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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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ProRealCode

The Double Smoothed Stochastic, attributed here to William Blau and Walter Bressert, adapts the stochastic oscillator by applying exponential smoothing twice. The provided calculation first smooths a stochastic reading, rescales that smoothed series within…

Tehniskie indikatoriCenas impulssStatistika
ProRealCode

This indicator profiles five configurable intraday sessions and summarizes their historical behavior for a chosen market. For each session, it records range, volume share, whether it set the day’s high or low, directional closes and continuation, fair value…

Tehniskie indikatoriStatistikaSvārstīgumsTirgus mikrostruktūra
ProRealCode

This document presents a rule-based EUR/USD strategy for a 15-minute chart. It calculates a midpoint from recent daily highs and lows, then smooths related upper and lower levels. Long entries require a price crossing above the midpoint alongside a…

Valūtu tirgusTehniskie indikatoriRīkojumu izpildeRiska pārvaldība
ProRealCode

This strategy description presents a long-only breakout approach for South Africa’s Top 40 index. It checks recent price bars against earlier highs and lows, then enters at market when the current close exceeds the highest level found in the lookback…

AkcijasCenas izrāviensTehniskie indikatoriRiska pārvaldība
ProRealCode

Squeeze Light is an indicator that signals volatility compression when Bollinger Bands fit inside Keltner Bands. It plots separate on and off states as a histogram, treating the compressed state as a pause that may precede an expansion in volatility. The…

Tehniskie indikatoriSvārstīgumsCenas izrāviens
ProRealCode

This entry introduces the Butterworth filter, also known as a maximally flat filter, as a way to smooth a price series. Its stated aim is to reduce short-term noise while preserving a clearer indication of price direction. The included example initializes…

Tehniskie indikatoriStatistikaSekošana tendencei
ProRealCode

This indicator adapts a Donchian channel by placing its upper and lower levels beyond recent highs and lows using a multiple of average true range. The code uses a lookback period and offset to calculate the channel reference points, then tracks a…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensSvārstīgums
ProRealCode

The author introduces a custom Better Volume indicator intended to simplify other versions the author considers overly complicated. The description says it uses a few moving averages and a built-in range calculation to process volume-related information. The…

Tehniskie indikatoriAkcijasStatistika
ProRealCode

The Stiffness indicator estimates trend persistence by measuring how often closing prices remain beyond a moving average during a lookback window. It produces separate percentages for upward and downward conditions. A volatility buffer excludes small…

Tehniskie indikatoriSekošana tendenceiStatistika
ProRealCode

The Volatility Quality indicator uses weighted moving averages of recent open, high, low, and close prices to combine price direction with range-based volatility. Its plotted value is positive in bullish conditions and negative in bearish conditions, with…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
ProRealCode

This document describes a ProRealTime indicator that displays an economic news calendar, with filters for dates, event impact, and country or region. Users can choose to show events from the current date onward or define a date range, adjust the display…

Uz notikumiem balstīta tirdzniecībaTehniskie indikatori
ProRealCode

This post describes two chart indicators for comparing typical price ranges across hours and months. Each groups observed high-minus-low ranges by hour or calendar month, computes an average for each group, and plots those averages as bars alongside an…

Tehniskie indikatoriStatistikaSvārstīgumsVēsturisko datu pārbaude
ProRealCode

This document presents an intraday long-only system for the DAX40 CFD using hourly bars. It requires the close to exceed both a 185-period moving average, used as a broad trend filter, and a 16-period moving average, used to confirm nearer-term direction. It…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

The indicator divides recent price action into clusters using one-dimensional K-means on bar midpoint prices, with trade volume weighting the centroid updates. It then builds a separate volume profile for each cluster, using the actual high-low envelope of…

Tirgus mikrostruktūraTehniskie indikatoriStatistikaNākotnes līgumi
ProRealCode

This research summary proposes rotating among Chinese equity sectors according to changing economic cash flows and market discount rates. It uses a two-beta decomposition of the dividend discount model to describe sector sensitivities: financials are…

AkcijasĶīnas tirgiPortfeļa veidošana
ProRealCode

The indicator places a wide volatility envelope around a 55-period exponential moving average, using four times the 55-period average true range. It flags bullish or bearish traps when price moves beyond a band and returns inside, subject to a limit on time…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtībasRiska pārvaldība
ProRealCode

This indicator marks bullish and bearish order-block zones using a price pattern confirmed by unusually high volume. A bullish setup occurs when the prior bar makes a lower low than the bar before it, the current close exceeds the prior high, and volume…

Tehniskie indikatoriCenas izrāviensRiska pārvaldība
ProRealCode

The Wako Volume Ratio is a volume-only oscillator that compares up-bar volume with down-bar volume over a chosen lookback period. Volume on bars where the close exceeds the open is classified as distributive, while volume on bars where the close is below the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtības
ProRealCode

The indicator estimates trend sentiment by subtracting the latest period's price change from the change over a longer lookback. Its example compares a 12-month change with a one-month change: a positive difference is treated as bullish and a negative one as…

Tehniskie indikatoriSekošana tendenceiCenas impulss
ProRealCode

This document explains an order block indicator that marks potential support and resistance zones using volume pivots alongside price direction. It distinguishes bullish zones after downward movement from bearish zones after upward movement. The described…

Tehniskie indikatoriTirgus mikrostruktūraRīkojumu izpilde
ProRealCode

The document describes two indicators that display each bar’s traded volume according to whether the candle closes above or below its open. A positive candle assigns the full volume to buying pressure and displays it in green; a negative candle assigns the…

Tehniskie indikatoriTirgus mikrostruktūraStatistika
ProRealCode

Trendilo turns changes in a selected price series into a smoothed trend signal. It computes percentage change over a configurable interval, applies an Arnaud Legoux moving average (ALMA), and compares that value with positive and negative root mean square…

Tehniskie indikatoriSekošana tendenceiAkcijas
ProRealCode

Fibonacci Gravity Clusters estimates where retracement levels from confirmed swings accumulate near one another. It maintains separate ZigZag swing histories across six pivot scales, filters small legs by their size relative to ATR, and projects selected…

Tehniskie indikatoriSvārstīgumsStatistika
ProRealCode

This document outlines a short-term EUR/USD strategy using 20-period moving average envelopes and 40-period directional indicators. It describes long and short entry conditions around the upper and lower envelope, with ADX above 10 and the positive or…

Valūtu tirgusTehniskie indikatoriRiska pārvaldība