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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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Lumibot strategies
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QuantRocket
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 1,507

ProRealCode

This long-only daily strategy seeks short-term rebounds in equity index CFDs while limiting entries to prices above a 200-period moving average. It sums RSI readings over the most recent two periods and enters when this cumulative measure falls below 35,…

AkcijasAtgriešanās pie vidējās vērtībasTehniskie indikatoriRiska pārvaldība
ProRealCode

The document describes an account-level risk utility for prop-firm evaluations. Attached to one chart, it monitors account equity against daily loss and maximum drawdown limits. When a threshold is reached, it closes open trades, removes pending orders…

Riska pārvaldībaPozīcijas apjoma noteikšanaRīkojumu izpilde
ProRealCode

SuperIchi keeps the familiar Ichimoku lines and cloud but replaces fixed lookback high-low midpoints with an ATR trailing-stop regime engine. For each line, it tracks the price extreme reached during the current regime and the active trailing stop, then…

Tehniskie indikatoriSvārstīgumsSekošana tendencei
ProRealCode

This ProRealTime indicator fits a least-squares line to recent closing prices, using a fixed lookback of 200 bars. It calculates the slope and intercept from sums of price and time values, then draws the fitted line and bands around it. The described band…

Tehniskie indikatoriStatistikaSekošana tendencei
ProRealCode

This indicator guide divides intraday trading into Asian, London, and New York session windows, including separate New York morning, lunch, and afternoon periods. It marks each window’s high and low as chart zones, then extends prior session levels as pivots…

Tehniskie indikatoriCenas izrāviensRīkojumu izpildeRiska pārvaldība
ProRealCode

This proposed daily stock strategy uses a three-line break reversal signal with a moving-average trend filter. It enters long after an upward reversal, when the moving average is rising or price is above it. The suggested stop is set using the prior…

AkcijasSekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This note describes a way to rescale the Stochastic Momentum Index (SMI) against its recent volatility. It first computes the SMI, then forms upper and lower bands around a 24-period exponential moving average using two standard deviations. The current SMI’s…

Tehniskie indikatoriSvārstīgumsCenas impulss
ProRealCode

The13thWarrior is a configurable chart indicator intended for short-term trading. It derives Heikin-Ashi-style open and close values, then colors candles green when the close is above the open and OBV is above its moving average, or red when both conditions…

Tehniskie indikatoriCenas impulssSvārstīgums
ProRealCode

This indicator combines ZigZag swing identification with a volume-by-price calculation. For each detected price sequence, it divides the range into price bands, totals volume associated with closes in each band, and marks the highest-volume band along with…

Tehniskie indikatoriTirgus mikrostruktūra
ProRealCode

This indicator compares a volume-weighted moving average (VWMA) with a 20-period simple moving average (SMA). It colors the chart background green when the VWMA is above the SMA and red otherwise, giving a quick view of their relative position. It also draws…

Tehniskie indikatoriSekošana tendencei
ProRealCode

This indicator divides a selected price range into bins and totals volume associated with bars whose closing prices fall in each bin. It marks the bin with the greatest volume as a strong level, then identifies low-volume bins above and below it as potential…

Tehniskie indikatoriCenas izrāviensRiska pārvaldība
ProRealCode

The document describes a Bill Williams fractal indicator for marking local highs and lows. A high fractal is a middle bar whose high is at least as high as the surrounding bars in a five-bar window; a low fractal is defined conversely by the middle bar…

Tehniskie indikatoriCenas izrāviensSekošana tendencei
ProRealCode

This indicator compares price with several moving averages to describe market phase. On a daily chart, the author associates the 1,400-day average with a 200-week measure and uses 50-, 100-, and 200-day averages as shorter-term references. The indicator…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
ProRealCode

This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…

Nākotnes līgumiCenas izrāviensTehniskie indikatoriRiska pārvaldība
ProRealCode

This indicator overlays candles from a configurable higher time frame onto a lower-time-frame price chart. The interval is specified in minutes, with examples including an hour, four hours, and a day. It tracks elapsed chart time to detect the start of a new…

Tehniskie indikatoriVairāku aktīvu tirdzniecība
ProRealCode

The strategy identifies a signal bar whose high-to-low range is smaller than that of each of the six preceding bars. It then places a buy limit at the lowest low and a short limit at the highest high across those prior bars, aiming to trade reversals within…

Atgriešanās pie vidējās vērtībasVēsturisko datu pārbaudeRīkojumu izpildeTehniskie indikatori
ProRealCode

This indicator marks the opening and closing periods of the Tokyo, London, and New York sessions beneath a price chart. It uses specified clock times to switch each market's display state on and off, then draws a labeled colored marker while that session is…

Tehniskie indikatoriValūtu tirgusTirgus mikrostruktūra
ProRealCode

The document presents an intraday CAC 40 strategy on 15-minute bars. At 09:30, it takes a long position if a MACD calculated over a window scaled to represent 14 hours is rising, or a short position if the MACD is falling. It closes positions at 21:45 and…

Nākotnes līgumiTehniskie indikatoriCenas impulssRiska pārvaldība
ProRealCode

The indicator combines a long-term channel with three shorter moving averages to identify trend direction, pullbacks, and potential continuation entries. It calculates an 89-period average and a channel whose width is based on an 89-period average of true…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensSvārstīgums
ProRealCode

The Expanded Cloud is a trend indicator built around a rolling highest-high and lowest-low channel. Two adaptive bounds expand or contract in response to changes in that channel, moderated by a reactivity setting. The indicator identifies bullish and bearish…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība
ProRealCode

This indicator describes market structure using two symmetric pivot windows: a faster internal scale and a slower external scale. It tracks recent pivot highs and lows, compares successive swings, and maintains a bullish or bearish state. A close through a…

Tehniskie indikatoriSekošana tendenceiCenas izrāviensRiska pārvaldība
ProRealCode

This indicator combines Heikin-Ashi candles with a 14-period RSI. It colors the candles according to whether RSI is above or below 50, with a neutral color when RSI equals 50. The threshold is presented as a marker for a shift in the balance between buyers…

Tehniskie indikatoriCenas impulss
ProRealCode

The indicator combines a SuperTrend-style trailing line with a volume-weighted moving average and a k-nearest-neighbors classifier. The trend bands are centered on the volume-weighted average and offset using average true range. For its classifier, the…

Tehniskie indikatoriMašīnmācīšanāsSekošana tendencei
ProRealCode

The indicator converts distance from the Donchian Channel midpoint into a bounded oscillator. It finds the highest and lowest prices over a lookback period, takes their midpoint, and smooths both the signed price distance from that midpoint and its absolute…

Tehniskie indikatoriCenas impulssSekošana tendenceiCenas izrāviens