Pāriet uz saturu

Zināšanu bibliotēka

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
Dokumentu skaits: 20,364
SuperMind
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
Dokumentu skaits: 7,090
BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
Dokumentu skaits: 1,033
Amberdata research
Dokumentu skaits: 766
FMZ forum
Dokumentu skaits: 682
FMZ digest
Dokumentu skaits: 662
vn.py community
Dokumentu skaits: 560
QuantInsti blog
Dokumentu skaits: 511
Galaxy Research
Dokumentu skaits: 340
QuantStart
Dokumentu skaits: 246
Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
Dokumentu skaits: 181
Paradigm research
Dokumentu skaits: 175
Lumibot
Dokumentu skaits: 164
Kraken Learn
Dokumentu skaits: 163
Kvantitatīvās tirdzniecības kursu bibliotēka
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
Dokumentu skaits: 116
TqSdk
Dokumentu skaits: 86
Quantpedia
Dokumentu skaits: 86
Hyperliquid docs
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
Dokumentu skaits: 62
Awesome Systematic Trading
Dokumentu skaits: 61
backtrader
Dokumentu skaits: 54
vn.py
Dokumentu skaits: 50
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
Dokumentu skaits: 45
FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
Dokumentu skaits: 28
Zipline
Dokumentu skaits: 22
FMZ live strategies
Dokumentu skaits: 21
Jesse
Dokumentu skaits: 17
pyfolio
Dokumentu skaits: 16
WonderTrader
Dokumentu skaits: 14
Alphalens
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 1,507

ProRealCode

The document describes a volume indicator based on an idea attributed to trader Oliver Vélez. It defines a climactic volume bar as one whose volume exceeds twice the average volume of the preceding ten sessions. In an existing uptrend or downtrend, such a…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasStatistika
ProRealCode

Average True Range Percent (ATRP) expresses average true range as a percentage of the instrument’s closing price. This normalization makes recent price movement easier to compare across instruments with very different price levels. The document illustrates…

SvārstīgumsTehniskie indikatoriStatistika
ProRealCode

The document describes two related indicators: an Arnaud Legoux moving average whose offset adapts using the Vertical Horizontal Filter (VHF), and a high-low signal band built from separate adaptive averages of recent highs and lows. The VHF measures the…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
ProRealCode

This document describes an intraday strategy for the French CAC 40 using 10-second bars. It calculates Supertrend states across several higher timeframes, then combines those states with detailed weekday and time-of-day filters. Long entries are considered…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

This indicator draws a visual regression channel using separate linear regressions of price highs and lows over a configurable lookback, set to 20 by default. It offsets the upper and lower regression lines by one and a half standard deviations, then…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
ProRealCode

This document describes a rules-based DAX CFD strategy using H4 bars covering the session from 9:00 to 21:00. It enters long when price is above a 200-period moving average and MACD is positive, and short when price is below the average and MACD is negative.…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

This indicator records a breakout structure when price exceeds its running high after a configurable minimum gap. For each structure it stores the prior high, the lowest price before the break, the break point, and the subsequent high. It measures pullback…

Cenas izrāviensTehniskie indikatoriStatistikaSvārstīgums
ProRealCode

This experimental indicator adapts a volatility filter to price itself, aiming to suppress movements smaller than a configurable range. It calculates a range from a selected scale, optionally smooths that range, then updates a trailing filter only when price…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
ProRealCode

The document explains an indicator that reconstructs five-minute open, high, low, and close values from a one-minute chart. A counter tracks the position within each five-minute interval; the open is taken from the interval’s first one-minute bar, while the…

Tehniskie indikatoriStatistika
ProRealCode

The document describes a simple indicator that plots the midpoint of the previous day’s high and low, plus midpoints spanning the highest high and lowest low across the previous three and five days. It is presented as an alternative to conventional pivot…

Tehniskie indikatoriCenas izrāviensCenas impulss
ProRealCode

The Trend Checker Graph turns comparisons between the current selected price and its value at up to eight lookback periods into a single score ranging from negative to positive. A rising comparison contributes a positive amount and a falling comparison a…

Tehniskie indikatoriSekošana tendenceiCenas impulss
ProRealCode

This indicator update analyzes breaks of recent highs and lows. Users set the number of past bars used to establish those levels and the forward period used to detect breaks and close a hypothetical trade. Separate percentage adjustments move each threshold…

AkcijasCenas izrāviensTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

HL-Trend is a price-based indicator intended for swing trading across timeframes. It uses each candle’s high and low relative to the prior candle to update a signal level: a lower high assigns the current high, while a higher low assigns the current low. The…

Tehniskie indikatoriSekošana tendenceiAkcijas
ProRealCode

BSTrend classifies the prevailing currency trend into an up or down state. Its calculation compares the current bar’s midpoint with the highest high and lowest low over a lookback period, smooths and normalizes that range position, and applies a logarithmic…

Valūtu tirgusTehniskie indikatoriSekošana tendencei
ProRealCode

The document describes the Range Bound Channel Index (RBCI), an indicator built with a channel filter. The filter is intended to suppress both slower trend components and faster noise, leaving a bounded, quasi-stationary series. Local highs are interpreted…

Tehniskie indikatoriStatistikaAtgriešanās pie vidējās vērtības
ProRealCode

This indicator identifies swing highs and lows using configurable counts of bars before and after each candidate pivot. When a new pivot is confirmed, it connects that point with the previous pivot of the same type and extends the resulting slope forward as…

Tehniskie indikatoriCenas izrāviensRiska pārvaldība
ProRealCode

The document describes a reversal setup attributed to John Carter: after a trend changes, wait for three consecutive lower closes before entering short, or three consecutive higher closes before entering long. It adds a filter intended to avoid signals…

Tehniskie indikatoriCenas impulssCenas izrāviens
ProRealCode

This document proposes a short-term A-share stock screen using three conditions: daily high-low amplitude above one percent, a closing price exactly at 18.5 yuan, and exclusion of stocks that hit the daily price limit the previous day. It suggests sorting…

AkcijasĶīnas tirgiSvārstīgumsTehniskie indikatori
ProRealCode

This indicator modifies Supertrend by using the midpoint of the highest high and lowest low over a 52-week lookback as its price reference. It calculates Average True Range over the same period and places upper and lower bands a multiple of ATR from that…

Tehniskie indikatoriSekošana tendenceiSvārstīgums
ProRealCode

The document explains the Jurik DMX, a directional movement indicator that applies adaptive smoothing to positive and negative price movement measures. It describes normalizing these components by a smoothed true range, taking their difference as a trigger,…

Tehniskie indikatoriSekošana tendenceiCenas impulssSvārstīgums
ProRealCode

This chart indicator classifies each candle by comparing its close with two exponential moving averages calculated separately from highs and lows. A close above the high-based average is colored green, a close below the low-based average is colored red, and…

Tehniskie indikatoriSekošana tendencei
ProRealCode

This indicator estimates how much a market’s price range has historically varied on each weekday. For every bar, it expresses the high–low range as a percentage of the opening price, assigns that value to the corresponding weekday, and calculates a rolling…

StatistikaSvārstīgumsTehniskie indikatori
ProRealCode

This A-share stock screen combines three conditions: a 14-period RSI below 65, year-over-year growth in parent-company net profit above 20% and no greater than 100%, and a ratio of buying-side to selling-side volume above 1.3. The post presents the rules as…

AkcijasTehniskie indikatoriCenas impulssStatistika
ProRealCode

This short indicator example tracks the highest high and lowest low during a user-defined time interval, then displays those values as the upper and lower edges of a channel. It resets the running extremes when the selected interval begins and updates them…

Tehniskie indikatori