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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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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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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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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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Lumibot strategies
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Meklēt bibliotēkā

Dokumentu skaits: 1,507

ProRealCode

The indicator colors a chart background according to whether the close agrees with both Supertrend and Parabolic SAR. It marks an upward condition when the close is above both indicators and a downward condition when the close is below both. The example uses…

Tehniskie indikatoriSekošana tendencei
ProRealCode

Time Segmented Volume (TSV) is a price-and-volume indicator intended to reveal accumulation and distribution. The described calculation assigns a signed volume contribution according to the direction of the close-to-close price change, then sums those…

Tehniskie indikatoriAkcijasCenas impulss
ProRealCode

This indicator combines a CCI-like calculation on changes in closing price with two stages of exponential smoothing. It then computes the standard deviation of the smoothed oscillator and uses rolling highs and lows of that deviation to create dynamic upper…

Tehniskie indikatoriSvārstīgumsStatistika
ProRealCode

This indicator turns confirmed swing highs and lows into support or resistance zones, then ranks the zones to reduce chart clutter. Pivots must clear a minimum displacement relative to ATR; each accepted pivot becomes a band whose width is also tied to ATR.…

Tehniskie indikatoriStatistikaRiska pārvaldībaSekošana tendencei
ProRealCode

This five-minute EURUSD strategy combines a stochastic oscillator with a long-term exponential moving average. A long entry requires the oscillator to remain in an oversold range across several candles, price to be above the moving average, and the…

Valūtu tirgusTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
ProRealCode

The document presents the components of the Traders Dynamic Index (TDI), an indicator built from the relative strength index. It calculates a central average of RSI values, surrounds it with bands based on their standard deviation, and plots additional short…

Tehniskie indikatoriStatistika
ProRealCode

The document explains a configurable scanner for five- and six-pivot harmonic structures. Rather than hard-coding named patterns, users specify acceptable ranges for ratios between legs such as XAB, ABC, and BCD. The scanner builds a recursive zigzag from…

Tehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
ProRealCode

The document presents a trend-following indicator similar in purpose to Supertrend, but its trailing reversal level is set using a fixed percentage-like step from the close rather than a multiple of average true range. The level adjusts with the direction…

Sekošana tendenceiTehniskie indikatoriRiska pārvaldībaVēsturisko datu pārbaude
ProRealCode

The document describes a Better Volume indicator that classifies bars using volume, price range, candle direction, and estimated volume at the bid or ask. It colors a volume histogram for several conditions: high-volume wide-range up or down bars,…

Tehniskie indikatoriTirgus mikrostruktūraStatistikaAkcijas
ProRealCode

This article describes a backtesting indicator for evaluating exit distances on a supplied trading signal. It simulates a single-unit position, closes equal portions at up to three take-profit levels, and exits the remaining position at the first stop level…

Vēsturisko datu pārbaudeRiska pārvaldībaTehniskie indikatoriRīkojumu izpilde
ProRealCode

This indicator combines the distance between ADX and ADXR with the relative change in ATR to describe trend development and volatility together. The author argues that ADX alone can miss changes in volatility, while ATR alone is expressed in absolute price…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsStatistika
ProRealCode

The document describes KRev, an indicator intended to estimate the currency risk per unit of a position if price reaches the third Kase Dev Stop. Traders can use that estimate to compare markets or time frames with a fixed per-unit risk limit. The…

Tehniskie indikatoriSvārstīgumsRiska pārvaldībaPozīcijas apjoma noteikšana
ProRealCode

The indicator replaces fixed swing highs and lows with levels that decay over time by a fraction of ATR(200) per bar. Confirmed pivots reset their side’s level, so newer swings take precedence. A break occurs when price crosses the eroded level; the level…

Tehniskie indikatoriCenas izrāviensSvārstīgumsSekošana tendencei
ProRealCode

This indicator aims to show whether a trend is present and how strong it is by comparing a moving-average channel with a longer price range. For each selected moving-average period, it measures the recent high-to-low span of the average and compares that…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsStatistika
ProRealCode

The Even Better Sinewave is described as a bounded oscillator for identifying bullish or bearish cycle momentum while filtering price noise. Its construction applies a high-pass stage to price changes, then smooths the result with a low-pass filter. A…

Tehniskie indikatoriStatistikaCenas impulss
ProRealCode

This indicator constructs price bands around an exponentially weighted moving average. It first takes the logarithm of the input price and updates the average with an exponential weighting factor derived from the chosen period. It then calculates an…

Tehniskie indikatoriSvārstīgumsStatistika
ProRealCode

This document explains a Smart Money Concepts indicator that labels changes and breaks in market structure as CHoCH, SMS, or BMS. It tracks outcomes in loaded price history and displays estimated probabilities for the next continuation or reversal, alongside…

Tehniskie indikatoriStatistikaSekošana tendenceiCenas izrāviens
ProRealCode

The document describes a chart indicator for tracking open-to-close gaps across the current day and the prior three sessions. It marks the previous session’s close as a potential gap level, checks whether later session ranges have crossed earlier gap levels,…

Nākotnes līgumiTehniskie indikatoriCenas izrāviensTirgus mikrostruktūra
ProRealCode

The document presents a simple directional strategy for EUR/USD based on the ordering of three moving averages. It identifies a shorter, medium, and longer average, and enters a long position when they are stacked from shortest to longest in ascending order.…

Valūtu tirgusSekošana tendenceiTehniskie indikatoriRīkojumu izpilde
ProRealCode

The document presents a ProRealTime indicator that estimates price rate of change using weighted moving averages across the current timeframe and two higher timeframe proxies. Each rate line adds a scaled difference between a current weighted average and its…

Tehniskie indikatoriCenas impulssStatistika
ProRealCode

The document defines a price-based oscillator labeled Kurtosis and presents it as a market sentiment indicator that reflects price direction. Its calculation first takes a short exponential moving average of closing prices, computes the change between…

Tehniskie indikatoriStatistikaTirgus noskaņojums
ProRealCode

This Chinese-language research summary explains how short-lived signals derived from stock price and volume data can complement slower fundamental alpha in a monthly index-enhancement portfolio. It outlines a structured risk model based on Barra USE4, with…

Ķīnas tirgiAkcijasFaktoru ieguldīšanaPortfeļa veidošana
ProRealCode

The document describes a MACD variant that replaces its fast, slow, and signal moving averages with Arnaud Legoux Moving Averages (ALMA). It calculates weighted averages using a Gaussian-shaped weighting scheme, then subtracts the slow average from the fast…

Tehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude