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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

Dokumentu skaits: 1,507

ProRealCode

This document explains a daily Smart Money Index calculation based on the S&P 500’s early-session and late-session price changes. Each day, the prior index value is reduced by the gain or loss during the opening interval and increased by the gain or loss…

AkcijasTehniskie indikatoriASV tirgiTirgus mikrostruktūra
ProRealCode

The document describes the Corrected Average, also called the Optimal Moving Average, as a smoothed price indicator. It starts from a simple moving average and compares the gap between that average and the prior corrected value with recent price volatility.…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
ProRealCode

This indicator combines an ATR-based trailing level with the Commodity Channel Index (CCI) to mark bullish and bearish states. When CCI is above its configurable threshold, the bullish level is set below the low by an ATR amount and is prevented from falling…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

The indicator marks recent price highs and lows at two scales: major swings use a longer lookback, while minor swings use a shorter one. The stated purpose is to help identify trend structure and periods when prices are ranging, drawing on Dow theory. Both…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

This indicator adapts Bollinger %b by using a Heikin-Ashi close and TEMA smoothing. It calculates a zero-lag style smoothed price series, then positions that series relative to a weighted average and standard-deviation bands. The output is a bounded…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtības
ProRealCode

This DAX strategy uses a one-hour Kaufman Adaptive Moving Average (KAMA) crossing a 22-period simple moving average to generate long and short signals. It calculates signals on hourly bars but uses one-minute data to manage exits. The author describes a…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

The document presents a chart indicator that combines a MACD histogram, a volatility squeeze condition, and RSI-based coloring. It defines a squeeze using Bollinger Bands contained within Keltner Channels, then colors the MACD histogram according to whether…

Tehniskie indikatoriSvārstīgumsCenas impulssVēsturisko datu pārbaude
ProRealCode

This tool graphs cumulative simulated outcomes after consecutive runs of bullish or bearish candles, considering run lengths from one to twelve. For each qualifying pattern, it records a one-candle return in the direction of a hypothetical long position and…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaudeRīkojumu izpilde
ProRealCode

The document explains an indicator that marks bullish and bearish breaks of market structure using price pivots. A configurable lookback period identifies swing highs and lows; a close above a stored high or below a stored low triggers a breakout line and a…

Tehniskie indikatoriCenas izrāviensRiska pārvaldība
ProRealCode

This document presents a Holt-style exponential moving average that smooths price while updating an estimate of its local trend. It describes two indicator variants: a single-color average and one that colors the line according to the angle of its slope. The…

Tehniskie indikatoriSekošana tendenceiStatistika
ProRealCode

The indicator looks for possible exhaustion in price movement by identifying repeated long wicks near RSI-defined oversold or overbought zones. For a bullish signal, it checks three candles for lower wicks extending below their bodies, with wick depth…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasSvārstīgumsVēsturisko datu pārbaude
ProRealCode

The SSL Channel uses two moving averages, one calculated from highs and one from lows, to form a channel. A state variable changes direction when the close rises above the high-based average or falls below the low-based average; otherwise, it retains its…

Tehniskie indikatoriSekošana tendenceiAkcijas
ProRealCode

This indicator combines two HalfTrend series with different amplitudes. Their difference forms a histogram, and a six-period average of that difference serves as a signal line. The post describes MACD-style interpretations: a histogram crossing the zero line…

Tehniskie indikatoriSekošana tendenceiCenas impulssNākotnes līgumi
ProRealCode

This charting indicator highlights a historical series of option expiration dates by drawing vertical lines in the chart background. The listed dates cover quarterly expirations from 2004 through 2019, and the author suggests these sessions may coincide with…

OpcijasAkcijasUz notikumiem balstīta tirdzniecībaTehniskie indikatori
ProRealCode

This concept indicator builds upper and lower trigger lines from rolling sums of open, high, and close prices, divided by three times the lookback length. A signal line crosses the upper level to indicate a possible buy and the lower level to indicate a…

Tehniskie indikatoriRiska pārvaldība
ProRealCode

This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes,…

Nākotnes līgumiTehniskie indikatoriCenas impulssPozīcijas apjoma noteikšana
ProRealCode

Real Motion expresses an equity’s closing price as a percentage deviation from a reference moving average. The calculation divides the close by the average, subtracts one, and scales the result by 100. This centers the indicator at zero when price matches…

AkcijasTehniskie indikatoriStatistika
ProRealCode

The document describes an upper and lower price channel built from the typical price, defined using high, low, and close. The upper boundary takes the highest value over a lookback window of a transformed price expression; the lower boundary takes the lowest…

Tehniskie indikatoriSvārstīgumsCenas izrāviensCenas impulss
ProRealCode

The document presents a price-smoothing indicator that combines a smoothed estimate with a velocity term. It updates the estimate from the difference between current price and the prior prediction, then uses the velocity’s sign to indicate a long or short…

Tehniskie indikatoriSekošana tendenceiCenas impulss
ProRealCode

The indicator described here tracks three definitions of an unfilled price gap and displays the remaining distance to closure as histogram bars. Daily gaps measure the space between a session’s close and the next open. Intraday gaps compare the shadows of…

Tehniskie indikatoriAkcijasStatistika
ProRealCode

The indicator rescales price candles using recent summed highs and lows, then plots them against fixed overbought and oversold thresholds. Its purpose is to flag short-term conditions where price may revert toward its mean. Candle color marks whether the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasOpcijas
ProRealCode

The Relative Bias Filter is a bounded signal intended to help avoid trades against strong directional conditions. Its signal is based on RSI applied to an average of typical price. A move toward the upper threshold indicates bullish strength and discourages…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldība
ProRealCode

This indicator measures the change in a Triangular Moving Average relative to Average True Range, producing a volatility-normalized slope. With the stated default settings, it uses a 20-period average, a 100-period ATR, and upper and lower slope thresholds…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

The document describes a ZigZag indicator that identifies candidate swing highs and lows from rolling price extremes, stores pivot prices, directions, and bar indices in arrays, and connects the pivots. It classifies highs and lows as higher or lower…

Tehniskie indikatoriCenas izrāviensStatistika