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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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Machine Learning for Trading
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arXiv papers
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FMZ forum
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FMZ digest
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vn.py community
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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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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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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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Zipline
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Jesse
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pyfolio
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ProRealCode

This ProRealTime indicator applies the MIDAS anchored VWAP idea to rolling swing highs and lows. It uses four lookback horizons—17, 72, 305, and 1292 bars—and calculates a top VWAP from the highest high and a bottom VWAP from the lowest low in each horizon.…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSekošana tendencei
ProRealCode

This document describes a long-only mean-reversion strategy for QQQ using Internal Bar Strength (IBS), calculated as the close’s position within the day’s high-low range. It treats a very low reading as a short-term oversold signal: enter at the next market…

AkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatoriPozīcijas apjoma noteikšana
ProRealCode

This ProRealTime indicator plots averages of recent swing-high and swing-low fractal prices, plus a midpoint between those averages. The parameter p sets how many detected fractals contribute to each average. BarsBefore and BarsAfter determine the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasAkcijas
ProRealCode

This indicator builds four rolling price levels from the highest high, lowest low, and current close over lookback periods of 23, 38, 50, and 61 bars. It averages those levels to form a primary pivot, adjusts a secondary pivot using its prior value under…

Tehniskie indikatoriSekošana tendenceiAtgriešanās pie vidējās vērtības
ProRealCode

This indicator uses the number of transactions per minute as a proxy for market participation and compares recent activity with a long moving average. Activity above the average is displayed as a high-activity phase, while below-average activity marks a…

Tehniskie indikatoriTirgus mikrostruktūraSvārstīgumsStatistika
ProRealCode

This indicator combines a zero-lag exponential moving average (ZLEMA), an ATR-based band, and an RSI-ADX filter intended to identify sideways conditions. A bullish or bearish trend state begins when price crosses beyond the corresponding band; the state is…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsValūtu tirgus
ProRealCode

The document describes a Swinglines indicator that connects selected bar highs and lows to represent trend direction. It classifies bars by comparing each day’s high and low with the previous day: higher highs and lows, lower highs and lows, inside days, and…

Tehniskie indikatoriSekošana tendenceiNākotnes līgumi
ProRealCode

This short-term strategy uses a Gann Market Model style filter to enter long positions when price is above levels derived from exponential averages of highs and lows over three lookback periods. It scores each period as bullish or not, then buys when all…

Sekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
ProRealCode

The Echo Forecast indicator searches recent price history for a similar earlier pattern, then uses the price changes that followed that historical match to project a possible path forward. It compares a reference window against candidate windows in a…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
ProRealCode

The indicator estimates which side has more unconsumed volume stored in surviving supply and demand zones. It identifies a zone after three consecutive candles in one direction when at least one has volume above its rolling average, then anchors the zone to…

Tehniskie indikatoriTirgus mikrostruktūraRiska pārvaldība
ProRealCode

The document explains a Stochastic RSI indicator for ProRealTime. It calculates a current RSI value, compares it with the lowest and highest RSI readings across a recent lookback, and scales the result to a range from zero to one. The example uses a…

Tehniskie indikatoriStatistika
ProRealCode

The document presents a two-hour strategy adapted for Brent crude, combining smoothed RSI crossover signals from the Traders Dynamic Index approach with Heiken Ashi price values and a shifted moving average of typical price. Long entries occur when the…

IzejvielasTehniskie indikatoriCenas impulssPozīcijas apjoma noteikšana
ProRealCode

This proposed breakout strategy enters long after a bullish candle closes above the prior eight-bar high, or short after a bearish candle closes below the prior eight-bar low. In either direction, the candle’s body must exceed the 24-period average true…

Nākotnes līgumiCenas izrāviensSvārstīgumsTehniskie indikatori
ProRealCode

The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
ProRealCode

The document explains a trend-following indicator that applies two stages of moving-average smoothing to Heikin Ashi price components. It aims to reduce short-term price noise and presents color-coded candles whose smoothed open, high, low, and close values…

Tehniskie indikatoriSekošana tendencei
ProRealCode

This indicator method estimates a desired-period RSI on a chart whose bars are shorter than the target timeframe. It infers the chart bar duration and the number of lower-timeframe closes needed to form each higher-timeframe change, then separates gains and…

Tehniskie indikatoriStatistika
ProRealCode

The TTI ATR Extreme is an oscillator-style channel built from price deviations around moving averages and scaled by recent average true range. It uses a 14-period ATR relative to closing price and compares the close with a 40-period exponential average to…

Tehniskie indikatoriSvārstīgumsCenas izrāviensAtgriešanās pie vidējās vērtības
ProRealCode

This indicator combines a manually constructed Hull moving average, an adaptive Kalman filter, and ATR-based Supertrend bands. It measures the gap between each new Hull value and the filter’s prior estimate, scales that innovation by volatility, and passes…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība
ProRealCode

This indicator builds a linear regression channel whose starting point is set by a chosen date and time. As new bars arrive, the lookback grows from that anchor, so the fitted trend line and its upper and lower bands update over an expanding period. The user…

Tehniskie indikatoriCenas izrāviensStatistika
ProRealCode

This document describes a trend-following line calculated using Average True Range (ATR), the Commodity Channel Index (CCI), and adjustable parameters. The line is plotted over price and changes color with its direction: green indicates an upward regime and…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

The document presents a rules-based rebound strategy for the CAC 40, tested on 30-minute bars. It looks for long and short entries near Fibonacci retracement levels, using a weekly VWAP comparison to define trend conditions and Williams %R as confirmation.…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

This indicator design extends SuperTrend with an efficiency-weighted ATR and a four-part Trend Quality Index (TQI) based on price efficiency, volume or volatility regime, position within a recent range, and directional persistence. TQI adjusts the stop and…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsPozīcijas apjoma noteikšana
ProRealCode

This is a long-only reversal strategy described for the DAX or GER30 on an hourly chart. It calculates a lower band from a 100-period moving average minus one 10-period standard deviation. A position is opened when price falls below 97.5% of that band, RSI…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasSvārstīgumsTehniskie indikatori
ProRealCode

The document describes a Double Smoothed Stochastic derived from work on market cycles and presents it as an oscillator for identifying overbought and oversold areas. Its calculation first normalizes the close within a recent high-low range, smooths that…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas impulssRiska pārvaldība