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SuperMind
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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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Freqtrade docs
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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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Alphalens
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backtesting.py
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QuantRocket
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Awesome Quant
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Meklēt bibliotēkā

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ProRealCode

The MCDX indicator presents two RSI-derived histograms as proxies for institutional strength (“Banker”) and short-term speculative activity (“Hot Money”). Each RSI is adjusted by a base value, multiplied by a sensitivity factor, and clipped to a 0–20 range.…

Tehniskie indikatoriCenas impulssAkcijas
ProRealCode

This post presents a Turtle Soup-style strategy for forex on a 30-minute chart. It looks for a close beyond the preceding five-bar low or high, while using the relative position of two exponential moving averages to filter trades by trend. Entries are…

Valūtu tirgusAtgriešanās pie vidējās vērtībasTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This indicator design replaces the stochastic oscillator’s rolling high-low range with standard-deviation bands around a smoothed least-squares moving average. It computes a linear-regression endpoint, smooths it with an EMA, and adds and subtracts a…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
ProRealCode

The Purple Cloud indicator combines ATR-based volatility bands, a SuperTrend trend filter, and 20-, 50-, and 200-period exponential moving averages. It marks potential reversals when price crosses a band and the indicator’s trend state changes. SuperTrend…

Tehniskie indikatoriSvārstīgumsSekošana tendenceiVēsturisko datu pārbaude
ProRealCode

The Line Regression Intercept (LRI) fits an ordinary least-squares line to a rolling window of closing prices, then plots the fitted value at the window’s oldest bar. Because this is not the fitted value at the current bar, the baseline trails price and is…

Tehniskie indikatoriStatistikaSekošana tendenceiRiska pārvaldība
ProRealCode

The document describes an elastic volume-weighted moving average (eWMA) and a band intended to mark possible support or resistance and help identify trend changes. The average updates using current volume relative to the sum of volume over a chosen period,…

Tehniskie indikatoriSekošana tendenceiStatistika
ProRealCode

This strategy waits for a configurable run of bullish or bearish candles, then opens a position at the next candle. A direction setting chooses whether the position follows the run or trades against it. The described controls include position size, stop…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasRiska pārvaldība
ProRealCode

The document proposes an indicator that measures price extremes relative to a moving average. It calculates the largest high-side and low-side deviations from the average over a lookback window, then combines those extremes into a threshold using a divisor.…

Atgriešanās pie vidējās vērtībasTehniskie indikatoriStatistika
ProRealCode

This ProRealCode example describes a daily strategy for the US 100 that uses a smoothed Bollinger %b oscillator built from Heiken Ashi prices and repeated TEMA smoothing. It enters long positions when the oscillator is below a lower threshold and price is…

Nākotnes līgumiTehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

The ATR Worm indicator is presented as a visual aid for scalping entries under two setups: confirmation of a price pattern by the next candle, or a horizontal breakout. Blue dots mark the pattern-validation scenario and red dots mark the breakout scenario,…

Tehniskie indikatoriSvārstīgumsRiska pārvaldība
ProRealCode

CoeffofLine is described as an indicator intended to estimate likely price direction over the next two or three bars. Its output depends on the market symbol, chart timeframe, and indicator period. The accompanying rules treat a rising indicator as a…

Tehniskie indikatoriCenas impulssRiska pārvaldība
ProRealCode

The document describes a stochastic oscillator calculated from the Directional Movement Index (DMI) oscillator rather than a security’s closing price. It outlines a 10-period DMI calculation, then applies a short stochastic lookback and signal average. The…

Tehniskie indikatoriCenas impulssStatistika
ProRealCode

This document outlines an automated DAX strategy on a two-hour chart. It calculates an oscillator from the percentage change between the current open and an earlier open, transformed with arctangent and sine functions. During a stated intraday trading…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

This note adapts MACD, the difference between fast and slow exponential moving averages, with discontinued signal lines. Rather than comparing the oscillator with one continuously smoothed signal, it updates separate upper and lower lines when the oscillator…

Tehniskie indikatoriCenas impulss
ProRealCode

This indicator system combines a Delphic-style moving-average setup with a smoothed RSI filter to mark potential long and short phases. For a long signal, the fast simple moving average crosses above the slow average, price remains above the fast average,…

Tehniskie indikatoriCenas impulssSekošana tendencei
ProRealCode

This indicator replaces fixed-rate moving average crossovers with two adaptive lines: one tracks the simple moving average, while the other tracks closing price. Each line adjusts according to the squared gap from its reference value relative to recent price…

Tehniskie indikatoriSekošana tendenceiCenas impulssStatistika
ProRealCode

This indicator identifies bullish and bearish engulfing patterns and draws a rectangle using the first candle’s range as an order-block zone. A preceding candle must have a body larger than a fraction of the 10-period average true range, and the engulfing…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
ProRealCode

The document describes a ProBuilder implementation of detrended fluctuation analysis for estimating a Hurst exponent from log returns. It centers and cumulatively sums returns, divides the resulting series into blocks at multiple scales, removes a linear…

StatistikaTehniskie indikatoriSvārstīgums
ProRealCode

This proposed daily strategy for the DAX mini switches between mean-reversion and breakout entries according to ADX thresholds. It uses the candle’s direction and size relative to average true range to trigger trades, and applies separate volatility ceilings…

Nākotnes līgumiAtgriešanās pie vidējās vērtībasCenas izrāviensSvārstīgums
ProRealCode

The indicator uses Bollinger Band width as a proxy for volatility. It calculates upper and lower bands from closing prices, takes their difference as momentum, and compares that value with a moving average of the difference. A histogram marks values at or…

Tehniskie indikatoriSvārstīgumsCenas izrāviens
ProRealCode

This ProRealTime indicator fits a linear regression line to closing prices over a configurable lookback window. It calculates the regression coefficients from sums of the time index and price, then draws the line across the window. A channel width is…

Tehniskie indikatoriStatistikaSvārstīgumsSekošana tendencei
ProRealCode

This indicator combines five RSI series to flag possible shifts in momentum and trend strength. It compares the ordering of the RSI values across adjacent bars and checks threshold levels to mark early buy or sell signals. Separate confirmation conditions…

Tehniskie indikatoriCenas impulssRiska pārvaldība
ProRealCode

The Relative Volatility Measure (RVM) is an oscillator that places recent volatility on a 0–100 scale, making volatility easier to compare across changing market conditions. It combines the average of three short-period Average True Range (ATR) readings with…

SvārstīgumsTehniskie indikatoriCenas izrāviens
ProRealCode

This stock screen combines a 14-period RSI threshold below 65 with an industry filter for beverage and alcohol import-export companies and a date filter for 2021. The stated aim is to narrow a stock universe using a technical indicator alongside industry and…

AkcijasTehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude