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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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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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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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quant-trading
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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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backtesting.py
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Technical Analysis
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ProRealCode

This indicator adapts a stochastic oscillator’s lookback window to an estimated market cycle. It first smooths the midpoint of each bar’s high and low, then derives in-phase and quadrature components using a digital filter. A homodyne discriminator estimates…

Tehniskie indikatoriStatistikaAkcijas
ProRealCode

This document describes a value chart indicator that plots normalized highs and lows rather than full OHLC candles. It calculates a recent range from summed highs and lows over a configurable depth, derives a central axis and volatility unit from those sums,…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtības
ProRealCode

This indicator seeks potential market tops and bottoms by comparing short and long Laguerre-smoothed price series. It calculates a percentage price oscillator from their difference, then ranks the current oscillator against its values over a rolling lookback…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasStatistika
ProRealCode

This document presents a simple indicator for measuring how far the current closing price sits, in percentage terms, from an exponential moving average. It calculates the average over a configurable period, then expresses the difference between the close and…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasStatistika
ProRealCode

This indicator transforms a stochastic oscillator through two exponential smoothing stages and then maps the result into a bounded signal value. The supplied settings use a 130-period stochastic, a smoothing period of 10, and thresholds at 0.85 and -0.8. A…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaude
ProRealCode

This note describes a simple candlestick rule for flagging bearish shooting stars and bullish hammers. It first requires the high-to-low range to exceed twice the absolute distance between open and close, identifying candles with relatively small bodies. It…

Tehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This indicator estimates whether recent market regimes favor an uptrend or downtrend and tracks the calibration of its own probability forecasts. It classifies each bar using price change over a lookback window scaled by ATR. Changes beyond a positive or…

Tehniskie indikatoriStatistikaSekošana tendenceiAtgriešanās pie vidējās vērtības
ProRealCode

This short indicator note proposes viewing price action with candlesticks plotted at inverted values, alongside volume, to gain another perspective on potential market turning points. Its example implementation lets the user switch between ordinary and…

Tehniskie indikatoriSvārstīgumsTirgus mikrostruktūra
ProRealCode

The author presents a DAX strategy on a 30-minute chart that identifies swing highs and lows using moving averages, then enters in the direction of a break beyond those levels. Stochastic and short moving-average filters gate entries, while average true…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriSvārstīgums
ProRealCode

The Trend Speed Analyzer combines an adaptive exponential average on the price chart with a separate histogram intended to show the direction and intensity of trend momentum. Its average changes responsiveness using normalized price changes and an…

Tehniskie indikatoriCenas impulssSekošana tendenceiCenas izrāviens
ProRealCode

This document describes two price-action patterns attributed to Larry Williams and presents them as possible reversal signals. The first pattern identifies a bar that moves beyond a recent low or high and then closes beyond the preceding bar’s corresponding…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude
ProRealCode

This indicator plots a selected moving average and colors it according to one chosen oscillator: CCI, RSI, Stochastic, Cycle, or Directional Index. The user can configure the moving-average period and type, oscillator periods, and which oscillator controls…

Tehniskie indikatoriSvārstīgumsCenas impulss
ProRealCode

This indicator uses the position of closing, high, and low prices within Bollinger Bands to identify moves beyond the bands after a contraction. It averages the prior three high and low percentile readings, then tracks conditions above the upper band or…

Tehniskie indikatoriSvārstīgumsCenas izrāviens
ProRealCode

This indicator compares the average price path after a chosen market condition with the average path after that condition is absent. The user selects a projection horizon and specifies a condition, such as a rising stochastic reading combined with price…

StatistikaVēsturisko datu pārbaudeTehniskie indikatoriRiska pārvaldība
ProRealCode

This document explains a chart heatmap that compares an instrument’s typical volume or volatility across months, days of the month, weekdays, or hours. It calculates each period’s total volume or true range, groups observations by the selected calendar…

Tehniskie indikatoriStatistikaSvārstīgumsPozīcijas apjoma noteikšana
ProRealCode

This strategy uses Internal Bar Strength (IBS), calculated from a bar’s close relative to its high-low range, to identify unusually weak or strong closes. For gold, it proposes buying when IBS falls below a chosen threshold and exiting when price closes…

IzejvielasAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
ProRealCode

The indicator places three volatility-scaled bands above and below a smoothed moving average. Band distances use ATR multiplied by Fibonacci-related factors, with the center average providing trend context. The article describes the zones between the middle…

Tehniskie indikatoriSvārstīgumsSekošana tendenceiRiska pārvaldība
ProRealCode

This strategy looks for a narrow-range setup: the current bar sits inside the previous bar and its range is below the recent minimum. It requires Bollinger Band width to be near a recent low, ADX to exceed a threshold, and short-term ATR to be greater than a…

Nākotnes līgumiCenas izrāviensSvārstīgumsTehniskie indikatori
ProRealCode

The document introduces nine indicators that compare historical range, volume, and equity gains or losses across calendar periods. For each measure, the collection examines months, weeks, and days of the week to identify periods that have tended to be above…

StatistikaTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This post presents an intraday strategy for the FTSE 100, with forex pairs also mentioned as instruments the author trades. It looks for a candle whose open-to-close move exceeds twice a 12-period average true range. A large down candle triggers a long…

Nākotnes līgumiValūtu tirgusTehniskie indikatoriAtgriešanās pie vidējās vērtības
ProRealCode

This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

This indicator marks several price-action reversal setups built from relationships between consecutive bars. It classifies bars as inside, outside, directional up, directional down, two-up, or two-down, with a tolerance parameter to reduce sensitivity to…

Tehniskie indikatoriCenas izrāviensAkcijas
ProRealCode

The document describes a chart indicator that marks bullish and bearish ABCD price patterns. It tracks candidate swing points A through D, applies Fibonacci retracement levels to assess the C point, and uses extension levels to locate D. Adjustable settings…

Tehniskie indikatoriValūtu tirgusAkcijasVēsturisko datu pārbaude
ProRealCode

MSL Trend Follow combines confirmed swing-point breaks with an ATR-based trailing stop to identify and track directional trends. A close above the latest confirmed swing high signals an uptrend; a close below the latest confirmed swing low signals a…

Sekošana tendenceiTehniskie indikatoriSvārstīgumsRiska pārvaldība