving averages. It enters when the two-period average from one day earlier exceeds the current two-period average, the average from ten days earlier exceeds its value from…

AkcijasTehniskie indikatoriSekošana tendenceiRiska pārvaldība
ProRealCode

This post outlines a daily long-short strategy for the S&P 500 using a two-period RSI. It opens a long position when RSI falls below a parameter and a short position when RSI exceeds a mirrored threshold. Long exits require RSI to recover to a separate…

AkcijasASV tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatori