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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

The document presents a basic DAX breakout strategy for a one-hour chart. It enters long when price closes above the upper 20-period Bollinger Band and volume reaches the stated threshold; it enters short when price closes below the lower band with the same…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This indicator selects regression channels by comparing multiple lookback periods instead of relying on one fixed window. For each candidate, it fits a linear regression to closing prices and sets upper and lower bands using standard deviation. A composite…

Tehniskie indikatoriSekošana tendenceiStatistikaAtgriešanās pie vidējās vērtības
ProRealCode

The indicator blends moving averages of highs and lows with shifted Bollinger Bands to define adaptive upper and lower reference levels. A short moving average and OsMA sign changes are then used alongside price tests of those levels to mark potential…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtības
ProRealCode

The AI Trend Navigator is a ProRealTime indicator that applies a nearest-neighbor approach to price-derived series. It compares a current target value with values in a historical window, selects the closest matches, and averages them into a smoothed…

MašīnmācīšanāsTehniskie indikatoriSekošana tendenceiStatistika
ProRealCode

The Fibonacci Opening Range indicator uses the high and low recorded during a chosen opening-session window to define a price range. It projects levels above and below that range by multiplying its width by extension ratios, including 1.618, 2.618, and…

Tehniskie indikatoriCenas izrāviensSvārstīgumsRiska pārvaldība
ProRealCode

The document presents a relative strength ranking indicator for comparing stocks, ETFs, or futures within a chosen universe. It combines short- and long-term price movement relative to moving averages, averages those components, and divides by a 10-day…

Vairāku aktīvu tirdzniecībaCenas impulssTehniskie indikatoriSvārstīgums
ProRealCode

The document presents a price-following indicator built from a percentage envelope around the close. A recursive reference line, initialized at the first close, is constrained by the upper and lower bounds of that envelope: it rises when the lower bound is…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

This indicator averages upper and lower Keltner bands calculated over four lookback periods: 50, 100, 150, and 200. The difference between the averaged bands is displayed as a histogram, intended to show volatility with less abrupt variation than a…

Tehniskie indikatoriSvārstīgumsRiska pārvaldība
ProRealCode

This indicator combines a 50-bar linear regression channel with a squeeze measure that ranks current channel width against its range over the previous 100 bars. A signal occurs when price crosses a channel boundary after the prior bar met the squeeze…

Cenas izrāviensSvārstīgumsTehniskie indikatoriRiska pārvaldība
ProRealCode

The Three Step Future-Trend indicator divides candle volume into three consecutive blocks and assigns each bar positive volume when it closes above its open, or negative volume otherwise. For each block, it sums this delta volume alongside total volume, then…

Tehniskie indikatoriStatistikaSekošana tendencei
ProRealCode

This document introduces the Keltner Channel as a moving-average line surrounded by upper and lower bands. It describes the bands as the central moving average plus or minus a volatility measure, and compares the concept with Bollinger Bands, which use…

Tehniskie indikatoriSvārstīgumsStatistika
ProRealCode

This ProRealTime indicator divides the price range over a selected lookback into equal bands and estimates how much traded volume belongs to each band. The user can anchor the calculation around the period’s highest high or lowest low, or use a fixed…

Tehniskie indikatoriTirgus mikrostruktūraStatistika
ProRealCode

This document presents a fractal-dimension calculation proposed by John Ehlers and Ric Way as a way to characterize whether price movement is trending or cycling. It starts with median price, applies a short weighted smoothing filter, and compares the price…

Tehniskie indikatoriStatistikaSekošana tendencei
ProRealCode

This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning…

IzejvielasSekošana tendenceiTehniskie indikatoriPozīcijas apjoma noteikšana
ProRealCode

This indicator overlays candles from a chosen higher timeframe onto a chart using a lower default timeframe. It aggregates lower-timeframe bars into higher-timeframe open, high, low, and close values, detecting when a new higher-timeframe bar begins. A shift…

Tehniskie indikatoriVairāku aktīvu tirdzniecība
ProRealCode

This indicator seeks breakout entries by requiring several conditions to align. A long signal uses a bullish candle whose body exceeds half its range, a close above the prior two highs, a 20-period average above a 50-period average, and RSI below 70. The…

Cenas izrāviensCenas impulssTehniskie indikatoriSekošana tendencei
ProRealCode

This strategy uses Heiken Ashi candle color changes as entry signals and a moving average as a trend filter. It buys when the calculated Heiken Ashi close moves above its open after the prior bar showed the reverse relationship, provided the market is above…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This example explains a simple single-layer perceptron that combines several time-lagged readings of a smoothed RSI. Each selected reading is multiplied by a parameter-specific weight, and the weighted values are added to produce a raw score. The inputs can…

MašīnmācīšanāsTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This strategy applies an ADX regime filter to DAX trading, using breakout rules when ADX is above a chosen threshold and mean-reversion rules when it is below. The accompanying 30-minute example uses ATR-scaled candle bodies to trigger entries. In the…

Nākotnes līgumiCenas izrāviensAtgriešanās pie vidējās vērtībasTehniskie indikatori
ProRealCode

The document introduces the Hodrick–Prescott filter as a way to decompose a time series and produce a smooth estimate that emphasizes longer-term movement over short-term fluctuations. It includes a ProRealTime implementation that applies the calculation to…

StatistikaTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This indicator estimates the angle of a moving average, smooths that measure, and uses its direction and magnitude to describe trend conditions. Rising readings are presented as strengthening trends, while falling readings suggest weakening momentum and…

Tehniskie indikatoriSekošana tendenceiCenas impulss
ProRealCode

The document explains the Intraday Intensity Index (III), a volume-based indicator intended to estimate buying or selling pressure from a security's close within its daily high-low range. It describes an underlying calculation that weights the close's…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasVēsturisko datu pārbaude
ProRealCode

This indicator identifies a broad set of candlestick formations, including reversal patterns such as engulfing candles, stars, hammers, and multi-candle formations, as well as price gaps. It labels detected patterns on a chart and uses green or red arrows to…

Tehniskie indikatoriStatistikaSekošana tendencei
ProRealCode

This indicator combines a faster WaveTrend oscillator for entry and exit timing with a slower oscillator that provides a broader momentum bias. Both are calculated from median price using channel and averaging lengths; the fast line also has a moving average…

Tehniskie indikatoriCenas impulss