Pāriet uz saturu

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
WonderTrader
Dokumentu skaits: 14
Alphalens
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
Lumibot strategies
Dokumentu skaits: 7
QuantRocket
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 1,507

ProRealCode

Tension Flow Trend combines a Hull moving average baseline with a Z-Score of price’s deviation from that baseline. The baseline slope sets the directional colour, while the deviation divided by its rolling standard deviation measures how far price has…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtībasStatistika
ProRealCode

The document describes a weekly long strategy based on an asserted pattern of weak Mondays and strong Fridays in the Nasdaq 100. It waits for Monday’s cash-market open, places a limit entry one percent below that open, and initially targets a return to the…

AkcijasASV tirgiAtgriešanās pie vidējās vērtībasRiska pārvaldība
ProRealCode

The indicator combines an adaptive One More Average (OMA) smoothing formula with a step function. Its adaptive period estimates the balance between directional movement and accumulated price noise, then adjusts the averaging period within bounds based on a…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

This indicator displays whether candles are rising, falling, or unchanged across intraday and longer timeframes, from one-minute bars through monthly bars. It compares each candle’s open and close, then uses a color-coded text label to show the direction for…

Tehniskie indikatoriVairāku aktīvu tirdzniecībaCenas impulss
ProRealCode

The document presents a quadratic regression indicator that fits a parabola to recent closing prices. It uses a configurable lookback window, set to 100 by default, and calculates the polynomial coefficients from rolling sums of the bar index, its square,…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
ProRealCode

The Hyperfork Matrix extends Andrews Pitchfork analysis from three swing pivots. It plots a median line and parallel tines, with Original, Schiff, and Modified Schiff variants that differ in how the anchor is positioned. Pivots can be detected automatically…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRīkojumu izpilde
ProRealCode

This document explains how changing the moving average used in the Directional Movement System alters the smoothing of its components. It contrasts Wilder’s recursive average, described as a calculation-efficient approach developed for hand computation, with…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

This document presents a simplified Supertrend whose distance from median price is set as a fraction of the current close, rather than as a multiple of average true range. The line trails in the active direction and changes direction when the close crosses…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldība
ProRealCode

This document explains an oscillator intended to compare institutional and retail activity using the Positive Volume Index (PVI) and Negative Volume Index (NVI). It describes the conventional interpretation behind the comparison: high-volume periods are…

Tehniskie indikatoriStatistikaAkcijas
ProRealCode

This ProRealTime version 11 indicator builds a historical distribution of price changes by comparing each close with the price from a configurable number of bars earlier. It separates gains and losses, rounds percentage moves into buckets of 0.1 percentage…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
ProRealCode

This indicator description presents a simplified Know Sure Thing style calculation inspired by Martin Pring. It sums the close-price rates of change over four lookback periods, then smooths that combined series with a moving average. The supplied example…

Tehniskie indikatoriCenas impulssAkcijas
ProRealCode

This strategy describes an hourly DAX breakout approach. It enters long when price crosses above a prior Donchian channel high, with the MACD histogram rising and nonnegative, RSI above a threshold, and price above a moving average. A stop is placed at the…

Nākotnes līgumiCenas izrāviensSekošana tendenceiTehniskie indikatori
ProRealCode

Fractal Bands adapt a Bollinger Band style envelope around a fractally modified moving average. The indicator estimates fractal dimension from recent price changes, derives a Hurst-based adjustment to the moving-average speed, and scales the bands using…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatoriSvārstīgums
ProRealCode

This document describes a price channel built from centered linear regressions of high and low prices over a configurable lookback, set to 300 periods by default. It calculates separate regression lines for highs and lows, then offsets each line by the…

Tehniskie indikatoriStatistika
ProRealCode

PhantomFlow identifies trend from market structure rather than smoothing price and reading its slope. It detects five-bar fractal highs and lows, which are confirmed two bars after the swing, then applies a zigzag filter so accepted pivots alternate between…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldībaVēsturisko datu pārbaude
ProRealCode

This document describes a rule for identifying potential bullish or bearish breaks through the Ichimoku cloud, also called the Kumo. It calculates the Tenkan-sen and Kijun-sen from recent highs and lows, then derives the two cloud spans using shifted values.…

Tehniskie indikatoriCenas izrāviensSekošana tendencei
ProRealCode

This indicator framework combines a nine-bar momentum setup with a thirteen-count terminal phase modeled on DeMark-style exhaustion logic. The first phase compares closes with those four bars earlier; the second counts qualifying closes beyond the…

Tehniskie indikatoriCenas impulssRiska pārvaldībaTirgus mikrostruktūra
ProRealCode

Finite Volume Element (FVE) is presented as a money flow indicator that combines intraday and day-to-day price movement. It assigns positive or negative volume when a price-based measure exceeds a volatility threshold, and ignores volume when the movement is…

Tehniskie indikatoriSvārstīgumsCenas impulss
ProRealCode

This indicator plots two reference levels on an intraday chart using the daily Average True Range. It calculates true range from daily highs, lows, and the previous close across a configurable lookback, then positions one line above the current daily low and…

Tehniskie indikatoriSvārstīgumsCenas izrāviens
ProRealCode

The strategy first classifies market conditions with a linear-regression slope statistic, treating readings below a stated threshold as a no-trend phase. During that phase, a smoothed stochastic turning upward from a low level triggers a long stop entry…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
ProRealCode

DayImpuls T3 combines a DayImpuls measure with a T3 moving average to describe market direction and strength. The oscillator is built from the accumulated difference between open and close prices over a configurable period, then smoothed through a…

Tehniskie indikatoriSekošana tendenceiCenas impulss
ProRealCode

The document describes a three-bar volume and candle indicator adapted for ProRealTime. It identifies potential bullish and bearish signals by combining the direction of recent candles with a rising or falling sequence in volume, then colors qualifying…

Tehniskie indikatoriRiska pārvaldība
ProRealCode

This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
ProRealCode

MACD-V modifies the classic MACD by scaling the difference between short and long exponential moving averages by the asset’s average true range, then multiplying by 100. The resulting momentum reading is designed to be more comparable across time and markets…

Tehniskie indikatoriCenas impulssSvārstīgumsVairāku aktīvu tirdzniecība